# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-26-057305
**Filing Date:** 2026-6
**Character Count:** 488446
**Document Hash:** c4411124e91a3bcba5ebefa2b043e85e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057305.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057305

**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:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 261068879

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Money Market Portfolio (Series ID: S000004150)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000011666 | Administrative Class  | MDDXX           |
| C000011667 | Advisory Class        | MBDXX           |
| C000011668 | Wealth Class          | MWMXX           |
| C000011669 | Investor Class        | MNFXX           |
| C000011670 | Participant Class     | MEPXX           |
| C000011671 | Wealth S Class        | MWSXX           |
| C000017909 | Cash Management Class | MLKXX           |
| C000240958 | Select Class          | MSKXX           |
| C000248681 | Impact Partner Class  | IPFXX           |
| C000248992 | Advisor Class         | MAPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

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

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Money Market Portfolio

**LEI of Series:** 549300EBFGO1GC7P4C02

**EDGAR Series Identifier:** S000004150

**Total number of share classes in the series:** 10

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 45 days

- **WAL:** 81 days

- **Total Value of Portfolio Securities:** $3517599334.49

- **Amortized Cost of Portfolio Securities:** $3517699850.66

- **Cash:** $100559759.57

- **Total Other Assets:** $27657269.25

- **Total Liabilities:** $35675579.69

- **Net Assets of Series:** $3610241299.82

- **Number of Shares Outstanding (Series):** 3610314493.4180

- **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 | $1292583062.83            | $2033578983.83             | 35.6600%                  | 56.1000%                   |
| 2026-05-04 | $1410177780.00            | $2021177780.00             | 39.0000%                  | 55.9000%                   |
| 2026-05-05 | $1509939564.15            | $2022939564.15             | 41.8400%                  | 56.0600%                   |
| 2026-05-06 | $1452689635.92            | $2003689635.92             | 40.4700%                  | 55.8200%                   |
| 2026-05-07 | $1330309542.15            | $2001309542.15             | 36.9700%                  | 55.6200%                   |
| 2026-05-08 | $1333452502.46            | $2004452502.46             | 37.0000%                  | 55.6200%                   |
| 2026-05-11 | $1440188078.45            | $1991188078.45             | 40.1100%                  | 55.4600%                   |
| 2026-05-12 | $1533968498.30            | $1986968498.30             | 42.7800%                  | 55.4100%                   |
| 2026-05-13 | $1467690689.93            | $2018690689.93             | 40.5500%                  | 55.7800%                   |
| 2026-05-14 | $1345453733.55            | $2041435843.55             | 37.3000%                  | 56.5900%                   |
| 2026-05-15 | $1343267125.24            | $2076225799.74             | 37.3000%                  | 57.6500%                   |
| 2026-05-18 | $1444691726.95            | $2082670139.95             | 40.0500%                  | 57.7300%                   |
| 2026-05-19 | $1519736871.73            | $2094738589.24             | 42.0300%                  | 57.9300%                   |
| 2026-05-20 | $1451894526.43            | $2069887993.33             | 39.8100%                  | 56.7500%                   |
| 2026-05-21 | $1312436681.91            | $2033437414.91             | 36.4000%                  | 56.4000%                   |
| 2026-05-22 | $1450606639.10            | $2031601631.60             | 40.2900%                  | 56.4300%                   |
| 2026-05-26 | $1535498982.10            | $2043557891.98             | 42.4900%                  | 56.5400%                   |
| 2026-05-27 | $1468959841.65            | $2032812778.66             | 40.7800%                  | 56.4300%                   |
| 2026-05-28 | $1265065667.61            | $2014919862.72             | 35.1200%                  | 55.9300%                   |
| 2026-05-29 | $1297456042.31            | $2042313681.28             | 35.5900%                  | 56.0200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.9000%             |
| 2026-05-04 | 3.9000%             |
| 2026-05-05 | 3.9000%             |
| 2026-05-06 | 3.8900%             |
| 2026-05-07 | 3.8900%             |
| 2026-05-08 | 3.8800%             |
| 2026-05-11 | 3.8800%             |
| 2026-05-12 | 3.8800%             |
| 2026-05-13 | 3.8800%             |
| 2026-05-14 | 3.8800%             |
| 2026-05-15 | 3.8700%             |
| 2026-05-18 | 3.8700%             |
| 2026-05-19 | 3.8700%             |
| 2026-05-20 | 3.8600%             |
| 2026-05-21 | 3.8600%             |
| 2026-05-22 | 3.8500%             |
| 2026-05-26 | 3.8500%             |
| 2026-05-27 | 3.8500%             |
| 2026-05-28 | 3.8600%             |
| 2026-05-29 | 3.8700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.9999                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 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                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**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 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $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):** $0.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Advisory Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $60204.98

- **Number of Shares Outstanding:** 60227.9130

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9996          |
|  |  |
| 2026-05-04 | 0.9996          |
|  |  |
| 2026-05-05 | 0.9996          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9996          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9996          |
|  |  |
| 2026-05-13 | 0.9996          |
|  |  |
| 2026-05-14 | 0.9996          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9996          |
|  |  |
| 2026-05-19 | 0.9996          |
|  |  |
| 2026-05-20 | 0.9996          |
|  |  |
| 2026-05-21 | 0.9996          |
|  |  |
| 2026-05-22 | 0.9995          |
|  |  |
| 2026-05-26 | 0.9996          |
|  |  |
| 2026-05-27 | 0.9996          |
|  |  |
| 2026-05-28 | 0.9996          |
|  |  |
| 2026-05-29 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $171.22                   | $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):** $171.22

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4700%           |
| 2026-05-04 | 3.4700%           |
| 2026-05-05 | 3.4600%           |
| 2026-05-06 | 3.4600%           |
| 2026-05-07 | 3.4500%           |
| 2026-05-08 | 3.4500%           |
| 2026-05-11 | 3.4500%           |
| 2026-05-12 | 3.4400%           |
| 2026-05-13 | 3.4400%           |
| 2026-05-14 | 3.4400%           |
| 2026-05-15 | 3.4400%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4300%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4200%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4200%           |
| 2026-05-27 | 3.4200%           |
| 2026-05-28 | 3.4200%           |
| 2026-05-29 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3441743731.03

- **Number of Shares Outstanding:** 3441816737.8640

- **Expense Reimbursement/Waiver:** 146285.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 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 | $25605511.82              | $13506854.62            |
| 2026-05-04 | $11662608.96              | $23775873.26            |
| 2026-05-05 | $13788246.60              | $22944858.01            |
| 2026-05-06 | $4866749.45               | $25048219.90            |
| 2026-05-07 | $20945690.41              | $8569837.37             |
| 2026-05-08 | $17582712.55              | $15272258.53            |
| 2026-05-11 | $16678549.66              | $24348877.12            |
| 2026-05-12 | $10404171.52              | $14733888.25            |
| 2026-05-13 | $10359892.89              | $13733423.15            |
| 2026-05-14 | $12449477.96              | $19939831.44            |
| 2026-05-15 | $21858597.54              | $17439071.82            |
| 2026-05-18 | $9919179.47               | $11351173.44            |
| 2026-05-19 | $16919099.32              | $15280616.14            |
| 2026-05-20 | $11659521.87              | $13974951.00            |
| 2026-05-21 | $18738913.06              | $28511221.05            |
| 2026-05-22 | $33325990.76              | $11817523.63            |
| 2026-05-26 | $13867741.25              | $46271461.87            |
| 2026-05-27 | $12406451.04              | $13214711.57            |
| 2026-05-28 | $40910794.74              | $15401543.47            |
| 2026-05-29 | $31427684.62              | $7847156.01             |

**Total Gross Subscriptions (Month):** $355377585.49

**Total Gross Redemptions (Month):** $362983351.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%           |
| 2026-05-04 | 3.7200%           |
| 2026-05-05 | 3.7200%           |
| 2026-05-06 | 3.7100%           |
| 2026-05-07 | 3.7100%           |
| 2026-05-08 | 3.7000%           |
| 2026-05-11 | 3.7000%           |
| 2026-05-12 | 3.7000%           |
| 2026-05-13 | 3.7000%           |
| 2026-05-14 | 3.7000%           |
| 2026-05-15 | 3.6900%           |
| 2026-05-18 | 3.6900%           |
| 2026-05-19 | 3.6900%           |
| 2026-05-20 | 3.6800%           |
| 2026-05-21 | 3.6800%           |
| 2026-05-22 | 3.6700%           |
| 2026-05-26 | 3.6700%           |
| 2026-05-27 | 3.6700%           |
| 2026-05-28 | 3.6800%           |
| 2026-05-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.4400%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1.00

- **Number of Shares Outstanding:** 1.0000

**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 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $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):** $0.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Participant Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $59416.62

- **Number of Shares Outstanding:** 59446.2260

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9995          |
|  |  |
| 2026-05-04 | 0.9995          |
|  |  |
| 2026-05-05 | 0.9995          |
|  |  |
| 2026-05-06 | 0.9995          |
|  |  |
| 2026-05-07 | 0.9995          |
|  |  |
| 2026-05-08 | 0.9995          |
|  |  |
| 2026-05-11 | 0.9995          |
|  |  |
| 2026-05-12 | 0.9995          |
|  |  |
| 2026-05-13 | 0.9995          |
|  |  |
| 2026-05-14 | 0.9995          |
|  |  |
| 2026-05-15 | 0.9995          |
|  |  |
| 2026-05-18 | 0.9995          |
|  |  |
| 2026-05-19 | 0.9995          |
|  |  |
| 2026-05-20 | 0.9995          |
|  |  |
| 2026-05-21 | 0.9995          |
|  |  |
| 2026-05-22 | 0.9994          |
|  |  |
| 2026-05-26 | 0.9995          |
|  |  |
| 2026-05-27 | 0.9995          |
|  |  |
| 2026-05-28 | 0.9995          |
|  |  |
| 2026-05-29 | 0.9995          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $157.03                   | $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):** $157.03

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2200%           |
| 2026-05-04 | 3.2200%           |
| 2026-05-05 | 3.2100%           |
| 2026-05-06 | 3.2100%           |
| 2026-05-07 | 3.2000%           |
| 2026-05-08 | 3.2000%           |
| 2026-05-11 | 3.1900%           |
| 2026-05-12 | 3.1900%           |
| 2026-05-13 | 3.1900%           |
| 2026-05-14 | 3.1900%           |
| 2026-05-15 | 3.1900%           |
| 2026-05-18 | 3.1800%           |
| 2026-05-19 | 3.1800%           |
| 2026-05-20 | 3.1800%           |
| 2026-05-21 | 3.1700%           |
| 2026-05-22 | 3.1600%           |
| 2026-05-26 | 3.1700%           |
| 2026-05-27 | 3.1700%           |
| 2026-05-28 | 3.1700%           |
| 2026-05-29 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Wealth S Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $60899.32

- **Number of Shares Outstanding:** 60928.0000

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9995          |
|  |  |
| 2026-05-04 | 0.9995          |
|  |  |
| 2026-05-05 | 0.9995          |
|  |  |
| 2026-05-06 | 0.9996          |
|  |  |
| 2026-05-07 | 0.9996          |
|  |  |
| 2026-05-08 | 0.9995          |
|  |  |
| 2026-05-11 | 0.9996          |
|  |  |
| 2026-05-12 | 0.9995          |
|  |  |
| 2026-05-13 | 0.9995          |
|  |  |
| 2026-05-14 | 0.9995          |
|  |  |
| 2026-05-15 | 0.9996          |
|  |  |
| 2026-05-18 | 0.9995          |
|  |  |
| 2026-05-19 | 0.9995          |
|  |  |
| 2026-05-20 | 0.9995          |
|  |  |
| 2026-05-21 | 0.9995          |
|  |  |
| 2026-05-22 | 0.9995          |
|  |  |
| 2026-05-26 | 0.9995          |
|  |  |
| 2026-05-27 | 0.9995          |
|  |  |
| 2026-05-28 | 0.9995          |
|  |  |
| 2026-05-29 | 0.9995          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $183.27                   | $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):** $183.27

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6700%           |
| 2026-05-04 | 3.6700%           |
| 2026-05-05 | 3.6700%           |
| 2026-05-06 | 3.6600%           |
| 2026-05-07 | 3.6600%           |
| 2026-05-08 | 3.6500%           |
| 2026-05-11 | 3.6500%           |
| 2026-05-12 | 3.6500%           |
| 2026-05-13 | 3.6500%           |
| 2026-05-14 | 3.6500%           |
| 2026-05-15 | 3.6400%           |
| 2026-05-18 | 3.6400%           |
| 2026-05-19 | 3.6300%           |
| 2026-05-20 | 3.6300%           |
| 2026-05-21 | 3.6300%           |
| 2026-05-22 | 3.6200%           |
| 2026-05-26 | 3.6200%           |
| 2026-05-27 | 3.6200%           |
| 2026-05-28 | 3.6300%           |
| 2026-05-29 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1443941.78

- **Number of Shares Outstanding:** 1443896.4490

- **Expense Reimbursement/Waiver:** 62.00

**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 | 1.0001          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 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 | $4226.63                  | $0.89                   |
| 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                     | $1.08                   |
| 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):** $4226.63

**Total Gross Redemptions (Month):** $1.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5700%           |
| 2026-05-04 | 3.5700%           |
| 2026-05-05 | 3.5700%           |
| 2026-05-06 | 3.5600%           |
| 2026-05-07 | 3.5600%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5300%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5200%           |
| 2026-05-26 | 3.5200%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.4800%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $56909.91

- **Number of Shares Outstanding:** 56906.3400

- **Expense Reimbursement/Waiver:** 2.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $136.56                   | $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):** $136.56

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.9300%           |
| 2026-05-04 | 2.9200%           |
| 2026-05-05 | 2.9200%           |
| 2026-05-06 | 2.9100%           |
| 2026-05-07 | 2.9100%           |
| 2026-05-08 | 2.9000%           |
| 2026-05-11 | 2.9000%           |
| 2026-05-12 | 2.9000%           |
| 2026-05-13 | 2.9000%           |
| 2026-05-14 | 2.9000%           |
| 2026-05-15 | 2.8900%           |
| 2026-05-18 | 2.8900%           |
| 2026-05-19 | 2.8800%           |
| 2026-05-20 | 2.8800%           |
| 2026-05-21 | 2.8800%           |
| 2026-05-22 | 2.8700%           |
| 2026-05-26 | 2.8700%           |
| 2026-05-27 | 2.8700%           |
| 2026-05-28 | 2.8700%           |
| 2026-05-29 | 2.8900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $54933090.20

- **Number of Shares Outstanding:** 54933566.7700

- **Expense Reimbursement/Waiver:** 2386.00

**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 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 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 | $191435.23                | $275.36                 |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $3887125.00               | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $140000.00                | $9883319.02             |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $320000.00                | $0.00                   |
| 2026-05-13 | $650000.00                | $0.00                   |
| 2026-05-14 | $0.00                     | $450000.00              |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $125000.00              |
| 2026-05-19 | $100000.00                | $0.00                   |
| 2026-05-20 | $0.00                     | $125750.00              |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $400000.00                | $0.00                   |
| 2026-05-27 | $0.00                     | $5000.00                |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5688560.23

**Total Gross Redemptions (Month):** $10589344.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%           |
| 2026-05-04 | 3.7200%           |
| 2026-05-05 | 3.7200%           |
| 2026-05-06 | 3.7100%           |
| 2026-05-07 | 3.7100%           |
| 2026-05-08 | 3.7000%           |
| 2026-05-11 | 3.7000%           |
| 2026-05-12 | 3.7000%           |
| 2026-05-13 | 3.7000%           |
| 2026-05-14 | 3.7000%           |
| 2026-05-15 | 3.6900%           |
| 2026-05-18 | 3.6900%           |
| 2026-05-19 | 3.6900%           |
| 2026-05-20 | 3.6800%           |
| 2026-05-21 | 3.6800%           |
| 2026-05-22 | 3.6700%           |
| 2026-05-26 | 3.6700%           |
| 2026-05-27 | 3.6700%           |
| 2026-05-28 | 3.6800%           |
| 2026-05-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9000%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $111883103.98

- **Number of Shares Outstanding:** 111882781.8560

- **Expense Reimbursement/Waiver:** 4444.00

**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 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 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 | $382198.40                | $2081015.70             |
| 2026-05-04 | $1513399.41               | $848443.65              |
| 2026-05-05 | $388429.51                | $266968.37              |
| 2026-05-06 | $1233071.53               | $776090.95              |
| 2026-05-07 | $469879.28                | $829749.88              |
| 2026-05-08 | $1572724.31               | $121523.40              |
| 2026-05-11 | $684088.63                | $234914.94              |
| 2026-05-12 | $438447.58                | $902134.73              |
| 2026-05-13 | $3840740.47               | $3853152.13             |
| 2026-05-14 | $172289.70                | $102775.86              |
| 2026-05-15 | $307384.04                | $1368506.71             |
| 2026-05-18 | $819127.94                | $475763.00              |
| 2026-05-19 | $519856.38                | $373061.07              |
| 2026-05-20 | $5022326.79               | $390493.99              |
| 2026-05-21 | $863001.67                | $559637.57              |
| 2026-05-22 | $1984656.95               | $103812.77              |
| 2026-05-26 | $570708.18                | $645237.23              |
| 2026-05-27 | $809007.47                | $1213656.02             |
| 2026-05-28 | $14159.38                 | $67321.42               |
| 2026-05-29 | $4290958.16               | $137358.00              |

**Total Gross Subscriptions (Month):** $25896455.78

**Total Gross Redemptions (Month):** $15351617.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7200%           |
| 2026-05-04 | 3.7200%           |
| 2026-05-05 | 3.7200%           |
| 2026-05-06 | 3.7100%           |
| 2026-05-07 | 3.7100%           |
| 2026-05-08 | 3.7000%           |
| 2026-05-11 | 3.7000%           |
| 2026-05-12 | 3.7000%           |
| 2026-05-13 | 3.7000%           |
| 2026-05-14 | 3.7000%           |
| 2026-05-15 | 3.6900%           |
| 2026-05-18 | 3.6900%           |
| 2026-05-19 | 3.6900%           |
| 2026-05-20 | 3.6800%           |
| 2026-05-21 | 3.6800%           |
| 2026-05-22 | 3.6700%           |
| 2026-05-26 | 3.6700%           |
| 2026-05-27 | 3.6700%           |
| 2026-05-28 | 3.6800%           |
| 2026-05-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Funding USA LLC

- **C.1 - Title:** ABN Amro Funding USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CJM5, C.4 - ISIN: US00084CJM55, C.3 - LEI: 549300WEQ09I
- **C.18 - Value (incl. sponsor support):** $9876908.00
- **C.18.a - Value (excl. sponsor support):** $9876908.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ANZ New Zealand International Ltd.

- **C.1 - Title:** ANZ New Zealand International Ltd. 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 00182EBN8, C.4 - ISIN: US00182EBN85, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $21865437.20
- **C.18.a - Value (excl. sponsor support):** $21865437.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACL2, C.3 - LEI: 549300IBZWZL
- **C.18 - Value (incl. sponsor support):** $15006655.50
- **C.18.a - Value (excl. sponsor support):** $15006655.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Air Liquide U.S. LLC

- **C.1 - Title:** Air Liquide U.S. LLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00912UKK5, C.4 - ISIN: US00912UKK50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14772531.00
- **C.18.a - Value (excl. sponsor support):** $14772531.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.461300%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05252ADJ7, C.4 - ISIN: US05252ADJ79, C.3 - LEI: JHE42UYNWWTJ
- **C.18 - Value (incl. sponsor support):** $5745105.11
- **C.18.a - Value (excl. sponsor support):** $5745105.11
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-18
- **C.13 - Final Legal Maturity Date:** 2027-01-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BMW U.S. Capital LLC

- **C.1 - Title:** BMW U.S. Capital LLC 4.650000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 05565ECP8, C.4 - ISIN: US05565ECP88, C.3 - LEI: KK5MZM9DIXLX
- **C.18 - Value (incl. sponsor support):** $8511679.77
- **C.18.a - Value (excl. sponsor support):** $8511679.77
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A2; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Banco Santander SA (New York Branch)

- **C.1 - Title:** Banco Santander SA (New York Branch) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RKZ4, C.4 - ISIN: US05973RKZ46, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $15008079.00
- **C.18.a - Value (excl. sponsor support):** $15008079.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banco Santander SA (New York Branch)

- **C.1 - Title:** Banco Santander SA (New York Branch) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RLB6, C.4 - ISIN: US05973RLB68, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $15008230.50
- **C.18.a - Value (excl. sponsor support):** $15008230.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPL0, C.4 - ISIN: US06050TPL07, C.3 - LEI: B4TYDEB6GKMZ
- **C.18 - Value (incl. sponsor support):** $14963318.70
- **C.18.a - Value (excl. sponsor support):** $14963318.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-05
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVT8, C.4 - ISIN: US06051WVT88, C.3 - LEI: B4TYDEB6GKMZ
- **C.18 - Value (incl. sponsor support):** $25013982.50
- **C.18.a - Value (excl. sponsor support):** $25013982.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PM29, C.4 - ISIN: US06054PM293, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $7839369.60
- **C.18.a - Value (excl. sponsor support):** $7839369.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PQB5, C.4 - ISIN: US06054PQB57, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $14531662.50
- **C.18.a - Value (excl. sponsor support):** $14531662.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.090000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4C8, C.4 - ISIN: US06367L4C80, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $26034122.14
- **C.18.a - Value (excl. sponsor support):** $26034122.14
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal (Montreal Branch)

- **C.1 - Title:** Bank of Montreal (Montreal Branch) 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4H7, C.4 - ISIN: US06367L4H77, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $24998000.00
- **C.18.a - Value (excl. sponsor support):** $24998000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-21
- **C.13 - Final Legal Maturity Date:** 2027-06-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4X9, C.4 - ISIN: US06370B4X98, C.3 - LEI: NQQ6HPCNCCU6
- **C.18 - Value (incl. sponsor support):** $5001790.25
- **C.18.a - Value (excl. sponsor support):** $5001790.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (Chicago Branch)

- **C.1 - Title:** Bank of Montreal (Chicago Branch) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B7H1, C.4 - ISIN: US06370B7H12, C.3 - LEI: NQQ6HPCNCCU6
- **C.18 - Value (incl. sponsor support):** $10012600.00
- **C.18.a - Value (excl. sponsor support):** $10012600.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QT17, C.3 - LEI: N7LGVZM7X4UQ
- **C.18 - Value (incl. sponsor support):** $8636910.03
- **C.18.a - Value (excl. sponsor support):** $8636910.03
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2027-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banque Federative du Credit Mutuel SA

- **C.1 - Title:** Banque Federative du Credit Mutuel SA 5.896000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06675FBA4, C.4 - ISIN: US06675FBA49, C.3 - LEI: VBHFXSYT7OG6
- **C.18 - Value (incl. sponsor support):** $6344047.41
- **C.18.a - Value (excl. sponsor support):** $6344047.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VFC9, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $14978632.50
- **C.18.a - Value (excl. sponsor support):** $14978632.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VFJ4, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $24948942.50
- **C.18.a - Value (excl. sponsor support):** $24948942.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VK82, C.4 - ISIN: US06743VK822, C.3 - LEI: AC28XWWI3WIB
- **C.18 - Value (incl. sponsor support):** $19712832.00
- **C.18.a - Value (excl. sponsor support):** $19712832.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07274MG25, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $9965293.00
- **C.18.a - Value (excl. sponsor support):** $9965293.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Bayerische Landesbank (New York Branch)

- **C.1 - Title:** Bayerische Landesbank (New York Branch) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHB4, C.4 - ISIN: US0727MDHB43, C.3 - LEI: 549300DJ6F1V
- **C.18 - Value (incl. sponsor support):** $5000068.50
- **C.18.a - Value (excl. sponsor support):** $5000068.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 3.950000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QDC4, C.4 - ISIN: US12509QDC42, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $10004888.00
- **C.18.a - Value (excl. sponsor support):** $10004888.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG68, C.4 - ISIN: US12509TG680, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $24901200.00
- **C.18.a - Value (excl. sponsor support):** $24901200.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TM12, C.4 - ISIN: US12509TM126, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $19600650.00
- **C.18.a - Value (excl. sponsor support):** $19600650.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TQQ3, C.4 - ISIN: US12509TQQ30, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $1934248.00
- **C.18.a - Value (excl. sponsor support):** $1934248.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TQR1, C.4 - ISIN: US12509TQR13, C.3 - LEI: 549300OXMGVY
- **C.18 - Value (incl. sponsor support):** $3868035.20
- **C.18.a - Value (excl. sponsor support):** $3868035.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSQ6, C.4 - ISIN: US13606DSQ69, C.3 - LEI: 2IGI19DL77OX
- **C.18 - Value (incl. sponsor support):** $18956094.80
- **C.18.a - Value (excl. sponsor support):** $18956094.80
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-03-08
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DUG5, C.4 - ISIN: US13606DUG59, C.3 - LEI: 2IGI19DL77OX
- **C.18 - Value (incl. sponsor support):** $23043149.15
- **C.18.a - Value (excl. sponsor support):** $23043149.15
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291PAC0, C.4 - ISIN: US17291PAC05, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $25001485.00
- **C.18.a - Value (excl. sponsor support):** $25001485.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291YN45, C.4 - ISIN: US17291YN454, C.3 - LEI: MBNUM2BPBDO7
- **C.18 - Value (incl. sponsor support):** $9761599.00
- **C.18.a - Value (excl. sponsor support):** $9761599.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citibank NA

