# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-26-039047
**Filing Date:** 2026-2
**Character Count:** 1095518
**Document Hash:** 9c632765e6c908cfa268bde9044586e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-039047.hdr.sgml**: 20260205

**ACCESSION NUMBER**: 0001193125-26-039047

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260205

**DATE AS OF CHANGE**: 20260205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 26602158

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 29 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $78298012932.96

- **Amortized Cost of Portfolio Securities:** $34495155000.00

- **Cash:** $2570673204.82

- **Total Other Assets:** $220657490.20

- **Total Liabilities:** $158046661.63

- **Net Assets of Series:** $80931296966.35

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $28399297113.13           | $38176812915.42            | 37.9100%                  | 50.9600%                   |
| 2026-01-05 | $32166584262.65           | $40742744671.56            | 41.4700%                  | 52.5300%                   |
| 2026-01-06 | $32938114301.93           | $44043678214.29            | 41.0900%                  | 54.9500%                   |
| 2026-01-07 | $33762450190.05           | $44953153447.55            | 41.5700%                  | 55.3500%                   |
| 2026-01-08 | $33335011103.64           | $44288293012.46            | 41.1200%                  | 54.6300%                   |
| 2026-01-09 | $32678661394.76           | $42948416346.61            | 40.3300%                  | 53.0100%                   |
| 2026-01-12 | $35139940916.12           | $43096103959.21            | 42.8900%                  | 52.6000%                   |
| 2026-01-13 | $31891356396.81           | $44716094532.72            | 38.2100%                  | 53.5700%                   |
| 2026-01-14 | $29186327665.18           | $42789168481.29            | 35.6300%                  | 52.2300%                   |
| 2026-01-15 | $27955056708.82           | $41189770619.20            | 34.6300%                  | 51.0300%                   |
| 2026-01-16 | $28821097803.90           | $40528548710.82            | 35.9500%                  | 50.5500%                   |
| 2026-01-20 | $27111219874.73           | $39788096216.96            | 34.1700%                  | 50.1500%                   |
| 2026-01-21 | $25058903805.69           | $39217040169.70            | 32.0300%                  | 50.1300%                   |
| 2026-01-22 | $28263309962.57           | $40740207250.16            | 35.3900%                  | 51.0200%                   |
| 2026-01-23 | $27857870134.97           | $41717879970.81            | 34.2200%                  | 51.2400%                   |
| 2026-01-26 | $29868930876.58           | $41496094480.92            | 36.9200%                  | 51.3000%                   |
| 2026-01-27 | $26916369953.70           | $38810094772.92            | 34.4200%                  | 49.6200%                   |
| 2026-01-28 | $29097498656.75           | $42351962819.17            | 35.5500%                  | 51.7400%                   |
| 2026-01-29 | $31913880215.27           | $43880923481.12            | 38.4600%                  | 52.8900%                   |
| 2026-01-30 | $29192104432.85           | $42344086366.37            | 36.0300%                  | 52.2700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%             |
| 2026-01-05 | 0.0000%             |
| 2026-01-06 | 0.0000%             |
| 2026-01-07 | 0.0000%             |
| 2026-01-08 | 0.0000%             |
| 2026-01-09 | 0.0000%             |
| 2026-01-12 | 0.0000%             |
| 2026-01-13 | 0.0000%             |
| 2026-01-14 | 0.0000%             |
| 2026-01-15 | 0.0000%             |
| 2026-01-16 | 0.0000%             |
| 2026-01-20 | 0.0000%             |
| 2026-01-21 | 0.0000%             |
| 2026-01-22 | 0.0000%             |
| 2026-01-23 | 0.0000%             |
| 2026-01-26 | 0.0000%             |
| 2026-01-27 | 0.0000%             |
| 2026-01-28 | 0.0000%             |
| 2026-01-29 | 0.0000%             |
| 2026-01-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0009                      |
|  |  |
| 2026-01-05 | 1.0011                      |
|  |  |
| 2026-01-06 | 1.0011                      |
|  |  |
| 2026-01-07 | 1.0012                      |
|  |  |
| 2026-01-08 | 1.0013                      |
|  |  |
| 2026-01-09 | 1.0016                      |
|  |  |
| 2026-01-12 | 1.0017                      |
|  |  |
| 2026-01-13 | 1.0018                      |
|  |  |
| 2026-01-14 | 1.0019                      |
|  |  |
| 2026-01-15 | 1.0021                      |
|  |  |
| 2026-01-16 | 1.0024                      |
|  |  |
| 2026-01-20 | 1.0026                      |
|  |  |
| 2026-01-21 | 1.0027                      |
|  |  |
| 2026-01-22 | 1.0028                      |
|  |  |
| 2026-01-23 | 1.0031                      |
|  |  |
| 2026-01-26 | 1.0032                      |
|  |  |
| 2026-01-27 | 1.0033                      |
|  |  |
| 2026-01-28 | 1.0034                      |
|  |  |
| 2026-01-29 | 1.0035                      |
|  |  |
| 2026-01-30 | 1.0038                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $80931296966.35

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2060191.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0009          |
|  |  |
| 2026-01-05 | 1.0011          |
|  |  |
| 2026-01-06 | 1.0011          |
|  |  |
| 2026-01-07 | 1.0012          |
|  |  |
| 2026-01-08 | 1.0013          |
|  |  |
| 2026-01-09 | 1.0016          |
|  |  |
| 2026-01-12 | 1.0017          |
|  |  |
| 2026-01-13 | 1.0018          |
|  |  |
| 2026-01-14 | 1.0019          |
|  |  |
| 2026-01-15 | 1.0021          |
|  |  |
| 2026-01-16 | 1.0024          |
|  |  |
| 2026-01-20 | 1.0026          |
|  |  |
| 2026-01-21 | 1.0027          |
|  |  |
| 2026-01-22 | 1.0028          |
|  |  |
| 2026-01-23 | 1.0031          |
|  |  |
| 2026-01-26 | 1.0032          |
|  |  |
| 2026-01-27 | 1.0033          |
|  |  |
| 2026-01-28 | 1.0034          |
|  |  |
| 2026-01-29 | 1.0035          |
|  |  |
| 2026-01-30 | 1.0038          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $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   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627C3E2, C.4 - ISIN: US01627C3E23, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $250006997.50
- **C.18.a - Value (excl. sponsor support):** $250006997.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627DBD3, C.4 - ISIN: US01627DBD30, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $225005897.25
- **C.18.a - Value (excl. sponsor support):** $225005897.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING COMPANY LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150017635.50
- **C.18.a - Value (excl. sponsor support):** $150017635.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 3.711000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MB39, C.4 - ISIN: US03843MB391, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $478802460.40
- **C.18.a - Value (excl. sponsor support):** $478802460.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.510000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57690101.17
- **C.18.a - Value (excl. sponsor support):** $57690101.17
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYN8, C.4 - ISIN: US05253MYN81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100019280.00
- **C.18.a - Value (excl. sponsor support):** $100019280.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BPCE SA

- **C.1 - Title:** BPCE SA 144A 3.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CG13, C.4 - ISIN: US05571CG131, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $132873898.50
- **C.18.a - Value (excl. sponsor support):** $132873898.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHY2, C.4 - ISIN: US05593DHY22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150006180.00
- **C.18.a - Value (excl. sponsor support):** $150006180.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139004545.30
- **C.18.a - Value (excl. sponsor support):** $139004545.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLV3, C.4 - ISIN: US05593DLV37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34751264.90
- **C.18.a - Value (excl. sponsor support):** $34751264.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REF5, C.4 - ISIN: US05973REF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226008384.60
- **C.18.a - Value (excl. sponsor support):** $226008384.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REV0, C.4 - ISIN: US05973REV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200076880.00
- **C.18.a - Value (excl. sponsor support):** $200076880.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFW7, C.4 - ISIN: US05973RFW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200092160.00
- **C.18.a - Value (excl. sponsor support):** $200092160.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGH9, C.4 - ISIN: US05973RGH93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50052060.00
- **C.18.a - Value (excl. sponsor support):** $50052060.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGM8, C.4 - ISIN: US05973RGM88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100027710.00
- **C.18.a - Value (excl. sponsor support):** $100027710.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGV8, C.4 - ISIN: US05973RGV87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130036257.00
- **C.18.a - Value (excl. sponsor support):** $130036257.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANC) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJE3, C.4 - ISIN: US05973RJE36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100050030.00
- **C.18.a - Value (excl. sponsor support):** $100050030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $93004968.99
- **C.18.a - Value (excl. sponsor support):** $93004968.99
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178072300.04
- **C.18.a - Value (excl. sponsor support):** $178072300.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $130058064.50
- **C.18.a - Value (excl. sponsor support):** $130058064.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPF3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200108362.00
- **C.18.a - Value (excl. sponsor support):** $200108362.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPH9, C.4 - ISIN: US06050TPH94, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $139043666.85
- **C.18.a - Value (excl. sponsor support):** $139043666.85
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXC3, C.4 - ISIN: US06051WXC36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143101029.50
- **C.18.a - Value (excl. sponsor support):** $143101029.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXQ2, C.4 - ISIN: US06051WXQ22, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $153128091.60
- **C.18.a - Value (excl. sponsor support):** $153128091.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100074610.00
- **C.18.a - Value (excl. sponsor support):** $100074610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200143740.00
- **C.18.a - Value (excl. sponsor support):** $200143740.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.4 - ISIN: US06054RAD44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $165064795.50
- **C.18.a - Value (excl. sponsor support):** $165064795.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100225978.00
- **C.18.a - Value (excl. sponsor support):** $100225978.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDM1, C.4 - ISIN: US06054RDM16, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149988960.00
- **C.18.a - Value (excl. sponsor support):** $149988960.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDP4, C.4 - ISIN: US06054RDP47, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100032256.00
- **C.18.a - Value (excl. sponsor support):** $100032256.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145037540.50
- **C.18.a - Value (excl. sponsor support):** $145037540.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106055342.60
- **C.18.a - Value (excl. sponsor support):** $106055342.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110098100.20
- **C.18.a - Value (excl. sponsor support):** $110098100.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175153816.25
- **C.18.a - Value (excl. sponsor support):** $175153816.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166151903.28
- **C.18.a - Value (excl. sponsor support):** $166151903.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120107820.00
- **C.18.a - Value (excl. sponsor support):** $120107820.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45009998.10
- **C.18.a - Value (excl. sponsor support):** $45009998.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5A8, C.4 - ISIN: US06370B5A86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145093648.25
- **C.18.a - Value (excl. sponsor support):** $145093648.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5C4, C.4 - ISIN: US06370B5C43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177116800.53
- **C.18.a - Value (excl. sponsor support):** $177116800.53
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5G5, C.4 - ISIN: US06370B5G56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $283061028.95
- **C.18.a - Value (excl. sponsor support):** $283061028.95
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5Q3, C.4 - ISIN: US06370B5Q39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200006586.00
- **C.18.a - Value (excl. sponsor support):** $200006586.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 3.768000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDT3, C.4 - ISIN: US06373LDT35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $125035825.00
- **C.18.a - Value (excl. sponsor support):** $125035825.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.655000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QHC6, C.4 - ISIN: US06406QHC69, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $166651306.00
- **C.18.a - Value (excl. sponsor support):** $166651306.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFR8, C.4 - ISIN: US06418NFR89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178005678.20
- **C.18.a - Value (excl. sponsor support):** $178005678.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.051000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGF3, C.4 - ISIN: US06418NGF33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100053030.00
- **C.18.a - Value (excl. sponsor support):** $100053030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.821000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200142240.00
- **C.18.a - Value (excl. sponsor support):** $200142240.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLE0, C.4 - ISIN: US06418NLE03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139998096.00
- **C.18.a - Value (excl. sponsor support):** $139998096.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $55015631.00
- **C.18.a - Value (excl. sponsor support):** $55015631.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154100069.20
- **C.18.a - Value (excl. sponsor support):** $154100069.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150092820.00
- **C.18.a - Value (excl. sponsor support):** $150092820.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250098700.00
- **C.18.a - Value (excl. sponsor support):** $250098700.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150028245.00
- **C.18.a - Value (excl. sponsor support):** $150028245.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86039370.80
- **C.18.a - Value (excl. sponsor support):** $86039370.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHB0, C.4 - ISIN: US06745GHB05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100072090.00
- **C.18.a - Value (excl. sponsor support):** $100072090.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHN4, C.4 - ISIN: US06745GHN43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132977496.40
- **C.18.a - Value (excl. sponsor support):** $132977496.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFZ3, C.4 - ISIN: US0727MDFZ39, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $65011030.50
- **C.18.a - Value (excl. sponsor support):** $65011030.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDGA7, C.4 - ISIN: US0727MDGA78, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $100016820.00
- **C.18.a - Value (excl. sponsor support):** $100016820.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 144A 3.754000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MCJ1, C.4 - ISIN: US08224MCJ18, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $281612988.70
- **C.18.a - Value (excl. sponsor support):** $281612988.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFC1, C.4 - ISIN: US13606DFC11, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $160007424.00
- **C.18.a - Value (excl. sponsor support):** $160007424.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.211000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125051512.50
- **C.18.a - Value (excl. sponsor support):** $125051512.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $132123753.96
- **C.18.a - Value (excl. sponsor support):** $132123753.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJM5, C.4 - ISIN: US13606DJM56, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $109112392.08
- **C.18.a - Value (excl. sponsor support):** $109112392.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100102186.00
- **C.18.a - Value (excl. sponsor support):** $100102186.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175169897.00
- **C.18.a - Value (excl. sponsor support):** $175169897.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150254460.00
- **C.18.a - Value (excl. sponsor support):** $150254460.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125129811.25
- **C.18.a - Value (excl. sponsor support):** $125129811.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $154129075.10
- **C.18.a - Value (excl. sponsor support):** $154129075.10
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DPL0, C.4 - ISIN: US13606DPL00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175195861.75
- **C.18.a - Value (excl. sponsor support):** $175195861.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQA3, C.4 - ISIN: US13606DQA36, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $106048930.66
- **C.18.a - Value (excl. sponsor support):** $106048930.66
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQL9, C.4 - ISIN: US13606DQL90, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $200120800.00
- **C.18.a - Value (excl. sponsor support):** $200120800.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRY0, C.4 - ISIN: US13606DRY03, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $239963688.00
- **C.18.a - Value (excl. sponsor support):** $239963688.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRZ7, C.4 - ISIN: US13606DRZ77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240007058.40
- **C.18.a - Value (excl. sponsor support):** $240007058.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 3.679000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JB21, C.4 - ISIN: US16537JB218, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150953718.50
- **C.18.a - Value (excl. sponsor support):** $150953718.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 3.681000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JB39, C.4 - ISIN: US16537JB390, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59975460.00
- **C.18.a - Value (excl. sponsor support):** $59975460.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JB62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150891657.50
- **C.18.a - Value (excl. sponsor support):** $150891657.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 3.687000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349784925.00
- **C.18.a - Value (excl. sponsor support):** $349784925.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LB25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $305106456.20
- **C.18.a - Value (excl. sponsor support):** $305106456.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102038913.00
- **C.18.a - Value (excl. sponsor support):** $102038913.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US17330QHU40, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $110058157.00
- **C.18.a - Value (excl. sponsor support):** $110058157.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $165077071.50
- **C.18.a - Value (excl. sponsor support):** $165077071.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2T2, C.4 - ISIN: US19765V2T25, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $175032721.50
- **C.18.a - Value (excl. sponsor support):** $175032721.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.150000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEE3, C.4 - ISIN: US20632CEE30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175109039.00
- **C.18.a - Value (excl. sponsor support):** $175109039.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 144A 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEE2, C.4 - ISIN: US20634PEE25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150022770.00
- **C.18.a - Value (excl. sponsor support):** $150022770.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.746000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGD1, C.4 - ISIN: US2063CQGD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158252518.90
- **C.18.a - Value (excl. sponsor support):** $158252518.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.731000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGU3, C.4 - ISIN: US2063CQGU38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $254195187.40
- **C.18.a - Value (excl. sponsor support):** $254195187.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK  BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJZ6, C.4 - ISIN: US21684LJZ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148505093.55
- **C.18.a - Value (excl. sponsor support):** $148505093.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XE61, C.4 - ISIN: US22532XE612, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $175011987.50
- **C.18.a - Value (excl. sponsor support):** $175011987.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $239010300.90
- **C.18.a - Value (excl. sponsor support):** $239010300.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA  (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WMN3, C.4 - ISIN: US22536WMN38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150073650.00
- **C.18.a - Value (excl. sponsor support):** $150073650.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA  (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPG5, C.4 - ISIN: US22536WPG59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149982855.00
- **C.18.a - Value (excl. sponsor support):** $149982855.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYY0, C.4 - ISIN: US25152XYY02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223057779.30
- **C.18.a - Value (excl. sponsor support):** $223057779.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DAY9, C.4 - ISIN: US25161DAY94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87044970.30
- **C.18.a - Value (excl. sponsor support):** $87044970.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBA0, C.4 - ISIN: US25161DBA00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150012315.00
- **C.18.a - Value (excl. sponsor support):** $150012315.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBB8, C.4 - ISIN: US25161DBB82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223028811.60
- **C.18.a - Value (excl. sponsor support):** $223028811.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBC6, C.4 - ISIN: US25161DBC65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106022387.20
- **C.18.a - Value (excl. sponsor support):** $106022387.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC ECMCGR_24_2 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77600000.00
- **C.18.a - Value (excl. sponsor support):** $77600000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.748000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NBT8, C.4 - ISIN: US29261NBT81, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $225341210.00
- **C.18.a - Value (excl. sponsor support):** $225341210.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.722000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NG71, C.4 - ISIN: US29261NG716, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $152468013.00
- **C.18.a - Value (excl. sponsor support):** $152468013.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 3.661000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3B26, C.4 - ISIN: US2960E3B266, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1999389.80
- **C.18.a - Value (excl. sponsor support):** $1999389.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.727000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $159350344.20
- **C.18.a - Value (excl. sponsor support):** $159350344.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.722000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $270422872.50
- **C.18.a - Value (excl. sponsor support):** $270422872.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.717000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGD7, C.4 - ISIN: US31849MGD74, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $98306850.00
- **C.18.a - Value (excl. sponsor support):** $98306850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.644000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MKD2, C.4 - ISIN: US31849MKD29, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $239625426.60
- **C.18.a - Value (excl. sponsor support):** $239625426.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.242000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAY1, C.4 - ISIN: US40054PAY16, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $148036674.40
- **C.18.a - Value (excl. sponsor support):** $148036674.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAZ8, C.4 - ISIN: US40054PAZ80, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $180023292.00
- **C.18.a - Value (excl. sponsor support):** $180023292.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PKZ7, C.4 - ISIN: US40054PKZ70, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $119993652.00
- **C.18.a - Value (excl. sponsor support):** $119993652.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVM8, C.4 - ISIN: US40433FVM84, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $100014010.00
- **C.18.a - Value (excl. sponsor support):** $100014010.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVY2, C.4 - ISIN: US40433FVY23, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $152055860.00
- **C.18.a - Value (excl. sponsor support):** $152055860.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190079952.00
- **C.18.a - Value (excl. sponsor support):** $190079952.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 3.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QB25, C.4 - ISIN: US44331QB258, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $271915897.60
- **C.18.a - Value (excl. sponsor support):** $271915897.60
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES CHAMPLAIN) 144A 3.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333BB42, C.4 - ISIN: US44333BB421, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $711633106.40
- **C.18.a - Value (excl. sponsor support):** $711633106.40
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGH5, C.4 - ISIN: US44988GGH56, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $230083306.00
- **C.18.a - Value (excl. sponsor support):** $230083306.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111005272.50
- **C.18.a - Value (excl. sponsor support):** $111005272.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHH4, C.4 - ISIN: US44988GHH48, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $99995630.00
- **C.18.a - Value (excl. sponsor support):** $99995630.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHL5, C.4 - ISIN: US44988GHL59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124953350.00
- **C.18.a - Value (excl. sponsor support):** $124953350.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $165006649.50
- **C.18.a - Value (excl. sponsor support):** $165006649.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 117: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMF3, C.4 - ISIN: US44988KMF39, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $175037555.00
- **C.18.a - Value (excl. sponsor support):** $175037555.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.731000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FC23, C.4 - ISIN: US46125FC238, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $186399262.50
- **C.18.a - Value (excl. sponsor support):** $186399262.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.699000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FGA1, C.4 - ISIN: US46125FGA12, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $192757611.20
- **C.18.a - Value (excl. sponsor support):** $192757611.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.810000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VEN2, C.4 - ISIN: US46222VEN29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $291503276.50
- **C.18.a - Value (excl. sponsor support):** $291503276.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.762000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VGT7, C.4 - ISIN: US46222VGT70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $162912234.00
- **C.18.a - Value (excl. sponsor support):** $162912234.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LOAN LIQUIDITY CORP 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $47843000.00
- **C.18.a - Value (excl. sponsor support):** $47843000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH) 3.665000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1B28, C.4 - ISIN: US5148X1B281, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149954190.00
- **C.18.a - Value (excl. sponsor support):** $149954190.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BDU2, C.4 - ISIN: US51502BDU26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160070336.00
- **C.18.a - Value (excl. sponsor support):** $160070336.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEU3, C.4 - ISIN: US52473GEU31, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $91009252.88
- **C.18.a - Value (excl. sponsor support):** $91009252.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEV1, C.4 - ISIN: US52473GEV14, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $89008379.35
- **C.18.a - Value (excl. sponsor support):** $89008379.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFF5, C.4 - ISIN: US52473GFF54, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $300168900.00
- **C.18.a - Value (excl. sponsor support):** $300168900.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFG3, C.4 - ISIN: US52473GFG38, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $200025402.00
- **C.18.a - Value (excl. sponsor support):** $200025402.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.693000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HC33, C.4 - ISIN: US53943HC339, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $199343520.00
- **C.18.a - Value (excl. sponsor support):** $199343520.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75020280.00
- **C.18.a - Value (excl. sponsor support):** $75020280.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3J7, C.4 - ISIN: US53947B3J78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171126009.90
- **C.18.a - Value (excl. sponsor support):** $171126009.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204180111.60
- **C.18.a - Value (excl. sponsor support):** $204180111.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5C0, C.4 - ISIN: US53947B5C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110051865.00
- **C.18.a - Value (excl. sponsor support):** $110051865.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5D8, C.4 - ISIN: US53947B5D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100047720.00
- **C.18.a - Value (excl. sponsor support):** $100047720.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJK5, C.4 - ISIN: US55381BJK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200110900.00
- **C.18.a - Value (excl. sponsor support):** $200110900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKT4, C.4 - ISIN: US55381BKT43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006120.00
- **C.18.a - Value (excl. sponsor support):** $100006120.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMJ4, C.4 - ISIN: US55381BMJ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200086260.00
- **C.18.a - Value (excl. sponsor support):** $200086260.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQD3, C.4 - ISIN: US55381BQD37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173056380.70
- **C.18.a - Value (excl. sponsor support):** $173056380.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQH4, C.4 - ISIN: US55381BQH41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250062725.00
- **C.18.a - Value (excl. sponsor support):** $250062725.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQZ4, C.4 - ISIN: US55381BQZ49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250024175.00
- **C.18.a - Value (excl. sponsor support):** $250024175.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRG5, C.4 - ISIN: US55381BRG58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165033214.50
- **C.18.a - Value (excl. sponsor support):** $165033214.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.689000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBT0, C.4 - ISIN: US55607LBT08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $40882371.00
- **C.18.a - Value (excl. sponsor support):** $40882371.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCL6, C.4 - ISIN: US55607LCL62, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $145262743.80
- **C.18.a - Value (excl. sponsor support):** $145262743.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA91, C.4 - ISIN: US55607NA918, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $123085349.70
- **C.18.a - Value (excl. sponsor support):** $123085349.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $149041973.30
- **C.18.a - Value (excl. sponsor support):** $149041973.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $209101218.70
- **C.18.a - Value (excl. sponsor support):** $209101218.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL81, C.4 - ISIN: US55607NL816, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200022700.00
- **C.18.a - Value (excl. sponsor support):** $200022700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZP8, C.4 - ISIN: US55607NZP85, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $150042855.00
- **C.18.a - Value (excl. sponsor support):** $150042855.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 3.875000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VCH2, C.4 - ISIN: US55608VCH24, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $133336566.00
- **C.18.a - Value (excl. sponsor support):** $133336566.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200190680.00
- **C.18.a - Value (excl. sponsor support):** $200190680.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250160425.00
- **C.18.a - Value (excl. sponsor support):** $250160425.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEA8, C.4 - ISIN: US60683FEA84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112962258.00
- **C.18.a - Value (excl. sponsor support):** $112962258.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.166000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFW0, C.4 - ISIN: US60700JFW09, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $300413955.00
- **C.18.a - Value (excl. sponsor support):** $300413955.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.299000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200247124.00
- **C.18.a - Value (excl. sponsor support):** $200247124.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5G4, C.4 - ISIN: US60701A5G40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99962570.00
- **C.18.a - Value (excl. sponsor support):** $99962570.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2R1, C.4 - ISIN: US60710T2R17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $241069022.40
- **C.18.a - Value (excl. sponsor support):** $241069022.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229247663.50
- **C.18.a - Value (excl. sponsor support):** $229247663.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB42, C.4 - ISIN: US60710TB421, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005020.00
- **C.18.a - Value (excl. sponsor support):** $100005020.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47935000.00
- **C.18.a - Value (excl. sponsor support):** $47935000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW27, C.4 - ISIN: US63254GW271, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $150001815.00
- **C.18.a - Value (excl. sponsor support):** $150001815.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW35, C.4 - ISIN: US63254GW354, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $168007022.40
- **C.18.a - Value (excl. sponsor support):** $168007022.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GY90, C.4 - ISIN: US63254GY905, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50032860.00
- **C.18.a - Value (excl. sponsor support):** $50032860.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.654000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB24, C.4 - ISIN: US63307MB246, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $160950975.50
- **C.18.a - Value (excl. sponsor support):** $160950975.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100073100.00
- **C.18.a - Value (excl. sponsor support):** $100073100.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPZ4, C.4 - ISIN: US63307NPZ41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73026090.20
- **C.18.a - Value (excl. sponsor support):** $73026090.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.047000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRB5, C.4 - ISIN: US63307NRB54, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $150073095.00
- **C.18.a - Value (excl. sponsor support):** $150073095.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRE9, C.4 - ISIN: US63307NRE93, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $195080969.85
- **C.18.a - Value (excl. sponsor support):** $195080969.85
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRP4, C.4 - ISIN: US63307NRP41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $125008032.50
- **C.18.a - Value (excl. sponsor support):** $125008032.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAS7, C.4 - ISIN: US63376GAS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015090.00
- **C.18.a - Value (excl. sponsor support):** $100015090.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAU2, C.4 - ISIN: US63376GAU22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200029780.00
- **C.18.a - Value (excl. sponsor support):** $200029780.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAZ1, C.4 - ISIN: US63376GAZ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200018060.00
- **C.18.a - Value (excl. sponsor support):** $200018060.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FINANCE AUTHORITY NH INDL DEV 144A 3.840000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJY5, C.4 - ISIN: US63873TJY55, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $149989680.00
- **C.18.a - Value (excl. sponsor support):** $149989680.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.121000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 64953BCB2, C.4 - ISIN: US64953BCB27, C.3 - LEI: 635400DPNHEAUHB7ZI15
- **C.18 - Value (incl. sponsor support):** $77204869.60
- **C.18.a - Value (excl. sponsor support):** $77204869.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200154020.00
- **C.18.a - Value (excl. sponsor support):** $200154020.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMC9, C.4 - ISIN: US65558WMC90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190075430.00
- **C.18.a - Value (excl. sponsor support):** $190075430.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQU5, C.4 - ISIN: US65558WQU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75076005.00
- **C.18.a - Value (excl. sponsor support):** $75076005.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31100000.00
- **C.18.a - Value (excl. sponsor support):** $31100000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGJ8, C.4 - ISIN: US69033NGJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85043894.00
- **C.18.a - Value (excl. sponsor support):** $85043894.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKU8, C.4 - ISIN: US69033NKU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006930.00
- **C.18.a - Value (excl. sponsor support):** $100006930.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UB28, C.4 - ISIN: US69039UB283, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $213634500.95
- **C.18.a - Value (excl. sponsor support):** $213634500.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.681000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UB36, C.4 - ISIN: US69039UB366, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $499795500.00
- **C.18.a - Value (excl. sponsor support):** $499795500.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UB69, C.4 - ISIN: US69039UB697, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $99928250.00
- **C.18.a - Value (excl. sponsor support):** $99928250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040CB66, C.4 - ISIN: US69040CB669, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $399713000.00
- **C.18.a - Value (excl. sponsor support):** $399713000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 3.776000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432KB31, C.4 - ISIN: US74432KB318, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246896383.50
- **C.18.a - Value (excl. sponsor support):** $246896383.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.733000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BC51, C.4 - ISIN: US75300BC511, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $160432426.70
- **C.18.a - Value (excl. sponsor support):** $160432426.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.715000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $98792790.00
- **C.18.a - Value (excl. sponsor support):** $98792790.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170086564.00
- **C.18.a - Value (excl. sponsor support):** $170086564.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQZ3, C.4 - ISIN: US78014XQZ32, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150026490.00
- **C.18.a - Value (excl. sponsor support):** $150026490.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRA7, C.4 - ISIN: US78014XRA71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $223043752.60
- **C.18.a - Value (excl. sponsor support):** $223043752.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150047625.00
- **C.18.a - Value (excl. sponsor support):** $150047625.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSK4, C.4 - ISIN: US78014XSK45, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $124981200.00
- **C.18.a - Value (excl. sponsor support):** $124981200.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140023338.00
- **C.18.a - Value (excl. sponsor support):** $140023338.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150077970.00
- **C.18.a - Value (excl. sponsor support):** $150077970.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JMG9, C.4 - ISIN: US78015JMG93, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $93032085.00
- **C.18.a - Value (excl. sponsor support):** $93032085.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQ83, C.4 - ISIN: US78015JQ838, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $169081272.10
- **C.18.a - Value (excl. sponsor support):** $169081272.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $120072096.00
- **C.18.a - Value (excl. sponsor support):** $120072096.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSG3, C.4 - ISIN: US78015JSG30, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140239820.00
- **C.18.a - Value (excl. sponsor support):** $140239820.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU47, C.4 - ISIN: US78015JU475, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250247525.00
- **C.18.a - Value (excl. sponsor support):** $250247525.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWQ6, C.4 - ISIN: US78015JWQ65, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $126004410.00
- **C.18.a - Value (excl. sponsor support):** $126004410.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: ST LAWRENCE FUNDING LLC