- **C.1 - Title:** Citibank NA 4.742800%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBD9, C.4 - ISIN: US17325FBD96, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $3511306.61
- **C.18.a - Value (excl. sponsor support):** $3511306.61
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Citibank NA

- **C.1 - Title:** Citibank NA 4.460400%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 17325FBQ0, C.4 - ISIN: US17325FBQ00, C.3 - LEI: E57ODZWZ7FF3
- **C.18 - Value (incl. sponsor support):** $10032654.20
- **C.18.a - Value (excl. sponsor support):** $10032654.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-29
- **C.13 - Final Legal Maturity Date:** 2027-05-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia 2.625000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 2027A0HY8, C.4 - ISIN: US2027A0HY82, C.3 - LEI: MSFSBD3QN1GS
- **C.18 - Value (incl. sponsor support):** $3984727.36
- **C.18.a - Value (excl. sponsor support):** $3984727.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-06
- **C.12 - Maturity Date (WAL):** 2026-09-06
- **C.13 - Final Legal Maturity Date:** 2026-09-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Credit Industriel ET Commercial SA

- **C.1 - Title:** Credit Industriel ET Commercial SA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPV2, C.4 - ISIN: US22536WPV27, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $19984478.00
- **C.18.a - Value (excl. sponsor support):** $19984478.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel ET Commercial SA

- **C.1 - Title:** Credit Industriel ET Commercial SA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WRM0, C.4 - ISIN: US22536WRM00, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $25000660.00
- **C.18.a - Value (excl. sponsor support):** $25000660.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 22550L2G5, C.4 - ISIN: US22550L2G55, C.3 - LEI: 254900R882PO
- **C.18 - Value (incl. sponsor support):** $4973744.70
- **C.18.a - Value (excl. sponsor support):** $4973744.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLX1, C.4 - ISIN: US40054PLX14, C.3 - LEI: KD3XUN7C6T14
- **C.18 - Value (incl. sponsor support):** $25010040.00
- **C.18.a - Value (excl. sponsor support):** $25010040.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHH4, C.4 - ISIN: US44988GHH48, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $12003133.20
- **C.18.a - Value (excl. sponsor support):** $12003133.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: ING U.S. Funding LLC

- **C.1 - Title:** ING U.S. Funding LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RMM6, C.4 - ISIN: US45685RMM69, C.3 - LEI: 254900QX5Y2Z
- **C.18 - Value (incl. sponsor support):** $24439190.00
- **C.18.a - Value (excl. sponsor support):** $24439190.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: ING Bank NV

- **C.1 - Title:** ING Bank NV 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UMH8, C.4 - ISIN: US45687UMH85, C.3 - LEI: 3TK20IVIUJ8J
- **C.18 - Value (incl. sponsor support):** $20538434.70
- **C.18.a - Value (excl. sponsor support):** $20538434.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING Bank NV

- **C.1 - Title:** ING Bank NV 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UMM7, C.4 - ISIN: US45687UMM70, C.3 - LEI: 3TK20IVIUJ8J
- **C.18 - Value (incl. sponsor support):** $4887838.00
- **C.18.a - Value (excl. sponsor support):** $4887838.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687W2E3, C.4 - ISIN: US45687W2E32, C.3 - LEI: 3TK20IVIUJ8J
- **C.18 - Value (incl. sponsor support):** $20003746.00
- **C.18.a - Value (excl. sponsor support):** $20003746.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HG70, C.3 - LEI: H7FNTJ4851HG
- **C.18 - Value (incl. sponsor support):** $9959635.00
- **C.18.a - Value (excl. sponsor support):** $9959635.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SK89, C.4 - ISIN: US53943SK891, C.3 - LEI: H7FNTJ4851HG
- **C.18 - Value (incl. sponsor support):** $14788470.00
- **C.18.a - Value (excl. sponsor support):** $14788470.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RLH9, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $9815705.00
- **C.18.a - Value (excl. sponsor support):** $9815705.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKK6, C.4 - ISIN: US53946BKK60, C.3 - LEI: H7FNTJ4851HG
- **C.18 - Value (incl. sponsor support):** $15004765.50
- **C.18.a - Value (excl. sponsor support):** $15004765.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKM2, C.4 - ISIN: US53946BKM27, C.3 - LEI: H7FNTJ4851HG
- **C.18 - Value (incl. sponsor support):** $15008605.50
- **C.18.a - Value (excl. sponsor support):** $15008605.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NQ52, C.4 - ISIN: US55607NQ526, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $31006200.00
- **C.18.a - Value (excl. sponsor support):** $31006200.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NR51, C.4 - ISIN: US55607NR516, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $30004500.00
- **C.18.a - Value (excl. sponsor support):** $30004500.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd. 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NR69, C.4 - ISIN: US55607NR698, C.3 - LEI: 4ZHCHI4KYZG2
- **C.18 - Value (incl. sponsor support):** $5000750.00
- **C.18.a - Value (excl. sponsor support):** $5000750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 4.416000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629TBR7, C.4 - ISIN: US57629TBR77, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $3333731.74
- **C.18.a - Value (excl. sponsor support):** $3333731.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: MassMutual Global Funding II

- **C.1 - Title:** MassMutual Global Funding II 1.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 57629WDE7, C.4 - ISIN: US57629WDE75, C.3 - LEI: 549300K1IE3K7YU6VG29
- **C.18 - Value (incl. sponsor support):** $19133458.37
- **C.18.a - Value (excl. sponsor support):** $19133458.37
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Met Tower Global Funding

- **C.1 - Title:** Met Tower Global Funding 1.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58989V2D5, C.4 - ISIN: US58989V2D54, C.3 - LEI: 635400OFJCY9
- **C.18 - Value (incl. sponsor support):** $5704254.96
- **C.18.a - Value (excl. sponsor support):** $5704254.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Met Tower Global Funding

- **C.1 - Title:** Met Tower Global Funding 5.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 58989V2F0, C.4 - ISIN: US58989V2F03, C.3 - LEI: 635400OFJCY9
- **C.18 - Value (incl. sponsor support):** $8585014.32
- **C.18.a - Value (excl. sponsor support):** $8585014.32
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-20
- **C.12 - Maturity Date (WAL):** 2026-06-20
- **C.13 - Final Legal Maturity Date:** 2026-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Metropolitan Life Global Funding I

- **C.1 - Title:** Metropolitan Life Global Funding I 4.371300%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 592179KM6, C.4 - ISIN: US592179KM60, C.3 - LEI: 635400MMSOCX
- **C.18 - Value (incl. sponsor support):** $4442425.28
- **C.18.a - Value (excl. sponsor support):** $4442425.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Metropolitan Life Global Funding I

- **C.1 - Title:** Metropolitan Life Global Funding I 1.875000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 59217GER6, C.4 - ISIN: US59217GER65, C.3 - LEI: 635400MMSOCX
- **C.18 - Value (incl. sponsor support):** $5011313.69
- **C.18.a - Value (excl. sponsor support):** $5011313.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd. 3.905000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 63254ABE7, C.4 - ISIN: US63254ABE73, C.3 - LEI: F8SB4JFBSYQF
- **C.18 - Value (incl. sponsor support):** $4993038.15
- **C.18.a - Value (excl. sponsor support):** $4993038.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-06-09
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding 2.350000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 64952WCH4, C.4 - ISIN: US64952WCH43, C.3 - LEI: 635400DPNHEA
- **C.18 - Value (incl. sponsor support):** $998083.58
- **C.18.a - Value (excl. sponsor support):** $998083.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding 4.218400%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 64953BBY3, C.4 - ISIN: US64953BBY39, C.3 - LEI: 635400DPNHEA
- **C.18 - Value (incl. sponsor support):** $2003960.40
- **C.18.a - Value (excl. sponsor support):** $2003960.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Norddeutsche Landesbank

- **C.1 - Title:** Norddeutsche Landesbank 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558NKF4, C.4 - ISIN: US65558NKF41, C.3 - LEI: DSNHHQ2B9X5N6OUJ1236
- **C.18 - Value (incl. sponsor support):** $12806115.40
- **C.18.a - Value (excl. sponsor support):** $12806115.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Northwestern Mutual Global Funding

- **C.1 - Title:** Northwestern Mutual Global Funding 1.750000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 66815L2F5, C.4 - ISIN: US66815L2F50, C.3 - LEI: 635400LZXFVE
- **C.18 - Value (incl. sponsor support):** $1084488.08
- **C.18.a - Value (excl. sponsor support):** $1084488.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAG2, C.4 - ISIN: US68047BAG23, C.3 - LEI: 5493004QSN8O
- **C.18 - Value (incl. sponsor support):** $21006720.00
- **C.18.a - Value (excl. sponsor support):** $21006720.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BFR6, C.4 - ISIN: US73044BFR69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000789.00
- **C.18.a - Value (excl. sponsor support):** $10000789.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015DQK9, C.4 - ISIN: US78015DQK99, C.3 - LEI: 549300HXQQQC
- **C.18 - Value (incl. sponsor support):** $19364118.00
- **C.18.a - Value (excl. sponsor support):** $19364118.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015DQP8, C.4 - ISIN: US78015DQP86, C.3 - LEI: 549300HXQQQC
- **C.18 - Value (incl. sponsor support):** $4838706.50
- **C.18.a - Value (excl. sponsor support):** $4838706.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-03-23
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015MC65, C.3 - LEI: 549300HXQQQC
- **C.18 - Value (incl. sponsor support):** $15006285.00
- **C.18.a - Value (excl. sponsor support):** $15006285.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 1.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 83051GAT5, C.4 - ISIN: US83051GAT58, C.3 - LEI: F3JS33DEI6XQ
- **C.18 - Value (incl. sponsor support):** $4832969.11
- **C.18.a - Value (excl. sponsor support):** $4832969.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: State Street Corporation

- **C.1 - Title:** State Street Corp. 5.272000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 857477CD3, C.4 - ISIN: US857477CD34, C.3 - LEI: 549300ZFEEJ2IP5VME73
- **C.18 - Value (incl. sponsor support):** $5005950.60
- **C.18.a - Value (excl. sponsor support):** $5005950.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KBY7, C.4 - ISIN: US86564KBY73, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $4002506.80
- **C.18.a - Value (excl. sponsor support):** $4002506.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCM2, C.4 - ISIN: US86564KCM27, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $25011395.00
- **C.18.a - Value (excl. sponsor support):** $25011395.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GD31, C.4 - ISIN: US86565GD315, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $25000610.00
- **C.18.a - Value (excl. sponsor support):** $25000610.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXB1, C.4 - ISIN: US86565GXB12, C.3 - LEI: 549300MS3WYY
- **C.18 - Value (incl. sponsor support):** $20009018.00
- **C.18.a - Value (excl. sponsor support):** $20009018.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Suncorp Bank Norfina Ltd.

- **C.1 - Title:** Suncorp Bank Norfina Ltd. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BJN0, C.4 - ISIN: US86724BJN01, C.3 - LEI: JEBU6C6ITPD2
- **C.18 - Value (incl. sponsor support):** $9877405.00
- **C.18.a - Value (excl. sponsor support):** $9877405.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB (New York)

- **C.1 - Title:** Svenska Handelsbanken AB (New York) 3.855000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSQ0, C.4 - ISIN: US86959TSQ03, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $29974230.00
- **C.18.a - Value (excl. sponsor support):** $29974230.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KM17, C.4 - ISIN: US86960KM170, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $44103289.50
- **C.18.a - Value (excl. sponsor support):** $44103289.50
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Swedbank AB

- **C.1 - Title:** Swedbank AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XMM9, C.4 - ISIN: US87020XMM91, C.3 - LEI: M312WZV08Y7L
- **C.18 - Value (incl. sponsor support):** $58687386.00
- **C.18.a - Value (excl. sponsor support):** $58687386.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit Canada, Inc.

- **C.1 - Title:** Toyota Credit Canada, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DF33, C.3 - LEI: HJZQGXYTVV2N
- **C.18 - Value (incl. sponsor support):** $2998446.90
- **C.18.a - Value (excl. sponsor support):** $2998446.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 80: Toyota Credit Canada, Inc.

- **C.1 - Title:** Toyota Credit Canada, Inc. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DKM5, C.4 - ISIN: US89232DKM55, C.3 - LEI: HJZQGXYTVV2N
- **C.18 - Value (incl. sponsor support):** $10822260.90
- **C.18.a - Value (excl. sponsor support):** $10822260.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Motor Finance Netherlands BV

- **C.1 - Title:** Toyota Motor Finance Netherlands BV 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233FLJ5, C.3 - LEI: 724500OPA8GZ
- **C.18 - Value (incl. sponsor support):** $10794088.80
- **C.18.a - Value (excl. sponsor support):** $10794088.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HFV1, C.4 - ISIN: US89233HFV15, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9967866.00
- **C.18.a - Value (excl. sponsor support):** $9967866.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HK52, C.4 - ISIN: US89233HK526, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9861934.00
- **C.18.a - Value (excl. sponsor support):** $9861934.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HP16, C.4 - ISIN: US89233HP160, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9728547.00
- **C.18.a - Value (excl. sponsor support):** $9728547.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 3.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TJZ9, C.4 - ISIN: US89236TJZ93, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $6027487.73
- **C.18.a - Value (excl. sponsor support):** $6027487.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-03-22
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 4.289000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMA0, C.4 - ISIN: US89236TMA06, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $10028364.60
- **C.18.a - Value (excl. sponsor support):** $10028364.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp. 4.060000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TPE9, C.4 - ISIN: US89236TPE90, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $9011452.50
- **C.18.a - Value (excl. sponsor support):** $9011452.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1F14, C.4 - ISIN: US8923A1F144, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4998477.50
- **C.18.a - Value (excl. sponsor support):** $4998477.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 89: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1FN6, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $29925765.00
- **C.18.a - Value (excl. sponsor support):** $29925765.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1HJ3, C.4 - ISIN: US8923A1HJ35, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4955934.00
- **C.18.a - Value (excl. sponsor support):** $4955934.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1HU8, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $9900271.00
- **C.18.a - Value (excl. sponsor support):** $9900271.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1J85, C.4 - ISIN: US8923A1J856, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $1977934.00
- **C.18.a - Value (excl. sponsor support):** $1977934.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1KK6, C.4 - ISIN: US8923A1KK60, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $3936725.20
- **C.18.a - Value (excl. sponsor support):** $3936725.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1L90, C.4 - ISIN: US8923A1L902, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $9818689.00
- **C.18.a - Value (excl. sponsor support):** $9818689.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1NC1, C.4 - ISIN: US8923A1NC18, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $3898092.40
- **C.18.a - Value (excl. sponsor support):** $3898092.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-12
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Toyota Credit de Puerto Rico Corp.

- **C.1 - Title:** Toyota Credit de Puerto Rico Corp. 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8923A1NK3, C.4 - ISIN: US8923A1NK34, C.3 - LEI: 549300C3PZBB
- **C.18 - Value (incl. sponsor support):** $4868501.00
- **C.18.a - Value (excl. sponsor support):** $4868501.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-01-19
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: UBS AG

- **C.1 - Title:** UBS AG 4.135100%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 90261AAE2, C.4 - ISIN: US90261AAE29, C.3 - LEI: 254900R882PO
- **C.18 - Value (incl. sponsor support):** $4192991.36
- **C.18.a - Value (excl. sponsor support):** $4192991.36
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: UBS AG London

- **C.1 - Title:** UBS AG London 4.060400%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB88, C.4 - ISIN: US90276JB881, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $35016977.80
- **C.18.a - Value (excl. sponsor support):** $35016977.80
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: UBS AG London

- **C.1 - Title:** UBS AG London 3.987800%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JC20, C.4 - ISIN: US90276JC202, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $20003277.80
- **C.18.a - Value (excl. sponsor support):** $20003277.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: UBS AG London

- **C.1 - Title:** UBS AG London 4.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JC87, C.4 - ISIN: US90276JC871, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $10001321.00
- **C.18.a - Value (excl. sponsor support):** $10001321.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-04-06
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG London

- **C.1 - Title:** UBS AG London 4.040700%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZK5, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $26005854.16
- **C.18.a - Value (excl. sponsor support):** $26005854.16
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: UBS AG London

- **C.1 - Title:** UBS AG London 3.940600%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZU3, C.4 - ISIN: US90276JZU32, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $25000009.25
- **C.18.a - Value (excl. sponsor support):** $25000009.25
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKV2, C.4 - ISIN: US91282CKV27, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $21154850.01
- **C.18.a - Value (excl. sponsor support):** $21154850.01
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-06-15
- **C.12 - Maturity Date (WAL):** 2027-06-15
- **C.13 - Final Legal Maturity Date:** 2027-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNL1, C.4 - ISIN: US91282CNL18, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4991796.90
- **C.18.a - Value (excl. sponsor support):** $4991796.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-06-30
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: Volvo Treasury North America LP

- **C.1 - Title:** Volvo Treasury North America LP 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9288N3LJ7, C.4 - ISIN: US9288N3LJ78, C.3 - LEI: 549300FWBZ85
- **C.18 - Value (incl. sponsor support):** $9802604.00
- **C.18.a - Value (excl. sponsor support):** $9802604.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 1.150000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 961214ER0, C.4 - ISIN: US961214ER00, C.3 - LEI: EN5TNI6CI43V
- **C.18 - Value (incl. sponsor support):** $4859192.07
- **C.18.a - Value (excl. sponsor support):** $4859192.07
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa2; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1QK6, C.4 - ISIN: US9612C1QK68, C.3 - LEI: EN5TNI6CI43V
- **C.18 - Value (incl. sponsor support):** $19354862.00
- **C.18.a - Value (excl. sponsor support):** $19354862.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Zephyr Financiere, Inc.

- **C.1 - Title:** Zephyr Financiere, Inc. 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 98981HRU5, C.4 - ISIN: US98981HRU58, C.3 - LEI: 894500TFC5HR
- **C.18 - Value (incl. sponsor support):** $24071367.50
- **C.18.a - Value (excl. sponsor support):** $24071367.50
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-04-28
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0XSP25, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0XSP25_3.82_0605
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **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 N | 2029-02-15      | 4.2500%  | 0.0000% | $360000.00         | $323210.80         | Corporate Debt Securities |
| AK AIRLINES INC                SR GLBL 1 | 2031-06-01      | 6.5000%  | 0.0000% | $20130000.00       | $20033767.42       | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2032-04-15      | 6.5000%  | 0.0000% | $653035.00         | $640695.54         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLB | 2056-03-15      | 5.8000%  | 0.0000% | $520000.00         | $523646.36         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLB | 2054-12-10      | 6.7500%  | 0.0000% | $240000.00         | $257790.60         | Corporate Debt Securities |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 1 | 2028-07-15      | 9.7500%  | 0.0000% | $282000.00         | $300110.51         | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 1 | 2030-01-31      | 4.0000%  | 0.0000% | $289000.00         | $280191.92         | Corporate Debt Securities |
| DANAOS CORPORATION             SR GLBL 1 | 2032-10-15      | 6.8750%  | 0.0000% | $250000.00         | $261996.39         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 1 | 2028-12-15      | 11.2500% | 0.0000% | $26150000.00       | $28952234.00       | Corporate Debt Securities |
| HERTZ CORP                     SR GLBL 1 | 2026-12-01      | 4.6250%  | 0.0000% | $279000.00         | $271377.18         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A N | 2029-03-26      | 6.4000%  | 0.0000% | $415000.00         | $432546.20         | Corporate Debt Securities |
| MERLIN ENT GRO U S HLDGS INC   SR SEC 14 | 2031-02-15      | 7.3750%  | 0.0000% | $563000.00         | $487639.95         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLB | 2054-11-30      | 6.9500%  | 0.0000% | $284000.00         | $304574.93         | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLB | 2028-11-15      | 8.5000%  | 0.0000% | $8629000.00        | $8985425.64        | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          SR GLBL 1 | 2028-09-01      | 3.8750%  | 0.0000% | $1030000.00        | $1014356.59        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL N | 2027-01-15      | 3.5000%  | 0.0000% | $4962000.00        | $4981787.35        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GL | 2034-05-15      | 6.7500%  | 0.0000% | $3185000.00        | $3392104.62        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 1 | 2028-02-01      | 8.3750%  | 0.0000% | $2284000.00        | $2382420.73        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL N | 2036-01-10      | 6.2500%  | 0.0000% | $249000.00         | $252830.10         | Corporate Debt Securities |
| STAPLES INC                    2LIEN GLB | 2030-01-15      | 12.7500% | 0.0000% | $2000.00           | $1627.82           | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 1 | 2029-05-01      | 7.0000%  | 0.0000% | $257000.00         | $266469.02         | Corporate Debt Securities |

### Security 110: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0YYR45, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0YYR45_3.70_0605
- **C.18 - Value (incl. sponsor support):** $11000000.00
- **C.18.a - Value (excl. sponsor support):** $11000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.22           | Agency Mortgage-Backed Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-01-28      | 5.2070%  | 0.0000% | $1000.00           | $1030.41           | Corporate Debt Securities         |
| KILROY RLTY L P                SR GLBL N | 2035-10-15      | 5.8750%  | 0.0000% | $84000.00          | $82762.73          | Corporate Debt Securities         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL N | 2034-02-22      | 5.4410%  | 0.0000% | $365000.00         | $379111.07         | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DE | 2027-09-01      | 4.6850%  | 0.0000% | $1150000.00        | $1171799.85        | Corporate Debt Securities         |
| PEPSICO INC                    SR GLBL N | 2031-10-21      | 1.9500%  | 0.0000% | $7459000.00        | $6578825.57        | Corporate Debt Securities         |
| AMERICAN ELEC PWR CO INC       JR SB GLB | 2056-03-15      | 6.0500%  | 0.0000% | $23000.00          | $23087.54          | Corporate Debt Securities         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL N | 2029-01-23      | 4.7500%  | 0.0000% | $8000.00           | $8196.68           | Corporate Debt Securities         |
| ASTRAZENECA FINANCE LLC        SR GLBL N | 2036-03-02      | 4.6000%  | 0.0000% | $26000.00          | $25543.09          | Corporate Debt Securities         |
| BMW US CAP LLC                 SR 144A N | 2027-08-13      | 4.6000%  | 0.0000% | $5000.00           | $5085.12           | Corporate Debt Securities         |
| BARCLAYS PLC                   GLBL NT 7 | 2028-11-02      | 7.3850%  | 0.0000% | $511000.00         | $532788.40         | Corporate Debt Securities         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL N | 2034-11-22      | 6.0000%  | 0.0000% | $1041000.00        | $1002635.68        | Corporate Debt Securities         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR | 2030-12-15      | 9.6250%  | 0.0000% | $2000.00           | $2466.91           | Corporate Debt Securities         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL D | 2042-03-15      | 4.4000%  | 0.0000% | $608000.00         | $543688.46         | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y             SNR NPF G | 2031-09-18      | 3.5470%  | 0.0000% | $577000.00         | $547501.15         | Corporate Debt Securities         |
| EATON CORP OHIO                SR GLBL N | 2042-11-02      | 4.1500%  | 0.0000% | $461000.00         | $398826.08         | Corporate Debt Securities         |
| EQUINOR ASA                    SR GLBL N | 2030-04-06      | 3.1250%  | 0.0000% | $1000.00           | $958.84            | Corporate Debt Securities         |
| STARBUCKS CORP                 SR GLBL N | 2050-03-12      | 3.3500%  | 0.0000% | $20000.00          | $13763.31          | Corporate Debt Securities         |
| NESTLE HLDGS INC               GLBL REGS | 2029-10-01      | 4.2500%  | 0.0000% | $231000.00         | $231747.80         | Corporate Debt Securities         |