- **C.1 - Title:** ST LAWRENCE FUNDING LLC 144A 3.684000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79112BB45, C.4 - ISIN: US79112BB450, C.3 - LEI: 635400FJ5I9V1QUSBB98
- **C.18 - Value (incl. sponsor support):** $499744150.00
- **C.18.a - Value (excl. sponsor support):** $499744150.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152044657.60
- **C.18.a - Value (excl. sponsor support):** $152044657.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRJ1, C.4 - ISIN: US85325VRJ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225097065.00
- **C.18.a - Value (excl. sponsor support):** $225097065.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSW1, C.4 - ISIN: US85325VSW18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100066053.00
- **C.18.a - Value (excl. sponsor support):** $100066053.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSX9, C.4 - ISIN: US85325VSX90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75050451.75
- **C.18.a - Value (excl. sponsor support):** $75050451.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTJ9, C.4 - ISIN: US85325VTJ97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150091687.50
- **C.18.a - Value (excl. sponsor support):** $150091687.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTU4, C.4 - ISIN: US85325VTU43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250110967.50
- **C.18.a - Value (excl. sponsor support):** $250110967.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTW0, C.4 - ISIN: US85325VTW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250039770.00
- **C.18.a - Value (excl. sponsor support):** $250039770.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175028938.00
- **C.18.a - Value (excl. sponsor support):** $175028938.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $100024180.00
- **C.18.a - Value (excl. sponsor support):** $100024180.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEF6, C.4 - ISIN: US86564TEF66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200066100.00
- **C.18.a - Value (excl. sponsor support):** $200066100.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TER0, C.4 - ISIN: US86564TER05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93032233.80
- **C.18.a - Value (excl. sponsor support):** $93032233.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THT3, C.4 - ISIN: US86564THT34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139024519.60
- **C.18.a - Value (excl. sponsor support):** $139024519.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLB4, C.4 - ISIN: US86565GLB40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200027320.00
- **C.18.a - Value (excl. sponsor support):** $200027320.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLC2, C.4 - ISIN: US86565GLC23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $133052162.60
- **C.18.a - Value (excl. sponsor support):** $133052162.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPP9, C.4 - ISIN: US86565GPP99, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200095540.00
- **C.18.a - Value (excl. sponsor support):** $200095540.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50024450.00
- **C.18.a - Value (excl. sponsor support):** $50024450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPV6, C.4 - ISIN: US86565GPV67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250129475.00
- **C.18.a - Value (excl. sponsor support):** $250129475.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSG6, C.4 - ISIN: US86565GSG63, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $179158952.00
- **C.18.a - Value (excl. sponsor support):** $179158952.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSR2, C.4 - ISIN: US86565GSR29, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $175117005.00
- **C.18.a - Value (excl. sponsor support):** $175117005.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GST8, C.4 - ISIN: US86565GST84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99065785.50
- **C.18.a - Value (excl. sponsor support):** $99065785.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149049289.20
- **C.18.a - Value (excl. sponsor support):** $149049289.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $105070003.50
- **C.18.a - Value (excl. sponsor support):** $105070003.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWA4, C.4 - ISIN: US86565GWA48, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $192056755.20
- **C.18.a - Value (excl. sponsor support):** $192056755.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWB2, C.4 - ISIN: US86565GWB21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $172112402.00
- **C.18.a - Value (excl. sponsor support):** $172112402.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWS5, C.4 - ISIN: US86565GWS55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300243360.00
- **C.18.a - Value (excl. sponsor support):** $300243360.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWZ9, C.4 - ISIN: US86565GWZ98, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150028845.00
- **C.18.a - Value (excl. sponsor support):** $150028845.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLF1, C.4 - ISIN: US86959TLF11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75007657.50
- **C.18.a - Value (excl. sponsor support):** $75007657.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLM6, C.4 - ISIN: US86959TLM61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160023552.00
- **C.18.a - Value (excl. sponsor support):** $160023552.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMU7, C.4 - ISIN: US86959TMU78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100058640.00
- **C.18.a - Value (excl. sponsor support):** $100058640.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100061568.00
- **C.18.a - Value (excl. sponsor support):** $100061568.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNL6, C.4 - ISIN: US86959TNL60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100066930.00
- **C.18.a - Value (excl. sponsor support):** $100066930.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.935000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74093980.00
- **C.18.a - Value (excl. sponsor support):** $74093980.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120038616.00
- **C.18.a - Value (excl. sponsor support):** $120038616.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.691000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XC65, C.4 - ISIN: US87020XC655, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99641200.00
- **C.18.a - Value (excl. sponsor support):** $99641200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFB9, C.4 - ISIN: US87020YFB92, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97062468.00
- **C.18.a - Value (excl. sponsor support):** $97062468.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73033470.50
- **C.18.a - Value (excl. sponsor support):** $73033470.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 3.810000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178061285.40
- **C.18.a - Value (excl. sponsor support):** $178061285.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125091220.00
- **C.18.a - Value (excl. sponsor support):** $125091220.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5L6, C.4 - ISIN: US89115D5L62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109102808.80
- **C.18.a - Value (excl. sponsor support):** $109102808.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125094937.50
- **C.18.a - Value (excl. sponsor support):** $125094937.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150083491.50
- **C.18.a - Value (excl. sponsor support):** $150083491.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJG2, C.4 - ISIN: US89115DJG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140127496.60
- **C.18.a - Value (excl. sponsor support):** $140127496.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169148160.61
- **C.18.a - Value (excl. sponsor support):** $169148160.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DLG9, C.4 - ISIN: US89115DLG96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100034740.00
- **C.18.a - Value (excl. sponsor support):** $100034740.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175171650.50
- **C.18.a - Value (excl. sponsor support):** $175171650.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUF1, C.4 - ISIN: US89115DUF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125043487.50
- **C.18.a - Value (excl. sponsor support):** $125043487.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 3.920000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150062925.00
- **C.18.a - Value (excl. sponsor support):** $150062925.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.253000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $120610723.91
- **C.18.a - Value (excl. sponsor support):** $120610723.91
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVP2, C.4 - ISIN: US90275DVP22, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $73007577.40
- **C.18.a - Value (excl. sponsor support):** $73007577.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVQ0, C.4 - ISIN: US90275DVQ05, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $82996605.30
- **C.18.a - Value (excl. sponsor support):** $82996605.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-01-30
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.391000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYH3, C.4 - ISIN: US90276JYH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125000553.75
- **C.18.a - Value (excl. sponsor support):** $125000553.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159031427.94
- **C.18.a - Value (excl. sponsor support):** $159031427.94
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.222000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130048635.60
- **C.18.a - Value (excl. sponsor support):** $130048635.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.006000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZP4, C.4 - ISIN: US90276JZP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175024899.00
- **C.18.a - Value (excl. sponsor support):** $175024899.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.763000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182042160.30
- **C.18.a - Value (excl. sponsor support):** $182042160.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.772000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400631492.00
- **C.18.a - Value (excl. sponsor support):** $400631492.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.790000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541B2D9, C.4 - ISIN: US92541B2D95, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $575024725.00
- **C.18.a - Value (excl. sponsor support):** $575024725.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WB25, C.4 - ISIN: US92543WB257, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103168369.20
- **C.18.a - Value (excl. sponsor support):** $103168369.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 3.869000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WCJ7, C.4 - ISIN: US92543WCJ71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280575674.40
- **C.18.a - Value (excl. sponsor support):** $280575674.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I C LLC 144A 3.800000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2F7, C.4 - ISIN: US92544M2F78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $739014188.80
- **C.18.a - Value (excl. sponsor support):** $739014188.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I C LLC 144A 3.868000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XCK1, C.4 - ISIN: US92544XCK19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248710675.00
- **C.18.a - Value (excl. sponsor support):** $248710675.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140040271.00
- **C.18.a - Value (excl. sponsor support):** $140040271.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAC3, C.4 - ISIN: US93930NAC39, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $237010233.66
- **C.18.a - Value (excl. sponsor support):** $237010233.66
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159080136.00
- **C.18.a - Value (excl. sponsor support):** $159080136.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $114987614.50
- **C.18.a - Value (excl. sponsor support):** $114987614.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO/THE 144A 3.749000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980HB21, C.4 - ISIN: US95980HB218, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $149953140.00
- **C.18.a - Value (excl. sponsor support):** $149953140.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100049590.00
- **C.18.a - Value (excl. sponsor support):** $100049590.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $103891800.00      | $104476006.18      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | 0.0000% | $7393000.00        | $7723997.08        | U.S. Treasuries (including strips) |