### Security 111: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP0ZEGO6, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP0ZEGO6_3.70_0605
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.05           | Agency Mortgage-Backed Securities |
| HP INC                         SR GLBL N | 2027-06-17      | 3.0000%  | 0.0000% | $19000.00          | $18998.48          | Corporate Debt Securities         |
| INTESA SANPAOLO S P A          FR 7.2%11 | 2033-11-28      | 7.2000%  | 0.0000% | $1283000.00        | $1445107.05        | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2032-02-04      | 1.9530%  | 0.0000% | $38000.00          | $33711.65          | Corporate Debt Securities         |
| NRG ENERGY INC                 1LIEN GLB | 2031-04-28      | 4.9550%  | 0.0000% | $400000.00         | $396882.72         | Corporate Debt Securities         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLB | 2028-11-15      | 8.5000%  | 0.0000% | $2000.00           | $2082.61           | Corporate Debt Securities         |
| ONEOK INC NEW                  SR GLBL N | 2055-10-15      | 6.2500%  | 0.0000% | $1071000.00        | $1084525.54        | Corporate Debt Securities         |
| PARKER-HANNIFIN CORP           SR GLBL N | 2029-06-14      | 3.2500%  | 0.0000% | $90000.00          | $88281.52          | Corporate Debt Securities         |
| PHILIP MORRIS INTL INC         SR GLBL N | 2036-04-29      | 4.8750%  | 0.0000% | $113000.00         | $111017.13         | Corporate Debt Securities         |
| RIO TINTO FIN USA PLC          SR GLBL N | 2032-03-14      | 5.0000%  | 0.0000% | $265000.00         | $271210.72         | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 4.969% | 2030-08-02      | 4.9690%  | 0.0000% | $206000.00         | $211034.49         | Corporate Debt Securities         |
| T MOBILE USA INC               SR GLBL N | 2032-03-15      | 2.7000%  | 0.0000% | $304000.00         | $272417.44         | Corporate Debt Securities         |
| 3M CO                          FR 2.25%0 | 2026-09-19      | 2.2500%  | 0.0000% | $358000.00         | $357611.57         | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        FR 4.108% | 2027-06-08      | 4.1080%  | 0.0000% | $958000.00         | $975745.03         | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     FR 3.875% | 2029-02-08      | 3.8750%  | 0.0000% | $122000.00         | $121892.39         | Corporate Debt Securities         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A N | 2027-09-11      | 4.4500%  | 0.0000% | $331000.00         | $333718.06         | Corporate Debt Securities         |
| WELLS FARGO & CO               FR 4.844% | 2032-05-20      | 4.8440%  | 0.0000% | $707000.00         | $706336.13         | Corporate Debt Securities         |
| SIEMENS FIN NV                 SR GLBL R | 2031-03-11      | 2.1500%  | 0.0000% | $250000.00         | $225879.58         | Corporate Debt Securities         |
| CORPORACION NACIONAL DEL COBRE SR GLBL R | 2036-01-26      | 6.4400%  | 0.0000% | $713000.00         | $772459.45         | Corporate Debt Securities         |
| GLENCORE FDG LLC               SR REGS N | 2027-03-27      | 4.0000%  | 0.0000% | $3379000.00        | $3395249.24        | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y             SNR NPF G | 2031-09-18      | 3.5470%  | 0.0000% | $8733000.00        | $8286529.50        | Corporate Debt Securities         |
| EQUINOR ASA                    3.625%28  | 2028-09-10      | 3.6250%  | 0.0000% | $2000.00           | $1991.87           | Corporate Debt Securities         |
| EUROPEAN INVT BK               GLBL NT 3 | 2027-11-15      | 3.2500%  | 0.0000% | $5000.00           | $4953.52           | Corporate Debt Securities         |
| FORTIVE CORP                   SR GLBL N | 2026-06-15      | 3.1500%  | 0.0000% | $16000.00          | $16218.88          | Corporate Debt Securities         |
| AIA GROUP LTD HONG KONG        FR 4.95%0 | 2035-03-30      | 4.9500%  | 0.0000% | $600000.00         | $599155.50         | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2055-09-15      | 3.5500%  | 0.0000% | $3712000.00        | $2454586.81        | Corporate Debt Securities         |
| ARCHER DANIELS MIDLAND CO      SR GLBL N | 2032-03-01      | 2.9000%  | 0.0000% | $7000.00           | $6432.85           | Corporate Debt Securities         |
| BMW US CAP LLC                 SR 144A N | 2027-08-13      | 4.6000%  | 0.0000% | $1905000.00        | $1937431.57        | Corporate Debt Securities         |
| BANCO SANTANDER SA             SNR NPF G | 2027-09-14      | 1.7220%  | 0.0000% | $200000.00         | $199077.50         | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      FR 1.65%0 | 2031-01-28      | 1.6500%  | 0.0000% | $17000.00          | $15095.42          | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      VR 012226 | 2030-01-22      | 4.2638%  | 0.0000% | $569000.00         | $571436.00         | Corporate Debt Securities         |
| BANK NOVA SCOTIA B C           ALT TIER  | 2081-10-27      | 3.6250%  | 0.0000% | $200000.00         | $197616.44         | Corporate Debt Securities         |
| BRIXMOR OPERATING PRTSHP LP    SR NT 5.3 | 2036-06-15      | 5.3750%  | 0.0000% | $45000.00          | $44954.70          | Corporate Debt Securities         |
| CDW LLC / CDW FIN CORP         SR GLBL N | 2028-04-01      | 4.2500%  | 0.0000% | $19000.00          | $18879.30          | Corporate Debt Securities         |
| CDW LLC / CDW FIN CORP         SR GLBL N | 2026-12-01      | 2.6700%  | 0.0000% | $18000.00          | $18073.11          | Corporate Debt Securities         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL N | 2028-01-07      | 4.1250%  | 0.0000% | $3000.00           | $3044.43           | Corporate Debt Securities         |

### Security 112: 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: ARP10SVK2, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP10SVK2_3.72_0605
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                 FR 6.627% | 2034-11-01      | 6.6270%  | 0.0000% | $5600000.00        | $6139304.27        | Corporate Debt Securities |
| SHINHAN BK REG S               FR 4.375% | 2032-04-13      | 4.3750%  | 0.0000% | $4146000.00        | $4059183.91        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.45%0 | 2030-04-12      | 4.4500%  | 0.0000% | $6427000.00        | $6389657.34        | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR NT 4.7 | 2048-04-01      | 4.7500%  | 0.0000% | $7000000.00        | $6211119.44        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 1.898% | 2031-07-23      | 1.8980%  | 0.0000% | $7000000.00        | $6295331.00        | Corporate Debt Securities |
| MGIC INVT CORP WIS             SR GLBL N | 2028-08-15      | 5.2500%  | 0.0000% | $5474000.00        | $5556255.97        | Corporate Debt Securities |

### Security 113: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B651, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B651_4.12_0827
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| TOYO CO LTD                    ORD SH    | 2199-01-01      | N/A      | 0.0000% | $31766.00          | $514926.86         | Equities   |
| ACORN ENERGY INC               COM NEW   | 2199-01-01      | N/A      | 0.0000% | $1193.00           | $20125.91          | Equities   |
| AMARIN CORP PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3433.00           | $49469.53          | Equities   |
| AMARIN CORP PLC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $64804.00          | $933825.64         | Equities   |
| AMREP CORP                     COM       | 2199-01-01      | N/A      | 0.0000% | $20268.00          | $547641.36         | Equities   |
| ARTESIAN RES CORP              CL A      | 2199-01-01      | N/A      | 0.0000% | $46040.00          | $1499983.20        | Equities   |
| BILIBILI INC                   SPONS ADS | 2199-01-01      | N/A      | 0.0000% | $87108.00          | $1499999.76        | Equities   |
| COMPANIA CERVECERIAS UNIDAS S  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $15500.00          | $182280.00         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $30718.00          | $1499959.94        | Equities   |
| HARMONY GOLD MNG LTD           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $27000.00          | $493020.00         | Equities   |
| NOVO-NORDISK A S               ADR       | 2199-01-01      | N/A      | 0.0000% | $32959.00          | $1499964.09        | Equities   |
| POSCO HOLDINGS INC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $56.00             | $4025.28           | Equities   |
| PAN AMERN SILVER CORP          COM       | 2199-01-01      | N/A      | 0.0000% | $11908.00          | $656845.28         | Equities   |
| TELEKOMUNIKASI IND             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $60800.00          | $1011712.00        | Equities   |
| TAKEDA PHARMACEUTICAL CO LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $67.00             | $1082.05           | Equities   |
| TERNIUM SA                     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $9100.00           | $446264.00         | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED | 2199-01-01      | N/A      | 0.0000% | $97.00             | $2243.61           | Equities   |
| BANCO SANTANDER CHILE NEW      SP ADR RE | 2199-01-01      | N/A      | 0.0000% | $28341.00          | $901243.80         | Equities   |
| AXIA ENERGIA SA                SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $148808.00         | $1499984.64        | Equities   |
| CHIMERA INVT CORP              7.75% CUM | 2199-01-01      | 8.7053%  | 0.0000% | $3380.00           | $78889.20          | Equities   |
| DIAGEO PLC                     SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $17732.00          | $1499949.88        | Equities   |
| ENI SPA                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $6500.00           | $340015.00         | Equities   |
| GOLD FIELDS LTD                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $23459.00          | $943755.57         | Equities   |
| PINNACLE FINL PARTNERS INC     6.75 DP R | 2199-01-01      | 6.7500%  | 0.0000% | $30.00             | $744.90            | Equities   |
| RMR GROUP INC                  CL A      | 2199-01-01      | N/A      | 0.0000% | $12240.00          | $249696.00         | Equities   |
| SCE TR II                      TR PFD SE | 2199-01-01      | 5.1000%  | 0.0000% | $33180.00          | $588613.20         | Equities   |
| SCE TR VI                      5% TR PRE | 2199-01-01      | 5.0000%  | 0.0000% | $48982.00          | $855715.54         | Equities   |
| SCE TR VIII                    6.95% TR  | 2199-01-01      | 6.9500%  | 0.0000% | $62735.00          | $1499993.85        | Equities   |
| SEA LTD                        SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $100.00            | $9194.00           | Equities   |
| VALE S A                       SPONSORED | 2199-01-01      | N/A      | 0.0000% | $90632.00          | $1499959.60        | Equities   |
| VROOM INC                      COM NEW   | 2199-01-01      | N/A      | 0.0000% | $20073.00          | $235857.75         | Equities   |
| ZAI LAB LTD                    ADR       | 2199-01-01      | N/A      | 0.0000% | $10535.00          | $194686.80         | Equities   |
| APEX TREAS CORP                ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $829.00            | $8323.16           | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $50580.00          | $524008.80         | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A  | 2199-01-01      | N/A      | 0.0000% | $22606.00          | $228094.54         | Equities   |
| CALISA ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $23556.00          | $237444.48         | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $68166.00          | $705518.10         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $32872.00          | $337924.16         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $2090.00           | $22760.10          | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $30904.00          | $312748.48         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $14128.00          | $146224.80         | Equities   |
| EVOLUTION GLOBAL ACQUISITION C USD CL A  | 2199-01-01      | N/A      | 0.0000% | $43795.00          | $438387.95         | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL | 2199-01-01      | N/A      | 0.0000% | $18037.00          | $183075.55         | Equities   |
| INVEST GREEN ACQUISITION CORP  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $17360.00          | $173600.00         | Equities   |
| LAFAYETTE ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $33796.00          | $341001.64         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $35646.00          | $369649.02         | Equities   |
| LAKE SUPERIOR ACQUISITION CO   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $519.00            | $5257.47           | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $12464.00          | $134735.84         | Equities   |
| MEGA FORTUNE CO LTD            USD ORD S | 2199-01-01      | N/A      | 0.0000% | $210.00            | $19611.90          | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $18293.00          | $186405.67         | Equities   |
| MILUNA ACQUISITION CORP        USD CL A  | 2199-01-01      | N/A      | 0.0000% | $19946.00          | $201055.68         | Equities   |
| NMP ACQUISITION CORP           CL A      | 2199-01-01      | N/A      | 0.0000% | $2184.00           | $22298.64          | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $27302.00          | $292404.42         | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $23042.00          | $236410.92         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $35000.00          | $373450.00         | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $9950.00           | $105569.50         | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $34334.00          | $345056.70         | Equities   |
| STARRY SEA ACQUISITION CORP    SHS       | 2199-01-01      | N/A      | 0.0000% | $11666.00          | $119226.52         | Equities   |
| TAILWIND 2.0 ACQUISITION CORP  ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $23888.00          | $239238.32         | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $3163.00           | $33654.32          | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $18732.00          | $192752.28         | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $148221.00         | $1499996.52        | Equities   |
| WESTIN ACQUISITION CORP        ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $53862.00          | $542390.34         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $4796.00           | $49686.56          | Equities   |
| INTERCORP FINL SVCS INC        SHS       | 2199-01-01      | N/A      | 0.0000% | $5901.00           | $288735.93         | Equities   |
| IREN LIMITED                   ORDINARY  | 2199-01-01      | N/A      | 0.0000% | $20542.00          | $1315715.10        | Equities   |
| CAPITAL CLEAN ENERGY CARRIERS  COM       | 2199-01-01      | N/A      | 0.0000% | $260.00            | $5922.80           | Equities   |

### Security 114: JP Morgan Clearing Corp.

- **C.1 - Title:** JP Morgan Clearing Corp. 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1B0678, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1B0678_3.80_0605
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GETTY IMAGES INC               SR SEC GL | 2030-02-21      | 11.2500% | 0.0000% | $890378.00         | $753482.38         | Corporate Debt Securities |
| ZIFF DAVIS INC                 SR GLBL 1 | 2030-10-15      | 4.6250%  | 0.0000% | $8855000.00        | $8450351.10        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 5.1 | 2042-01-15      | 5.1250%  | 0.0000% | $3709000.00        | $2941779.96        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 1 | 2034-11-01      | 6.2500%  | 0.0000% | $782000.00         | $791228.47         | Corporate Debt Securities |
| OLIN CORP                      SR GLBL 1 | 2033-04-01      | 6.6250%  | 0.0000% | $1302000.00        | $1306405.46        | Corporate Debt Securities |
| PAR PETROLEUM LLC              SR GLBL 1 | 2034-06-01      | 7.3750%  | 0.0000% | $12975000.00       | $13291498.09       | Corporate Debt Securities |
| VIASAT INC                     SR SEC 14 | 2031-05-30      | 7.5000%  | 0.0000% | $22795000.00       | $23901507.29       | Corporate Debt Securities |
| CARRIAGE SVCS INC              SR GLBL R | 2029-05-15      | 4.2500%  | 0.0000% | $123000.00         | $117719.95         | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC       SR PIK 14 | 2029-09-30      | 11.1750% | 0.0000% | $40097472.00       | $17174332.01       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLB | 2062-02-15      | 3.8750%  | 0.0000% | $202000.00         | $201831.22         | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR G | 2199-01-01      | 7.0000%  | 0.0000% | $313000.00         | $324794.54         | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLB | 2028-07-01      | 3.8750%  | 0.0000% | $1664000.00        | $1634926.92        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A N | 2030-04-15      | 5.8750%  | 0.0000% | $4528000.00        | $4639300.76        | Corporate Debt Securities |
| CLUE OPCO LLC                  1LIEN 144 | 2031-10-15      | 9.5000%  | 0.0000% | $4478000.00        | $4226699.62        | Corporate Debt Securities |

### Security 115: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0QQ3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C0QQ3_4.12_0827
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $11804.00          | $128073.40         | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $40268.00          | $413955.04         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21712.00          | $222113.76         | Equities   |
| INVEST GREEN ACQUISITION CORP  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $17360.00          | $173600.00         | Equities   |
| LAFAYETTE ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $33796.00          | $341001.64         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $35646.00          | $369649.02         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $56202.00          | $573822.42         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $12464.00          | $134735.84         | Equities   |
| MILUNA ACQUISITION CORP        USD CL A  | 2199-01-01      | N/A      | 0.0000% | $19946.00          | $201055.68         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $112410.00         | $1249999.20        | Equities   |
| CENTRAL PUERTO S A             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $12834.00          | $194948.46         | Equities   |
| FEDERAL AGRIC MTG CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $50.00             | $6700.00           | Equities   |
| KINGSTONE COS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $8784.00           | $134834.40         | Equities   |
| PERMA-PIPE INTL HLDGS INC      COM       | 2199-01-01      | N/A      | 0.0000% | $21535.00          | $686535.80         | Equities   |
| SOUTHERN MO BANCORP INC        COM       | 2199-01-01      | N/A      | 0.0000% | $2718.00           | $188112.78         | Equities   |
| STRAWBERRY FIELDS REIT INC     COM       | 2199-01-01      | N/A      | 0.0000% | $13268.00          | $175801.00         | Equities   |
| AVIDIA BANCORP INC             COMMON ST | 2199-01-01      | N/A      | 0.0000% | $3701.00           | $69134.68          | Equities   |
| AXIA ENERGIA SA                SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $124006.00         | $1249980.48        | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $104865.00         | $1249990.80        | Equities   |
| ENACT HLDGS INC                COM       | 2199-01-01      | N/A      | 0.0000% | $29684.00          | $1249993.24        | Equities   |
| FUELCELL ENERGY INC            COM NEW   | 2199-01-01      | N/A      | 0.0000% | $8595.00           | $209632.05         | Equities   |
| GOLD FIELDS LTD                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $31071.00          | $1249986.33        | Equities   |
| GOLDMAN SACHS GROUP INC        PFD 1/100 | 2199-01-01      | 4.6720%  | 0.0000% | $1342.00           | $26840.00          | Equities   |
| LOMA NEGRA C I A S A MTN  144A SPONSORED | 2199-01-01      | N/A      | 0.0000% | $106564.00         | $1249995.72        | Equities   |
| MARKETWISE INC                 COM NEW C | 2199-01-01      | N/A      | 0.0000% | $794.00            | $13728.26          | Equities   |
| OMADA HEALTH INC               COM       | 2199-01-01      | N/A      | 0.0000% | $70145.00          | $1249983.90        | Equities   |
| OPTION CARE HEALTH INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $32357.00          | $698264.06         | Equities   |
| PINNACLE FINL PARTNERS INC     6.75 DP R | 2199-01-01      | 6.7500%  | 0.0000% | $30.00             | $744.90            | Equities   |
| RBB BANCORP                    COM       | 2199-01-01      | N/A      | 0.0000% | $6572.00           | $156216.44         | Equities   |
| SCE TR II                      TR PFD SE | 2199-01-01      | 5.1000%  | 0.0000% | $33180.00          | $588613.20         | Equities   |
| SCE TR VI                      5% TR PRE | 2199-01-01      | 5.0000%  | 0.0000% | $48982.00          | $855715.54         | Equities   |
| SCE TR VIII                    6.95% TR  | 2199-01-01      | 6.9500%  | 0.0000% | $46315.00          | $1107391.65        | Equities   |
| CALIFORNIA BANCORP             COM       | 2199-01-01      | N/A      | 0.0000% | $3273.00           | $61990.62          | Equities   |
| VROOM INC                      COM NEW   | 2199-01-01      | N/A      | 0.0000% | $20074.00          | $235869.50         | Equities   |
| DEUTSCHE BK AG                 NAMEN AKT | 2199-01-01      | N/A      | 0.0000% | $1019.00           | $33739.09          | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A  | 2199-01-01      | N/A      | 0.0000% | $22606.00          | $228094.54         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $42024.00          | $430746.00         | Equities   |
| CALISA ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $23556.00          | $237444.48         | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $30904.00          | $312748.48         | Equities   |
| D. BORAL ARC ACQ I CORP.       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $116713.00         | $1249996.23        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $61220.00          | $658115.00         | Equities   |
| EVOLUTION GLOBAL ACQUISITION C USD CL A  | 2199-01-01      | N/A      | 0.0000% | $70630.00          | $707006.30         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $117041.00         | $1249997.88        | Equities   |
| FIGX CAP ACQUISITION CORP.     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $40378.00          | $413470.72         | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A  | 2199-01-01      | N/A      | 0.0000% | $71704.00          | $729946.72         | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $15882.00          | $162155.22         | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $23042.00          | $236410.92         | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $60222.00          | $605231.10         | Equities   |
| SOLARIUS CAPITAL ACQU CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10150.00          | $104037.50         | Equities   |
| STARRY SEA ACQUISITION CORP    SHS       | 2199-01-01      | N/A      | 0.0000% | $11666.00          | $119226.52         | Equities   |
| TAILWIND 2.0 ACQUISITION CORP  ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $23888.00          | $239238.32         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $18732.00          | $192752.28         | Equities   |
| TOYO CO LTD                    ORD SH    | 2199-01-01      | N/A      | 0.0000% | $19800.00          | $320958.00         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $4796.00           | $49686.56          | Equities   |
| SEANERGY MARITIME HLDGS CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $88339.00          | $1249996.85        | Equities   |

### Security 116: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DBEH1, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1DBEH1_3.99_0827
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| IMMUNIC INC                    COM NEW   | 2199-01-01      | N/A      | 0.0000% | $65287.00          | $977346.39         | Equities   |
| INTAPP INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $77.00             | $1586.20           | Equities   |
| KLAVIYO INC                    COM SER A | 2199-01-01      | N/A      | 0.0000% | $101763.00         | $1499986.62        | Equities   |
| KNOWLES CORP                   COM       | 2199-01-01      | N/A      | 0.0000% | $18.00             | $683.46            | Equities   |
| LIBERTY ENERGY INC             COM CL A  | 2199-01-01      | N/A      | 0.0000% | $36.00             | $1046.16           | Equities   |
| LIQUIDITY SVCS INC             COM       | 2199-01-01      | N/A      | 0.0000% | $95.00             | $3451.35           | Equities   |
| MARKETAXESS HLDGS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $454.00            | $59723.70          | Equities   |
| TG THERAPEUTICS INC            COM       | 2199-01-01      | N/A      | 0.0000% | $13.00             | $504.66            | Equities   |
| TRAVERE THERAPEUTICS INC       COM       | 2199-01-01      | N/A      | 0.0000% | $71.00             | $3390.96           | Equities   |
| WASTE CONNECTIONS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $1299.00           | $196213.95         | Equities   |
| WISDOMTREE INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $30.00             | $551.70            | Equities   |
| XOMETRY INC                    CLASS A C | 2199-01-01      | N/A      | 0.0000% | $65.00             | $6195.80           | Equities   |
| ANGLOGOLD ASHANTI PLC          COM SHS   | 2199-01-01      | N/A      | 0.0000% | $78.00             | $7512.18           | Equities   |
| CBIZ INC                       COM       | 2199-01-01      | N/A      | 0.0000% | $73.00             | $2359.36           | Equities   |
| DECKERS OUTDOOR CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $96.00             | $10973.76          | Equities   |
| EZCORP INC                     CL A NON  | 2199-01-01      | N/A      | 0.0000% | $59.00             | $1896.85           | Equities   |
| FRANCO NEV CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $58.00             | $13082.48          | Equities   |
| GRAHAM HLDGS CO                COM CL B  | 2199-01-01      | N/A      | 0.0000% | $88.00             | $98869.76          | Equities   |
| HINGE HEALTH INC               CL A      | 2199-01-01      | N/A      | 0.0000% | $27297.00          | $1499970.15        | Equities   |
| HUBBELL INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $35.00             | $16587.55          | Equities   |
| IDACORP INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $65.00             | $9138.35           | Equities   |
| J & J SNACK FOODS CORP         COM       | 2199-01-01      | N/A      | 0.0000% | $65.00             | $5019.30           | Equities   |
| KAISER ALUMINIUM CORPORATION   COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $74.00             | $13613.04          | Equities   |
| LIGHTWAVE LOGIC INC            COM       | 2199-01-01      | N/A      | 0.0000% | $50240.00          | $575750.40         | Equities   |
| MICROCHIP TECHNOLOGY INC.      COM       | 2199-01-01      | N/A      | 0.0000% | $26.00             | $2497.04           | Equities   |
| OSCAR HEALTH INC               CL A      | 2199-01-01      | N/A      | 0.0000% | $96.00             | $2143.68           | Equities   |
| POPULAR INC                    COM NEW   | 2199-01-01      | N/A      | 0.0000% | $8025.00           | $1201342.50        | Equities   |
| ROLLINS INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $26.00             | $1284.92           | Equities   |
| SHARONAI HOLDINGS INC          COM CL A  | 2199-01-01      | N/A      | 0.0000% | $20048.00          | $1499991.36        | Equities   |
| ST JOE CO                      COM       | 2199-01-01      | N/A      | 0.0000% | $47.00             | $3018.34           | Equities   |
| SIGMA LITHIUM CORPORATION      COM       | 2199-01-01      | N/A      | 0.0000% | $94577.00          | $1499991.22        | Equities   |
| STIFEL FINL CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $44.00             | $3095.40           | Equities   |
| STRATTEC SEC CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $885.00            | $70109.70          | Equities   |
| WARNER MUSIC GROUP CORP        COM CL A  | 2199-01-01      | N/A      | 0.0000% | $46367.00          | $1499972.45        | Equities   |
| WESTERN ALLIANCE BANCORP       COM       | 2199-01-01      | N/A      | 0.0000% | $23.00             | $1808.72           | Equities   |
| ZUMIEZ INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $24.00             | $607.68            | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $95.00             | $36681.40          | Equities   |
| AMERICOLD REALTY TRUST INC     COM       | 2199-01-01      | N/A      | 0.0000% | $91.00             | $1438.71           | Equities   |
| ARAMARK                        COM       | 2199-01-01      | N/A      | 0.0000% | $24.00             | $1279.68           | Equities   |
| ARIS MINING CORPORATION        COM       | 2199-01-01      | N/A      | 0.0000% | $87514.00          | $1499989.96        | Equities   |
| ARRIVENT BIOPHARMA INC         COM       | 2199-01-01      | N/A      | 0.0000% | $33.00             | $890.01            | Equities   |
| AVIENT CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $2540.00           | $91897.20          | Equities   |
| BIGLARI HLDGS INC              COM STK C | 2199-01-01      | N/A      | 0.0000% | $600.00            | $878490.00         | Equities   |
| BROOKFIELD CORP                CL A LTD  | 2199-01-01      | N/A      | 0.0000% | $32552.00          | $1499996.16        | Equities   |
| CENTRUS ENERGY CORP            CL A      | 2199-01-01      | N/A      | 0.0000% | $87.00             | $16135.02          | Equities   |
| CISCO SYS INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $58.00             | $6881.12           | Equities   |
| COMPASS DIVERSIFIED            7.250% PF | 2199-01-01      | 7.2500%  | 0.0000% | $12440.00          | $259996.00         | Equities   |
| COMPASS DIVERSIFIED            7.875 CUM | 2199-01-01      | 7.8750%  | 0.0000% | $7710.00           | $170391.00         | Equities   |
| CONSTELLATION BRANDS INC       CL A      | 2199-01-01      | N/A      | 0.0000% | $17.00             | $2416.21           | Equities   |
| ENVISTA HOLDINGS CORPORATION   COM       | 2199-01-01      | N/A      | 0.0000% | $74.00             | $1751.58           | Equities   |
| EVERGY INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $73.00             | $6048.05           | Equities   |
| EXELIXIS INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $54.00             | $2778.30           | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG S | 2199-01-01      | N/A      | 0.0000% | $60.00             | $2056.80           | Equities   |
| DAMORA THERAPEUTICS INC        COM NEW   | 2199-01-01      | N/A      | 0.0000% | $14950.00          | $371358.00         | Equities   |
| HEALTHCARE RLTY TR             CL A COM  | 2199-01-01      | N/A      | 0.0000% | $78.00             | $1568.58           | Equities   |
| HEARTFLOW INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $40.00             | $1269.20           | Equities   |
| HERITAGE INSURANCE HLDGS INC   COM       | 2199-01-01      | N/A      | 0.0000% | $3494.00           | $76868.00          | Equities   |
| ALMONTY INDS INC               COM NEW   | 2199-01-01      | N/A      | 0.0000% | $43960.00          | $909972.00         | Equities   |
| AMTECH SYS INC                 COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $12146.00          | $262596.52         | Equities   |
| BOOZ ALLEN HAMILTON HLDG CORP  CL A      | 2199-01-01      | N/A      | 0.0000% | $75.00             | $6078.75           | Equities   |
| BROOKFIELD BUSINESS CORP       CL A SUB  | 2199-01-01      | N/A      | 0.0000% | $38.00             | $1268.06           | Equities   |
| BRUNSWICK CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $94.00             | $7861.22           | Equities   |
| CREDICORP LTD                  COM       | 2199-01-01      | N/A      | 0.0000% | $72.00             | $24588.00          | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM       | 2199-01-01      | N/A      | 0.0000% | $52.00             | $3794.96           | Equities   |
| ETORO GROUP LTD                SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $37556.00          | $1499986.64        | Equities   |
| PELAGOS INS CAP LTD            COM       | 2199-01-01      | N/A      | 0.0000% | $5712.00           | $123779.04         | Equities   |
| KINIKSA PHARMACEUTICALS INTL P ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $11670.00          | $593302.80         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $784.00            | $8200.64           | Equities   |
| NOMAD FOODS LTD                USD ORD S | 2199-01-01      | N/A      | 0.0000% | $37705.00          | $381951.65         | Equities   |
| SFL CORPORATION LTD            SHS       | 2199-01-01      | N/A      | 0.0000% | $127948.00         | $1448371.36        | Equities   |
| TE CONNECTIVITY PLC            ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $7131.00           | $1499863.23        | Equities   |
| TRANE TECHNOLOGIES PLC         SHS       | 2199-01-01      | N/A      | 0.0000% | $83.00             | $37537.58          | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS       | 2199-01-01      | N/A      | 0.0000% | $33137.00          | $1259537.37        | Equities   |
| CAMTEK LTD                     ORD       | 2199-01-01      | N/A      | 0.0000% | $19.00             | $3320.82           | Equities   |
| FRONTLINE PLC                  COM       | 2199-01-01      | N/A      | 0.0000% | $49.00             | $1692.46           | Equities   |
| UROGEN PHARMA LTD              COM       | 2199-01-01      | N/A      | 0.0000% | $6754.00           | $193772.26         | Equities   |
| AERCAP HOLDINGS NV             SHS       | 2199-01-01      | N/A      | 0.0000% | $4703.00           | $653622.94         | Equities   |
| ASML HLDG NV                   N Y REGIS | 2199-01-01      | N/A      | 0.0000% | $934.00            | $1499789.18        | Equities   |
| LYONDELLBASELL INDUSTRIES NV   SHS - A - | 2199-01-01      | N/A      | 0.0000% | $365.00            | $24947.75          | Equities   |
| NXP SEMICONDUCTORS N V         COM       | 2199-01-01      | N/A      | 0.0000% | $4541.00           | $1499801.48        | Equities   |
| BW LPG LTD                     COM       | 2199-01-01      | N/A      | 0.0000% | $73063.00          | $1499983.39        | Equities   |
| KENON HLDGS LTD                SHS       | 2199-01-01      | N/A      | 0.0000% | $9071.00           | $832899.22         | Equities   |
| OKEANIS ECO TANKERS COR        SHS       | 2199-01-01      | N/A      | 0.0000% | $31172.00          | $1499996.64        | Equities   |

### Security 117: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1DKAY8, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1DKAY8_4.02_0706
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-02-15      | 4.0000%  | 0.0000% | $4125500.00        | $4080066.75        | U.S. Treasuries (including strips) |

### Security 118: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HEZJ4, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1HEZJ4_4.00_0827
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMEREN ILL CO                  1M GLBL B | 2049-03-15      | 4.5000%  | 0.0000% | $5000.00           | $4246.55           | Corporate Debt Securities |
| BANK OF AMER CORP              PERP GLBL | 2199-01-01      | 6.2500%  | 0.0000% | $3129000.00        | $3200714.07        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL N | 2029-05-15      | 3.7500%  | 0.0000% | $22769000.00       | $22561764.15       | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL N | 2046-06-01      | 4.3750%  | 0.0000% | $2557000.00        | $2103111.90        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL  | 2054-09-11      | 5.8000%  | 0.0000% | $480000.00         | $485273.60         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5 | 2053-03-08      | 5.8500%  | 0.0000% | $5000.00           | $5110.26           | Corporate Debt Securities |
| SWISS RE SUB FIN PLC           SUB GLBL  | 2046-04-01      | 6.1910%  | 0.0000% | $400000.00         | $402665.76         | Corporate Debt Securities |
| TOLEDO HOSPITAL                2018B BD6 | 2048-11-15      | 6.0150%  | 0.0000% | $150000.00         | $141599.88         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL R | 2049-08-08      | 3.6800%  | 0.0000% | $5303000.00        | $4340116.61        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL R | 2049-11-12      | 3.4400%  | 0.0000% | $9054000.00        | $6987193.12        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL  | 2054-09-11      | 5.8000%  | 0.0000% | $5700000.00        | $5762624.00        | Corporate Debt Securities |
| GS CALTEX CORP                 SR REGS N | 2030-10-28      | 4.2500%  | 0.0000% | $200000.00         | $196219.94         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL R | 2031-07-14      | 2.8750%  | 0.0000% | $14710000.00       | $13659871.49       | Corporate Debt Securities |

### Security 119: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4LF8, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I4LF8_3.66_0602
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1000.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities |
| GENUINE PARTS CO               GLBL NT 6 | 2028-11-01      | 6.5000%  | 0.0000% | $680000.00         | $707033.78         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2032-02-04      | 1.9530%  | 0.0000% | $3912000.00        | $3470525.91        | Corporate Debt Securities         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 6.557% | 2027-10-18      | 6.5570%  | 0.0000% | $549000.00         | $557497.25         | Corporate Debt Securities         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4.351% | 2030-09-30      | 4.3510%  | 0.0000% | $7029000.00        | $6968345.39        | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DE | 2027-09-01      | 4.6850%  | 0.0000% | $192000.00         | $195639.63         | Corporate Debt Securities         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLB | 2028-11-15      | 8.5000%  | 0.0000% | $1316000.00        | $1370358.11        | Corporate Debt Securities         |
| PNC FINL SVCS GROUP INC        SR NT 3.1 | 2027-05-19      | 3.1500%  | 0.0000% | $10000000.00       | $9915850.00        | Corporate Debt Securities         |
| STARBUCKS CORP                 SR GLBL N | 2050-03-12      | 3.3500%  | 0.0000% | $478000.00         | $328943.00         | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL N | 2047-10-01      | 5.4000%  | 0.0000% | $1207000.00        | $1107024.19        | Corporate Debt Securities         |
| UNUM GROUP                     SR GLBL N | 2035-12-15      | 5.2500%  | 0.0000% | $1548000.00        | $1568243.97        | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2040-11-20      | 2.6500%  | 0.0000% | $3000.00           | $2140.93           | Corporate Debt Securities         |
| WASTE MGMT INC DEL             4.15%49   | 2049-07-15      | 4.1500%  | 0.0000% | $10000000.00       | $8270072.22        | Corporate Debt Securities         |
| WELLS FARGO & CO               FR 5.244% | 2031-01-24      | 5.2440%  | 0.0000% | $1966000.00        | $2033607.46        | Corporate Debt Securities         |
| WESTPAC BKG CORP               VR 051426 | 2031-06-12      | 4.3521%  | 0.0000% | $205000.00         | $205749.64         | Corporate Debt Securities         |
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $241000.00         | $251539.53         | Corporate Debt Securities         |
| KUAISHOU TECHNOLOGY            SR GLBL R | 2036-01-22      | 4.7500%  | 0.0000% | $388000.00         | $382209.85         | Corporate Debt Securities         |
| TSMC GLOBAL LTD                SR GLBL R | 2030-09-28      | 1.3750%  | 0.0000% | $200000.00         | $176623.97         | Corporate Debt Securities         |
| UBS GROUP AG                   ALT TIER  | 2199-01-01      | 9.2500%  | 0.0000% | $900000.00         | $972415.00         | Corporate Debt Securities         |
| ENEL FIN INTL N.V.             SR REGS N | 2030-09-30      | 4.3750%  | 0.0000% | $900000.00         | $889983.13         | Corporate Debt Securities         |
| AON PLC                        GLBL NT 4 | 2045-05-15      | 4.7500%  | 0.0000% | $93000.00          | $81781.15          | Corporate Debt Securities         |
| ASTRAZENECA FINANCE LLC        GLBL NT 5 | 2034-02-26      | 5.0000%  | 0.0000% | $4855000.00        | $4972426.27        | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      FR 5.802% | 2028-10-25      | 5.8020%  | 0.0000% | $43000.00          | $44099.07          | Corporate Debt Securities         |
| BARCLAYS PLC                   GLBL NT 4 | 2030-09-10      | 4.9420%  | 0.0000% | $916000.00         | $928370.53         | Corporate Debt Securities         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR | 2030-12-15      | 9.6250%  | 0.0000% | $2000.00           | $2466.91           | Corporate Debt Securities         |
| BROADCOM INC                   SR GLBL N | 2030-07-15      | 4.6000%  | 0.0000% | $402000.00         | $408513.29         | Corporate Debt Securities         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4. | 2042-09-01      | 4.3750%  | 0.0000% | $1066000.00        | $948819.36         | Corporate Debt Securities         |
| COMCAST CORP NEW               3.999%49  | 2049-11-01      | 3.9990%  | 0.0000% | $92000.00          | $67383.59          | Corporate Debt Securities         |
| COREBRIDGE FINL INC            SR GLBL N | 2033-09-15      | 6.0500%  | 0.0000% | $221000.00         | $234511.08         | Corporate Debt Securities         |
| ENBRIDGE INC                   GLBL NT 5 | 2033-03-08      | 5.7000%  | 0.0000% | $169000.00         | $177621.53         | Corporate Debt Securities         |
| FIFTH THIRD BANCORP            SR GLBL N | 2027-11-01      | 1.7070%  | 0.0000% | $9000.00           | $8907.46           | Corporate Debt Securities         |

### Security 120: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4LG6, C.3 - LEI: 549300LCO2FL, C.5 - Other ID: ARP1I4LG6_3.71_0602
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIB GROUP PLC                  FR 5.871% | 2035-03-28      | 5.8710%  | 0.0000% | $3279000.00        | $3429794.93        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL N | 2027-03-15      | 3.6500%  | 0.0000% | $8000.00           | $8022.18           | Corporate Debt Securities |
| AMERIPRISE FINL INC            SR GLBL N | 2026-09-15      | 2.8750%  | 0.0000% | $860000.00         | $862209.96         | Corporate Debt Securities |
| BPCE                           FR 6.915% | 2046-01-14      | 6.9150%  | 0.0000% | $2470000.00        | $2623785.29        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL N | 2041-02-15      | 3.5000%  | 0.0000% | $6183000.00        | $4994572.44        | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL N | 2034-03-15      | 5.6000%  | 0.0000% | $956000.00         | $997481.90         | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL N | 2055-02-15      | 5.9000%  | 0.0000% | $768000.00         | $768771.41         | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            2024A BD5 | 2054-12-01      | 5.5480%  | 0.0000% | $1921000.00        | $1856842.02        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR NT 5.3 | 2036-06-01      | 5.3000%  | 0.0000% | $2010000.00        | $2003484.25        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%0 | 2030-01-09      | 2.4500%  | 0.0000% | $4000.00           | $3777.39           | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 5 | 2054-09-15      | 5.7500%  | 0.0000% | $1130000.00        | $1105806.07        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 1 | 2037-10-15      | 7.0000%  | 0.0000% | $10916000.00       | $12479231.84       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL N | 2060-01-31      | 3.9500%  | 0.0000% | $5940000.00        | $4438112.25        | Corporate Debt Securities |
| GATX CORP                      SR NT 4.7 | 2029-04-01      | 4.7000%  | 0.0000% | $754000.00         | $760832.92         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2038-10-31      | 4.0170%  | 0.0000% | $13565000.00       | $11938094.16       | Corporate Debt Securities |
| GRAND RIV FDG TR I             SR GLBL 1 | 2036-02-15      | 6.3110%  | 0.0000% | $299000.00         | $302690.08         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR NT 3.8 | 2045-03-01      | 3.8000%  | 0.0000% | $11024000.00       | $8856779.59        | Corporate Debt Securities |
| NATWEST GROUP PLC              LW TIER I | 2047-03-03      | 5.9080%  | 0.0000% | $3861000.00        | $3830704.88        | Corporate Debt Securities |
| NBCUNIVERSAL MEDIA LLC         SR NT 4.4 | 2043-01-15      | 4.4500%  | 0.0000% | $1425000.00        | $1212039.29        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2046-07-15      | 4.0000%  | 0.0000% | $7403000.00        | $5194380.75        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2054-09-27      | 5.3750%  | 0.0000% | $229000.00         | $184094.69         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 013125 | 2028-01-31      | 4.4525%  | 0.0000% | $21000.00          | $21177.30          | Corporate Debt Securities |
| UDR INC                        FR 3%0815 | 2031-08-15      | 3.0000%  | 0.0000% | $3000.00           | $2778.86           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR NT 5.2 | 2035-04-02      | 5.2500%  | 0.0000% | $1656000.00        | $1674170.46        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.4%06 | 2046-06-14      | 4.4000%  | 0.0000% | $6408000.00        | $5344058.40        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.707% | 2028-04-22      | 5.7070%  | 0.0000% | $1898000.00        | $1930333.43        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244% | 2031-01-24      | 5.2440%  | 0.0000% | $2000.00           | $2068.78           | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR FL REG | 2026-08-14      | 4.6937%  | 0.0000% | $1918000.00        | $1924484.10        | Corporate Debt Securities |

### Security 121: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I68E1, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1I68E1_3.70_0603
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ATMOS ENERGY CORP              SR GLBL N | 2027-06-15      | 3.0000%  | 0.0000% | $887000.00         | $888717.82         | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB  | 2199-01-01      | 6.4500%  | 0.0000% | $18000.00          | $19142.76          | Corporate Debt Securities |
| BANCO SANTANDER CHILE NEW      FR 3.177% | 2031-10-26      | 3.1770%  | 0.0000% | $150000.00         | $137935.84         | Corporate Debt Securities |
| BANK OF AMER CORP              SR NT FXD | 2028-04-24      | 3.7050%  | 0.0000% | $35000.00          | $34918.87          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060424 | 2027-06-04      | 4.4020%  | 0.0000% | $15000.00          | $15216.94          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060523 | 2026-06-05      | 4.9711%  | 0.0000% | $3000.00           | $3035.83           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP GLBL | 2199-01-01      | 5.6250%  | 0.0000% | $3291000.00        | $3319648.16        | Corporate Debt Securities |
| BANK OF AMERICA NA             SR GLBL F | 2026-08-18      | 4.6544%  | 0.0000% | $1205000.00        | $1207300.05        | Corporate Debt Securities |
| BETH ISRAEL DEACONESS MEDICAL  SR -L BD  | 2051-07-01      | 3.0800%  | 0.0000% | $1000.00           | $660.58            | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL N | 2028-11-27      | 7.3000%  | 0.0000% | $8710000.00        | $9022388.99        | Corporate Debt Securities |
| BLACKSTONE SECD LENDING FD     SR GLBL N | 2028-04-13      | 5.3500%  | 0.0000% | $160000.00         | $160756.18         | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.198% | 2030-01-10      | 5.1980%  | 0.0000% | $417000.00         | $429489.17         | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 4.875% | 2044-03-11      | 4.8750%  | 0.0000% | $641000.00         | $610041.30         | Corporate Debt Securities |
| AT&T INC                       SR GLBL N | 2035-05-15      | 4.5000%  | 0.0000% | $1667000.00        | $1581816.30        | Corporate Debt Securities |
| ADOBE INC                      SR GLBL N | 2035-01-17      | 5.3000%  | 0.0000% | $2000.00           | $2071.17           | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLB | 2055-03-10      | 6.9500%  | 0.0000% | $155000.00         | $162579.72         | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         3.4%27    | 2027-12-06      | 3.4000%  | 0.0000% | $8189000.00        | $8227233.53        | Corporate Debt Securities |
| ALLINA HEALTH SYS              -2019 SIN | 2049-04-15      | 3.8870%  | 0.0000% | $1000.00           | $749.68            | Corporate Debt Securities |
| ALLSTATE CORP                  EXT JR SB | 2067-05-15      | 6.5000%  | 0.0000% | $6000.00           | $6161.99           | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL N | 2060-08-15      | 2.2500%  | 0.0000% | $1674000.00        | $855765.54         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR NT 6.4 | 2031-10-30      | 6.4890%  | 0.0000% | $17000.00          | $18272.74          | Corporate Debt Securities |
| AMERICAN UNIV                  -2019 SIN | 2049-04-01      | 3.6720%  | 0.0000% | $3937000.00        | $2970647.60        | Corporate Debt Securities |
| AMFAM HOLDINGS INC             SR GLBL 1 | 2051-03-11      | 3.8330%  | 0.0000% | $2000.00           | $1395.09           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL N | 2030-02-21      | 2.4500%  | 0.0000% | $78000.00          | $72873.02          | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL N | 2027-04-01      | 3.3000%  | 0.0000% | $35000.00          | $34967.68          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL N | 2031-12-01      | 3.5690%  | 0.0000% | $322000.00         | $298853.58         | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLB | 2055-06-01      | 6.5000%  | 0.0000% | $4000.00           | $4239.12           | Corporate Debt Securities |
| CSX CORP                       FR 6.8%12 | 2028-12-01      | 6.8000%  | 0.0000% | $27000.00          | $29147.37          | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLB | 2055-02-15      | 6.8500%  | 0.0000% | $7000.00           | $7490.90           | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL N | 2030-06-01      | 1.6500%  | 0.0000% | $1098000.00        | $1000364.01        | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 1 | 2055-06-01      | 5.9500%  | 0.0000% | $631000.00         | $661495.88         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA VR 031425 | 2030-03-14      | 4.4483%  | 0.0000% | $45000.00          | $45790.27          | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR DEB 6. | 2028-08-01      | 6.8000%  | 0.0000% | $111000.00         | $117382.38         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL N | 2041-12-15      | 3.3750%  | 0.0000% | $12000.00          | $9344.46           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR PREF  | 2029-05-10      | 5.4140%  | 0.0000% | $5130000.00        | $5269933.01        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  GLBL 144A | 2042-03-06      | 4.8750%  | 0.0000% | $3762000.00        | $3468073.37        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLB | 2056-02-15      | 6.2000%  | 0.0000% | $800000.00         | $817760.89         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 1 | 2039-01-26      | 6.9500%  | 0.0000% | $2415000.00        | $2723916.74        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL - | 2054-10-15      | 5.6500%  | 0.0000% | $626000.00         | $601476.80         | Corporate Debt Securities |
| EBAY INC.                      SR GLBL N | 2031-05-10      | 2.6000%  | 0.0000% | $975000.00         | $881294.92         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 1 | 2036-04-22      | 5.2500%  | 0.0000% | $303000.00         | $299817.24         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL B | 2051-03-15      | 2.9000%  | 0.0000% | $1000.00           | $631.44            | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.8 | 2044-03-15      | 4.8500%  | 0.0000% | $1549000.00        | $1433257.86        | Corporate Debt Securities |
| GE AEROSPACE                   FR 5.875% | 2038-01-14      | 5.8750%  | 0.0000% | $5000.00           | $5429.11           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL N | 2029-04-06      | 4.3000%  | 0.0000% | $618000.00         | $614916.52         | Corporate Debt Securities |
| GEORGE WASHINGTON UNIVERSITY   SR -2018  | 2048-09-15      | 4.1260%  | 0.0000% | $3912000.00        | $3167472.94        | Corporate Debt Securities |
| GEORGETOWN UNIV                SR GLBL 2 | 2050-04-01      | 2.9430%  | 0.0000% | $850000.00         | $548242.78         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2031-04-23      | 5.2180%  | 0.0000% | $6368000.00        | $6491653.82        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2029-05-01      | 4.2230%  | 0.0000% | $2602000.00        | $2591109.47        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2032-01-21      | 4.5160%  | 0.0000% | $7000000.00        | $6996618.22        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL F | 2031-05-13      | 5.2018%  | 0.0000% | $200000.00         | $204585.10         | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND     SR GLBL N | 2030-11-15      | 5.4500%  | 0.0000% | $674000.00         | $654305.35         | Corporate Debt Securities |
| HARLEY DAVIDSON INC            SR GLBL N | 2045-07-28      | 4.6250%  | 0.0000% | $3739000.00        | $3048874.59        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL N | 2035-10-15      | 6.2000%  | 0.0000% | $8500000.00        | $9174371.11        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL N | 2034-10-15      | 5.0000%  | 0.0000% | $316000.00         | $311156.07         | Corporate Debt Securities |
| HONEYWELL INTL INC             SR GLBL N | 2047-11-21      | 3.8120%  | 0.0000% | $30000.00          | $23130.21          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5%0107 | 2028-01-07      | 5.0000%  | 0.0000% | $21000.00          | $21530.72          | Corporate Debt Securities |
| HYUNDAI CAP AMER               VR 091825 | 2028-09-18      | 4.7077%  | 0.0000% | $246000.00         | $249353.73         | Corporate Debt Securities |
| ILFC E-CAPITAL TR I            SUB GLBL  | 2065-12-21      | 6.3800%  | 0.0000% | $3307000.00        | $2883196.93        | Corporate Debt Securities |
| ILFC E-CAPITAL TRUST II        JR SB -2  | 2065-12-21      | 6.6300%  | 0.0000% | $5833000.00        | $5199320.17        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL N | 2042-06-20      | 4.0000%  | 0.0000% | $14000.00          | $11705.07          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL N | 2027-02-09      | 2.2000%  | 0.0000% | $915000.00         | $909017.93         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR S | 2199-01-01      | 6.5000%  | 0.0000% | $317000.00         | $328593.39         | Corporate Debt Securities |
| LASMO USA INC                  SR DEB 7. | 2027-11-15      | 7.3000%  | 0.0000% | $34000.00          | $35430.34          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL N | 2029-03-06      | 5.8710%  | 0.0000% | $662000.00         | $685531.40         | Corporate Debt Securities |
| MPLX LP                        SR GLBL N | 2034-06-01      | 5.5000%  | 0.0000% | $548000.00         | $570448.52         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A N | 2029-03-26      | 6.4000%  | 0.0000% | $41000.00          | $42733.48          | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL B | 2054-09-15      | 5.8500%  | 0.0000% | $209000.00         | $214209.32         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR FL ACR | 2028-05-26      | 4.5115%  | 0.0000% | $3688000.00        | $3698003.19        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.431% | 2030-01-23      | 4.4310%  | 0.0000% | $34000.00          | $34304.93          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.928% | 2032-04-28      | 1.9280%  | 0.0000% | $1000.00           | $872.00            | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484% | 2036-09-16      | 2.4840%  | 0.0000% | $3000.00           | $2623.70           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.356% | 2031-10-22      | 4.3560%  | 0.0000% | $208000.00         | $204717.14         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR G | 2099-12-31      | 5.8750%  | 0.0000% | $2000.00           | $1999.07           | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER  | 2199-01-01      | 8.1250%  | 0.0000% | $6112000.00        | $6758930.58        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLB | 2045-04-01      | 3.7500%  | 0.0000% | $6708000.00        | $5218969.34        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL N | 2046-07-15      | 4.0000%  | 0.0000% | $40000.00          | $28066.36          | Corporate Debt Securities |
| ORIX CORP                      SR GLBL N | 2030-09-09      | 4.4500%  | 0.0000% | $152000.00         | $151679.11         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   NT 6.45%2 | 2028-09-15      | 6.4500%  | 0.0000% | $87000.00          | $88712.52          | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL N | 2027-04-13      | 3.1250%  | 0.0000% | $20000.00          | $19664.46          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL B | 2031-06-01      | 3.2500%  | 0.0000% | $526000.00         | $494234.57         | Corporate Debt Securities |
| PACIFICORP                     1MTG BD 5 | 2035-06-15      | 5.2500%  | 0.0000% | $6280000.00        | $6348054.27        | Corporate Debt Securities |
| PFIZER INC                     GLBL NT 2 | 2030-04-01      | 2.6250%  | 0.0000% | $20000.00          | $18798.18          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL N | 2031-02-01      | 1.7500%  | 0.0000% | $2000.00           | $1768.99           | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR -G NT6 | 2037-11-15      | 6.6250%  | 0.0000% | $935000.00         | $1007786.37        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL N | 2032-03-15      | 2.8960%  | 0.0000% | $11806000.00       | $10783634.51       | Corporate Debt Securities |
| SEMPRA                         SR GLBL N | 2048-02-01      | 4.0000%  | 0.0000% | $76000.00          | $58745.80          | Corporate Debt Securities |
| SHELL FIN US INC               GLBL FLT  | 2030-11-06      | 4.4117%  | 0.0000% | $4860000.00        | $4887810.74        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2051-06-01      | 3.6500%  | 0.0000% | $3000.00           | $2101.97           | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL N | 2046-07-01      | 4.4000%  | 0.0000% | $50000.00          | $42634.94          | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLB | 2055-03-15      | 6.3750%  | 0.0000% | $3000.00           | $3103.75           | Corporate Debt Securities |
| STANDARD CHARTERED PLC         LW TIER I | 2043-01-09      | 5.3000%  | 0.0000% | $9792000.00        | $9256192.64        | Corporate Debt Securities |
| STATE STR CORP                 ALT TIER  | 2077-06-01      | 4.9356%  | 0.0000% | $15000.00          | $13753.09          | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL | 2199-01-01      | 6.7000%  | 0.0000% | $19000.00          | $19786.64          | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL N | 2050-06-15      | 2.9000%  | 0.0000% | $10000.00          | $6536.71           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL N | 2036-07-08      | 5.2460%  | 0.0000% | $1756000.00        | $1804179.08        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL N | 2029-03-15      | 2.4000%  | 0.0000% | $4500000.00        | $4275195.00        | Corporate Debt Securities |
| TENCENT HLDGS LTD              FR 3.24%0 | 2050-06-03      | 3.2400%  | 0.0000% | $2166000.00        | $1557180.72        | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL N | 2029-09-15      | 7.5000%  | 0.0000% | $1000.00           | $1104.29           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2040-11-20      | 2.6500%  | 0.0000% | $2569000.00        | $1833347.58        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL - | 2035-03-15      | 5.1500%  | 0.0000% | $7000000.00        | $7101822.78        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL E | 2028-11-13      | 4.7500%  | 0.0000% | $3495000.00        | $3501469.63        | Corporate Debt Securities |
| WALMART INC                    SR GLBL N | 2033-04-15      | 4.1000%  | 0.0000% | $80000.00          | $78617.69          | Corporate Debt Securities |
| WELLS FARGO & CO               VR 042224 | 2028-04-22      | 4.7038%  | 0.0000% | $1038000.00        | $1047337.49        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244% | 2031-01-24      | 5.2440%  | 0.0000% | $621000.00         | $642355.15         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.97%0 | 2029-04-23      | 4.9700%  | 0.0000% | $1000.00           | $1011.94           | Corporate Debt Securities |
| ZOETIS INC                     SR GLBL N | 2032-11-16      | 5.6000%  | 0.0000% | $45000.00          | $46847.80          | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL R | 2028-11-16      | 7.7670%  | 0.0000% | $202000.00         | $211668.68         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2016  FR 3.5%05 | 2027-05-04      | 3.5000%  | 0.0000% | $587000.00         | $584957.57         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER I | 2051-01-21      | 2.7500%  | 0.0000% | $714000.00         | $644090.67         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER I | 2051-09-16      | 2.9000%  | 0.0000% | $500000.00         | $446660.28         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER I | 2055-04-30      | 6.5000%  | 0.0000% | $2754000.00        | $2904302.61        | Corporate Debt Securities |
| PROSUS N V                     SR GLBL R | 2027-01-19      | 3.2570%  | 0.0000% | $1000000.00        | $1003991.39        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS | 2031-02-02      | 3.1000%  | 0.0000% | $1670000.00        | $1523749.75        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         GLBL REGS | 2029-07-02      | 5.3750%  | 0.0000% | $258000.00         | $267419.04         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL R | 2030-04-02      | 5.3360%  | 0.0000% | $201000.00         | $205747.91         | Corporate Debt Securities |