### Security 273: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $930000000.00
- **C.18.a - Value (excl. sponsor support):** $930000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $7375000.00        | $8195282.33        | Corporate Debt Securities |
| NATWEST GROUP PLC                                 | 2029-05-18      | 4.8920%  | 0.0000% | $472000.00         | $484500.45         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2026-05-10      | 2.8750%  | 0.0000% | $4450000.00        | $4466905.06        | Corporate Debt Securities |
| BROADCOM INC                                      | 2029-04-15      | 4.7500%  | 0.0000% | $2514000.00        | $2595363.52        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2029-05-01      | 6.7500%  | 0.0000% | $7595000.00        | $7757438.06        | Corporate Debt Securities |
| HP INC                                            | 2029-04-15      | 4.0000%  | 0.0000% | $537000.00         | $537712.42         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $4250000.00        | $4242602.64        | Corporate Debt Securities |
| NESTLE HLDGS INC.                                 | 2026-03-13      | 5.2500%  | 0.0000% | $3025000.00        | $3090246.73        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-05-01      | 2.1000%  | 0.0000% | $10551000.00       | $9729094.69        | Corporate Debt Securities |
| USB REALTY CORP                                   | 2079-12-31      | 5.0808%  | 0.0000% | $42200000.00       | $35347437.40       | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2035-11-15      | 2.6680%  | 0.0000% | $752000.00         | $686988.35         | Corporate Debt Securities |
| ALPEK SAB DE CV                                   | 2031-02-25      | 3.2500%  | 0.0000% | $1482000.00        | $1286810.31        | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                          | 2032-01-15      | 3.6250%  | 0.0000% | $1406000.00        | $1323327.79        | Corporate Debt Securities |
| MARKS AND SPENCER PLC                             | 2037-12-01      | 7.1250%  | 0.0000% | $4996000.00        | $5527210.11        | Corporate Debt Securities |
| NORTHERN STAR RESOURCES LTD                       | 2033-04-11      | 6.1250%  | 0.0000% | $1231000.00        | $1323946.83        | Corporate Debt Securities |
| PEPSICO INC                                       | 2026-02-24      | 2.8500%  | 0.0000% | $3025000.00        | $3060483.25        | Corporate Debt Securities |
| FLEX LTD                                          | 2035-11-13      | 5.3750%  | 0.0000% | $2786000.00        | $2817416.41        | Corporate Debt Securities |
| BROADCOM INC                                      | 2034-04-15      | 3.4690%  | 0.0000% | $884000.00         | $814135.64         | Corporate Debt Securities |
| NXP BV                                            | 2042-02-15      | 3.1250%  | 0.0000% | $10000.00          | $7475.33           | Corporate Debt Securities |
| PFIZER INC                                        | 2032-11-15      | 4.5000%  | 0.0000% | $749000.00         | $757714.62         | Corporate Debt Securities |
| RWE FINANCE US LLC                                | 2034-04-16      | 5.8750%  | 0.0000% | $1915000.00        | $2048077.61        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                        | 2026-09-24      | 4.2120%  | 0.0000% | $4052000.00        | $4124012.14        | Corporate Debt Securities |
| AKER BP ASA                                       | 2030-01-15      | 3.7500%  | 0.0000% | $2550000.00        | $2473021.88        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                      | 2030-01-25      | 2.9500%  | 0.0000% | $100000.00         | $95003.97          | Corporate Debt Securities |
| ALPHABET INC                                      | 2028-11-15      | 4.3415%  | 0.0000% | $1557000.00        | $1585319.88        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2035-02-06      | 5.6250%  | 0.0000% | $7962000.00        | $8478395.42        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2060-06-03      | 2.7000%  | 0.0000% | $3000.00           | $1711.55           | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2026-05-12      | 1.0000%  | 0.0000% | $9286000.00        | $9237031.83        | Corporate Debt Securities |
| AMDOCS LTD                                        | 2030-06-15      | 2.5380%  | 0.0000% | $4025000.00        | $3714521.56        | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.              | 2029-01-15      | 5.2000%  | 0.0000% | $540000.00         | $557434.80         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2034-01-10      | 4.9000%  | 0.0000% | $1125000.00        | $1133012.50        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2026-10-05      | 4.4000%  | 0.0000% | $192000.00         | $195386.03         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2030-09-04      | 4.5000%  | 0.0000% | $2501000.00        | $2555871.94        | Corporate Debt Securities |
| CENCORA INC                                       | 2031-03-15      | 2.7000%  | 0.0000% | $5011000.00        | $4667972.00        | Corporate Debt Securities |
| AMPHENOL CORP                                     | 2033-02-15      | 4.4000%  | 0.0000% | $2562000.00        | $2560687.69        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                        | 2029-03-16      | 3.8750%  | 0.0000% | $1777000.00        | $1779636.38        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2029-01-23      | 4.7500%  | 0.0000% | $1664000.00        | $1699266.17        | Corporate Debt Securities |
| APPLE INC                                         | 2026-02-23      | 3.2500%  | 0.0000% | $6925000.00        | $7019759.01        | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2048-08-17      | 4.3750%  | 0.0000% | $13000.00          | $11572.20          | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC                     | 2032-05-08      | 4.7500%  | 0.0000% | $866000.00         | $895287.64         | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                       | 2032-10-15      | 4.9500%  | 0.0000% | $15000000.00       | $15158887.50       | Corporate Debt Securities |
| BAE SYSTEMS PLC                                   | 2031-03-26      | 5.2500%  | 0.0000% | $6000000.00        | $6332600.00        | Corporate Debt Securities |
| BAE SYSTEMS PLC                                   | 2034-03-26      | 5.3000%  | 0.0000% | $3300000.00        | $3480693.33        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2033-09-08      | 5.2500%  | 0.0000% | $1561000.00        | $1649599.76        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2035-02-21      | 5.3000%  | 0.0000% | $3140000.00        | $3320890.17        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2026-04-02      | 3.6400%  | 0.0000% | $1471000.00        | $1476827.78        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2027-08-13      | 4.6000%  | 0.0000% | $2773000.00        | $2857961.64        | Corporate Debt Securities |
| BPCE SA                                           | 2037-01-13      | 5.4170%  | 0.0000% | $9996000.00        | $10017671.61       | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2029-04-25      | 5.2020%  | 0.0000% | $17911000.00       | $18591394.11       | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.2500%  | 0.0000% | $3500000.00        | $3558815.56        | Corporate Debt Securities |
| BARINGS BDC INC                                   | 2029-02-15      | 7.0000%  | 0.0000% | $60000.00          | $63935.60          | Corporate Debt Securities |
| BAYER US FINANCE LLC                              | 2033-11-21      | 6.5000%  | 0.0000% | $5715000.00        | $6300320.77        | Corporate Debt Securities |
| BAYER US FINANCE LLC                              | 2053-11-21      | 6.8750%  | 0.0000% | $7785000.00        | $8643584.94        | Corporate Debt Securities |
| BOEING CO                                         | 2060-05-01      | 5.9300%  | 0.0000% | $23438000.00       | $23636291.99       | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC                    | 2028-12-04      | 5.1250%  | 0.0000% | $616000.00         | $636908.41         | Corporate Debt Securities |
| BROADCOM INC                                      | 2030-02-15      | 4.3500%  | 0.0000% | $7359000.00        | $7544796.35        | Corporate Debt Securities |
| BROADCOM INC                                      | 2034-04-15      | 3.4690%  | 0.0000% | $15231000.00       | $14027262.34       | Corporate Debt Securities |
| BROADCOM INC                                      | 2033-04-15      | 3.4190%  | 0.0000% | $2599000.00        | $2436775.83        | Corporate Debt Securities |
| CBRE SERVICES INC                                 | 2033-01-15      | 4.9000%  | 0.0000% | $6959000.00        | $7067355.50        | Corporate Debt Securities |
| CDW LLC                                           | 2029-02-15      | 3.2500%  | 0.0000% | $800000.00         | $783380.67         | Corporate Debt Securities |
| CF INDUSTRIES INC                                 | 2035-11-26      | 5.3000%  | 0.0000% | $841000.00         | $849840.78         | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                        | 2031-03-07      | 4.3750%  | 0.0000% | $1426000.00        | $1418561.43        | Corporate Debt Securities |
| CSX CORP                                          | 2046-11-01      | 3.8000%  | 0.0000% | $334000.00         | $266653.72         | Corporate Debt Securities |
| CSL FINANCE PLC                                   | 2032-04-27      | 4.2500%  | 0.0000% | $1801000.00        | $1787220.85        | Corporate Debt Securities |
| CARDINAL HEALTH INC                               | 2034-02-15      | 5.4500%  | 0.0000% | $23146000.00       | $24673616.71       | Corporate Debt Securities |
| CARGILL INC                                       | 2030-04-23      | 2.1250%  | 0.0000% | $200000.00         | $184827.14         | Corporate Debt Securities |
| CARRIER GLOBAL CORP                               | 2030-02-15      | 2.7220%  | 0.0000% | $1744000.00        | $1665739.45        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2030-04-15      | 4.6870%  | 0.0000% | $3229000.00        | $3344922.45        | Corporate Debt Securities |
| CHEVRON CORP                                      | 2026-05-16      | 2.9540%  | 0.0000% | $4400000.00        | $4416025.29        | Corporate Debt Securities |
| CHEVRON CORP                                      | 2030-05-11      | 2.2360%  | 0.0000% | $164000.00         | $153159.07         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-02-26      | 4.9000%  | 0.0000% | $4684000.00        | $4785741.68        | Corporate Debt Securities |
| COCA COLA FEMSA SAB DE CV                         | 2035-05-06      | 5.1000%  | 0.0000% | $400000.00         | $409152.00         | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                        | 2048-04-01      | 4.0000%  | 0.0000% | $750000.00         | $608649.17         | Corporate Debt Securities |
| COSTCO WHSLE CORP                                 | 2030-04-20      | 1.6000%  | 0.0000% | $7310000.00        | $6663536.09        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2029-02-01      | 6.0000%  | 0.0000% | $200000.00         | $207988.67         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2031-02-01      | 7.3750%  | 0.0000% | $2647000.00        | $2845737.13        | Corporate Debt Securities |
| CUMMINS INC                                       | 2034-02-20      | 5.1500%  | 0.0000% | $8411000.00        | $8870988.24        | Corporate Debt Securities |
| CUMMINS INC                                       | 2035-05-09      | 5.3000%  | 0.0000% | $1578000.00        | $1651668.93        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2032-01-13      | 5.3750%  | 0.0000% | $186000.00         | $192749.60         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2034-04-11      | 5.1000%  | 0.0000% | $5331000.00        | $5585350.90        | Corporate Debt Securities |
| DEERE FUNDING CANADA CORP                         | 2030-10-09      | 4.1500%  | 0.0000% | $616000.00         | $622748.79         | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                | 2030-04-29      | 2.0000%  | 0.0000% | $812000.00         | $747580.43         | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                | 2026-10-05      | 5.3750%  | 0.0000% | $225000.00         | $230802.78         | Corporate Debt Securities |
| DOMINION ENERGY INC                               | 2028-05-15      | 4.6000%  | 0.0000% | $452000.00         | $461642.67         | Corporate Debt Securities |
| EIDP INC                                          | 2030-07-15      | 2.3000%  | 0.0000% | $7990000.00        | $7398327.18        | Corporate Debt Securities |
| EIDP INC                                          | 2033-05-15      | 4.8000%  | 0.0000% | $1205000.00        | $1219604.60        | Corporate Debt Securities |
| EOG RESOURCES INC                                 | 2031-01-15      | 4.4000%  | 0.0000% | $800000.00         | $803002.67         | Corporate Debt Securities |
| EAGLE MATERIALS INC                               | 2036-03-15      | 5.0000%  | 0.0000% | $6334000.00        | $6285319.69        | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                   | 2035-01-15      | 5.8000%  | 0.0000% | $397000.00         | $421021.15         | Corporate Debt Securities |
| EASTERN GAS TRANSMISSION AND STORAGE INC          | 2029-11-15      | 3.0000%  | 0.0000% | $2835000.00        | $2737617.75        | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2029-11-15      | 3.1250%  | 0.0000% | $546000.00         | $527785.67         | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2029-04-05      | 5.3000%  | 0.0000% | $2979000.00        | $3122142.61        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2032-10-14      | 7.5000%  | 0.0000% | $3502000.00        | $4098157.13        | Corporate Debt Securities |
| EQUINOR ASA                                       | 2030-05-22      | 2.3750%  | 0.0000% | $762000.00         | $712482.28         | Corporate Debt Securities |
| EQUINOR ASA                                       | 2035-11-14      | 4.7500%  | 0.0000% | $2430000.00        | $2439034.20        | Corporate Debt Securities |
| EVERSOURCE ENERGY                                 | 2029-02-01      | 5.9500%  | 0.0000% | $1855000.00        | $1993874.06        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC               | 2042-06-15      | 5.6000%  | 0.0000% | $7935000.00        | $8027046.00        | Corporate Debt Securities |
| EXELON CORPORATION                                | 2050-04-15      | 4.7000%  | 0.0000% | $22000.00          | $19149.64          | Corporate Debt Securities |
| EXPEDIA GROUP INC                                 | 2026-02-15      | 5.0000%  | 0.0000% | $37000.00          | $37849.03          | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2026-08-16      | 2.2750%  | 0.0000% | $3500000.00        | $3507853.61        | Corporate Debt Securities |
| FEDEX CORP                                        | 2035-02-01      | 3.9000%  | 0.0000% | $9603000.00        | $9133141.22        | Corporate Debt Securities |
| FEDEX CORP                                        | 2046-04-01      | 4.5500%  | 0.0000% | $176000.00         | $153584.69         | Corporate Debt Securities |
| FLEX LTD                                          | 2032-01-15      | 5.2500%  | 0.0000% | $13958000.00       | $14292677.95       | Corporate Debt Securities |
| FLEX LTD                                          | 2035-11-13      | 5.3750%  | 0.0000% | $1288000.00        | $1302524.17        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                          | 2026-05-15      | 4.4500%  | 0.0000% | $2205000.00        | $2228705.59        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2028-05-01      | 5.0000%  | 0.0000% | $29496000.00       | $29899833.01       | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2031-03-15      | 8.6250%  | 0.0000% | $15278000.00       | $16496477.79       | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC                    | 2030-03-15      | 5.8570%  | 0.0000% | $1036000.00        | $1116252.45        | Corporate Debt Securities |
| GENERAL MILLS INC                                 | 2030-01-30      | 4.8750%  | 0.0000% | $957000.00         | $978216.69         | Corporate Debt Securities |
| GENERAL MOTORS CO                                 | 2043-10-02      | 6.2500%  | 0.0000% | $13937000.00       | $14567176.94       | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2030-04-06      | 5.8500%  | 0.0000% | $1981000.00        | $2116926.32        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2034-09-06      | 5.4500%  | 0.0000% | $2207000.00        | $2291638.45        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2028-05-16      | 4.6500%  | 0.0000% | $1267000.00        | $1297418.56        | Corporate Debt Securities |
| GLAXOSMITHKLINE CAPITAL PLC                       | 2027-03-12      | 4.3150%  | 0.0000% | $2000000.00        | $2045901.67        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                              | 2031-11-15      | 2.9000%  | 0.0000% | $175000.00         | $158072.54         | Corporate Debt Securities |
| EMPRESA DE ENERGIA DE BOGOTA SA                   | 2035-10-22      | 5.7500%  | 0.0000% | $1139000.00        | $1136839.06        | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2031-01-15      | 6.1500%  | 0.0000% | $12294000.00       | $12648835.58       | Corporate Debt Securities |
| HCA INC                                           | 2052-03-15      | 4.6250%  | 0.0000% | $702000.00         | $587787.23         | Corporate Debt Securities |
| HCA INC                                           | 2031-04-01      | 5.4500%  | 0.0000% | $3564000.00        | $3771835.65        | Corporate Debt Securities |
| HCA INC                                           | 2055-11-15      | 5.7000%  | 0.0000% | $14169000.00       | $13783036.44       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2034-11-13      | 7.3990%  | 0.0000% | $223000.00         | $257514.97         | Corporate Debt Securities |
| HP INC                                            | 2028-01-15      | 4.7500%  | 0.0000% | $698000.00         | $707980.82         | Corporate Debt Securities |
| HERSHEY COMPANY THE                               | 2046-08-15      | 3.3750%  | 0.0000% | $1065000.00        | $807598.82         | Corporate Debt Securities |
| HERSHEY COMPANY THE                               | 2032-02-24      | 4.9500%  | 0.0000% | $206000.00         | $217354.72         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2026-09-27      | 2.7500%  | 0.0000% | $13000000.00       | $12999945.83       | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-06-24      | 5.4000%  | 0.0000% | $5620000.00        | $5853286.20        | Corporate Debt Securities |
| HYUNDAI CAP SVC                                   | 2028-01-22      | 5.2500%  | 0.0000% | $6151000.00        | $6275045.17        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2034-07-01      | 5.8750%  | 0.0000% | $5207000.00        | $5470956.57        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2055-07-01      | 6.3750%  | 0.0000% | $5329000.00        | $5533182.86        | Corporate Debt Securities |
| INGERSOLL RAND INC                                | 2029-06-15      | 5.1760%  | 0.0000% | $654000.00         | $680388.90         | Corporate Debt Securities |
| INTEL CORP                                        | 2030-02-10      | 5.1250%  | 0.0000% | $1517000.00        | $1591820.55        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2032-02-09      | 2.7200%  | 0.0000% | $2795000.00        | $2577157.70        | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                          | 2032-01-15      | 3.6250%  | 0.0000% | $982000.00         | $924258.81         | Corporate Debt Securities |
| JDE PEETS NV                                      | 2031-09-24      | 2.2500%  | 0.0000% | $200000.00         | $175495.00         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                     | 2027-06-08      | 6.4500%  | 0.0000% | $9548000.00        | $9933420.93        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2032-04-15      | 4.0500%  | 0.0000% | $6375000.00        | $6216087.19        | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                     | 2030-04-01      | 4.3500%  | 0.0000% | $1187000.00        | $1204839.62        | Corporate Debt Securities |
| LEHIGH UNIVERSITY                                 | 2043-11-15      | 2.5530%  | 0.0000% | $1000.00           | $671.21            | Corporate Debt Securities |
| LEIDOS INC                                        | 2031-02-15      | 2.3000%  | 0.0000% | $5084000.00        | $4635447.15        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2029-02-09      | 4.5000%  | 0.0000% | $185000.00         | $192269.58         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2027-08-14      | 4.1500%  | 0.0000% | $2621000.00        | $2688139.83        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2030-10-15      | 1.7000%  | 0.0000% | $5768000.00        | $5160850.71        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2032-10-15      | 4.5000%  | 0.0000% | $813000.00         | $821617.80         | Corporate Debt Securities |
| MPLX LP                                           | 2033-01-15      | 5.0000%  | 0.0000% | $9457000.00        | $9498074.90        | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC                            | 2033-09-15      | 5.9500%  | 0.0000% | $1000000.00        | $1087632.50        | Corporate Debt Securities |
| MASCO CORP                                        | 2051-02-15      | 3.1250%  | 0.0000% | $15479000.00       | $10430878.88       | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2031-02-12      | 4.4000%  | 0.0000% | $2506000.00        | $2569276.50        | Corporate Debt Securities |
| MEDTRONIC GLOBAL HOLDINGS SCA                     | 2028-03-30      | 4.2500%  | 0.0000% | $771000.00         | $787196.14         | Corporate Debt Securities |
| MERCK & CO INC                                    | 2031-03-15      | 4.1500%  | 0.0000% | $25923000.00       | $25997024.57       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                             | 2031-01-15      | 5.3000%  | 0.0000% | $1116000.00        | $1160403.78        | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                            | 2032-02-12      | 5.6250%  | 0.0000% | $7166000.00        | $7579836.50        | Corporate Debt Securities |
| MOODYS CORP                                       | 2050-05-20      | 3.2500%  | 0.0000% | $1021000.00        | $700762.78         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2045-01-27      | 4.3000%  | 0.0000% | $970000.00         | $841463.68         | Corporate Debt Securities |
| NXP BV                                            | 2031-05-11      | 2.5000%  | 0.0000% | $417000.00         | $379622.67         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2029-06-15      | 5.1500%  | 0.0000% | $104000.00         | $108059.90         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2032-03-15      | 5.3000%  | 0.0000% | $2827000.00        | $2992648.07        | Corporate Debt Securities |
| GLENCORE CANADA CORP                              | 2035-06-15      | 6.2000%  | 0.0000% | $8502000.00        | $9139820.04        | Corporate Debt Securities |
| NORDSON CORP                                      | 2033-09-15      | 5.8000%  | 0.0000% | $7935000.00        | $8563213.95        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                      | 2050-05-15      | 3.0500%  | 0.0000% | $3187000.00        | $2137311.09        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2032-11-05      | 4.3000%  | 0.0000% | $12018000.00       | $12095789.84       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2028-11-05      | 4.3454%  | 0.0000% | $1565000.00        | $1589662.75        | Corporate Debt Securities |
| NVIDIA CORP                                       | 2026-09-16      | 3.2000%  | 0.0000% | $1933000.00        | $1949973.89        | Corporate Debt Securities |
| OGLETHORPE POWER CORP                             | 2048-10-01      | 5.0500%  | 0.0000% | $12370000.00       | $11297558.80       | Corporate Debt Securities |
| OHIO POWER CO                                     | 2051-10-01      | 2.9000%  | 0.0000% | $13000000.00       | $8215169.44        | Corporate Debt Securities |
| ONEOK INC                                         | 2051-01-15      | 7.1500%  | 0.0000% | $9604000.00        | $10739472.92       | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2029-11-09      | 6.1500%  | 0.0000% | $2906000.00        | $3066462.06        | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2033-02-06      | 4.9000%  | 0.0000% | $983000.00         | $968297.60         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2064-09-27      | 5.5000%  | 0.0000% | $716000.00         | $578006.51         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2028-06-15      | 3.0000%  | 0.0000% | $197000.00         | $192333.07         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                        | 2029-07-01      | 5.2500%  | 0.0000% | $655000.00         | $675874.30         | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | 2027-02-16      | 4.3634%  | 0.0000% | $401000.00         | $406352.33         | Corporate Debt Securities |
| PFIZER INC                                        | 2046-12-15      | 4.1250%  | 0.0000% | $115000.00         | $95576.07          | Corporate Debt Securities |
| PFIZER INC                                        | 2032-11-15      | 4.5000%  | 0.0000% | $3855000.00        | $3899852.93        | Corporate Debt Securities |
| PFIZER INC                                        | 2035-11-15      | 4.8750%  | 0.0000% | $5100000.00        | $5153875.13        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2026-11-03      | 2.4500%  | 0.0000% | $2000000.00        | $1993781.67        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2035-11-03      | 4.3500%  | 0.0000% | $3280000.00        | $3256031.40        | Corporate Debt Securities |
| PROLOGIS LP                                       | 2050-04-15      | 3.0000%  | 0.0000% | $125000.00         | $83968.75          | Corporate Debt Securities |
| QUALCOMM INC                                      | 2027-05-20      | 3.2500%  | 0.0000% | $9594000.00        | $9600806.41        | Corporate Debt Securities |
| QUANTA SERV INC.                                  | 2028-08-09      | 4.3000%  | 0.0000% | $2396000.00        | $2457682.36        | Corporate Debt Securities |
| RELX CAPITAL INC                                  | 2029-03-18      | 4.0000%  | 0.0000% | $820000.00         | $829443.67         | Corporate Debt Securities |
| RTX CORP                                          | 2050-07-01      | 3.1250%  | 0.0000% | $75000.00          | $51078.55          | Corporate Debt Securities |
| REALTY INCOME CORP                                | 2033-07-15      | 4.9000%  | 0.0000% | $361000.00         | $366220.66         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2050-03-01      | 3.0500%  | 0.0000% | $12830000.00       | $8888670.33        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                | 2026-11-13      | 5.2650%  | 0.0000% | $3792000.00        | $3873305.22        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2036-01-15      | 5.3750%  | 0.0000% | $359000.00         | $360787.67         | Corporate Debt Securities |
| RYDER SYSTEM INC                                  | 2029-03-15      | 5.3750%  | 0.0000% | $100000.00         | $105290.63         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                               | 2035-11-13      | 5.7500%  | 0.0000% | $1500000.00        | $1526322.92        | Corporate Debt Securities |
| SEMPRA                                            | 2054-10-01      | 6.4000%  | 0.0000% | $4000.00           | $4123.62           | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2027-03-16      | 3.4000%  | 0.0000% | $4500000.00        | $4538995.00        | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | 2034-10-01      | 5.5840%  | 0.0000% | $8787000.00        | $9042861.82        | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2027-06-15      | 4.6770%  | 0.0000% | $15000000.00       | $15225243.75       | Corporate Debt Securities |
| SOLVENTUM CORP                                    | 2031-03-13      | 5.4500%  | 0.0000% | $4152000.00        | $4418102.83        | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT BVI LTD            | 2027-05-04      | 3.5000%  | 0.0000% | $240000.00         | $241193.07         | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                         | 2035-03-18      | 6.4500%  | 0.0000% | $1229000.00        | $1311797.73        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2028-07-19      | 3.9440%  | 0.0000% | $288000.00         | $288444.99         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2033-07-13      | 5.7760%  | 0.0000% | $325000.00         | $346637.71         | Corporate Debt Securities |
| SUTTER HEALTH                                     | 2032-08-15      | 5.2130%  | 0.0000% | $1264000.00        | $1337972.97        | Corporate Debt Securities |
| TD SYNNEX CORP                                    | 2034-04-12      | 6.1000%  | 0.0000% | $4848000.00        | $5215672.32        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                               | 2031-03-06      | 5.4500%  | 0.0000% | $5334000.00        | $5553707.46        | Corporate Debt Securities |
| SYSCO CORP                                        | 2046-04-01      | 4.5000%  | 0.0000% | $1000000.00        | $877085.00         | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2027-04-15      | 3.7500%  | 0.0000% | $1965000.00        | $1980832.99        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2029-03-15      | 2.4000%  | 0.0000% | $1006000.00        | $963607.16         | Corporate Debt Securities |
| TR FINANCE LLC                                    | 2035-08-15      | 5.5000%  | 0.0000% | $23725000.00       | $25228650.96       | Corporate Debt Securities |
| TSMC ARIZONA CORP                                 | 2032-04-22      | 4.2500%  | 0.0000% | $1392000.00        | $1408048.99        | Corporate Debt Securities |
| TESCO PLC                                         | 2037-11-15      | 6.1500%  | 0.0000% | $5360000.00        | $5644307.80        | Corporate Debt Securities |
| THERMO FISHER                                     | 2031-03-01      | 4.2000%  | 0.0000% | $719000.00         | $726947.35         | Corporate Debt Securities |
| 3M CO                                             | 2029-08-26      | 2.3750%  | 0.0000% | $659000.00         | $628652.87         | Corporate Debt Securities |
| 3M CO                                             | 2030-03-15      | 4.8000%  | 0.0000% | $6496000.00        | $6748954.24        | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2033-07-13      | 5.1230%  | 0.0000% | $574000.00         | $597114.52         | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2035-06-30      | 5.0530%  | 0.0000% | $1341000.00        | $1380158.32        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2027-11-10      | 5.4500%  | 0.0000% | $4567000.00        | $4753430.01        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2029-05-16      | 5.0500%  | 0.0000% | $2375000.00        | $2473540.07        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                  | 2033-03-03      | 5.2500%  | 0.0000% | $24268000.00       | $25786388.09       | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2037-06-15      | 6.2500%  | 0.0000% | $8930000.00        | $9999747.03        | Corporate Debt Securities |
| TYCO ELECTRONICS                                  | 2032-02-04      | 2.5000%  | 0.0000% | $7906000.00        | $7197798.09        | Corporate Debt Securities |
| TYSON FOODS INC                                   | 2027-06-02      | 3.5500%  | 0.0000% | $6000.00           | $5994.48           | Corporate Debt Securities |
| TYSON FOODS INC                                   | 2029-03-15      | 5.4000%  | 0.0000% | $1475000.00        | $1555667.75        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                             | 2030-01-15      | 4.3000%  | 0.0000% | $1024000.00        | $1028773.55        | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                             | 2027-05-05      | 2.9000%  | 0.0000% | $1455000.00        | $1451183.86        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                         | 2035-05-14      | 5.2500%  | 0.0000% | $2979000.00        | $3122418.99        | Corporate Debt Securities |
| US BANCORP                                        | 2035-01-23      | 5.6780%  | 0.0000% | $2000.00           | $2103.49           | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2032-04-15      | 7.5000%  | 0.0000% | $515000.00         | $602336.28         | Corporate Debt Securities |
| VAR ENERGI ASA                                    | 2032-11-15      | 8.0000%  | 0.0000% | $1000000.00        | $1161306.67        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2033-01-15      | 4.7500%  | 0.0000% | $10758000.00       | $10851791.83       | Corporate Debt Securities |
| WEC ENERGY GROUP INC                              | 2027-10-01      | 5.1500%  | 0.0000% | $6000.00           | $6209.78           | Corporate Debt Securities |
| WALMART INC                                       | 2027-04-28      | 4.1000%  | 0.0000% | $770000.00         | $782926.59         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2029-02-15      | 4.8750%  | 0.0000% | $426000.00         | $446470.90         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2030-03-15      | 4.6500%  | 0.0000% | $1505000.00        | $1561207.99        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2029-09-15      | 4.0780%  | 0.0000% | $30000.00          | $30421.58          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2033-04-01      | 6.1500%  | 0.0000% | $747000.00         | $804570.67         | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2031-06-03      | 2.1500%  | 0.0000% | $394000.00         | $357052.32         | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION              | 2031-01-15      | 4.2500%  | 0.0000% | $300000.00         | $300320.17         | Corporate Debt Securities |
| WORKDAY INC                                       | 2029-04-01      | 3.7000%  | 0.0000% | $1687000.00        | $1683542.59        | Corporate Debt Securities |
| PROSUS NV                                         | 2030-01-21      | 3.6800%  | 0.0000% | $2471000.00        | $2378510.47        | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC                | 2028-08-05      | 1.6250%  | 0.0000% | $15000000.00       | $14224939.58       | Corporate Debt Securities |
| RENESAS ELECTRONICS CORP                          | 2026-11-25      | 2.1700%  | 0.0000% | $500000.00         | $493709.03         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                             | 2033-06-23      | 6.1250%  | 0.0000% | $500000.00         | $515497.57         | Corporate Debt Securities |
| CORPORACION INMOBILIARIA VESTA SAB DE CV          | 2033-01-30      | 5.5000%  | 0.0000% | $2100000.00        | $2091600.00        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC               | 2029-02-01      | 4.6250%  | 0.0000% | $1400000.00        | $1432545.14        | Corporate Debt Securities |