### Security 122: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I68F8, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1I68F8_3.76_0603
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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   |
|:---|:---|:---|:---|:---|:---|:---|
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $41286.00          | $442173.06         | Equities   |
| 1RT ACQUISITION CORP.          USD CL A  | 2199-01-01      | N/A      | 0.0000% | $71822.00          | $735457.28         | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A  | 2199-01-01      | N/A      | 0.0000% | $77592.00          | $789886.56         | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $24244.00          | $247531.24         | Equities   |
| OYSTER ENTERPRISES II ACQUISIT ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $12380.00          | $127018.80         | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $23130.00          | $235926.00         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $121048.00         | $1291582.16        | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $60222.00          | $605231.10         | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $952.00            | $9910.32           | Equities   |
| SOLARIUS CAPITAL ACQU CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $30276.00          | $310329.00         | Equities   |
| STELLAR V CAP CORP             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $19062.00          | $200913.48         | Equities   |
| STARRY SEA ACQUISITION CORP    SHS       | 2199-01-01      | N/A      | 0.0000% | $11624.00          | $118797.28         | Equities   |
| TAVIA ACQUISITION CORP         SHS       | 2199-01-01      | N/A      | 0.0000% | $7827.00           | $83279.28          | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $10431.00          | $108795.33         | Equities   |
| DRDGOLD LIMITED                SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $15911.00          | $420368.62         | Equities   |
| EQUINIX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $18.00             | $19249.92          | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $8752.00           | $2631113.76        | Equities   |
| HDFC BANK LTD                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $105720.00         | $2501335.20        | Equities   |
| ICICI BANK LIMITED             ADR       | 2199-01-01      | N/A      | 0.0000% | $104918.00         | $2745704.06        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS       | 2199-01-01      | N/A      | 0.0000% | $8059.00           | $233469.23         | Equities   |
| JOYY INC                       ADS REPST | 2199-01-01      | N/A      | 0.0000% | $15457.00          | $1019080.01        | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NO | 2199-01-01      | N/A      | 0.0000% | $163033.00         | $2745475.72        | Equities   |
| PINNACLE FINL PARTNERS INC     FIX RA NC | 2199-01-01      | 8.3970%  | 0.0000% | $29.00             | $774.59            | Equities   |
| PUBLIC STORAGE                 4.625 DEP | 2199-01-01      | 4.6250%  | 0.0000% | $51456.00          | $938042.88         | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $2242.00           | $26253.82          | Equities   |
| SANOFI SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $19945.00          | $883364.05         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $202205.00         | $2458812.80        | Equities   |
| WINCHESTER BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $4235.00           | $53699.80          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $4349.00           | $49274.17          | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $12364.00          | $131923.88         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $18163.00          | $203425.60         | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $320.00            | $3481.60           | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1285.00           | $15240.10          | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $9743.00           | $101229.77         | Equities   |
| BLUE WTR ACQUISITION CORP. III ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $4207.00           | $43205.89          | Equities   |
| YHN ACQUISITION I LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $770.00            | $8385.30           | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $36574.00          | $374883.50         | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $15874.00          | $164295.90         | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $7048.00           | $77774.68          | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1012.00           | $10241.44          | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $9778.00           | $101202.30         | Equities   |
| CSLM DIGITA ASSET ACQ CORP III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $68624.00          | $695161.12         | Equities   |
| DRUGS MADE IN AMER ACQ II CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $12.00             | $120.96            | Equities   |
| DYNAMIX CORP                   SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $742.00            | $8006.18           | Equities   |
| EMMIS ACQUISITION CORP.        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10726.00          | $108868.90         | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $17.00             | $192.95            | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $5.00              | $51.90             | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $19968.00          | $207667.20         | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $37238.00          | $382806.64         | Equities   |
| HARVARD AVE ACQUISITION CORP   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $45345.00          | $459798.30         | Equities   |
| HCM III ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $66026.00          | $676106.24         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1704.00           | $17755.68          | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL | 2199-01-01      | N/A      | 0.0000% | $49926.00          | $506748.90         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $139.00            | $1433.09           | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $17655.00          | $180610.65         | Equities   |
| GSR IV ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $6948.00           | $70591.68          | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $11595.00          | $121979.40         | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $3558.00           | $36754.14          | Equities   |
| LAKE SUPERIOR ACQUISITION CO   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $13223.00          | $133948.99         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $55866.00          | $570391.86         | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $29766.00          | $321770.46         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $1860.00           | $20106.60          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $25302.00          | $275032.74         | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $43548.00          | $443754.12         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $28523.00          | $302914.26         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A      | 2199-01-01      | N/A      | 0.0000% | $118322.00         | $1279060.82        | Equities   |
| NMP ACQUISITION CORP           CL A      | 2199-01-01      | N/A      | 0.0000% | $12648.00          | $129136.08         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $15896.00          | $168974.48         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $173064.00         | $1789481.76        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $45988.00          | $511386.56         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $14734.00          | $151612.86         | Equities   |
| TITAN ACQUISITION CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $35932.00          | $372614.84         | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A  | 2199-01-01      | N/A      | 0.0000% | $24760.00          | $266417.60         | Equities   |
| VENDOME ACQUISITION CORP I     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $42222.00          | $430242.18         | Equities   |
| WESTIN ACQUISITION CORP        ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $6824.00           | $68717.68          | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $4680.00           | $48484.80          | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR   | 2199-01-01      | N/A      | 0.0000% | $6654.00           | $180855.72         | Equities   |
| APPLIED MATLS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $216.00            | $97130.88          | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $62038.00          | $2580160.42        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $42973.00          | $2703861.16        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $50.00             | $1990.50           | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED | 2199-01-01      | N/A      | 0.0000% | $61017.00          | $2136205.17        | Equities   |
| GRUPO AEROPORTUNARIO DEL PACIF SPON ADS  | 2199-01-01      | N/A      | 0.0000% | $1362.00           | $324305.82         | Equities   |
| STRATEGY INC                   VAR RT SE | 2199-01-01      | 11.5000% | 0.0000% | $13971.00          | $1377121.47        | Equities   |
| PLAINS ALL AMERN PIPELINE L P  UNIT LTD  | 2199-01-01      | N/A      | 0.0000% | $110806.00         | $2526376.80        | Equities   |
| REGIS CORPORATION              COM SHS   | 2199-01-01      | N/A      | 0.0000% | $78.00             | $2273.70           | Equities   |
| SASOL LTD                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5244.00           | $66231.72          | Equities   |
| SAUL CTRS INC                  6.125% PF | 2199-01-01      | 6.1250%  | 0.0000% | $30.00             | $637.80            | Equities   |
| ELEVRA LITHIUM LTD             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2090.00           | $185529.30         | Equities   |
| STIFEL FINL CORP               4.50% DEP | 2199-01-01      | 4.5000%  | 0.0000% | $1400.00           | $23338.00          | Equities   |
| TAYLOR DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $1059.00           | $56868.30          | Equities   |
| WESTERN ALLIANCE BANCORP       4.250% DE | 2199-01-01      | 4.2500%  | 0.0000% | $611.00            | $14755.65          | Equities   |
| WOORI FINL GROUP INC           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $12400.00          | $759624.00         | Equities   |
| YPF SOCIEDAD ANONIMA           SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $15382.00          | $799864.00         | Equities   |
| ANHEUSER BUSCH INBEV SA NV     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $16170.00          | $1325616.60        | Equities   |
| ARGENX SE                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5.00              | $4192.45           | Equities   |
| ATHENE HOLDING LTD             6.35%DEP  | 2199-01-01      | 6.3500%  | 0.0000% | $111407.00         | $2746182.55        | Equities   |
| BANCO SANTANDER SA             ADR       | 2199-01-01      | N/A      | 0.0000% | $214481.00         | $2661709.21        | Equities   |
| BARCLAYS PLC                   ADR       | 2199-01-01      | N/A      | 0.0000% | $6556.00           | $159573.04         | Equities   |
| BEONE MEDICINES LTD            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $8870.00           | $2577444.60        | Equities   |
| BIONTECH SE                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4840.00           | $452249.60         | Equities   |
| BROOKFIELD CORP                CL A LTD  | 2199-01-01      | N/A      | 0.0000% | $28.00             | $1290.24           | Equities   |

### Security 123: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I8625, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1I8625_3.67_0603
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.2 | 2041-02-01      | 6.2500%  | 0.0000% | $55000.00          | $59453.69          | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2042-07-21      | 2.9080%  | 0.0000% | $236000.00         | $172445.10         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP INC        SR GLBL N | 2028-02-24      | 2.6400%  | 0.0000% | $27000.00          | $26839.26          | Corporate Debt Securities         |
| HSBC HLDGS PLC                 SR GLBL F | 2031-05-13      | 5.2018%  | 0.0000% | $5248000.00        | $5368312.94        | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2 | 2047-04-01      | 4.0000%  | 0.0000% | $1762000.00        | $1326036.17        | Corporate Debt Securities         |
| STARBUCKS CORP                 SR GLBL N | 2050-03-12      | 3.3500%  | 0.0000% | $2000.00           | $1376.33           | Corporate Debt Securities         |
| STARBUCKS CORP                 SR GLBL N | 2027-02-08      | 4.8500%  | 0.0000% | $209000.00         | $212996.95         | Corporate Debt Securities         |
| ENERGY TRANSFER L P            SR GLBL N | 2047-10-01      | 5.4000%  | 0.0000% | $2000.00           | $1834.34           | Corporate Debt Securities         |
| UBS AG STAMFORD BRH            FR 4.632% | 2032-02-16      | 4.6320%  | 0.0000% | $1000000.00        | $1004572.67        | Corporate Debt Securities         |
| UNITEDHEALTH GROUP INC         SR GLBL N | 2040-05-15      | 2.7500%  | 0.0000% | $11542000.00       | $8516950.81        | Corporate Debt Securities         |
| VERIZON COMMUNICATIONS INC     SR GLBL N | 2028-03-22      | 2.1000%  | 0.0000% | $243000.00         | $234460.57         | Corporate Debt Securities         |
| CREDIT AGRICOLE S A            FR 7.125% | 2199-01-01      | 7.1250%  | 0.0000% | $593000.00         | $618933.37         | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL R | 2028-05-14      | 4.8037%  | 0.0000% | $235000.00         | $236531.83         | Corporate Debt Securities         |
| COMISION FEDERAL DE ELECTRICID SR GLBL R | 2051-02-09      | 4.6770%  | 0.0000% | $4000000.00        | $2937243.33        | Corporate Debt Securities         |
| BARCLAYS PLC                   SR GLBL N | 2029-11-11      | 4.4760%  | 0.0000% | $15000000.00       | $14935770.00       | Corporate Debt Securities         |
| BECTON DICKINSON & CO          SR GLBL N | 2031-02-11      | 1.9570%  | 0.0000% | $3000.00           | $2664.96           | Corporate Debt Securities         |
| BP CAP MKTS AMER INC           GLBL NT 3 | 2027-04-06      | 3.5430%  | 0.0000% | $1173000.00        | $1174168.41        | Corporate Debt Securities         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL N | 2034-07-01      | 6.3750%  | 0.0000% | $117000.00         | $122781.94         | Corporate Debt Securities         |
| JPMORGAN CHASE & CO            SR GLBL N | 2032-02-04      | 1.9530%  | 0.0000% | $23244000.00       | $20620885.55       | Corporate Debt Securities         |
| KOOKMIN BANK                   FR 2.375% | 2027-02-15      | 2.3750%  | 0.0000% | $2200000.00        | $2185526.44        | Corporate Debt Securities         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL N | 2029-06-01      | 5.0500%  | 0.0000% | $5000.00           | $5190.00           | Corporate Debt Securities         |
| ELI LILLY & CO                 GLBL NT 4 | 2029-08-14      | 4.2000%  | 0.0000% | $208000.00         | $210084.16         | Corporate Debt Securities         |
| LOWES COS INC                  SR GLBL N | 2062-04-01      | 4.4500%  | 0.0000% | $1000000.00        | $780749.44         | Corporate Debt Securities         |
| MORGAN STANLEY                 FR 4.3%01 | 2045-01-27      | 4.3000%  | 0.0000% | $39000.00          | $33412.56          | Corporate Debt Securities         |
| MORGAN STANLEY                 FR 6.407% | 2029-11-01      | 6.4070%  | 0.0000% | $118000.00         | $123208.90         | Corporate Debt Securities         |
| NASDAQ INC                     CR SEN SR | 2040-12-21      | 2.5000%  | 0.0000% | $250000.00         | $179203.06         | Corporate Debt Securities         |
| NATIONWIDE FINL SVCS INC       SR 144A N | 2044-11-18      | 5.3000%  | 0.0000% | $3000000.00        | $2745298.33        | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DE | 2027-09-01      | 4.6850%  | 0.0000% | $146000.00         | $148767.63         | Corporate Debt Securities         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLB | 2028-11-15      | 8.5000%  | 0.0000% | $2000.00           | $2082.61           | Corporate Debt Securities         |
| OGLETHORPE POWER CORP          1M GLBL 2 | 2050-08-01      | 3.7500%  | 0.0000% | $262000.00         | $190474.44         | Corporate Debt Securities         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL N | 2046-11-15      | 4.3000%  | 0.0000% | $177000.00         | $145441.29         | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 4.95%0 | 2029-02-01      | 4.9500%  | 0.0000% | $95000.00          | $98049.03          | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 4.965% | 2029-01-24      | 4.9650%  | 0.0000% | $253000.00         | $259228.75         | Corporate Debt Securities         |
| BMW US CAP LLC                 SR 144A N | 2027-08-13      | 4.6000%  | 0.0000% | $31000.00          | $31527.76          | Corporate Debt Securities         |
| BANK OF AMER CORP              FR 4.33%0 | 2050-03-15      | 4.3300%  | 0.0000% | $41000.00          | $34203.04          | Corporate Debt Securities         |
| BANK OF AMER CORP              FR 3.311% | 2042-04-22      | 3.3110%  | 0.0000% | $35000.00          | $27155.20          | Corporate Debt Securities         |
| BANK MONTREAL MEDIUM           VR 060424 | 2027-06-04      | 4.4020%  | 0.0000% | $30000.00          | $30433.88          | Corporate Debt Securities         |
| BANK MONTREAL MEDIUM           FR 5.717% | 2028-09-25      | 5.7170%  | 0.0000% | $24000.00          | $24888.09          | Corporate Debt Securities         |
| BANK NEW YORK MELLON CORP      VR 012226 | 2030-01-22      | 4.2638%  | 0.0000% | $249000.00         | $250066.02         | Corporate Debt Securities         |
| BARCLAYS PLC                   SR GLBL N | 2027-11-24      | 2.2790%  | 0.0000% | $941000.00         | $931727.88         | Corporate Debt Securities         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR | 2030-12-15      | 9.6250%  | 0.0000% | $229000.00         | $282461.70         | Corporate Debt Securities         |
| BROADCOM INC                   SR GLBL N | 2051-02-15      | 3.7500%  | 0.0000% | $2204000.00        | $1672071.95        | Corporate Debt Securities         |
| CONOCOPHILLIPS                 SR GLBL N | 2031-02-15      | 2.4000%  | 0.0000% | $541000.00         | $494291.86         | Corporate Debt Securities         |
| CUMMINS INC                    SR GLBL N | 2035-05-09      | 5.3000%  | 0.0000% | $16953000.00       | $17350792.73       | Corporate Debt Securities         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%04 | 2034-04-11      | 5.1000%  | 0.0000% | $33000.00          | $33684.75          | Corporate Debt Securities         |
| DELTA AIR LINES INC            SR GLBL N | 2028-04-19      | 4.3750%  | 0.0000% | $15000.00          | $14983.67          | Corporate Debt Securities         |
| DUKE ENERGY FLA LLC            1M GLBL B | 2030-12-01      | 4.2000%  | 0.0000% | $163000.00         | $163969.85         | Corporate Debt Securities         |
| EUROPEAN INVT BK               GLBL NT 3 | 2027-11-15      | 3.2500%  | 0.0000% | $199000.00         | $197150.07         | Corporate Debt Securities         |
| FORTIVE CORP                   SR NT 4.3 | 2046-06-15      | 4.3000%  | 0.0000% | $283000.00         | $236681.08         | Corporate Debt Securities         |
| AT&T INC                       SR GLBL N | 2055-09-15      | 3.5500%  | 0.0000% | $3000.00           | $1983.77           | Corporate Debt Securities         |
| ABBVIE INC                     GLBL NT 5 | 2054-03-15      | 5.4000%  | 0.0000% | $2000.00           | $1944.22           | Corporate Debt Securities         |
| ALLSTATE CORP                  SR GLBL N | 2049-08-10      | 3.8500%  | 0.0000% | $4392000.00        | $3351258.26        | Corporate Debt Securities         |
| ALPHABET INC                   SR GLBL N | 2030-05-15      | 4.0000%  | 0.0000% | $112000.00         | $110797.74         | Corporate Debt Securities         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL N | 2036-03-12      | 5.1250%  | 0.0000% | $199000.00         | $196778.47         | Corporate Debt Securities         |
| AMPHENOL CORP                  SR GLBL N | 2029-04-05      | 5.0500%  | 0.0000% | $92000.00          | $94223.18          | Corporate Debt Securities         |
| ATHENE HOLDING LTD             SR GLBL N | 2028-01-12      | 4.1250%  | 0.0000% | $86000.00          | $86601.82          | Corporate Debt Securities         |

### Security 124: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I8H98, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1I8H98_3.76_0604
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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   |
|:---|:---|:---|:---|:---|:---|:---|
| CONTINEUM THERAPEUTICS INC     CL A      | 2199-01-01      | N/A      | 0.0000% | $37487.00          | $498951.97         | Equities   |
| FG MERGER II CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $61.00             | $629.52            | Equities   |
| GOLD FIELDS LTD                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $22.00             | $885.06            | Equities   |
| HDFC BANK LTD                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $76520.00          | $1810463.20        | Equities   |
| ICICI BANK LIMITED             ADR       | 2199-01-01      | N/A      | 0.0000% | $152608.00         | $3993751.36        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $25808.00          | $4078696.32        | Equities   |
| JOYY INC                       ADS REPST | 2199-01-01      | N/A      | 0.0000% | $9024.00           | $594952.32         | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NO | 2199-01-01      | N/A      | 0.0000% | $74779.00          | $1259278.36        | Equities   |
| PETROLEO BRASILEIRO S A        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $111846.00         | $2106060.18        | Equities   |
| PINNACLE FINL PARTNERS INC     FIX RA NC | 2199-01-01      | 8.3970%  | 0.0000% | $30.00             | $801.30            | Equities   |
| PUBLIC STORAGE                 4.125 DP  | 2199-01-01      | 4.1250%  | 0.0000% | $293.00            | $4702.65           | Equities   |
| PUBLIC STORAGE                 4.625 DEP | 2199-01-01      | 4.6250%  | 0.0000% | $68246.00          | $1244124.58        | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $2242.00           | $26253.82          | Equities   |
| REGIONS FINANCIAL CORP NEW     DEP SH PF | 2199-01-01      | 4.4500%  | 0.0000% | $2014.00           | $33090.02          | Equities   |
| SANOFI SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $89112.00          | $3946770.48        | Equities   |
| BLUE WTR ACQUISITION CORP. III ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $60098.00          | $617206.46         | Equities   |
| YHN ACQUISITION I LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $770.00            | $8385.30           | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $42024.00          | $430746.00         | Equities   |
| CALISA ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $11145.00          | $112341.60         | Equities   |
| CANTOR EQUITY PARTNERS I INC.  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $132.00            | $1399.20           | Equities   |
| CANTOR EQUITY PARTNERS II INC. CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $366568.00         | $5003653.20        | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $180764.00         | $1870907.40        | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $29554.00          | $326128.39         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A      | 2199-01-01      | N/A      | 0.0000% | $46828.00          | $500591.32         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $106.00            | $1154.34           | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $30904.00          | $312748.48         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $9778.00           | $101202.30         | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $97.00             | $1048.57           | Equities   |
| CSLM DIGITA ASSET ACQ CORP III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $68624.00          | $695161.12         | Equities   |
| D. BORAL ARC ACQ I CORP.       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $467194.00         | $5003647.74        | Equities   |
| COLLECTIVE ACQUISITION CORP    SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $17912.00          | $185926.56         | Equities   |
| EGH ACQUISITION CORP.          SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $7983.00           | $82544.22          | Equities   |
| DYNAMIX CORP                   SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $7927.00           | $85532.33          | Equities   |
| EMMIS ACQUISITION CORP.        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $10726.00          | $108868.90         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.38             | Equities   |
| FIGX CAP ACQUISITION CORP.     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $11170.00          | $114380.80         | Equities   |
| FLAG SHIP ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $11.03             | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $12612.00          | $136840.20         | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $19968.00          | $207667.20         | Equities   |
| GIGCAPITAL8 CORP               ORD CL A  | 2199-01-01      | N/A      | 0.0000% | $19912.00          | $200115.60         | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $38240.00          | $393107.20         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $9514.00           | $98660.18          | Equities   |
| LAKE SUPERIOR ACQUISITION CO   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $46888.00          | $474975.44         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A  | 2199-01-01      | N/A      | 0.0000% | $55866.00          | $570391.86         | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $29786.00          | $321986.66         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $2133.00           | $23057.73          | Equities   |
| MELAR ACQUISITION CORP. I      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $25302.00          | $275032.74         | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $43548.00          | $443754.12         | Equities   |
| MOUNTAIN LAKE ACQUISITION CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $101211.00         | $1074860.82        | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A      | 2199-01-01      | N/A      | 0.0000% | $118322.00         | $1279060.82        | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $15621.00          | $158240.73         | Equities   |
| NMP ACQUISITION CORP           CL A      | 2199-01-01      | N/A      | 0.0000% | $12648.00          | $129136.08         | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $15896.00          | $168974.48         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $173104.00         | $1789895.36        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $2.00              | $22.24             | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $38960.00          | $417261.60         | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $40.00             | $408.40            | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $23130.00          | $235926.00         | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $5.00              | $50.25             | Equities   |
| QUANTUMSPHERE ACQUISITION CO   ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21166.00          | $215681.54         | Equities   |
| SILVER PEGASUS ACQUISITION COR SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $44360.00          | $455133.60         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $12.01             | Equities   |
| SPRING VY ACQUISITION CORP III SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $93660.00          | $989986.20         | Equities   |
| STELLAR V CAP CORP             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $19062.00          | $200913.48         | Equities   |
| STONEBRIDGE ACQUISITION II COR CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.13             | Equities   |
| TALON CAP CORP                 ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.31             | Equities   |
| THAYER VENTURES ACQ CORP II    CL A      | 2199-01-01      | N/A      | 0.0000% | $17650.00          | $181618.50         | Equities   |
| VENDOME ACQUISITION CORP I     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $15944.00          | $162469.36         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $4680.00           | $48484.80          | Equities   |
| AMTECH SYS INC                 COM PAR $ | 2199-01-01      | N/A      | 0.0000% | $229630.00         | $4964600.60        | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $83216.00          | $3460953.44        | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED | 2199-01-01      | N/A      | 0.0000% | $59312.00          | $2076513.12        | Equities   |
| FIFTH DIST BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $305.00            | $4608.55           | Equities   |
| INFOSYS LTD                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $141217.00         | $1793455.90        | Equities   |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1934.00           | $36397.88          | Equities   |
| NATIONAL STORAGE AFFILIATES TR 6% PFD BE | 2199-01-01      | 6.0000%  | 0.0000% | $33732.00          | $774992.70         | Equities   |
| PLAINS ALL AMERN PIPELINE L P  UNIT LTD  | 2199-01-01      | N/A      | 0.0000% | $24818.00          | $565850.40         | Equities   |
| REGIS CORPORATION              COM SHS   | 2199-01-01      | N/A      | 0.0000% | $34.00             | $991.10            | Equities   |
| SASOL LTD                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $55759.00          | $704236.17         | Equities   |
| SAUL CTRS INC                  6.125% PF | 2199-01-01      | 6.1250%  | 0.0000% | $20.00             | $425.20            | Equities   |
| ELEVRA LITHIUM LTD             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $27488.00          | $2440109.76        | Equities   |
| SCHWAB CHARLES CORP            4.450% DE | 2199-01-01      | 4.4500%  | 0.0000% | $1098.00           | $19390.68          | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $9708.00           | $4124540.88        | Equities   |
| TELEPHONE & DATA SYS INC       6.625% DP | 2199-01-01      | 6.6250%  | 0.0000% | $436.00            | $9663.94           | Equities   |
| TRANSPORTADORA DE GAS DEL SUR  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $38531.00          | $1185984.18        | Equities   |
| UNILEVER PLC                   SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $69350.00          | $3955030.50        | Equities   |
| WESTERN ALLIANCE BANCORP       4.250% DE | 2199-01-01      | 4.2500%  | 0.0000% | $1330.00           | $32119.50          | Equities   |
| WOORI FINL GROUP INC           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2030.00           | $124357.80         | Equities   |
| AMERICAN HOMES 4 RENT          5.875% CU | 2199-01-01      | 5.8750%  | 0.0000% | $6515.00           | $150496.50         | Equities   |
| ANHEUSER BUSCH INBEV SA NV     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $47967.00          | $3932334.66        | Equities   |
| ARGENX SE                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4904.00           | $4111954.96        | Equities   |
| ATHENE HOLDING LTD             6.35%DEP  | 2199-01-01      | 6.3500%  | 0.0000% | $118810.00         | $2928666.50        | Equities   |
| BANCO SANTANDER SA             ADR       | 2199-01-01      | N/A      | 0.0000% | $320490.00         | $3977280.90        | Equities   |
| BEONE MEDICINES LTD            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $12902.00          | $3749063.16        | Equities   |
| CO2 ENERGY TRANSITION CORP     COM       | 2199-01-01      | N/A      | 0.0000% | $10431.00          | $108795.33         | Equities   |
| CENTRAL PLAINS BANCSHARES INC  COM       | 2199-01-01      | N/A      | 0.0000% | $106.00            | $1959.94           | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $289438.00         | $3519566.08        | Equities   |
| TELEFONICA BRASIL SA           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $17215.00          | $229475.95         | Equities   |
| VODAFONE GROUP PLC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4.00              | $59.72             | Equities   |
| WINCHESTER BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $16822.00          | $213302.96         | Equities   |
| CMB.TECH NV                    SHS       | 2199-01-01      | N/A      | 0.0000% | $317692.00         | $4933756.76        | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $266.00            | $3013.78           | Equities   |
| ALDEL FINL II INC              CL A      | 2199-01-01      | N/A      | 0.0000% | $12364.00          | $131923.88         | Equities   |
| A SPAC III ACQUISITION CORP    ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $351.00            | $3818.88           | Equities   |
| BTC DEV CORP                   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $80.00             | $803.20            | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $22586.00          | $233990.96         | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A  | 2199-01-01      | N/A      | 0.0000% | $682.00            | $7085.98           | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1840.00           | $21822.40          | Equities   |
| BLUE ACQUISITION CORP.         ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $4080.00           | $42391.20          | Equities   |
| GALATA ACQUISITION CORP II     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $4.00              | $40.44             | Equities   |
| HARVARD AVE ACQUISITION CORP   USD CL A  | 2199-01-01      | N/A      | 0.0000% | $69380.00          | $703513.20         | Equities   |
| HCM III ACQUISITION CORP       ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $68432.00          | $700743.68         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $2962.00           | $30864.04          | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL | 2199-01-01      | N/A      | 0.0000% | $49926.00          | $506748.90         | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $109750.00         | $1131522.50        | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $21266.00          | $217551.18         | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $4.00              | $40.16             | Equities   |
| GSR IV ACQUISITION CORP        CL A SHS  | 2199-01-01      | N/A      | 0.0000% | $21601.00          | $219466.16         | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $76202.00          | $801645.04         | Equities   |
| KEEN VISION ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $12.25             | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $36020.00          | $372086.60         | Equities   |

### Security 125: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MH2, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1I9MH2_3.69_0601
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       SR NT 4.3 | 2042-12-15      | 4.3000%  | 0.0000% | $3000.00           | $2554.41           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 5.819% | 2029-09-15      | 5.8190%  | 0.0000% | $117000.00         | $121467.21         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A N | 2033-06-15      | 7.9500%  | 0.0000% | $11137000.00       | $12761517.07       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.133% | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $992.56            | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL - | 2031-01-15      | 1.6250%  | 0.0000% | $8044000.00        | $7063505.67        | Corporate Debt Securities |

### Security 126: 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: ARP1I9MJ8, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1I9MJ8_3.74_0601
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| TJX COS INC NEW                COM       | 2199-01-01      | N/A      | 0.0000% | $3228.00           | $499984.92         | Equities   |
| WEBSTER FINL CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $6880.00           | $499832.00         | Equities   |
| AT&T INC                       COM       | 2199-01-01      | N/A      | 0.0000% | $20096.00          | $499988.48         | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $1280.00           | $499366.40         | Equities   |
| AMERIPRISE FINL INC            COM       | 2199-01-01      | N/A      | 0.0000% | $1136.00           | $499669.60         | Equities   |
| ANTERO RESOURCES CORP          COM       | 2199-01-01      | N/A      | 0.0000% | $13962.00          | $499979.22         | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $1172.00           | $499951.76         | Equities   |
| DEVON ENERGY CORP NEW          COM       | 2199-01-01      | N/A      | 0.0000% | $11330.00          | $499766.30         | Equities   |
| ESSENTIAL UTILS INC            COM       | 2199-01-01      | N/A      | 0.0000% | $6.00              | $220.14            | Equities   |
| FIVE BELOW INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $436.00            | $98056.40          | Equities   |
| JPMORGAN CHASE & CO            COM       | 2199-01-01      | N/A      | 0.0000% | $1685.00           | $499990.05         | Equities   |
| NEUROCRINE BIOSCIENCES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $2599.00           | $406457.61         | Equities   |
| PPL CORP                       COM       | 2199-01-01      | N/A      | 0.0000% | $14152.00          | $499990.16         | Equities   |
| TESLA INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $1130.00           | $499573.00         | Equities   |
| VISA INC                       COM CL A  | 2199-01-01      | N/A      | 0.0000% | $1538.00           | $499773.10         | Equities   |
| LINDE PLC                      SHS       | 2199-01-01      | N/A      | 0.0000% | $996.00            | $499972.08         | Equities   |
| SEAGATE TECHNOLOGY HLDNGS PLC  ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $567.00            | $499368.24         | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $1824.00           | $499776.00         | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $1599.00           | $499703.49         | Equities   |
| APPLIED MATLS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $1111.00           | $499594.48         | Equities   |
| HONEYWELL INTL INC             COM       | 2199-01-01      | N/A      | 0.0000% | $2145.00           | $499785.00         | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $1170.00           | $499578.30         | Equities   |
| MICRON TECHNOLOGY INC          COM       | 2199-01-01      | N/A      | 0.0000% | $541.00            | $499624.32         | Equities   |

### Security 127: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MK5, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1I9MK5_3.71_0601
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAYER US FIN LLC               SR 144A N | 2029-01-21      | 6.2500%  | 0.0000% | $8000000.00        | $8457697.78        | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2 | 2031-08-16      | 2.5000%  | 0.0000% | $9000000.00        | $8090575.00        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL N | 2029-06-01      | 5.4000%  | 0.0000% | $8000000.00        | $8386480.00        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL N | 2041-12-02      | 3.0000%  | 0.0000% | $10900000.00       | $8198435.00        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL N | 2052-03-15      | 3.8000%  | 0.0000% | $11500000.00       | $8572572.78        | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL N | 2035-01-15      | 6.2500%  | 0.0000% | $7812000.00        | $8305436.30        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2044-02-01      | 4.8500%  | 0.0000% | $5511000.00        | $5165169.44        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2028-07-25      | 4.8510%  | 0.0000% | $8000000.00        | $8172392.00        | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 6 | 2053-11-15      | 6.5000%  | 0.0000% | $7415000.00        | $8024051.62        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB 202 | 2058-04-01      | 6.0000%  | 0.0000% | $6286000.00        | $6389258.03        | Corporate Debt Securities |
| WP CAREY INC                   SR GLBL N | 2033-04-01      | 2.2500%  | 0.0000% | $10000000.00       | $8407350.00        | Corporate Debt Securities |
| WEYERHAEUSER CO                SR GLBL D | 2027-10-01      | 6.9500%  | 0.0000% | $8000000.00        | $8330777.78        | Corporate Debt Securities |

### Security 128: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 3.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9ML3, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1I9ML3_3.68_0601
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 3.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $13515.00          | $7001986.35        | Equities   |
| AMAZON COM INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $25555.00          | $7002070.00        | Equities   |
| APPLE INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $22406.00          | $7002099.06        | Equities   |
| BANK OF AMER CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $137918.00         | $7002096.86        | Equities   |
| COPART INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $174608.00         | $5810954.24        | Equities   |
| CORNING INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $14314.00          | $2619032.58        | Equities   |
| DIGITAL RLTY TR INC            COM       | 2199-01-01      | N/A      | 0.0000% | $8924.00           | $1708321.32        | Equities   |
| EBAY INC.                      COM       | 2199-01-01      | N/A      | 0.0000% | $62446.00          | $7002069.98        | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $16398.00          | $7001782.02        | Equities   |
| MICRON TECHNOLOGY INC          COM       | 2199-01-01      | N/A      | 0.0000% | $7582.00           | $7002128.64        | Equities   |
| OWENS CORNING NEW              COM       | 2199-01-01      | N/A      | 0.0000% | $1322.00           | $164245.28         | Equities   |
| PALO ALTO NETWORKS INC         COM       | 2199-01-01      | N/A      | 0.0000% | $2940.00           | $757843.80         | Equities   |
| ROCKET LAB CORP                COM       | 2199-01-01      | N/A      | 0.0000% | $47302.00          | $7002115.06        | Equities   |
| SLB LIMITED                    COM STK   | 2199-01-01      | N/A      | 0.0000% | $127034.00         | $7002114.08        | Equities   |
| VALMONT INDS INC               COM       | 2199-01-01      | N/A      | 0.0000% | $13342.00          | $7001881.60        | Equities   |
| APPLIED OPTOELECTRONICS INC    COM       | 2199-01-01      | N/A      | 0.0000% | $41427.00          | $7001991.54        | Equities   |
| D. BORAL ARC ACQ I CORP.       SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $292000.00         | $3127320.00        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $61219.00          | $658104.25         | Equities   |
| K&F GROWTH ACQUISITION CORP II SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $93210.00          | $980569.20         | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $57012.00          | $594065.04         | Equities   |
| RENATUS TACTICAL ACQUIS        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $60611.00          | $631566.62         | Equities   |
| WEN ACQUISITION CORP           COM CL A  | 2199-01-01      | N/A      | 0.0000% | $93188.00          | $957972.64         | Equities   |
| IMMATICS N.V                   SHS       | 2199-01-01      | N/A      | 0.0000% | $111702.00         | $1278987.90        | Equities   |
| NEBIUS GROUP N.V.              SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $30936.00          | $7002054.24        | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $27.18             | Equities   |
| D R HORTON INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $7445.00           | $1093819.40        | Equities   |
| GOLDMAN SACHS GROUP INC        COM       | 2199-01-01      | N/A      | 0.0000% | $6944.00           | $7002121.28        | Equities   |
| INTUITIVE SURGICAL INC         COM NEW   | 2199-01-01      | N/A      | 0.0000% | $9813.00           | $4157081.19        | Equities   |
| JPMORGAN CHASE & CO            COM       | 2199-01-01      | N/A      | 0.0000% | $23597.00          | $7001937.81        | Equities   |
| NVIDIA CORPORATION             COM       | 2199-01-01      | N/A      | 0.0000% | $32682.00          | $7002118.50        | Equities   |
| QNITY ELECTRONICS INC          COMMON ST | 2199-01-01      | N/A      | 0.0000% | $18688.00          | $2970644.48        | Equities   |
| RTX CORPORATION                COM       | 2199-01-01      | N/A      | 0.0000% | $37090.00          | $6637626.40        | Equities   |
| SERVICENOW INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $64399.00          | $7002103.27        | Equities   |
| CANTOR EQUITY PARTNERS I INC.  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $81531.00          | $864228.60         | Equities   |

### Security 129: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MM1, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP1I9MM1_3.72_0601
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $961.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $959.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2103.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1001.00           | $985.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2024.00           | $2061.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2007.00           | $1937.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $4035.00           | $3860.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $4003.00           | $3829.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1007.00           | $870.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1002.00           | $988.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.0000%  | 0.0000% | $3000.00           | $231.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $1766.00           | $75.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $4143.00           | $260.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 3.5000%  | 0.0000% | $4214.00           | $411.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2102.00           | $2041.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3080.00           | $2509.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3124.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $1001.00           | $980.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1045.00           | $932.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $2019.00           | $1966.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $5123.00           | $4828.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3131.00           | $3100.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2993.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $3035.00           | $2737.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1854.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1003.00           | $1015.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3083.00           | $2636.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $2016.00           | $1951.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $5040.00           | $4720.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $1011.00           | $943.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $5006.00           | $4033.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $756.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $954.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $5197.00           | $4331.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $810.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $4106.00           | $3810.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $2114.00           | $2013.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $5120.00           | $4804.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1049.00           | $1020.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $983.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $1040.00           | $192.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $3102.00           | $781.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1406.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $167.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $7682.00           | $892.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1086.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $242.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $244.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $2290.00           | $309.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 4.0000%  | 0.0000% | $3024.00           | $604.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3080.00           | $361.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-03-01      | 3.0000%  | 0.0000% | $3003.00           | $517.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $11000.00          | $1624.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $84.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $4038.00           | $2470.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $727.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3677.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3006.00           | $2266.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2160.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $660.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $671.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1565.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 1.5000%  | 0.0000% | $5001.00           | $2607.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5042.00           | $3915.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1551.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $700.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $6168.00           | $4953.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $726.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $3113.00           | $3015.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2009.00           | $1931.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $2469.00           | $2632.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2002.00           | $1877.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $985.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1032.00           | $612.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $854.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $3072.00           | $2896.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $900.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $5095.00           | $3625.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $834.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1754.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5020.00           | $4044.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $4033.00           | $3909.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3016.00           | $3023.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $4000.00           | $3730.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $950.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1232.00           | $957.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $5056.00           | $4949.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1032.00           | $1067.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $5024.00           | $3771.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $4174.00           | $3675.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2026.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4015.00           | $3998.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $952.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2210.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2010.00           | $1801.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $4114.00           | $3569.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1003.00           | $811.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2022.00           | $2086.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $944.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2003.00           | $2012.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $3060.00           | $2682.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $3000.00           | $3018.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $975.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2003.00           | $1943.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $964.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1942.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $4012.00           | $3768.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4041.00           | $4170.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $5008.00           | $4826.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $706.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $621.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3040.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3131.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1639.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1975.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $4010.00           | $3809.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $4037.00           | $3876.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1953.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $2019.00           | $1406.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2024.00           | $1996.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $4555.00           | $4353.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $2001.00           | $1884.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $3033.00           | $2871.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1003.00           | $1010.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $3001.00           | $3023.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $1001.00           | $1065.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.5000%  | 0.0000% | $1008.00           | $935.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $2001.00           | $1969.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2010.00           | $1812.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $832.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $5228.00           | $4689.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4505.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $2150.00           | $1859.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3111.00           | $2713.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $5088.00           | $4574.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $744.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $5407.00           | $4736.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $4122.00           | $3086.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1002.00           | $841.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $3121.00           | $2671.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $4112.00           | $3429.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $3095.00           | $2486.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $1040.00           | $767.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $4121.00           | $3616.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $4096.00           | $3770.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $4203.00           | $3713.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3425.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2018.00           | $1514.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $3000.00           | $2228.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2051.00           | $1974.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $4010.00           | $3509.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-10-01      | 1.5000%  | 0.0000% | $2161.00           | $1689.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1665.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $2016.00           | $1521.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $907.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2026.00           | $1693.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2040.00           | $1690.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1004.00           | $711.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1065.00           | $911.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $5223.00           | $4111.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3920.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.5000%  | 0.0000% | $1006.00           | $842.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 6.0000%  | 0.0000% | $4037.00           | $3500.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $2006.00           | $1824.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $871.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $829.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3490.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $5758.00           | $4981.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $852.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $5001.00           | $4253.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $3394.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $864.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $5000.00           | $4385.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2053.00           | $1685.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1010.00           | $554.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $3086.00           | $2770.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $4096.00           | $3862.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1055.00           | $1016.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2671.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $1029.00           | $862.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $955.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1097.00           | $996.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1869.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $2066.00           | $1993.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $964.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1819.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $2043.00           | $1837.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2319.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2946.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2001.00           | $2032.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1005.00           | $1016.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2001.00           | $1923.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $4104.00           | $3929.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1916.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4050.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3101.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.5000%  | 0.0000% | $2001.00           | $1965.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1004.00           | $1023.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $983.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1056.00           | $1062.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $979.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $984.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2010.00           | $1974.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1001.00           | $983.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $993.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $4001.00           | $4089.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $4003.00           | $4092.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1002.00           | $995.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1060.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1018.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1007.00           | $999.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1002.00           | $1017.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2997.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $959.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 6.5000%  | 0.0000% | $2001.00           | $2122.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $993.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1007.00           | $980.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $963.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $1135.00           | $1124.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.0000%  | 0.0000% | $2110.00           | $2089.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $1039.00           | $1063.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $2047.00           | $2030.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $2048.00           | $2070.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.5000%  | 0.0000% | $2048.00           | $2103.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2925.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $2000.00           | $785.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $634.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $712.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $253.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 5.0000%  | 0.0000% | $1000.00           | $10.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-03-01      | 6.0000%  | 0.0000% | $5131.00           | $38.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 6.5000%  | 0.0000% | $1000.00           | $31.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 5.5000%  | 0.0000% | $1420.00           | $19.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $85.97             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 6.5000%  | 0.0000% | $4005.00           | $174.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $172.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $115.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-10-01      | 2.0000%  | 0.0000% | $1000.00           | $72.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $153.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 6.0000%  | 0.0000% | $2143.00           | $13.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 5.9000%  | 0.0000% | $1001.00           | $27.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $34.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $1057.00           | $5.27              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $2000.00           | $90.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $1048.00           | $47.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $2000.00           | $34.99             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $4010.00           | $318.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $26.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-02-01      | 6.2500%  | 0.0000% | $1000.00           | $118.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $6082.00           | $86.70             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 6.0000%  | 0.0000% | $4005.00           | $62.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $8308.00           | $50.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-09-01      | 6.0000%  | 0.0000% | $1012.00           | $15.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 4.5000%  | 0.0000% | $1000.00           | $44.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-11-01      | 8.0000%  | 0.0000% | $1248.00           | $6.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-05-01      | 5.5000%  | 0.0000% | $4322.00           | $10.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 4.5000%  | 0.0000% | $1001.00           | $40.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 5.0000%  | 0.0000% | $2048.00           | $57.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1998.00           | $76.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 4.0000%  | 0.0000% | $1024.00           | $34.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $261.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $4096.00           | $439.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $2048.00           | $161.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.0000%  | 0.0000% | $675469.00         | $1908.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 3.0000%  | 0.0000% | $1102.00           | $4.69              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $990.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1099.00           | $1090.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1001.00           | $990.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $1023.00           | $1009.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $4096.00           | $3686.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $3103.00           | $2963.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $811.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $2121.00           | $1426.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1004.00           | $817.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $4158.00           | $3581.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $838.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2358.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $844.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $812.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2741.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $5047.00           | $3583.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $916.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $4136.00           | $3902.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $952.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3484.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $5000.00           | $3859.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $999.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $4146.00           | $4084.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $3048.00           | $2981.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $965.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2881.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $3258.00           | $3150.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $968.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4156.00           | $3985.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1071.00           | $966.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $989.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $955.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2805.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1077.00           | $1044.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $918.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $5072.00           | $4831.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3035.00           | $2904.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $4125.00           | $3649.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $4096.00           | $3652.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $1038.00           | $810.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $1059.00           | $910.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 4.5000%  | 0.0000% | $3076.00           | $2880.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $4010.00           | $3593.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $2061.00           | $1846.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $2031.00           | $1804.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.5000%  | 0.0000% | $2012.00           | $1783.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $1023.00           | $888.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $2067.00           | $1927.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $1030.00           | $995.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2040.00           | $1975.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $2021.00           | $1908.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2048.00           | $1749.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1239.00           | $983.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2304.00           | $2242.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2101.00           | $1982.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1148.00           | $1111.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $1257.00           | $1223.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1046.00           | $1014.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2076.00           | $2030.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 6.0000%  | 0.0000% | $1239.00           | $1144.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2017.00           | $1806.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1032.00           | $925.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2156.00           | $1822.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1140.00           | $1140.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3656.00           | $3311.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $1055.00           | $881.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $4652.00           | $4631.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1017.00           | $1054.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $2004.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2051.00           | $2052.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1012.00           | $898.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $962.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $2135.00           | $2126.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $1070.00           | $1033.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-10-01      | 3.0000%  | 0.0000% | $3016.00           | $622.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $1008.00           | $149.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 3.0000%  | 0.0000% | $3002.00           | $1239.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $535.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1845.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $9000.00           | $2583.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1363.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 2.5000%  | 0.0000% | $3000.00           | $928.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1857.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2003.00           | $1277.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2375.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $549.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $1160.00           | $692.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2002.00           | $1368.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1108.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3092.00           | $2106.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2169.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $709.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1980.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1355.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 2.5000%  | 0.0000% | $2000.00           | $888.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1239.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1200.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1195.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $659.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $4000.00           | $2459.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $4097.00           | $2650.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3098.00           | $2272.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $4072.00           | $2803.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2181.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.5000%  | 0.0000% | $3958.00           | $2601.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $2000.00           | $993.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $5000.00           | $3209.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $2030.00           | $1288.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $4186.00           | $3182.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1404.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $684.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2016.00           | $1488.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $675.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 5.5000%  | 0.0000% | $1000.00           | $560.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2018.00           | $1323.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1359.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $3002.00           | $2287.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $2064.00           | $1303.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2645.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1486.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $968.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $949.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $5165.00           | $4817.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $3004.00           | $2844.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4532.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $5203.00           | $4153.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2085.00           | $1798.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1619.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1011.00           | $796.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $5001.00           | $4732.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1740.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $840.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1002.00           | $713.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1451.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4152.00           | $3993.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3126.00           | $2848.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $1061.00           | $1001.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $1042.00           | $990.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.0000%  | 0.0000% | $1011.00           | $995.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1003.00           | $982.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.5000%  | 0.0000% | $1105.00           | $1063.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $5133.00           | $4436.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1784.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $4098.00           | $3588.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $4864.00           | $4720.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $3101.00           | $2520.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $3102.00           | $2965.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2992.00           | $2886.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $3001.00           | $2356.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $3126.00           | $2983.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-02      | 2.5000%  | 0.0000% | $5128.00           | $4177.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $2271.00           | $2021.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $837.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3006.00           | $2528.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $740.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $744.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $965.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2328.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4574.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1265.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1001.00           | $845.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $7000.00           | $3391.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $7003.00           | $2913.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1304.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1001.00           | $546.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $2001.00           | $938.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $801.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $888.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $1936.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $725.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1012.00           | $623.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $698.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $708.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $1954.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1002.00           | $543.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $711.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $863.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $852.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2438.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $713.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $681.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $2001.00           | $1767.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1415.00           | $1069.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3419.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1013.00           | $794.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1440.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2940.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $3001.00           | $2464.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $919.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $643.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2068.00           | $1639.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1813.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $646.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $1001.00           | $605.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1703.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2031.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 8.0000%  | 0.0000% | $1005.00           | $914.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1150.00           | $160.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $518.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $4004.00           | $717.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $296.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $4559.00           | $962.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $215.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $364.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $268.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $176.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $3003.00           | $628.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $3000.00           | $641.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 4.0000%  | 0.0000% | $2000.00           | $387.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1280.00           | $217.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 3.0000%  | 0.0000% | $1011.00           | $156.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-01-01      | 4.5000%  | 0.0000% | $2000.00           | $450.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $1008.00           | $266.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 5.0000%  | 0.0000% | $1040.00           | $242.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $6031.00           | $1326.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 5.0000%  | 0.0000% | $2053.00           | $635.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $5058.00           | $1808.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $11511.00          | $4868.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $6007.00           | $2399.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $385.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $6280.00           | $3016.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $380.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $5120.00           | $2251.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $3000.00           | $932.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1025.00           | $467.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $5370.00           | $2004.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $3072.00           | $1234.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $348.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $504.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $9432.00           | $4392.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1678.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $7168.00           | $3320.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1031.00           | $431.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1494.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1003.00           | $486.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $499.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $4001.00           | $1866.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $3001.00           | $1653.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $2000.00           | $759.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $550.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $559.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $2048.00           | $1144.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1187.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1166.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1648.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1203.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $977.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1987.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $2101.00           | $1577.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2040.00           | $1444.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 3.0000%  | 0.0000% | $1236.00           | $865.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1382.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1244.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $6623.00           | $4780.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1390.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2022.00           | $1482.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1538.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3028.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1517.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $2030.00           | $1515.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4325.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $838.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.5000%  | 0.0000% | $1015.00           | $757.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $815.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1475.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $720.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $2216.00           | $1572.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $719.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1466.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1401.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3089.00           | $2305.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1491.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $785.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1266.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $706.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-03-01      | 2.0000%  | 0.0000% | $3000.00           | $2045.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 3.0000%  | 0.0000% | $1000.00           | $670.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1382.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3745.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 5.0000%  | 0.0000% | $1001.00           | $583.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $2016.00           | $1307.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1691.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $802.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $727.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $5164.00           | $3950.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1492.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 7.0000%  | 0.0000% | $1346.00           | $789.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $3151.00           | $2513.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 5.0000%  | 0.0000% | $2063.00           | $1705.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3884.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $4116.00           | $3135.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $3034.00           | $2356.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $2016.00           | $1908.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 2.5000%  | 0.0000% | $3012.00           | $2159.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $518.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2358.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $3003.00           | $2535.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1015.00           | $764.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $2500.00           | $1827.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2080.00           | $1937.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $3184.00           | $2592.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $787.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $769.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2814.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1985.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4119.00           | $3803.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $3072.00           | $2910.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1955.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $4072.00           | $3928.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1871.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2304.00           | $2163.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2049.00           | $1923.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $3074.00           | $2968.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $4225.00           | $3895.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $924.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $4086.00           | $3335.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1917.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1864.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $4177.00           | $3846.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $5241.00           | $4457.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $909.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $878.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2078.00           | $2009.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1939.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5064.00           | $4776.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5088.00           | $4772.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2839.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3522.00           | $3347.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1929.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $4143.00           | $3851.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $5084.00           | $4887.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2051.00           | $1814.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2559.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $978.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3934.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.0000%  | 0.0000% | $3108.00           | $3047.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $1028.00           | $971.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1882.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $993.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 5.5000%  | 0.0000% | $2111.00           | $2122.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-01-01      | 6.0000%  | 0.0000% | $2094.00           | $2015.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $2073.00           | $2038.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $980.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $2053.00           | $1973.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $964.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $4093.00           | $4012.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2019.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $2294.00           | $2241.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1352.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2846.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $762.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2934.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $588.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $3023.00           | $2372.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $2112.00           | $1716.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $700.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $735.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1030.00           | $884.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3570.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $710.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $666.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2860.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $736.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1002.00           | $808.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1348.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $549.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5000.00           | $3677.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 6.0000%  | 0.0000% | $2010.00           | $1265.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1117.00           | $793.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $1046.00           | $428.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1000.00           | $478.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $587.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $872.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2132.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4087.00           | $3770.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $4214.00           | $3707.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $945.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $809.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4479.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3236.00           | $2907.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $2128.00           | $1855.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1065.00           | $953.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $828.40            | Agency Mortgage-Backed Securities |
| FERGUSON FIN PLC               GLBL 144A | 2028-10-24      | 4.5000%  | 0.0000% | $16284000.00       | $16292060.58       | Corporate Debt Securities         |
| HORSESHOE FDG TR II            SR 144A N | 2055-11-15      | 6.8870%  | 0.0000% | $29635000.00       | $30629499.56       | Corporate Debt Securities         |
| MIZUHO BANK LTD.               SR GLBL 1 | 2046-04-16      | 5.7720%  | 0.0000% | $4300000.00        | $4337299.63        | Corporate Debt Securities         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL N | 2027-01-15      | 2.5000%  | 0.0000% | $1543000.00        | $1526575.62        | Corporate Debt Securities         |
| RGA GLOBAL FUNDING             144A NT 5 | 2031-05-26      | 5.1000%  | 0.0000% | $9299000.00        | $9334754.65        | Corporate Debt Securities         |
| SIERRA PAC PWR CO              JR SB GLB | 2056-09-15      | 6.3750%  | 0.0000% | $2990000.00        | $3024105.93        | Corporate Debt Securities         |
| WYNNTON FDG TR                 SR 144A N | 2035-08-15      | 5.2510%  | 0.0000% | $24206000.00       | $24339848.42       | Corporate Debt Securities         |
| SOCIETE GENERALE               SUB GLBL  | 2026-08-19      | 4.2500%  | 0.0000% | $600000.00         | $606759.33         | Corporate Debt Securities         |
| AGREE LTD PARTNERSHIP          SR GLBL N | 2033-06-15      | 2.6000%  | 0.0000% | $8223000.00        | $7094429.80        | Corporate Debt Securities         |
| ANGLO AMERICAN PLC             SR 144A N | 2036-03-19      | 5.2500%  | 0.0000% | $12794000.00       | $12783615.54       | Corporate Debt Securities         |
| BANK OF AMER CORP              FR 4.695% | 2032-04-23      | 4.6950%  | 0.0000% | $5000000.00        | $4990275.00        | Corporate Debt Securities         |
| BAXTER INTL INC                SR GLBL N | 2027-02-01      | 1.9150%  | 0.0000% | $696000.00         | $688355.79         | Corporate Debt Securities         |
| DOW CHEMICAL CO                SR GLBL N | 2054-02-15      | 5.6000%  | 0.0000% | $4343000.00        | $3930665.93        | Corporate Debt Securities         |