### Security 274: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $319000000.00
- **C.18.a - Value (excl. sponsor support):** $319000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD | 2026-08-10      | 0.0000%  | 0.0000% | $239778014.00      | $235104500.70      | Money Market |
| VERTO CAPITAL I-B LLC                       | 2026-02-13      | 0.0000%  | 0.0000% | $100000000.00      | $99845500.00       | Money Market |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $273000000.00
- **C.18.a - Value (excl. sponsor support):** $273000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| VODAFONE GROUP PLC                        | 2049-06-19      | 4.8750%  | 0.0000% | $65000.00          | $57525.79          | Corporate Debt Securities |
| FLOWSERVE CORPORATION                     | 2030-10-01      | 3.5000%  | 0.0000% | $14000.00          | $13537.71          | Corporate Debt Securities |
| HCA INC                                   | 2042-03-15      | 4.3750%  | 0.0000% | $1000000.00        | $872606.25         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                  | 2029-02-02      | 3.0000%  | 0.0000% | $3507000.00        | $3437748.44        | Corporate Debt Securities |
| BOMBARDIER INC                            | 2031-07-01      | 7.2500%  | 0.0000% | $3000.00           | $3210.96           | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2065-09-26      | 6.1000%  | 0.0000% | $4650000.00        | $4129995.67        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                     | 2031-11-23      | 3.1250%  | 0.0000% | $1000000.00        | $913515.97         | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING            | 2028-09-11      | 4.5500%  | 0.0000% | $1000.00           | $1009.55           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                      | 2050-05-01      | 3.8000%  | 0.0000% | $3225000.00        | $2385611.33        | Corporate Debt Securities |
| ACADEMY LTD                               | 2027-11-15      | 6.0000%  | 0.0000% | $2000.00           | $2025.32           | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION        | 2027-03-08      | 4.4523%  | 0.0000% | $54000.00          | $54546.36          | Corporate Debt Securities |
| AMERICO LIFE INC.                         | 2031-04-15      | 3.4500%  | 0.0000% | $47000.00          | $43014.99          | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP             | 2026-05-27      | 4.4000%  | 0.0000% | $3000.00           | $3023.28           | Corporate Debt Securities |
| ASTRAZENECA PLC                           | 2037-09-15      | 6.4500%  | 0.0000% | $892000.00         | $1033486.81        | Corporate Debt Securities |
| BAE SYSTEMS PLC                           | 2030-04-15      | 3.4000%  | 0.0000% | $1181000.00        | $1154022.02        | Corporate Debt Securities |
| CALIFORNIA (STATE OF)                     | 2046-03-01      | 3.0000%  | 0.0000% | $45000.00          | $36699.60          | Other Instrument          |
| CAPITAL POWER US HOLDING INC              | 2028-06-01      | 5.2570%  | 0.0000% | $17000.00          | $17478.99          | Corporate Debt Securities |
| CENOVUS ENERGY INC                        | 2042-09-15      | 4.4500%  | 0.0000% | $2807000.00        | $2330448.59        | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                | 2034-02-16      | 5.4610%  | 0.0000% | $5000.00           | $5167.14           | Corporate Debt Securities |
| CREDIT AGRICOLE SA                        | 2032-01-12      | 4.6560%  | 0.0000% | $1661000.00        | $1665265.45        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP          | 2040-11-15      | 7.5000%  | 0.0000% | $1783000.00        | $2135668.49        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE               | 2029-10-21      | 3.6400%  | 0.0000% | $1000.00           | $1003.54           | Corporate Debt Securities |
| HCA INC                                   | 2051-07-15      | 3.5000%  | 0.0000% | $28438000.00       | $19421115.94       | Corporate Debt Securities |
| HANOVER INSURANCE GROUP INC               | 2035-09-01      | 5.5000%  | 0.0000% | $17092000.00       | $17761693.05       | Corporate Debt Securities |
| HAT HOLDINGS I LLC                        | 2026-06-15      | 3.3750%  | 0.0000% | $31574000.00       | $31559752.23       | Corporate Debt Securities |
| HILCORP ENERGY I LP                       | 2033-11-01      | 8.3750%  | 0.0000% | $301000.00         | $318546.75         | Corporate Debt Securities |
| HORACE MANN EDUCATORS CORP                | 2028-09-15      | 7.2500%  | 0.0000% | $2900000.00        | $3180654.75        | Corporate Debt Securities |
| HUNT CO INC                               | 2029-04-15      | 5.2500%  | 0.0000% | $6950000.00        | $6909151.38        | Corporate Debt Securities |
| ILLINOIS (STATE OF)                       | 2035-04-01      | 6.7250%  | 0.0000% | $6320000.00        | $5239862.70        | Other Instrument          |
| ING GROEP NV                              | 2033-03-28      | 4.2520%  | 0.0000% | $1966000.00        | $1958154.79        | Corporate Debt Securities |
| INTEL CORP                                | 2051-08-12      | 3.0500%  | 0.0000% | $14750000.00       | $9460551.67        | Corporate Debt Securities |
| INTEL CORP                                | 2052-08-05      | 4.9000%  | 0.0000% | $15000000.00       | $13031241.67       | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                  | 2033-04-01      | 5.7500%  | 0.0000% | $20180000.00       | $21465404.34       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                       | 2033-07-25      | 4.9120%  | 0.0000% | $20000000.00       | $20355844.44       | Corporate Debt Securities |
| JACKSON NATL LIFE INS CO                  | 2027-03-15      | 8.1500%  | 0.0000% | $10559000.00       | $11229945.26       | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                    | 2036-01-15      | 5.1500%  | 0.0000% | $11221000.00       | $11407558.48       | Corporate Debt Securities |
| KEMPER CORP                               | 2032-02-23      | 3.8000%  | 0.0000% | $7556000.00        | $7116786.51        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                      | 2046-06-01      | 4.3750%  | 0.0000% | $2225000.00        | $1849353.56        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                      | 2049-10-01      | 4.8750%  | 0.0000% | $813000.00         | $711289.30         | Corporate Debt Securities |
| LPL HOLDINGS INC                          | 2029-03-15      | 4.0000%  | 0.0000% | $14632000.00       | $14652923.76       | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                  | 2050-10-15      | 3.9510%  | 0.0000% | $5460000.00        | $4130892.68        | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                  | 2052-06-15      | 5.5000%  | 0.0000% | $6000000.00        | $5659650.00        | Corporate Debt Securities |
| MORGAN STANLEY                            | 2029-10-18      | 3.6500%  | 0.0000% | $12027000.00       | $12101845.66       | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2030-09-26      | 4.4500%  | 0.0000% | $313000.00         | $309897.47         | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP           | 2045-02-15      | 4.9000%  | 0.0000% | $492000.00         | $445775.78         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                      | 2029-01-24      | 4.4812%  | 0.0000% | $2000.00           | $2005.43           | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC | 2029-10-01      | 5.0260%  | 0.0000% | $2000.00           | $2062.63           | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD              | 2030-03-31      | 2.0500%  | 0.0000% | $718000.00         | $661919.41         | Corporate Debt Securities |
| UWM HOLDINGS LLC                          | 2030-02-01      | 6.6250%  | 0.0000% | $4000.00           | $4196.48           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                | 2041-03-22      | 3.4000%  | 0.0000% | $12000.00          | $9504.71           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                | 2032-03-15      | 2.3550%  | 0.0000% | $745000.00         | $662797.63         | Corporate Debt Securities |
| VIDEOTRON LTD                             | 2029-06-15      | 3.6250%  | 0.0000% | $2000.00           | $1962.38           | Corporate Debt Securities |
| VIKING CRUISES LTD                        | 2031-07-15      | 9.1250%  | 0.0000% | $274000.00         | $293564.17         | Corporate Debt Securities |
| WESTERN ALLIANCE BANK                     | 2035-11-15      | 6.5370%  | 0.0000% | $43976000.00       | $45024585.73       | Corporate Debt Securities |
| WESTPAC BANKING CORP                      | 2031-11-23      | 4.3220%  | 0.0000% | $140000.00         | $141058.92         | Corporate Debt Securities |

### Security 276: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| RADIOLOGY PARTNERS INC        | 2030-02-15      | 9.8980%  | 0.0000% | $40965065.00       | $42584549.43       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC | 2033-02-15      | 9.7500%  | 0.0000% | $4371000.00        | $5003429.06        | Corporate Debt Securities |
| VERICAST CORP                 | 2030-12-15      | 13.0000% | 0.0000% | $39246996.00       | $50162021.67       | Corporate Debt Securities |

### Security 277: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $700000.00         | $1142319.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $148500800.00      | $151857686.40      | U.S. Treasuries (including strips) |

### Security 278: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANCHORAGE CR FDG LTD 2020-12   C      20381025 4.07700 | 2038-10-25      | 4.0770%  | 0.0000% | $416000.00         | $397066.28         | Asset-Backed Securities                           |
| ARES DIRECT LDG CLO LLC 2024-1 A      20360425 FLT     | 2036-04-25      | 5.4680%  | 0.0000% | $517263.00         | $514082.12         | Asset-Backed Securities                           |
| BENEFIT STR PARTNERS 2025-41   D-1    20380726 FLT     | 2038-07-26      | 6.4180%  | 0.0000% | $2000000.00        | $2012206.23        | Asset-Backed Securities                           |
| CAPTREE PARK CLO LTD 2024-1    C      20370720 FLT     | 2037-07-20      | 5.9676%  | 0.0000% | $2200000.00        | $2209476.88        | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STGS 2014-2-R C      20310515 FLT     | 2031-05-15      | 6.9134%  | 0.0000% | $2000000.00        | $2031381.84        | Asset-Backed Securities                           |
| COOPR RESIDENT MORT 2025-CES3  A-2    20600925 FLT     | 2060-09-25      | 5.0790%  | 0.0000% | $4926400.00        | $4945945.08        | Private Label Collateralized Mortgage Obligations |
| DB MASTER FINANCE LLC 2021-1   A-2III 20511120 2.79100 | 2051-11-20      | 2.7910%  | 0.0000% | $38326000.00       | $32938196.35       | Asset-Backed Securities                           |
| EFMT 2025-CES2                 A-2    20600225 FLT     | 2060-02-25      | 5.9380%  | 0.0000% | $588000.00         | $601403.69         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-CES2                 A-3    20600225 FLT     | 2060-02-25      | 6.0870%  | 0.0000% | $552000.00         | $565156.05         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-CES2                 M-1    20600225 FLT     | 2060-02-25      | 6.4850%  | 0.0000% | $436000.00         | $446868.62         | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE FLEET FING 2025-3   A2     20280420 4.50000 | 2028-04-20      | 4.5000%  | 0.0000% | $1500000.00        | $1509721.50        | Asset-Backed Securities                           |
| FHF ISSUER TRUST 2024-1        A-2    20300215 5.69000 | 2030-02-15      | 5.6900%  | 0.0000% | $13630000.00       | $5871805.05        | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2024-20R      D-2-R2 20381122 FLT     | 2038-11-22      | 7.8390%  | 0.0000% | $1250000.00        | $1267050.21        | Asset-Backed Securities                           |
| KKR CLO LTD 2015-12R2          B-R2   20301015 FLT     | 2030-10-15      | 5.6338%  | 0.0000% | $1000000.00        | $941092.92         | Asset-Backed Securities                           |
| KKR CLO LTD 2018-21            B      20310415 FLT     | 2031-04-15      | 5.3338%  | 0.0000% | $7820593.00        | $7842665.97        | Asset-Backed Securities                           |
| LENDMARK FUNDING TRUST 2020-2  A      20310421 2.32000 | 2031-04-21      | 2.3200%  | 0.0000% | $11819000.00       | $8044845.45        | Asset-Backed Securities                           |
| MADISON PARK 2015-19R3         A-R3   20370122 FLT     | 2037-01-22      | 5.2692%  | 0.0000% | $770000.00         | $770709.12         | Asset-Backed Securities                           |
| MAGNETITE LIMITED 2021-29R     D-R    20370715 FLT     | 2037-07-15      | 6.7222%  | 0.0000% | $3000000.00        | $3024122.74        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2025-4   C      20381020 FLT     | 2038-10-20      | 5.7568%  | 0.0000% | $4250000.00        | $4341325.78        | Asset-Backed Securities                           |
| PRMI SECURITIZATI TR 2025-CMG1 A-1    20551225 FLT     | 2055-12-25      | 5.2866%  | 0.0000% | $4000000.00        | $3894854.62        | Private Label Collateralized Mortgage Obligations |
| PRMI SECURITIZATI TR 2025-CMG1 A-1S   20551225 FLT     | 2055-12-25      | 5.4866%  | 0.0000% | $4000000.00        | $4013707.19        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES4     A-1B   20550425 FLT     | 2055-04-25      | 5.9620%  | 0.0000% | $1051000.00        | $902673.09         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES4     A-3    20550425 FLT     | 2055-04-25      | 6.3300%  | 0.0000% | $951000.00         | $978263.43         | Private Label Collateralized Mortgage Obligations |
| SANTANDER DRIVE AUTO 2024-1    D      20310515 5.60000 | 2031-05-15      | 5.6000%  | 0.0000% | $1000000.00        | $1017850.33        | Asset-Backed Securities                           |
| TOYOTA AUTO REC TR 2024-D      A-3    20290615 4.40000 | 2029-06-15      | 4.4000%  | 0.0000% | $3264000.00        | $3290599.42        | Asset-Backed Securities                           |
| VERIZON MASTER TRUST 2024-4    A-1A   20290620 5.21000 | 2029-06-20      | 5.2100%  | 0.0000% | $13280000.00       | $13365698.80       | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-1         A-2    20550320 5.64800 | 2055-03-20      | 5.6480%  | 0.0000% | $9780000.00        | $9961232.09        | Asset-Backed Securities                           |

### Security 279: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE Y 28                                    | 2028-04-30      | 3.5000%  | 0.0000% | $1000000.00        | $1007089.34        | U.S. Treasuries (including strips)                |
| 4 NOTE AB 29                                       | 2029-07-31      | 4.0000%  | 0.0000% | $25399500.00       | $26175487.85       | U.S. Treasuries (including strips)                |
| 2 3/4 NOTE E 32                                    | 2032-08-15      | 2.7500%  | 0.0000% | $125693600.00      | $118408945.44      | U.S. Treasuries (including strips)                |
| BRAVO RES FDG TR 2026-NQM1     A-1A   20651225 FLT | 2065-12-25      | 4.8300%  | 0.0000% | $2000000.00        | $2002547.67        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM6                 A-1    20701225 FLT | 2070-12-25      | 5.0010%  | 0.0000% | $13931424.00       | $13822469.14       | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV5                 A-1    20701225 FLT | 2070-12-25      | 0.0000%  | 0.0000% | $9126783.00        | $9066668.08        | Private Label Collateralized Mortgage Obligations |