### Security 130: 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: ARP1I9MN9, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1I9MN9_3.76_0601
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 3.7400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| WORKIVA INC                    COM CL A  | 2199-01-01      | N/A      | 0.0000% | $29200.00          | $1359844.00        | Equities   |
| PENTAIR PLC                    SHS       | 2199-01-01      | N/A      | 0.0000% | $9052.00           | $645679.16         | Equities   |
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $13028.00          | $6749676.52        | Equities   |
| ELEVANCE HEALTH INC FORMERLY A COM       | 2199-01-01      | N/A      | 0.0000% | $15408.00          | $6051492.00        | Equities   |
| BANK OF AMER CORP              COM       | 2199-01-01      | N/A      | 0.0000% | $132952.00         | $6749973.04        | Equities   |
| BECTON DICKINSON & CO          COM       | 2199-01-01      | N/A      | 0.0000% | $3496.00           | $518841.36         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW  | 2199-01-01      | N/A      | 0.0000% | $14138.00          | $6749763.96        | Equities   |
| BXP INC                        COM       | 2199-01-01      | N/A      | 0.0000% | $10049.00          | $609270.87         | Equities   |
| BROWN & BROWN INC              COM       | 2199-01-01      | N/A      | 0.0000% | $57.00             | $3239.88           | Equities   |
| CF INDUSTRIES HOLD             COM       | 2199-01-01      | N/A      | 0.0000% | $8930.00           | $1040345.00        | Equities   |
| THE CIGNA GROUP                COM       | 2199-01-01      | N/A      | 0.0000% | $9371.00           | $2664456.43        | Equities   |
| CIRCLE INTERNET GROUP INC      COM CL A  | 2199-01-01      | N/A      | 0.0000% | $17606.00          | $1905673.44        | Equities   |
| DEXCOM INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $93309.00          | $6749973.06        | Equities   |
| ECOLAB INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $24178.00          | $6292324.50        | Equities   |
| EXPEDITORS INTL WASH INC       COM       | 2199-01-01      | N/A      | 0.0000% | $1099.00           | $174697.04         | Equities   |
| LENNOX INTL INC                COM       | 2199-01-01      | N/A      | 0.0000% | $1757.00           | $873264.14         | Equities   |
| MICROSOFT CORP                 COM       | 2199-01-01      | N/A      | 0.0000% | $15808.00          | $6749857.92        | Equities   |
| OCCIDENTAL PETE CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $57984.00          | $3323642.88        | Equities   |
| PACIRA BIOSCIENCES INC         COM       | 2199-01-01      | N/A      | 0.0000% | $8000.00           | $189440.00         | Equities   |
| PITNEY BOWES INC               COM       | 2199-01-01      | N/A      | 0.0000% | $2403.00           | $37967.40          | Equities   |
| PROGRESSIVE CORP               COM       | 2199-01-01      | N/A      | 0.0000% | $11703.00          | $2276350.53        | Equities   |
| QUALCOMM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $27744.00          | $6749837.76        | Equities   |
| ROPER TECHNOLOGIES INC         COM       | 2199-01-01      | N/A      | 0.0000% | $614.00            | $196326.50         | Equities   |
| SLB LIMITED                    COM STK   | 2199-01-01      | N/A      | 0.0000% | $17033.00          | $938858.96         | Equities   |
| SYNOPSYS INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $10541.00          | $5066426.24        | Equities   |
| SYSCO CORP                     COM       | 2199-01-01      | N/A      | 0.0000% | $88909.00          | $6749971.28        | Equities   |
| WALMART INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $2055.00           | $244339.50         | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A | 2199-01-01      | N/A      | 0.0000% | $119301.00         | $3225899.04        | Equities   |
| WESTERN DIGITAL CORP           COM       | 2199-01-01      | N/A      | 0.0000% | $10852.00          | $5764365.36        | Equities   |
| ANI PHARMACEUTICALS INC        COM       | 2199-01-01      | N/A      | 0.0000% | $83220.00          | $6749974.20        | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $17301.00          | $6749639.13        | Equities   |
| BRIDGEBIO PHARMA INC           COM       | 2199-01-01      | N/A      | 0.0000% | $29158.00          | $1995865.10        | Equities   |
| BROADCOM INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $15823.00          | $6749775.34        | Equities   |
| BROOKFIELD CORP                CL A LTD  | 2199-01-01      | N/A      | 0.0000% | $146484.00         | $6749982.72        | Equities   |
| DATADOG INC                    CL A COM  | 2199-01-01      | N/A      | 0.0000% | $29968.00          | $6749992.32        | Equities   |
| DAVITA INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $1824.00           | $359510.40         | Equities   |
| DELL TECHNOLOGIES INC          CL C      | 2199-01-01      | N/A      | 0.0000% | $3013.00           | $955271.65         | Equities   |
| ENCOMPASS HEALTH CORP          COM       | 2199-01-01      | N/A      | 0.0000% | $64066.00          | $6749993.76        | Equities   |
| KRATOS DEFENSE & SEC SOLUTIONS COM NEW   | 2199-01-01      | N/A      | 0.0000% | $103543.00         | $6749968.17        | Equities   |
| SENSEI BIOTHERAPEUTICS INC     COM NEW   | 2199-01-01      | N/A      | 0.0000% | $30600.00          | $538254.00         | Equities   |

### Security 131: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MO7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1I9MO7_3.69_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| NOKIA CORP                     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $318877.00         | $4872440.56        | Equities   |
| ORIX CORP                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $25429.00          | $984102.30         | Equities   |
| PAMPA ENERGIA SA               SPONS ADR | 2199-01-01      | N/A      | 0.0000% | $10929.00          | $919019.61         | Equities   |
| TELEKOMUNIKASI IND             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $238610.00         | $3970470.40        | Equities   |
| SASOL LTD                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $10785.00          | $136214.55         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR R | 2199-01-01      | N/A      | 0.0000% | $48783.00          | $3073816.83        | Equities   |
| STMICROELECTRONICS N V         NY REGIST | 2199-01-01      | N/A      | 0.0000% | $71994.00          | $4999983.30        | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $11768.00          | $4999752.48        | Equities   |
| TECK RESOURCES LTD             CL B      | 2199-01-01      | N/A      | 0.0000% | $1952.00           | $129007.68         | Equities   |
| TELECOM ARGENTINA SA           SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $21700.00          | $299677.00         | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED | 2199-01-01      | N/A      | 0.0000% | $37063.00          | $1279414.76        | Equities   |
| TOYOTA MOTOR CORP              ADS       | 2199-01-01      | N/A      | 0.0000% | $26063.00          | $4999925.92        | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $39632.00          | $4999973.12        | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED | 2199-01-01      | N/A      | 0.0000% | $128461.00         | $2971302.93        | Equities   |
| BANCO MACRO S A                SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $56947.00          | $4999946.60        | Equities   |
| BANCO SANTANDER SA             ADR       | 2199-01-01      | N/A      | 0.0000% | $424.00            | $5261.84           | Equities   |
| BARCLAYS PLC                   ADR       | 2199-01-01      | N/A      | 0.0000% | $10.00             | $243.40            | Equities   |
| AXIA ENERGIA SA                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $479846.00         | $4999995.32        | Equities   |
| GOLD FIELDS LTD                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $57546.00          | $2315075.58        | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $1661.00           | $499346.43         | Equities   |
| GRUPO AEROMEXICO SAB DE CV     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $284414.00         | $4999998.12        | Equities   |
| HDFC BANK LTD                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $211327.00         | $4999996.82        | Equities   |
| HIMAX TECHNOLOGIES INC         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $173100.00         | $3603942.00        | Equities   |
| ICICI BANK LIMITED             ADR       | 2199-01-01      | N/A      | 0.0000% | $191058.00         | $4999987.86        | Equities   |
| KB FINL GROUP INC              SPONSORED | 2199-01-01      | N/A      | 0.0000% | $49480.00          | $4999954.00        | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1.00              | $53.13             | Equities   |
| NETEASE COM INC                SPONSORED | 2199-01-01      | N/A      | 0.0000% | $11226.00          | $1392248.52        | Equities   |
| PRUDENTIAL PLC                 ADR       | 2199-01-01      | N/A      | 0.0000% | $23474.00          | $686614.50         | Equities   |
| SANOFI SA                      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $112892.00         | $4999986.68        | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED | 2199-01-01      | N/A      | 0.0000% | $17702.00          | $4999752.88        | Equities   |
| QFIN HOLDINGS INC              AMERICAN  | 2199-01-01      | N/A      | 0.0000% | $175523.00         | $2697788.51        | Equities   |
| ASML HLDG NV                   N Y REGIS | 2199-01-01      | N/A      | 0.0000% | $3113.00           | $4998762.01        | Equities   |
| BANCO DE CHILE                 SPONSORED | 2199-01-01      | N/A      | 0.0000% | $7401.00           | $283902.36         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED | 2199-01-01      | N/A      | 0.0000% | $48968.00          | $3081066.56        | Equities   |
| CEMEX SA EURO MTN BE 144A      SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $8441.00           | $110239.46         | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED | 2199-01-01      | N/A      | 0.0000% | $37442.00          | $1310844.42        | Equities   |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $39798.00          | $4809986.28        | Equities   |
| HARMONY GOLD MNG LTD           SPONSORED | 2199-01-01      | N/A      | 0.0000% | $31211.00          | $569912.86         | Equities   |

### Security 132: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MP4, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP1I9MP4_3.72_0601
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 4.4900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   SR GLBL N | 2066-02-15      | 5.7500%  | 0.0000% | $16656000.00       | $16784093.89       | Corporate Debt Securities |
| AMEREN CORP                    SR GLBL N | 2035-03-15      | 5.3750%  | 0.0000% | $17000000.00       | $17374656.39       | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36    | 2036-02-01      | 4.7000%  | 0.0000% | $20023000.00       | $19777829.49       | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL N | 2030-08-30      | 5.8750%  | 0.0000% | $11500000.00       | $11568317.99       | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR NPF G | 2035-01-17      | 6.0330%  | 0.0000% | $11400000.00       | $12187181.40       | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        GLBL 144A | 2047-05-09      | 4.4000%  | 0.0000% | $5000000.00        | $4172422.22        | Corporate Debt Securities |
| CVS HEALTH CORP                4.78%38   | 2038-03-25      | 4.7800%  | 0.0000% | $56189000.00       | $52836077.51       | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL N | 2028-02-26      | 4.4750%  | 0.0000% | $14705000.00       | $14950873.73       | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLB | 2056-02-15      | 6.0000%  | 0.0000% | $2000000.00        | $2045666.67        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL N | 2029-04-19      | 5.2420%  | 0.0000% | $4200000.00        | $4277298.67        | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL N | 2032-03-12      | 5.2500%  | 0.0000% | $4000000.00        | $4119356.67        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.478% | 2031-04-04      | 4.4780%  | 0.0000% | $10027000.00       | $10006258.04       | Corporate Debt Securities |

### Security 133: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MR0, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP1I9MR0_3.70_0601
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ANALOG DEVICES INC             COM       | 2199-01-01      | N/A      | 0.0000% | $4773.00           | $1999934.73        | Equities   |
| ARISTA NETWORKS INC            COM SHS   | 2199-01-01      | N/A      | 0.0000% | $2105.00           | $326843.35         | Equities   |
| BRISTOL-MYERS SQUIBB CO        COM       | 2199-01-01      | N/A      | 0.0000% | $35143.00          | $1999988.13        | Equities   |
| CASEYS GEN STORES INC          COM       | 2199-01-01      | N/A      | 0.0000% | $1081.00           | $844228.57         | Equities   |
| CRANE COMPANY                  COMMON ST | 2199-01-01      | N/A      | 0.0000% | $6600.00           | $1197636.00        | Equities   |
| DISNEY WALT CO                 COM       | 2199-01-01      | N/A      | 0.0000% | $39.00             | $4045.47           | Equities   |
| EBAY INC.                      COM       | 2199-01-01      | N/A      | 0.0000% | $90.00             | $10091.70          | Equities   |
| ECOLAB INC                     COM       | 2199-01-01      | N/A      | 0.0000% | $7684.00           | $1999761.00        | Equities   |
| F5 INC                         COM       | 2199-01-01      | N/A      | 0.0000% | $1989.00           | $762642.27         | Equities   |
| HERSHEY CO                     COM       | 2199-01-01      | N/A      | 0.0000% | $10.00             | $1970.40           | Equities   |
| HOME DEPOT INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $753.00            | $241871.13         | Equities   |
| HOME DEPOT INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $2094.00           | $672613.74         | Equities   |
| IAMGOLD CORP                   COM       | 2199-01-01      | N/A      | 0.0000% | $55537.00          | $964122.32         | Equities   |
| INTUIT                         COM       | 2199-01-01      | N/A      | 0.0000% | $6389.00           | $1999757.00        | Equities   |
| JOHNSON & JOHNSON              COM       | 2199-01-01      | N/A      | 0.0000% | $368.00            | $84934.40          | Equities   |
| ELI LILLY & CO                 COM       | 2199-01-01      | N/A      | 0.0000% | $1774.00           | $1998943.20        | Equities   |
| OLD DOMINION FREIGHT LINE INC  COM       | 2199-01-01      | N/A      | 0.0000% | $1253.00           | $276737.58         | Equities   |
| PROCTER & GAMBLE CO            COM       | 2199-01-01      | N/A      | 0.0000% | $65.00             | $9484.15           | Equities   |
| SMUCKER J M CO                 COM NEW   | 2199-01-01      | N/A      | 0.0000% | $14260.00          | $1487032.80        | Equities   |
| SYNOPSYS INC                   COM       | 2199-01-01      | N/A      | 0.0000% | $4161.00           | $1999943.04        | Equities   |
| THERMO FISHER SCIENTIFIC INC   COM       | 2199-01-01      | N/A      | 0.0000% | $4104.00           | $1999550.88        | Equities   |
| AGILENT TECHNOLOGIES INC       COM       | 2199-01-01      | N/A      | 0.0000% | $2935.00           | $397340.30         | Equities   |
| ALPHABET INC                   CAP STK C | 2199-01-01      | N/A      | 0.0000% | $5179.00           | $1999715.48        | Equities   |
| BARRICK MNG CORP               COM SHS   | 2199-01-01      | N/A      | 0.0000% | $18612.00          | $775934.28         | Equities   |
| CARDINAL HEALTH INC            COM       | 2199-01-01      | N/A      | 0.0000% | $535.00            | $106919.75         | Equities   |
| CELESTICA INC                  COM       | 2199-01-01      | N/A      | 0.0000% | $5697.00           | $1999760.94        | Equities   |
| COSTCO WHOLESALE CORPORATION   COM       | 2199-01-01      | N/A      | 0.0000% | $2009.00           | $1999356.80        | Equities   |
| DATADOG INC                    CL A COM  | 2199-01-01      | N/A      | 0.0000% | $3168.00           | $713560.32         | Equities   |
| DOLBY LABORATORIES INC         COM CL A  | 2199-01-01      | N/A      | 0.0000% | $74.00             | $4089.24           | Equities   |
| EYEPOINT INC                   COM NEW   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $13.50             | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON ST | 2199-01-01      | N/A      | 0.0000% | $207.00            | $13012.02          | Equities   |
| KEYSIGHT TECHNOLOGIES INC      COM       | 2199-01-01      | N/A      | 0.0000% | $972.00            | $329634.36         | Equities   |
| KEYSIGHT TECHNOLOGIES INC      COM       | 2199-01-01      | N/A      | 0.0000% | $4925.00           | $1670215.25        | Equities   |
| MERCK & CO INC                 COM       | 2199-01-01      | N/A      | 0.0000% | $16681.00          | $1999885.09        | Equities   |
| OREILLY AUTOMOTIVE INC         COM       | 2199-01-01      | N/A      | 0.0000% | $22413.00          | $1999911.99        | Equities   |
| QORVO INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $1000.00           | $106420.00         | Equities   |
| QUEST DIAGNOSTICS INC          COM       | 2199-01-01      | N/A      | 0.0000% | $4287.00           | $841109.40         | Equities   |
| STEM INC                       COM NEW   | 2199-01-01      | N/A      | 0.0000% | $4.00              | $40.84             | Equities   |
| VERISK ANALYTICS INC           COM       | 2199-01-01      | N/A      | 0.0000% | $469.00            | $81052.58          | Equities   |
| VERTEX PHARMACEUTICALS INC     COM       | 2199-01-01      | N/A      | 0.0000% | $4464.00           | $1999738.08        | Equities   |
| XYLEM INC                      COM       | 2199-01-01      | N/A      | 0.0000% | $17.00             | $1857.25           | Equities   |
| ZOETIS INC                     CL A      | 2199-01-01      | N/A      | 0.0000% | $11439.00          | $895330.53         | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY  | 2199-01-01      | N/A      | 0.0000% | $24804.00          | $1999946.52        | Equities   |
| KLARNA GROUP PLC               SHS       | 2199-01-01      | N/A      | 0.0000% | $67833.00          | $1183007.52        | Equities   |
| DHT HOLDINGS INC               SHS NEW   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $16.35             | Equities   |