### Security 280: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEVADA HSG DIV SINGLE FAMILY MTG R                               | 2032-10-15      | 2.3500%  | 0.0000% | $8000000.00        | $8004354.84        | Money Market              |
| AERCAP IRELAND CAPITAL DAC                                       | 2028-10-29      | 3.0000%  | 0.0000% | $3730000.00        | $3643551.03        | Corporate Debt Securities |
| ALABAMA ST UNIV                                                  | 2028-09-01      | 5.0000%  | 0.0000% | $200000.00         | $216644.89         | Other Instrument          |
| ALAMEDA CORRIDOR TRANSN AUTH CALIF                               | 2031-10-01      | 0.0000%  | 0.0000% | $2000000.00        | $1540360.00        | Other Instrument          |
| ALLSTATE CORP                                                    | 2029-06-24      | 5.0500%  | 0.0000% | $19726000.00       | $20422525.06       | Corporate Debt Securities |
| AMERICAN MUNICIPAL POWER INC                                     | 2043-02-15      | 6.0530%  | 0.0000% | $4780000.00        | $5000897.74        | Other Instrument          |
| AMERICAN WATER CAPITAL CORP                                      | 2030-05-01      | 2.8000%  | 0.0000% | $29000.00          | $27695.93          | Corporate Debt Securities |
| ANNE ARUNDEL COUNTY OF (MARYLAND)                                | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11019.38          | Other Instrument          |
| ARLINGTON TEX INDPT SCH DIST                                     | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11392.67          | Other Instrument          |
| ATHENS ALA                                                       | 2031-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5075.06           | Other Instrument          |
| AUBURN UNIVERSITY                                                | 2032-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11555.64          | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2035-09-01      | 5.0000%  | 0.0000% | $100000.00         | $121010.89         | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2029-11-15      | 5.0000%  | 0.0000% | $85000.00          | $89939.07          | Other Instrument          |
| AXIS SPECIALTY FINANCE PLC                                       | 2045-04-01      | 5.1500%  | 0.0000% | $538000.00         | $507109.98         | Corporate Debt Securities |
| BPCE SA                                                          | 2026-04-01      | 4.8750%  | 0.0000% | $250000.00         | $254276.15         | Corporate Debt Securities |
| BAY AREA TOLL AUTHORITY                                          | 2059-04-01      | 1.1000%  | 0.0000% | $4290000.00        | $4290807.26        | Money Market              |
| BENICIA CALIF UNI SCH DIST                                       | 2033-08-01      | 3.0000%  | 0.0000% | $60000.00          | $60960.40          | Other Instrument          |
| BRIDGEPORT CONN                                                  | 2031-07-15      | 5.0000%  | 0.0000% | $25000.00          | $26632.58          | Other Instrument          |
| BROOKLYN UNION GAS CO                                            | 2027-08-05      | 4.6320%  | 0.0000% | $10000.00          | $10271.67          | Corporate Debt Securities |
| BROWARD CNTY FLA SCH BRD                                         | 2033-07-01      | 5.0000%  | 0.0000% | $75000.00          | $82413.58          | Other Instrument          |
| BROWARD CNTY FLA                                                 | 2040-09-01      | 4.0000%  | 0.0000% | $50000.00          | $51676.78          | Other Instrument          |
| BRUSHY CREEK REGL UTIL AUTH                                      | 2032-08-01      | 4.0000%  | 0.0000% | $25000.00          | $25606.72          | Other Instrument          |
| BUCKS CNTY PA WTR & SWR AUTH                                     | 2039-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17174.17          | Other Instrument          |
| CALIFORNIA CNTY CALIF TOB SEC                                    | 2043-06-01      | 5.8750%  | 0.0000% | $55000.00          | $13529.32          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2039-10-01      | 7.3000%  | 0.0000% | $3320000.00        | $3929255.04        | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2040-03-01      | 7.6250%  | 0.0000% | $1495000.00        | $1842526.25        | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2034-09-01      | 4.0000%  | 0.0000% | $25000.00          | $25566.39          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2035-09-01      | 4.0000%  | 0.0000% | $40000.00          | $40879.42          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2029-11-01      | 4.0000%  | 0.0000% | $10000.00          | $10762.99          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2055-08-01      | 5.2500%  | 0.0000% | $275000.00         | $301176.79         | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2032-11-01      | 4.3500%  | 0.0000% | $29565000.00       | $30057848.55       | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11491.41          | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2029-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16770.92          | Other Instrument          |
| CANYONS SCH DIST UTAH                                            | 2029-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10965.80          | Other Instrument          |
| CAPE CORAL FLA                                                   | 2035-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11450.07          | Other Instrument          |
| CAPITAL ONE FIN CORP                                             | 2030-07-26      | 5.4630%  | 0.0000% | $25000.00          | $25849.68          | Corporate Debt Securities |
| CHICAGO ILL O HARE INTL ARPT                                     | 2030-01-01      | 5.0000%  | 0.0000% | $20000.00          | $21966.36          | Other Instrument          |
| CLARK CNTY NEV ARPT                                              | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10910.28          | Other Instrument          |
| CLARK CNTY NEV SCH DIST                                          | 2032-06-15      | 4.0000%  | 0.0000% | $15000.00          | $16026.00          | Other Instrument          |
| COLORADO ST BRD GOVERNORS                                        | 2043-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5618.27           | Other Instrument          |
| COLORADO (STATE OF)                                              | 2029-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11053.50          | Other Instrument          |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | 2030-08-15      | 5.9270%  | 0.0000% | $8300000.00        | $9023555.96        | Corporate Debt Securities |
| COMAL TEX INDPT SCH DIST                                         | 2030-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11235.87          | Other Instrument          |
| CONNECTICUT (STATE OF)                                           | 2035-01-15      | 4.0000%  | 0.0000% | $5000.00           | $5317.78           | Other Instrument          |
| CONNECTICUT (STATE OF)                                           | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11399.11          | Other Instrument          |
| CONNECTICUT ST HSG FIN AUTH                                      | 2051-11-15      | 2.3000%  | 0.0000% | $26950000.00       | $27025458.22       | Money Market              |
| CONROE TEX INDPT SCH DIST                                        | 2039-02-15      | 5.0000%  | 0.0000% | $105000.00         | $120673.00         | Other Instrument          |
| COOK CNTY ILL CMNTY CONS SCH DIST NO 34 GLENVIEW                 | 2033-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10706.96          | Other Instrument          |
| COOK CNTY ILL SCH DIST NO 143 MIDLOTHIAN                         | 2034-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5848.47           | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2032-02-15      | 5.0000%  | 0.0000% | $175000.00         | $204080.92         | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                                  | 2029-11-01      | 5.0000%  | 0.0000% | $20000.00          | $22132.22          | Other Instrument          |
| DALLAS TEX                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $30000.00          | $34973.90          | Other Instrument          |
| DALLAS TEX                                                       | 2030-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22517.53          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                        | 2027-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21494.40          | Other Instrument          |
| DAVIS CNTY UTAH                                                  | 2034-04-01      | 3.0000%  | 0.0000% | $75000.00          | $75749.75          | Other Instrument          |
| DECATUR IND                                                      | 2038-01-01      | 3.7500%  | 0.0000% | $50000.00          | $50561.04          | Other Instrument          |
| DENTON CNTY TEX                                                  | 2039-07-15      | 3.2500%  | 0.0000% | $100000.00         | $96102.42          | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                        | 2033-08-15      | 5.0000%  | 0.0000% | $15000.00          | $17836.45          | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                        | 2034-08-15      | 5.0000%  | 0.0000% | $65000.00          | $76897.38          | Other Instrument          |
| DENVER COLO CITY & CNTY SCH DIST NO 1                            | 2030-12-01      | 5.0000%  | 0.0000% | $35000.00          | $36080.96          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11043.91          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2035-02-01      | 5.0000%  | 0.0000% | $300000.00         | $340158.33         | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2035-01-01      | 5.0000%  | 0.0000% | $80000.00          | $92143.02          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2027-10-01      | 5.0000%  | 0.0000% | $15000.00          | $15940.32          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2031-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22375.82          | Other Instrument          |
| DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY                   | 2034-10-01      | 5.0000%  | 0.0000% | $5000.00           | $6009.24           | Other Instrument          |
| DUNCANVILLE TEX INDPT SCH DIST                                   | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11505.77          | Other Instrument          |
| ECTOR CNTY TEX                                                   | 2039-02-15      | 5.0000%  | 0.0000% | $130000.00         | $148733.87         | Other Instrument          |
| ENERGY NORTHWEST                                                 | 2032-07-01      | 5.0000%  | 0.0000% | $95000.00          | $101279.29         | Other Instrument          |
| ESSEX CNTY N J                                                   | 2037-09-01      | 3.0000%  | 0.0000% | $20000.00          | $19750.73          | Other Instrument          |
| FACTSET RESEARCH SYST INC                                        | 2027-03-01      | 2.9000%  | 0.0000% | $94000.00          | $93968.30          | Corporate Debt Securities |
| FAIRFAX CNTY VA ECONOMIC DEV AUTH                                | 2033-12-01      | 2.3000%  | 0.0000% | $250000.00         | $250244.62         | Money Market              |
| FAIRFIELD OHIO                                                   | 2027-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5037.73           | Other Instrument          |
| FIRCREST PROPERTIES LEASE REVENUE BONDS                          | 2043-06-01      | 5.0000%  | 0.0000% | $130000.00         | $141112.98         | Other Instrument          |
| FLORIDA ST BRD ED                                                | 2032-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11643.24          | Other Instrument          |
| FLORIDA ST DEPT TRANSN                                           | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16354.62          | Other Instrument          |
| FORT BEND TEX INDPT SCH DIST                                     | 2029-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22293.73          | Other Instrument          |
| FORT WORTH TEX                                                   | 2031-02-15      | 3.0000%  | 0.0000% | $40000.00          | $40926.80          | Other Instrument          |
| FRANKLIN CNTY WASH SCH DIST NO 1 PASCO                           | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10535.94          | Other Instrument          |
| GAINESVILLE FLA                                                  | 2031-10-01      | 5.0000%  | 0.0000% | $125000.00         | $132359.72         | Other Instrument          |
| GAINESVILLE FLA                                                  | 2033-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10558.98          | Other Instrument          |
| GEORGIA (STATE OF)                                               | 2034-07-01      | 5.0000%  | 0.0000% | $50000.00          | $57591.39          | Other Instrument          |
| GRAND PARKWAY TRANSPORTATION CORPORATION TEXAS                   | 2033-10-01      | 5.0000%  | 0.0000% | $50000.00          | $53493.39          | Other Instrument          |
| GREAT LAKES WATER AUTH MICH                                      | 2031-07-01      | 5.0000%  | 0.0000% | $125000.00         | $141894.72         | Other Instrument          |
| GREATER TEXOMA UTIL AUTH TEX                                     | 2031-10-01      | 5.0000%  | 0.0000% | $50000.00          | $57425.89          | Other Instrument          |
| HALLANDALE BEACH FLA                                             | 2032-07-01      | 3.0000%  | 0.0000% | $15000.00          | $15040.00          | Other Instrument          |
| HAMILTON CNTY TENN                                               | 2029-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10834.98          | Other Instrument          |
| HAMPTON ROADS SANTN DIST VA                                      | 2046-08-01      | 2.3500%  | 0.0000% | $150000.00         | $150152.42         | Money Market              |
| HARRIS CNTY TEX HOSP DIST                                        | 2032-02-15      | 3.0000%  | 0.0000% | $60000.00          | $60837.00          | Other Instrument          |
| HARRIS COUNTY TEXAS                                              | 2044-08-15      | 5.0000%  | 0.0000% | $45000.00          | $49515.60          | Other Instrument          |
| HAYS TEX CONS INDPT SCH DIST                                     | 2030-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21026.53          | Other Instrument          |
| HIGHLANDS CNTY FLA HEALTH FACS AUTH                              | 2060-11-15      | 3.1500%  | 0.0000% | $110000.00         | $110252.53         | Money Market              |
| HONOLULU HAWAII                                                  | 2036-09-01      | 4.0040%  | 0.0000% | $1890000.00        | $1809225.39        | Other Instrument          |
| HOUSTON CITY OF                                                  | 2042-03-01      | 5.0000%  | 0.0000% | $2125000.00        | $2359673.19        | Other Instrument          |
| HOUSTON CITY OF                                                  | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11346.68          | Other Instrument          |
| HURST EULESS BEDFORD TEX ISD                                     | 2029-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21250.53          | Other Instrument          |
| HUTTO TEX INDPT SCH DIST                                         | 2039-08-01      | 5.0000%  | 0.0000% | $890000.00         | $1037634.19        | Other Instrument          |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2032-07-15      | 5.0000%  | 0.0000% | $250000.00         | $282920.83         | Other Instrument          |
| IDAHO STATE BUILDING AUTHORITY                                   | 2033-06-01      | 5.0000%  | 0.0000% | $20000.00          | $23482.69          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2038-08-15      | 5.0000%  | 0.0000% | $90000.00          | $102707.70         | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2043-04-01      | 5.2500%  | 0.0000% | $100000.00         | $111191.42         | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2031-11-01      | 5.0000%  | 0.0000% | $100000.00         | $109062.11         | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2036-05-01      | 5.0000%  | 0.0000% | $60000.00          | $66490.27          | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2039-05-01      | 5.0000%  | 0.0000% | $3000000.00        | $3312243.33        | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2032-02-01      | 5.0000%  | 0.0000% | $3235000.00        | $3704757.94        | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2041-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5518.99           | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2051-01-01      | 3.0510%  | 0.0000% | $245000.00         | $179996.05         | Other Instrument          |
| INGERSOLL RAND INC                                               | 2031-06-15      | 5.3140%  | 0.0000% | $37000.00          | $38829.00          | Corporate Debt Securities |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2034-07-01      | 5.0000%  | 0.0000% | $250000.00         | $285686.94         | Other Instrument          |
| JEA FLA WTR & SWR SYS                                            | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11083.98          | Other Instrument          |
| JACKSONVILLE FLA                                                 | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11094.98          | Other Instrument          |
| JACKSONVILLE FLA                                                 | 2029-10-01      | 5.0000%  | 0.0000% | $175000.00         | $195158.64         | Other Instrument          |
| JEFFERSON CNTY ALA                                               | 2043-10-01      | 5.2500%  | 0.0000% | $20000.00          | $21811.88          | Other Instrument          |
| JOHNSON CNTY KANS UNI SCH DIST NO 233                            | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11560.34          | Other Instrument          |
| KANE MC HENRY COOK & DE KALB CNTYS ILL CMNTY UNIT SCH DIST NO 30 | 2029-01-01      | 5.0000%  | 0.0000% | $60000.00          | $62459.27          | Other Instrument          |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                     | 2029-09-01      | 5.0000%  | 0.0000% | $55000.00          | $61402.24          | Other Instrument          |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                       | 2030-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11188.61          | Other Instrument          |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2029-11-01      | 5.0000%  | 0.0000% | $30000.00          | $33255.03          | Other Instrument          |
| KENTUCKY ST TPK AUTH                                             | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16365.42          | Other Instrument          |
| KING CNTY WASH                                                   | 2030-01-01      | 5.0000%  | 0.0000% | $15000.00          | $16592.82          | Other Instrument          |
| KING CNTY WASH                                                   | 2029-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27361.69          | Other Instrument          |
| KLEIN TEX INDPT SCH DIST                                         | 2036-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10860.81          | Other Instrument          |
| LANCASTER PA                                                     | 2034-11-01      | 3.1250%  | 0.0000% | $20000.00          | $20103.11          | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2031-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15258.52          | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2029-06-01      | 5.0000%  | 0.0000% | $30000.00          | $32925.73          | Other Instrument          |
| LAZARD GROUP LLC                                                 | 2029-03-11      | 4.3750%  | 0.0000% | $9000.00           | $9169.67           | Corporate Debt Securities |
| LEWISVILLE TEX INDPT SCH DIST                                    | 2039-08-15      | 5.0000%  | 0.0000% | $40000.00          | $45546.67          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2032-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32192.93          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2040-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11177.18          | Other Instrument          |
| MACOMB CNTY MICH                                                 | 2034-11-01      | 2.1190%  | 0.0000% | $3405000.00        | $2827677.62        | Other Instrument          |
| MAGNOLIA CALIF SCH DIST                                          | 2038-08-01      | 4.0000%  | 0.0000% | $50000.00          | $27130.82          | Other Instrument          |
| MAINE STATE HOUSING AUTHORITY                                    | 2042-11-15      | 3.6500%  | 0.0000% | $170000.00         | $165494.01         | Other Instrument          |
| MARYLAND ST DEPT TRANSN                                          | 2029-11-01      | 5.0000%  | 0.0000% | $700000.00         | $779513.00         | Other Instrument          |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2053-05-15      | 2.1000%  | 0.0000% | $6600000.00        | $6605712.90        | Money Market              |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10976.08          | Other Instrument          |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2041-10-01      | 5.0000%  | 0.0000% | $75000.00          | $85343.08          | Other Instrument          |
| MESQUITE TEX INDPT SCH DIST                                      | 2039-08-15      | 5.0000%  | 0.0000% | $135000.00         | $157652.70         | Other Instrument          |
| METROPOLITAN ATLANTA RAPID TRANSIT AUTHORITY                     | 2029-07-01      | 5.0000%  | 0.0000% | $35000.00          | $38306.37          | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2039-11-15      | 6.6680%  | 0.0000% | $645000.00         | $708727.08         | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2046-10-01      | 7.4620%  | 0.0000% | $510000.00         | $615195.69         | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2036-10-01      | 3.0000%  | 0.0000% | $445000.00         | $441936.92         | Other Instrument          |
| MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY                     | 2037-10-01      | 3.6250%  | 0.0000% | $55000.00          | $55657.95          | Other Instrument          |
| MICHIGAN STATE UNIVERSITY                                        | 2122-08-15      | 4.1650%  | 0.0000% | $82000.00          | $60543.03          | Other Instrument          |
| MIDLAND TEX INDPT SCH DIST                                       | 2031-02-15      | 5.0000%  | 0.0000% | $40000.00          | $45872.27          | Other Instrument          |
| MINNEAPOLIS MINN SPL SCH DIST NO 1                               | 2030-02-01      | 5.0000%  | 0.0000% | $100000.00         | $112948.11         | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11086.04          | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2035-08-01      | 5.0000%  | 0.0000% | $400000.00         | $481160.44         | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2031-08-01      | 5.0000%  | 0.0000% | $315000.00         | $366748.55         | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2027-08-01      | 5.0000%  | 0.0000% | $100000.00         | $105734.44         | Other Instrument          |
| MISSISSIPPI DEVELOPMENT BANK                                     | 2032-01-01      | 5.0000%  | 0.0000% | $45000.00          | $51210.80          | Other Instrument          |
| MISSISSIPPI (STATE OF)                                           | 2027-10-01      | 5.0000%  | 0.0000% | $35000.00          | $37176.92          | Other Instrument          |
| MISSOURI JT MUN ELEC UTIL COMMN                                  | 2031-12-01      | 5.0000%  | 0.0000% | $170000.00         | $195193.06         | Other Instrument          |
| MONTGOMERY CNTY MD HSG OPPNTYS COMMN                             | 2032-07-01      | 2.0500%  | 0.0000% | $30000.00          | $28223.74          | Other Instrument          |
| MONTGOMERY CNTY MD                                               | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11648.91          | Other Instrument          |
| MORGAN STANLEY DIRECT LENDING FUND                               | 2029-05-17      | 6.1500%  | 0.0000% | $20631000.00       | $21537130.71       | Corporate Debt Securities |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                            | 2049-09-01      | 2.3500%  | 0.0000% | $200000.00         | $201960.50         | Money Market              |
| NEVADA (STATE OF)                                                | 2029-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10995.61          | Other Instrument          |
| NEW HAMPSHIRE HEALTH AND EDUCATION FACILITIES AUTHORITY ACT      | 2028-07-01      | 5.0000%  | 0.0000% | $45000.00          | $47450.60          | Other Instrument          |
| NEW MEXICO (STATE OF)                                            | 2029-03-01      | 5.0000%  | 0.0000% | $115000.00         | $126809.86         | Other Instrument          |
| NEW ORLEANS LA                                                   | 2036-12-01      | 2.3410%  | 0.0000% | $2950000.00        | $2324826.08        | Other Instrument          |
| NEW YORK CITY OF                                                 | 2027-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10651.81          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2029-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16549.52          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2029-10-01      | 5.0000%  | 0.0000% | $120000.00         | $133008.27         | Other Instrument          |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)                  | 2032-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16772.62          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2027-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10586.91          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2032-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17158.97          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2034-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11371.81          | Other Instrument          |
| NEW YORK CITY WATER AND SEWER SYSTEM                             | 2042-06-15      | 6.0110%  | 0.0000% | $260000.00         | $270450.37         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2035-11-01      | 5.0000%  | 0.0000% | $300000.00         | $357612.33         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2042-03-15      | 5.0000%  | 0.0000% | $100000.00         | $111906.00         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2030-03-15      | 5.0000%  | 0.0000% | $295000.00         | $333105.15         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2030-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11297.26          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2034-07-01      | 4.0000%  | 0.0000% | $20000.00          | $21024.24          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16250.82          | Other Instrument          |
| NEW YORK ST URBAN DEV CORP                                       | 2039-03-15      | 5.7700%  | 0.0000% | $885000.00         | $727777.15         | Other Instrument          |
| NORTH CHARLESTON S C                                             | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10770.88          | Other Instrument          |
| NORTH TEX MUN WTR DIST TEX                                       | 2030-09-01      | 5.0000%  | 0.0000% | $20000.00          | $22828.04          | Other Instrument          |
| NORTHAMPTON CNTY PA GEN PURP AUTH                                | 2027-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10549.81          | Other Instrument          |
| OAK PARK ILL PK DIST                                             | 2028-12-15      | 5.0000%  | 0.0000% | $20000.00          | $21511.00          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2031-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11477.30          | Other Instrument          |
| OHIO ST TPK COMMN                                                | 2034-02-15      | 5.7000%  | 0.0000% | $15000.00          | $17588.78          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2032-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17056.72          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2028-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10845.14          | Other Instrument          |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                          | 2031-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32754.23          | Other Instrument          |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                          | 2027-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10416.68          | Other Instrument          |
| OKLAHOMA INDS AUTH                                               | 2030-04-01      | 5.0000%  | 0.0000% | $25000.00          | $27956.69          | Other Instrument          |
| OMAHA PUB PWR DIST NEB                                           | 2033-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5481.21           | Other Instrument          |
| OREGON (STATE OF)                                                | 2029-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10976.17          | Other Instrument          |
| OREGON (STATE OF)                                                | 2034-05-01      | 5.0000%  | 0.0000% | $100000.00         | $115518.11         | Other Instrument          |
| BLUE OWL CAPITAL CORP                                            | 2029-03-15      | 5.9500%  | 0.0000% | $19274000.00       | $19915294.17       | Corporate Debt Securities |
| PERTAMINA PERSERO PT                                             | 2049-07-30      | 4.7000%  | 0.0000% | $380000.00         | $315453.20         | Corporate Debt Securities |
| PALM BEACH CNTY FLA SCH BRD                                      | 2038-08-01      | 5.0000%  | 0.0000% | $35000.00          | $39075.44          | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2039-08-01      | 5.2500%  | 0.0000% | $10000.00          | $11419.14          | Other Instrument          |
| PALMER TWP PA                                                    | 2031-11-15      | 4.0000%  | 0.0000% | $5000.00           | $5233.37           | Other Instrument          |
| PEARLAND TEX INDPT SCH DIST                                      | 2032-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28809.56          | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2027-07-15      | 5.0000%  | 0.0000% | $15000.00          | $15620.00          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2031-12-01      | 3.0930%  | 0.0000% | $770000.00         | $725169.89         | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2031-12-01      | 5.0000%  | 0.0000% | $25000.00          | $28514.86          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2033-12-01      | 5.0000%  | 0.0000% | $25000.00          | $28299.61          | Other Instrument          |
| PHILADELPHIA PA CITY OF                                          | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10332.68          | Other Instrument          |
| PIERCE CNTY WASH                                                 | 2027-08-01      | 5.0000%  | 0.0000% | $25000.00          | $26633.28          | Other Instrument          |
| PIERCE CNTY WASH SCH DIST NO 3 PUYALLUP                          | 2029-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5221.97           | Other Instrument          |
| PORT ARTHUR TEX NAV DIST                                         | 2042-03-01      | 2.4000%  | 0.0000% | $7800000.00        | $7831200.00        | Money Market              |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $70000.00          | $75467.04          | Other Instrument          |
| PORT MORROW ORE                                                  | 2036-09-01      | 2.9870%  | 0.0000% | $6395000.00        | $5601079.05        | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                       | 2039-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16858.17          | Other Instrument          |
| PORTLAND ORE                                                     | 2033-06-15      | 1.9100%  | 0.0000% | $3375000.00        | $2884941.56        | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2048-06-15      | 5.0000%  | 0.0000% | $100000.00         | $96163.00          | Other Instrument          |
| REINSURANCE GROUP OF AMERICA INC                                 | 2033-09-15      | 6.0000%  | 0.0000% | $76000.00          | $82865.08          | Corporate Debt Securities |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                      | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5844.52           | Other Instrument          |
| ROYSE CITY TEX INDPT SCH DIST                                    | 2036-02-15      | 5.0000%  | 0.0000% | $130000.00         | $149871.37         | Other Instrument          |
| RYDER SYSTEM INC                                                 | 2033-12-01      | 6.6000%  | 0.0000% | $63000.00          | $70800.45          | Corporate Debt Securities |
| CHICAGO SALES TAX SECURITIZATION CORPORATION                     | 2030-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5454.34           | Other Instrument          |
| CHICAGO SALES TAX SECURITIZATION CORPORATION                     | 2043-01-01      | 3.4110%  | 0.0000% | $55000.00          | $43931.13          | Other Instrument          |
| SALT LAKE CITY UTAH                                              | 2033-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11649.01          | Other Instrument          |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC      | 2032-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22996.96          | Other Instrument          |
| SALT VERDE FINANCIAL CORP                                        | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11043.04          | Other Instrument          |
| SAN ANTONIO TX                                                   | 2037-02-01      | 5.0000%  | 0.0000% | $400000.00         | $470408.44         | Other Instrument          |
| SAN ANTONIO TX                                                   | 2030-05-15      | 5.0000%  | 0.0000% | $25000.00          | $27962.42          | Other Instrument          |
| SAN BERNARDINO CALIF CMNTY COLLEGE DIST                          | 2048-08-01      | 3.1210%  | 0.0000% | $90000.00          | $66865.35          | Other Instrument          |
| SAN DIEGO CALIF PUB FACS FING AUTH                               | 2031-08-01      | 5.0000%  | 0.0000% | $20000.00          | $20775.62          | Other Instrument          |
| SAN FRANCISCO CALIF CITY & CNTY                                  | 2040-06-15      | 5.5100%  | 0.0000% | $715000.00         | $739744.36         | Other Instrument          |
| SAN JOSE CALIF UNI SCH DIST                                      | 2031-08-01      | 1.6270%  | 0.0000% | $95000.00          | $84138.63          | Other Instrument          |
| SHELBY CNTY TENN                                                 | 2030-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5494.59           | Other Instrument          |
| SOCIETE GENERALE SA                                              | 2027-02-19      | 5.2500%  | 0.0000% | $505000.00         | $522598.83         | Corporate Debt Securities |
| SOUTH CAROLINA TRANSPORTATION INFRASTRUCTURE BANK                | 2033-10-01      | 4.0000%  | 0.0000% | $10000.00          | $10788.02          | Other Instrument          |
| SOUTH CAROLINA TRANSPORTATION INFRASTRUCTURE BANK                | 2029-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16676.22          | Other Instrument          |
| SOUTH DAKOTA ST HEALTH & EDL FACS AUTH                           | 2055-07-01      | 2.8700%  | 0.0000% | $10000000.00       | $10010111.11       | Other Instrument          |
| GENERAL AUTHORITY OF SOUTHCENTRAL PENNSYLVANIA                   | 2033-11-01      | 5.0000%  | 0.0000% | $40000.00          | $41658.84          | Other Instrument          |
| SOUTHEAST ENERGY AUTHORITY A COOPERATIVE DISTRICT                | 2035-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11178.39          | Other Instrument          |
| STAFFORD CNTY VA                                                 | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5337.71           | Other Instrument          |
| STANDARD CHARTERED PLC                                           | 2029-01-09      | 6.3010%  | 0.0000% | $443000.00         | $461736.94         | Corporate Debt Securities |
| SULLIVAN CNTY N Y                                                | 2032-04-01      | 3.0000%  | 0.0000% | $15000.00          | $15172.75          | Other Instrument          |
| SUZANO AUSTRIA GMBH                                              | 2030-01-15      | 5.0000%  | 0.0000% | $265000.00         | $265517.63         | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2029-04-15      | 3.3750%  | 0.0000% | $15723000.00       | $15492717.01       | Corporate Debt Securities |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2050-11-15      | 2.2000%  | 0.0000% | $15000000.00       | $15024838.71       | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2044-05-01      | 0.0000%  | 0.0000% | $1000000.00        | $1007250.00        | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2065-01-01      | 0.0000%  | 0.0000% | $190000.00         | $190391.82         | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2044-05-01      | 0.0000%  | 0.0000% | $4000000.00        | $4029000.00        | Money Market              |
| TEXAS A & M UNIVERSITY                                           | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21855.56          | Other Instrument          |
| TEXAS (STATE OF)                                                 | 2055-12-01      | 2.4000%  | 0.0000% | $35805000.00       | $35812288.51       | Money Market              |
| TEXAS ST TECHNICAL COLLEGE                                       | 2034-08-01      | 5.2500%  | 0.0000% | $535000.00         | $629295.98         | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2031-08-01      | 5.0000%  | 0.0000% | $20000.00          | $23241.22          | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2033-08-01      | 5.0000%  | 0.0000% | $100000.00         | $115343.11         | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2034-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28725.03          | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2033-10-15      | 5.0000%  | 0.0000% | $10000.00          | $11679.03          | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2030-10-15      | 5.0000%  | 0.0000% | $10000.00          | $11352.03          | Other Instrument          |
| SACRAMENTO CNTY TOB SECURITIZATION CORP                          | 2049-06-01      | 4.0000%  | 0.0000% | $50000.00          | $11538.39          | Other Instrument          |
| TOMAH WIS                                                        | 2027-03-01      | 1.4500%  | 0.0000% | $105000.00         | $102883.35         | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.0000%  | 0.0000% | $310000.00         | $342917.87         | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2035-11-15      | 3.0000%  | 0.0000% | $20000.00          | $20125.40          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2028-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10882.17          | Other Instrument          |
| TRUIST FINANCIAL CORP                                            | 2027-03-02      | 1.2670%  | 0.0000% | $373000.00         | $373984.26         | Corporate Debt Securities |
| ULSTER CNTY N Y                                                  | 2034-11-01      | 4.0000%  | 0.0000% | $80000.00          | $87451.91          | Other Instrument          |
| UNITED AIRLINES INC                                              | 2026-04-15      | 4.3750%  | 0.0000% | $6542000.00        | $6622076.81        | Corporate Debt Securities |
| UNIVERSITY OF CONNECTICUT                                        | 2031-01-15      | 5.0000%  | 0.0000% | $30000.00          | $30819.10          | Other Instrument          |
| UNIVERSITY OF ILLINOIS                                           | 2034-04-01      | 5.5000%  | 0.0000% | $90000.00          | $101955.65         | Other Instrument          |
| UNIVERSITY OF MICHIGAN                                           | 2029-04-01      | 5.0000%  | 0.0000% | $25000.00          | $27532.44          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11177.88          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2032-08-01      | 2.3200%  | 0.0000% | $34300000.00       | $30419772.67       | Money Market              |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2035-08-15      | 5.0000%  | 0.0000% | $50000.00          | $59647.33          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2039-08-15      | 5.0000%  | 0.0000% | $105000.00         | $121463.65         | Other Instrument          |
| UNIVERSITY OF WASHINGTON                                         | 2032-07-01      | 5.0000%  | 0.0000% | $65000.00          | $74925.36          | Other Instrument          |
| UNIVERSITY OF WASHINGTON                                         | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10993.88          | Other Instrument          |
| VICTOR CALIF ELEM SCH DIST                                       | 2031-08-01      | 4.0000%  | 0.0000% | $25000.00          | $25653.47          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2027-02-01      | 5.0000%  | 0.0000% | $55000.00          | $57884.81          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11520.41          | Other Instrument          |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2026-11-15      | 2.9500%  | 0.0000% | $58000.00          | $57954.52          | Corporate Debt Securities |
| VIRGINIA ST PUB BLDG AUTH                                        | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11399.11          | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                        | 2028-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16374.62          | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                        | 2034-08-01      | 5.0000%  | 0.0000% | $20000.00          | $23392.42          | Other Instrument          |
| VIRGINIA ST PUB SCH AUTH                                         | 2035-03-01      | 3.2500%  | 0.0000% | $15000.00          | $15241.07          | Other Instrument          |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | 2027-09-11      | 4.4500%  | 0.0000% | $1405000.00        | $1433369.68        | Corporate Debt Securities |
| WASHINGTON (STATE OF)                                            | 2032-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5383.81           | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2032-02-01      | 5.0000%  | 0.0000% | $25000.00          | $27492.03          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2031-08-01      | 5.0000%  | 0.0000% | $30000.00          | $31929.63          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2027-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15990.77          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $115000.00         | $127046.38         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $30000.00          | $33142.53          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2040-02-01      | 5.0000%  | 0.0000% | $305000.00         | $345669.04         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2043-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5498.96           | Other Instrument          |
| WASHINGTON ST CONV CENTER PUBLIC FACILITIES DISTRICT             | 2040-07-01      | 6.7900%  | 0.0000% | $2000000.00        | $2169039.44        | Other Instrument          |
| WASHOE CNTY NEV SCH DIST                                         | 2032-06-01      | 5.0000%  | 0.0000% | $25000.00          | $28432.36          | Other Instrument          |
| WELLS FARGO & COMPANY                                            | 2029-04-23      | 3.6400%  | 0.0000% | $3985000.00        | $4048744.13        | Corporate Debt Securities |
| WEST VIRGINIA ST PARKWAYS AUTH                                   | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11306.84          | Other Instrument          |
| WEST VIRGINIA (STATE OF)                                         | 2029-06-01      | 5.0000%  | 0.0000% | $110000.00         | $120572.59         | Other Instrument          |
| WILSON CNTY TENN                                                 | 2030-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5622.74           | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $27496.28          | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2027-05-01      | 5.0000%  | 0.0000% | $30000.00          | $31406.13          | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2033-05-01      | 5.0000%  | 0.0000% | $160000.00         | $185427.38         | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2033-05-01      | 5.0000%  | 0.0000% | $20000.00          | $20387.02          | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11741.38          | Other Instrument          |
| HIGHMARK INC                                                     | 2026-05-10      | 1.4500%  | 0.0000% | $10000.00          | $9942.82           | Corporate Debt Securities |
| BPCE SA                                                          | 2027-10-19      | 3.6400%  | 0.0000% | $460000.00         | $465239.70         | Corporate Debt Securities |

### Security 281: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA ST MUNI FIN AUTH                                      | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1939603.72        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $9950000.00        | $12270309.60       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $13222876.72       | Other Instrument                                  |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2046-08-15      | 4.0000%  | 0.0000% | $500000.00         | $462926.67         | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $6588000.00        | $5447916.59        | Other Instrument                                  |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $843005.56         | Other Instrument                                  |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3405913.14        | Other Instrument                                  |
| JPMMT_22-5                                                       | 2052-09-25      | 0.1528%  | 0.0000% | $285072000.00      | $1953636.63        | Private Label Collateralized Mortgage Obligations |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1306170.13        | Other Instrument                                  |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $3001184.03        | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1750783.00        | Other Instrument                                  |
| LOUISIANA PUB FACS AUTH                                          | 2066-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $19204088.89       | Other Instrument                                  |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5250212.36        | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $10820000.00       | $9206261.92        | Other Instrument                                  |
| MONTGOMERY CNTY PA INDL DEV AUTH                                 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1175215.67        | Other Instrument                                  |
| NEW JERSEY ST HSG & MTG FIN AGY                                  | 2039-11-01      | 3.5800%  | 0.0000% | $2100000.00        | $2111076.48        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1388322.45        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3335958.00        | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2240506.77        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2924235.19        | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2884026.53        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $10010000.00       | $10344352.07       | Other Instrument                                  |
| BALTIMORE CNTY MD                                                | 2046-07-01      | 3.3030%  | 0.0000% | $3700000.00        | $2920301.78        | Other Instrument                                  |
| BARC_23-NQM1                                                     | 2053-04-01      | 0.1900%  | 0.0000% | $425984.00         | $134.57            | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_22-RPL1                        | 2028-02-25      | 0.0000%  | 0.0000% | $32201.00          | $2955.89           | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_18-B4                             | 2051-07-15      | 4.5126%  | 0.0000% | $2742350.00        | $2282283.43        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                             | 2052-01-15      | 4.8370%  | 0.0000% | $4401150.00        | $4021636.82        | Private Label Collateralized Mortgage Obligations |
| COOPR_25-CES1                                                    | 2060-05-25      | 7.9050%  | 0.0000% | $3272000.00        | $3231629.79        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_16-667M                                 | 2036-10-10      | 3.1786%  | 0.0000% | $1625000.00        | $1488734.88        | Private Label Collateralized Mortgage Obligations |
| CSMC_19-NQM1                                                     | 2059-10-25      | 0.3529%  | 0.0000% | $133625.00         | $12.17             | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_21-INV1                                          | 2056-07-25      | 0.1828%  | 0.0000% | $79395000.00       | $580629.92         | Private Label Collateralized Mortgage Obligations |
| CSMC_21-GATE                                                     | 2036-12-15      | 10.9616% | 0.0000% | $1213000.00        | $1016522.66        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $8590000.00        | $8876921.51        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $1007969.44        | Other Instrument                                  |
| CHNGE_23-2                                                       | 2058-06-25      | 7.9620%  | 0.0000% | $1404110.00        | $1420193.49        | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-1                                                       | 2055-01-25      | 6.3813%  | 0.0000% | $1296200.00        | $1297636.87        | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                                       | 2055-06-25      | 6.6770%  | 0.0000% | $728400.00         | $754209.95         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH FINANCING AUTHORITY PA                              | 2038-06-01      | 3.8640%  | 0.0000% | $4135000.00        | $3881204.73        | Other Instrument                                  |
| COMMONWEALTH FINANCING AUTHORITY PA                              | 2041-06-01      | 3.8070%  | 0.0000% | $4150000.00        | $3664488.39        | Other Instrument                                  |
| FSMT_21-8INV                                                     | 2051-09-25      | 0.5000%  | 0.0000% | $19650969.00       | $403925.86         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-HP1                                                     | 2052-01-25      | 0.3981%  | 0.0000% | $97187800.00       | $1739900.58        | Private Label Collateralized Mortgage Obligations |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $390000.00         | $231085.55         | Other Instrument                                  |
| HAWT_21-INV2                                                     | 2051-07-25      | 0.0000%  | 0.0000% | $40095000.00       | $4554164.16        | Private Label Collateralized Mortgage Obligations |
| HAWT_21-INV2                                                     | 2051-07-25      | 0.2951%  | 0.0000% | $217284000.00      | $2478376.68        | Private Label Collateralized Mortgage Obligations |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20107425.38       | Other Instrument                                  |
| JPMMT_20-9                                                       | 2051-05-30      | 0.5980%  | 0.0000% | $19535584.00       | $303956.11         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-13                                                      | 2052-04-25      | 0.4348%  | 0.0000% | $160237000.00      | $2900230.42        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                                       | 2051-10-25      | 0.1298%  | 0.0000% | $235905000.00      | $1197887.36        | Private Label Collateralized Mortgage Obligations |
| KLX ENERGY SERVICES HOLDINGS INC                                 | 2030-03-12      | 12.1719% | 0.0000% | $128.00            | $119.04            | Corporate Debt Securities                         |
| MSRM_24-1                                                        | 2053-12-25      | 6.8205%  | 0.0000% | $1097391.00        | $980770.99         | Private Label Collateralized Mortgage Obligations |
| NCMS_19-FAME                                                     | 2036-08-15      | 3.6553%  | 0.0000% | $2429943.00        | $2207514.64        | Private Label Collateralized Mortgage Obligations |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2040-01-01      | 7.4140%  | 0.0000% | $450000.00         | $537625.08         | Other Instrument                                  |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2055-11-01      | 3.2500%  | 0.0000% | $6700000.00        | $3737979.49        | Money Market                                      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15438131.25       | Other Instrument                                  |
| OBX_21-J3                                                        | 2051-10-25      | 0.3666%  | 0.0000% | $176038000.00      | $2809507.68        | Private Label Collateralized Mortgage Obligations |
| OHIO ST HOSP FAC REV ACTING BY AND THROUGH THE OHIO DEV FING COM | 2043-01-01      | 3.7000%  | 0.0000% | $1679000.00        | $1458497.86        | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $2260000.00        | $2436507.44        | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $18700000.00       | $19456825.36       | Other Instrument                                  |
| RCKT MORTGAGE TRUST RCKT_21-5                                    | 2051-11-25      | 0.2198%  | 0.0000% | $490550000.00      | $4630004.45        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                                       | 2055-12-25      | 6.4860%  | 0.0000% | $972384.00         | $872833.02         | Private Label Collateralized Mortgage Obligations |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6880000.00        | $7719630.42        | Other Instrument                                  |
| TEXAS WATER DEV BRD                                              | 2047-10-15      | 4.1250%  | 0.0000% | $15000000.00       | $14576718.75       | Other Instrument                                  |
| TREST_9                                                          | 2039-01-18      | 10.7654% | 0.0000% | $4000000.00        | $4029789.59        | Asset-Backed Securities                           |
| UNITI_25-1A                                                      | 2055-04-20      | 9.0180%  | 0.0000% | $5985116.00        | $6339512.68        | Asset-Backed Securities                           |
| UNIVERSITY OF MICHIGAN                                           | 2040-04-01      | 2.4370%  | 0.0000% | $18522000.00       | $14120536.36       | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $16979133.89       | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                                           | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2767576.44        | Other Instrument                                  |
| VENTURA CNTY CALIF PUB FING AUTH                                 | 2043-11-01      | 3.2440%  | 0.0000% | $10000000.00       | $7863498.89        | Other Instrument                                  |
| WFMBS_21-2                                                       | 2051-06-26      | 0.2861%  | 0.0000% | $301178603.00      | $3695674.59        | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-2                                                       | 2051-06-26      | 0.5000%  | 0.0000% | $16227000.00       | $376436.81         | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-INV1                                                    | 2051-08-25      | 0.3136%  | 0.0000% | $172466031.00      | $2024432.55        | Private Label Collateralized Mortgage Obligations |
| GRUBHUB HOLDINGS INC                                             | 2030-07-31      | 13.0000% | 0.0000% | $30.00             | $26.05             | Corporate Debt Securities                         |