### Security 134: BNP Paribas Prime Brokerage, Inc.

- **C.1 - Title:** BNP Paribas Prime Brokerage, Inc. 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MS8, C.3 - LEI: 549300KUN9K9, C.5 - Other ID: ARP1I9MS8_3.74_0601
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICES INC     COM       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $518.09            | Equities   |
| APPLIED MATLS INC              COM       | 2199-01-01      | N/A      | 0.0000% | $217.00            | $97580.56          | Equities   |
| BP PLC                         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $2238.00           | $93078.42          | Equities   |
| BALL CORP                      COM       | 2199-01-01      | N/A      | 0.0000% | $83.00             | $4667.92           | Equities   |
| CHEVRON CORPORATION            COM       | 2199-01-01      | N/A      | 0.0000% | $522.00            | $95541.66          | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK | 2199-01-01      | N/A      | 0.0000% | $7289.00           | $92861.86          | Equities   |
| FIFTH DIST BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $64.00             | $967.04            | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED | 2199-01-01      | N/A      | 0.0000% | $121.00            | $2617.23           | Equities   |
| GENMAB A/S                     SPONSORED | 2199-01-01      | N/A      | 0.0000% | $45.00             | $1216.80           | Equities   |
| HURCO CO                       COM       | 2199-01-01      | N/A      | 0.0000% | $55.00             | $930.60            | Equities   |
| INFOSYS LTD                    SPONSORED | 2199-01-01      | N/A      | 0.0000% | $7831.00           | $99453.70          | Equities   |
| STRATEGY INC                   VAR RT SE | 2199-01-01      | 11.5000% | 0.0000% | $30.00             | $2957.10           | Equities   |
| SLIDE INS HLDGS INC            COM       | 2199-01-01      | N/A      | 0.0000% | $79.00             | $1444.12           | Equities   |
| STRAWBERRY FIELDS REIT INC     COM       | 2199-01-01      | N/A      | 0.0000% | $82.00             | $1086.50           | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $182.00            | $77324.52          | Equities   |
| UNILEVER PLC                   SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $48.00             | $2737.44           | Equities   |
| WESTERN ALLIANCE BANCORP       4.250% DE | 2199-01-01      | 4.2500%  | 0.0000% | $122.00            | $2946.30           | Equities   |
| BANCO SANTANDER SA             ADR       | 2199-01-01      | N/A      | 0.0000% | $7943.00           | $98572.63          | Equities   |
| BEONE MEDICINES LTD            SPONSORED | 2199-01-01      | N/A      | 0.0000% | $297.00            | $86302.26          | Equities   |
| BROADRIDGE FINL SOLUTIONS INC  COM       | 2199-01-01      | N/A      | 0.0000% | $5.00              | $748.60            | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD  | 2199-01-01      | N/A      | 0.0000% | $240.00            | $16077.60          | Equities   |
| DRDGOLD LIMITED                SPON ADR  | 2199-01-01      | N/A      | 0.0000% | $2.00              | $52.84             | Equities   |
| EQUINIX INC                    COM       | 2199-01-01      | N/A      | 0.0000% | $32.00             | $34222.08          | Equities   |
| HDFC BANK LTD                  SPONSORED | 2199-01-01      | N/A      | 0.0000% | $1.00              | $23.66             | Equities   |
| ICICI BANK LIMITED             ADR       | 2199-01-01      | N/A      | 0.0000% | $3812.00           | $99760.04          | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NO | 2199-01-01      | N/A      | 0.0000% | $2.00              | $33.68             | Equities   |
| QUETTA ACQUISITION CORP        COM       | 2199-01-01      | N/A      | 0.0000% | $132.00            | $1545.72           | Equities   |
| SS&C TECH HLDGS                COM       | 2199-01-01      | N/A      | 0.0000% | $1487.00           | $98305.57          | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED | 2199-01-01      | N/A      | 0.0000% | $3282.00           | $39909.12          | Equities   |
| SURROZEN INC                   COM NEW   | 2199-01-01      | N/A      | 0.0000% | $166.00            | $4342.56           | Equities   |
| TIM S A                        SPONSORED | 2199-01-01      | N/A      | 0.0000% | $4417.00           | $98366.59          | Equities   |
| VODAFONE GROUP PLC             SPONSORED | 2199-01-01      | N/A      | 0.0000% | $5364.00           | $80084.52          | Equities   |
| WINCHESTER BANCORP INC         COM       | 2199-01-01      | N/A      | 0.0000% | $12.00             | $152.16            | Equities   |
| ZAI LAB LTD                    ADR       | 2199-01-01      | N/A      | 0.0000% | $5325.00           | $98406.00          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $126.00            | $1427.58           | Equities   |
| AON PLC                        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $306.00            | $97399.80          | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $104.00            | $1077.44           | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $1325.00           | $15714.50          | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A  | 2199-01-01      | N/A      | 0.0000% | $170.00            | $1715.30           | Equities   |
| YHN ACQUISITION I LTD          SHS       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.89             | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $9709.00           | $99517.25          | Equities   |
| CANTOR EQUITY PARTNERS I INC.  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $893.00            | $9465.80           | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $281.00            | $2908.35           | Equities   |
| CAYSON ACQUISITION CORP        SHS       | 2199-01-01      | N/A      | 0.0000% | $294.00            | $3244.29           | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $536.00            | $5424.32           | Equities   |
| CROWN RESV ACQUISITION CORP I  ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $183.00            | $1849.21           | Equities   |
| CSLM DIGITA ASSET ACQ CORP III USD CL A  | 2199-01-01      | N/A      | 0.0000% | $9863.00           | $99912.19          | Equities   |
| DYNAMIX CORP                   SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.79             | Equities   |
| EMMIS ACQUISITION CORP.        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $109.00            | $1106.35           | Equities   |
| EUREKA ACQUISITION CORP        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $22.00             | $249.70            | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.38             | Equities   |
| FUTURE VISION II ACQUISITION   SHS       | 2199-01-01      | N/A      | 0.0000% | $2.00              | $21.70             | Equities   |
| GESHER ACQUISITION CORP. II    USD CL A  | 2199-01-01      | N/A      | 0.0000% | $6854.00           | $71281.60          | Equities   |
| GIGCAPITAL8 CORP               ORD CL A  | 2199-01-01      | N/A      | 0.0000% | $138.00            | $1386.90           | Equities   |
| GLOBA TERRA ACQUISITION COR    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $120.00            | $1233.60           | Equities   |
| GALATA ACQUISITION CORP II     ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $12.00             | $121.32            | Equities   |
| HIGHVIEW MERGER CORP           ORD SH CL | 2199-01-01      | N/A      | 0.0000% | $7.00              | $71.05             | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $4.00              | $41.24             | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $5.00              | $51.15             | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.04             | Equities   |
| KEEN VISION ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $7.00              | $85.75             | Equities   |
| KOCHAV DEFENSE ACQUI CO        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $417.00            | $4307.61           | Equities   |
| LAFAYETTE ACQUISITION CORP     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $73.00             | $736.57            | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD S | 2199-01-01      | N/A      | 0.0000% | $16.00             | $165.92            | Equities   |
| LIONHEART HOLDINGS             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $144.00            | $1556.64           | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS | 2199-01-01      | N/A      | 0.0000% | $734.00            | $7934.54           | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $106.00            | $1108.76           | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A      | 2199-01-01      | N/A      | 0.0000% | $88.00             | $951.28            | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $146.00            | $1478.98           | Equities   |
| NMP ACQUISITION CORP           CL A      | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.21             | Equities   |
| NEWBURY STR II ACQUISITION COR ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $401.00            | $4262.63           | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A  | 2199-01-01      | N/A      | 0.0000% | $9672.00           | $100008.48         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $97.00             | $1038.87           | Equities   |
| ORIGIN INVT CORP I             ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $352.00            | $3622.08           | Equities   |
| OXLEY BRIDGE ACQ LTD           USD CL A  | 2199-01-01      | N/A      | 0.0000% | $26.00             | $265.46            | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $234.00            | $2625.48           | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A  | 2199-01-01      | N/A      | 0.0000% | $342.00            | $3563.64           | Equities   |
| PIONEER ACQUISITION I CORP     CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $20.00             | $204.00            | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD  | 2199-01-01      | N/A      | 0.0000% | $32.00             | $321.60            | Equities   |
| QUANTUMSPHERE ACQUISITION CO   ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $222.00            | $2262.18           | Equities   |
| RENATUS TACTICAL ACQUIS        SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $67.00             | $698.14            | Equities   |
| RF ACQUISITION CORP II         SHS       | 2199-01-01      | N/A      | 0.0000% | $172.00            | $1888.56           | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $186.00            | $1964.16           | Equities   |
| SILVER PEGASUS ACQUISITION COR SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $254.00            | $2606.04           | Equities   |
| STELLAR V CAP CORP             SHS CL A  | 2199-01-01      | N/A      | 0.0000% | $44.00             | $463.76            | Equities   |
| STARRY SEA ACQUISITION CORP    SHS       | 2199-01-01      | N/A      | 0.0000% | $47.00             | $480.34            | Equities   |
| TAILWIND 2.0 ACQUISITION CORP  ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $1381.00           | $13830.72          | Equities   |
| TALON CAP CORP                 ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $308.00            | $3175.48           | Equities   |
| TITAN ACQUISITION CORP         CL A      | 2199-01-01      | N/A      | 0.0000% | $12.00             | $124.44            | Equities   |
| UY SCUTI ACQUISITION CORP.     ORD SHS   | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.55             | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS       | 2199-01-01      | N/A      | 0.0000% | $1.00              | $10.36             | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS C | 2199-01-01      | N/A      | 0.0000% | $165.00            | $1768.80           | Equities   |
| CHUBB LTD SWITZ                COM       | 2199-01-01      | N/A      | 0.0000% | $302.00            | $95498.44          | Equities   |
| ASML HLDG NV                   N Y REGIS | 2199-01-01      | N/A      | 0.0000% | $57.00             | $91528.89          | Equities   |

### Security 135: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MT6, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1I9MT6_3.69_0601
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES            SR NT 4.3 | 2033-03-15      | 4.3000%  | 0.0000% | $293000.00         | $287575.27         | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR NT 4.6 | 2036-03-15      | 4.6500%  | 0.0000% | $11918000.00       | $11692431.99       | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR NT 4.7 | 2038-03-15      | 4.7500%  | 0.0000% | $184000.00         | $179047.74         | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL N | 2034-12-05      | 4.8000%  | 0.0000% | $381000.00         | $392186.16         | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL N | 2036-03-13      | 4.8750%  | 0.0000% | $1876000.00        | $1870150.01        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL N | 2046-03-13      | 5.6500%  | 0.0000% | $2100000.00        | $2112532.33        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 5 | 2034-02-26      | 5.0000%  | 0.0000% | $341000.00         | $349247.65         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        SR GLBL N | 2033-03-02      | 4.3000%  | 0.0000% | $14000.00          | $13778.26          | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL N | 2034-02-26      | 5.0500%  | 0.0000% | $184000.00         | $188704.11         | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL N | 2034-05-13      | 5.0000%  | 0.0000% | $106000.00         | $109033.96         | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL N | 2034-08-14      | 4.6500%  | 0.0000% | $200000.00         | $203000.50         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1MTG BD 5 | 2034-04-01      | 5.6250%  | 0.0000% | $898000.00         | $946673.84         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL N | 2031-12-10      | 2.1500%  | 0.0000% | $2000.00           | $1785.11           | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL N | 2034-07-17      | 4.8000%  | 0.0000% | $295000.00         | $301141.90         | Corporate Debt Securities |
| SUTTER HEALTH                  2025A BD5 | 2035-08-15      | 5.5370%  | 0.0000% | $1073000.00        | $1125862.18        | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL N | 2039-03-15      | 3.8750%  | 0.0000% | $1050000.00        | $931943.54         | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.8%01 | 2036-01-11      | 4.8000%  | 0.0000% | $296000.00         | $295705.97         | Corporate Debt Securities |

### Security 136: 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: ARP1I9MU3, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP1I9MU3_3.72_0601
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHARTER COMMUNICATIONS OPER    1LIEN GLB | 2042-03-01      | 3.5000%  | 0.0000% | $2750000.00        | $1916105.28        | Corporate Debt Securities |
| EDISON INTL                    SR NT 4.8 | 2031-03-15      | 4.8000%  | 0.0000% | $9899000.00        | $9753088.74        | Corporate Debt Securities |
| ENTEGRIS INC                   SR SEC GL | 2029-04-15      | 4.7500%  | 0.0000% | $3707000.00        | $3702127.35        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL N | 2033-02-15      | 5.2500%  | 0.0000% | $2028000.00        | $2021868.68        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL N | 2036-03-01      | 5.6250%  | 0.0000% | $3754000.00        | $3734033.41        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLB | 2029-02-15      | 3.5000%  | 0.0000% | $3750000.00        | $3646541.67        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLB | 2029-06-15      | 6.1250%  | 0.0000% | $1650000.00        | $1726828.58        | Corporate Debt Securities |

### Security 137: ABN AMRO Securities LLC

- **C.1 - Title:** ABN AMRO Securities LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MV1, C.3 - LEI: 549300FIFV1C, C.5 - Other ID: ARP1I9MV1_3.84_0601
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2041-08-15      | 3.7500%  | 0.0000% | $11241400.00       | $10054880.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $1999400.00        | $1493109.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-05-15      | 2.8750%  | 0.0000% | $5318300.00        | $3752128.46        | U.S. Treasuries (including strips) |

### Security 138: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MX7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1I9MX7_3.78_0601
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CENTERPOINT ENERGY INC         JR SB GLB | 2055-02-15      | 6.8500%  | 0.0000% | $17472000.00       | $18697291.95       | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL | 2199-01-01      | 6.6250%  | 0.0000% | $2281000.00        | $2321137.36        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB  | 2079-12-31      | 7.1250%  | 0.0000% | $4000.00           | $4136.04           | Corporate Debt Securities |

### Security 139: Societe Generale SA

- **C.1 - Title:** Societe Generale SA 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9MY5, C.3 - LEI: O2RNE8IBXP4R, C.5 - Other ID: ARP1I9MY5_3.72_0601
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       GLBL NT 1 | 2028-02-01      | 1.6500%  | 0.0000% | $83000.00          | $79811.83          | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.3 | 2031-11-01      | 7.3750%  | 0.0000% | $2756000.00        | $3075685.28        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL N | 2066-02-15      | 5.7500%  | 0.0000% | $66000.00          | $66507.58          | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GL | 2029-11-01      | 9.5000%  | 0.0000% | $73.00             | $74.47             | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071024 | 2027-07-09      | 4.3444%  | 0.0000% | $110000.00         | $110661.08         | Corporate Debt Securities |
| APPLE INC                      SR GLBL N | 2046-02-23      | 4.6500%  | 0.0000% | $87000.00          | $79538.88          | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLB | 2055-06-28      | 6.8750%  | 0.0000% | $5000.00           | $4970.83           | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL N | 2026-07-15      | 5.0500%  | 0.0000% | $105000.00         | $107061.91         | Corporate Debt Securities |
| AVERY DENNISON CORP            SR GLBL N | 2028-12-06      | 4.8750%  | 0.0000% | $68000.00          | $70085.36          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB  | 2199-01-01      | 6.4500%  | 0.0000% | $138000.00         | $146761.16         | Corporate Debt Securities |
| BANK OF AMER CORP              VR 042221 | 2027-07-22      | 4.6038%  | 0.0000% | $151000.00         | $151832.11         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.087% | 2029-06-14      | 2.0870%  | 0.0000% | $166000.00         | $159618.20         | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL N | 2030-04-01      | 3.9500%  | 0.0000% | $65000.00          | $63061.30          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL N | 2027-11-13      | 1.1250%  | 0.0000% | $95000.00          | $91122.10          | Corporate Debt Securities |
| CSX CORP                       FR 6.8%12 | 2028-12-01      | 6.8000%  | 0.0000% | $166000.00         | $179202.35         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.95%0 | 2027-01-15      | 5.9500%  | 0.0000% | $100000.00         | $103223.72         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL F | 2027-10-21      | 4.5545%  | 0.0000% | $53000.00          | $53332.93          | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 1 | 2029-03-01      | 9.7500%  | 0.0000% | $631000.00         | $677752.89         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%01 | 2031-01-08      | 5.4000%  | 0.0000% | $100000.00         | $103871.00         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5%0107 | 2028-01-07      | 5.0000%  | 0.0000% | $100000.00         | $102527.22         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.15%0 | 2030-03-27      | 5.1500%  | 0.0000% | $95000.00          | $96778.35          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.95%0 | 2026-09-21      | 5.9500%  | 0.0000% | $70000.00          | $71162.62          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.55%0 | 2029-09-26      | 4.5500%  | 0.0000% | $69000.00          | $69280.31          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2029-12-05      | 4.4520%  | 0.0000% | $96000.00          | $97673.09          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL F | 2028-02-24      | 4.8214%  | 0.0000% | $90000.00          | $90529.91          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2030-01-23      | 5.0120%  | 0.0000% | $2086000.00        | $2141470.91        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL N | 2031-01-24      | 5.1400%  | 0.0000% | $114000.00         | $117736.60         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6. | 2027-06-08      | 6.4500%  | 0.0000% | $73000.00          | $76573.17          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR S | 2199-01-01      | 6.5000%  | 0.0000% | $1045000.00        | $1083217.97        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 1.05%0 | 2027-06-23      | 1.0500%  | 0.0000% | $175000.00         | $169988.00         | Corporate Debt Securities |
| LEVEL 3 FING INC               SR 144A N | 2037-02-15      | 7.5000%  | 0.0000% | $997669.00         | $1023844.51        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL N | 2062-04-01      | 4.4500%  | 0.0000% | $76000.00          | $59336.96          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL - | 2034-10-01      | 4.5000%  | 0.0000% | $36000.00          | $34499.52          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.407% | 2029-11-01      | 6.4070%  | 0.0000% | $130000.00         | $135738.62         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042% | 2030-07-19      | 5.0420%  | 0.0000% | $68000.00          | $69812.01          | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL 1 | 2030-09-17      | 4.8100%  | 0.0000% | $595000.00         | $562667.70         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 1 | 2030-11-15      | 7.1250%  | 0.0000% | $207000.00         | $209345.48         | Corporate Debt Securities |
| PEPSICO INC                    SR NT 3.6 | 2042-08-13      | 3.6000%  | 0.0000% | $19000.00          | $15394.56          | Corporate Debt Securities |
| RADIAN GROUP INC               SR NT 4.8 | 2027-03-15      | 4.8750%  | 0.0000% | $74000.00          | $74753.38          | Corporate Debt Securities |
| ROYAL BK CDA                   VR 100721 | 2026-11-02      | 4.2220%  | 0.0000% | $73000.00          | $73246.19          | Corporate Debt Securities |
| RYDER SYS INC                  FR 5.25%0 | 2028-06-01      | 5.2500%  | 0.0000% | $75000.00          | $77971.37          | Corporate Debt Securities |
| RYDER SYS INC                  FR 4.9%12 | 2029-12-01      | 4.9000%  | 0.0000% | $158000.00         | $163022.47         | Corporate Debt Securities |
| SCHLUMBERGER INVT SA           GLBL NT 4 | 2028-05-15      | 4.5000%  | 0.0000% | $92000.00          | $92322.00          | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL N | 2029-03-01      | 5.4000%  | 0.0000% | $125000.00         | $129048.75         | Corporate Debt Securities |
| SOUTHWEST GAS CORP             SR GLBL N | 2049-06-01      | 4.1500%  | 0.0000% | $96000.00          | $76017.55          | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR 144A N | 2033-05-01      | 6.3750%  | 0.0000% | $404000.00         | $403908.09         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 071723 | 2026-07-17      | 4.7159%  | 0.0000% | $138000.00         | $138915.95         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 121724 | 2029-12-17      | 4.6688%  | 0.0000% | $71000.00          | $72331.69          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 060325 | 2028-06-02      | 4.5541%  | 0.0000% | $104000.00         | $105765.68         | Corporate Debt Securities |
| TOYOTA MOTOR CORP              SR GLBL N | 2028-07-13      | 5.1180%  | 0.0000% | $57000.00          | $59028.90          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GL | 2028-08-15      | 6.7500%  | 0.0000% | $4000.00           | $4127.68           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL N | 2053-02-15      | 5.8750%  | 0.0000% | $99000.00          | $100811.92         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL N | 2063-04-15      | 5.2000%  | 0.0000% | $100000.00         | $89446.56          | Corporate Debt Securities |
| VALARIS LTD                    2LIEN 144 | 2030-04-30      | 8.3750%  | 0.0000% | $1051000.00        | $1100162.13        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GL | 2033-01-15      | 6.7500%  | 0.0000% | $200000.00         | $177446.00         | Corporate Debt Securities |
| WALMART INC                    SR GLBL N | 2027-04-28      | 4.1000%  | 0.0000% | $95000.00          | $95490.25          | Corporate Debt Securities |
| WELLS FARGO & CO               VR 042224 | 2028-04-22      | 4.7038%  | 0.0000% | $81000.00          | $81728.65          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL N | 2031-03-15      | 2.6000%  | 0.0000% | $115000.00         | $104854.06         | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        FR 2.691% | 2032-06-23      | 2.6910%  | 0.0000% | $91000.00          | $82727.28          | Corporate Debt Securities |
| BMW US CAP LLC                 REGS NT 5 | 2028-08-11      | 5.0500%  | 0.0000% | $87000.00          | $89221.11          | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR REGS N | 2027-05-29      | 5.0000%  | 0.0000% | $93000.00          | $93705.87          | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR REGS N | 2029-11-15      | 5.0000%  | 0.0000% | $85000.00          | $86397.78          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC RE | 2028-06-01      | 8.1250%  | 0.0000% | $7000.00           | $7438.30           | Corporate Debt Securities |
| ZAYO GROUP HLDGS INC           1LIEN GLB | 2030-03-09      | 9.2500%  | 0.0000% | $91.00             | $92.49             | Corporate Debt Securities |
| CVS HEALTH CORP                SR NT 5.3 | 2043-12-05      | 5.3000%  | 0.0000% | $75000.00          | $71375.75          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 4 | 2027-09-11      | 4.5080%  | 0.0000% | $90000.00          | $90898.86          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5 | 2029-04-08      | 5.2600%  | 0.0000% | $168000.00         | $172467.40         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL  | 2026-07-28      | 3.7500%  | 0.0000% | $46000.00          | $46547.59          | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL N | 2034-11-15      | 5.3500%  | 0.0000% | $112000.00         | $113323.90         | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  VR 010825 | 2027-01-07      | 4.0143%  | 0.0000% | $170000.00         | $171084.00         | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 1 | 2030-01-31      | 4.0000%  | 0.0000% | $388000.00         | $376174.62         | Corporate Debt Securities |
| CITIGROUP INC                  SB GLBL F | 2036-08-25      | 4.4477%  | 0.0000% | $111000.00         | $101565.47         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 3.9%06 | 2032-06-07      | 3.9000%  | 0.0000% | $88000.00          | $86615.17          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION VR 061124 | 2027-06-11      | 4.2404%  | 0.0000% | $193000.00         | $195350.69         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL N | 2027-08-15      | 3.1500%  | 0.0000% | $68000.00          | $67651.16          | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GL | 2030-11-30      | 6.7500%  | 0.0000% | $15.00             | $15.83             | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL N | 2032-08-15      | 3.8500%  | 0.0000% | $155000.00         | $148474.84         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL N | 2028-05-20      | 4.2500%  | 0.0000% | $75000.00          | $74973.19          | Corporate Debt Securities |

### Security 140: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP1IA5E5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1IA5E5_3.62_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 5.5400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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.      | 2053-08-01      | 5.5000%  | 0.0000% | $24979199.00       | $19516970.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $34575057.00       | $29613705.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-04-01      | 4.2000%  | 0.0000% | $38754000.00       | $37978558.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $48310560.00       | $40472466.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 4.5000%  | 0.0000% | $9000.00           | $7415.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1506018.00        | $281177.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $298978.00         | $292726.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-01      | 4.8500%  | 0.0000% | $14263000.00       | $14482382.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $20375472.00       | $14833981.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 4.6100%  | 0.0000% | $14972101.00       | $14947120.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $15927040.00       | $15859646.99       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-12-31      | 4.2500%  | 0.0000% | $17361600.00       | $17708538.48       | U.S. Treasuries (including strips) |

### Security 141: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.630000%
- **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: ARP1IA5G0, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1IA5G0_3.63_0601
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2030-10-20      | 8.5000%  | 0.0000% | $114614468.00      | $23473.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $24255.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $744380.00         | $90236.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $400000.00         | $97946.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $101045.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-08-20      | 4.5000%  | 0.0000% | $1305165.00        | $117245.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $127499.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1223294.00        | $147086.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $5246845.00        | $150588.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.5000%  | 0.0000% | $185293.00         | $154191.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $224500.00         | $155158.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 3.5000%  | 0.0000% | $2999999.00        | $157685.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $1033180.00        | $158389.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $163551.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 3.5000%  | 0.0000% | $174288.00         | $165678.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $180000.00         | $169411.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $2276146.00        | $172522.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 4.0000%  | 0.0000% | $286649.00         | $173249.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $175921.00         | $178768.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.5000%  | 0.0000% | $199436.00         | $187644.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $190149.00         | $192575.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10338467.00       | $8368460.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-05-20      | 5.0000%  | 0.0000% | $8515141.00        | $8478610.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $11183662.00       | $9082820.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.5000%  | 0.0000% | $15747470.00       | $9268257.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $30000.00          | $1208.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 4.0000%  | 0.0000% | $111603.00         | $2392.42           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2026-06-05

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President