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

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRY3VV1K9
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JPMCC COML MTG SEC TR 2016-JP3 D      20490817 FLT     | 2049-08-17      | 3.4268%  | 0.0000% | $1753439.00        | $1282943.11        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT 3%41         | 2041-02-15      | 3.0000%  | 0.0000% | $6240000.00        | $4737033.60        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 27         | 2027-09-15      | 4.8750%  | 0.0000% | $747000.00         | $760207.89         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32           | 2032-05-01      | 2.5610%  | 0.0000% | $1000.00           | $913.46            | Corporate Debt Securities                         |
| ALIGNED DT CEN ISS LLC 2021-1  B      20460815 2.48200 | 2046-08-15      | 2.4820%  | 0.0000% | $130945.00         | $129015.02         | Asset-Backed Securities                           |
| AMEREN ILL CO                  1M GLBL BD3.7%47        | 2047-12-01      | 3.7000%  | 0.0000% | $15000.00          | $11597.01          | Corporate Debt Securities                         |
| APIDOS CLO 2020-32R            A-1R   20330121 FLT     | 2033-01-21      | 4.7676%  | 0.0000% | $426703.00         | $305666.35         | Asset-Backed Securities                           |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.85%29         | 2029-02-26      | 4.8500%  | 0.0000% | $93000.00          | $97315.87          | Corporate Debt Securities                         |
| BNG BK N V                     SR -1744 144A 26        | 2026-10-01      | 3.6250%  | 0.0000% | $1880000.00        | $1901230.16        | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023-FL0      B      20350917 FLT     | 2035-09-17      | 6.9452%  | 0.0000% | $3894500.00        | $3913403.24        | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      VR 012226-012230        | 2030-01-22      | 4.2869%  | 0.0000% | $3055000.00        | $3058271.33        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT     | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $90894.54          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-S    20621215 FLT     | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3216590.37        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP          SR GLBL BD 28           | 2028-01-13      | 4.6250%  | 0.0000% | $672000.00         | $674005.27         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          SR GLBL BD4.5%29        | 2029-05-30      | 4.5000%  | 0.0000% | $3153000.00        | $3147482.25        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%31         | 2031-03-18      | 6.2500%  | 0.0000% | $5138000.00        | $5490552.43        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.125%32        | 2032-01-22      | 6.1250%  | 0.0000% | $202000.00         | $208498.56         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35           | 2035-04-24      | 5.7950%  | 0.0000% | $3273000.00        | $3467787.14        | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1            B-2    20500215 4.52000 | 2050-02-15      | 4.5200%  | 0.0000% | $896769.00         | $881105.43         | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2018-IIIR     A-1-R  20381018 FLT     | 2038-10-18      | 4.9376%  | 0.0000% | $2032853.00        | $2040520.04        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2021-6        A      20341016 FLT     | 2034-10-16      | 5.0738%  | 0.0000% | $617119.00         | $619361.66         | Asset-Backed Securities                           |
| CRIBS MTG TR 2025-RTL1         A1     20400525 FLT     | 2040-05-25      | 5.8110%  | 0.0000% | $799462.00         | $806915.45         | Private Label Collateralized Mortgage Obligations |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34        | 2034-09-10      | 4.7000%  | 0.0000% | $115000.00         | $116814.44         | Corporate Debt Securities                         |
| CANYON CLO LTD 2025-2          A-1    20381015 FLT     | 2038-10-15      | 5.4193%  | 0.0000% | $6013051.00        | $6159261.63        | Asset-Backed Securities                           |
| CENTENE CORP DEL               SR GLBL NT 29           | 2029-12-15      | 4.6250%  | 0.0000% | $165000.00         | $161459.31         | Corporate Debt Securities                         |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT     | 2066-10-25      | 1.1100%  | 0.0000% | $100025.00         | $48869.84          | Private Label Collateralized Mortgage Obligations |
| COMPASS DATACTR ISS III 2025-2 A-2    20500225 5.83500 | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1069227.46        | Asset-Backed Securities                           |
| CONE 2024-DWF1                 C      20410815 FLT     | 2041-08-15      | 6.3704%  | 0.0000% | $3197900.00        | $3205358.59        | Private Label Collateralized Mortgage Obligations |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 26           | 2026-04-01      | 4.7500%  | 0.0000% | $1000.00           | $1016.71           | Corporate Debt Securities                         |
| DEERE FUNDING CANADA CORP      SR GLBL NT 30           | 2030-10-09      | 4.1500%  | 0.0000% | $147000.00         | $148610.51         | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.3%27          | 2027-10-24      | 5.3000%  | 0.0000% | $2678000.00        | $2780469.21        | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30           | 2030-03-15      | 6.2500%  | 0.0000% | $600000.00         | $643456.50         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44           | 2044-03-15      | 4.8500%  | 0.0000% | $2248000.00        | $2100210.86        | Corporate Debt Securities                         |
| EQUINOR ASA                    3.625%28                | 2028-09-10      | 3.6250%  | 0.0000% | $339000.00         | $342975.53         | Corporate Debt Securities                         |
| FIP MSTR FDG 2023-1 LLC        A-2    20530315 6.97000 | 2053-03-15      | 6.9700%  | 0.0000% | $170808.00         | $171224.96         | Asset-Backed Securities                           |
| FLATIRON RR CLO 27 LTD         A-1    20371018 FLT     | 2037-10-18      | 5.0276%  | 0.0000% | $1752531.00        | $1762216.47        | Asset-Backed Securities                           |
| GNII SF MA8269 M                                       | 2052-09-20      | 5.0000%  | 0.0000% | $212584.00         | $155759.89         | Agency Mortgage-Backed Securities                 |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT     | 2041-05-15      | 5.8208%  | 0.0000% | $2116000.00        | $2129066.99        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 ALT TIER I COCO         | 2079-12-31      | 6.0000%  | 0.0000% | $11137000.00       | $11395526.89       | Corporate Debt Securities                         |
| INDUSTRIAL BK KOREA            VR 062425-062428        | 2028-06-24      | 4.2630%  | 0.0000% | $363000.00         | $365908.26         | Corporate Debt Securities                         |
| J.P. MORGAN CHASE CM 2023-CCDC A      20401005 FLT     | 2040-10-05      | 7.2355%  | 0.0000% | $557000.00         | $588672.45         | Private Label Collateralized Mortgage Obligations |
| JGWPT XLI LLC 2018-1           A      20721017 3.74000 | 2072-10-17      | 3.7400%  | 0.0000% | $4558000.00        | $2703563.22        | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             A      20390222 FLT     | 2039-02-22      | 5.1233%  | 0.0000% | $182500.00         | $74058.28          | Private Label Collateralized Mortgage Obligations |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%33        | 2033-07-15      | 4.1250%  | 0.0000% | $500000.00         | $502159.38         | Corporate Debt Securities                         |
| LAUREL RD PRIME SL TR 2017-C   C      20421125 3.29000 | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $272724.48         | Asset-Backed Securities                           |
| LEAR CORP                      SR GLBL NT3.8%27        | 2027-09-15      | 3.8000%  | 0.0000% | $833000.00         | $840888.51         | Corporate Debt Securities                         |
| MFI LLC 2022-B1                A      20371120 FLT     | 2037-11-20      | 5.7002%  | 0.0000% | $202500.00         | $202889.15         | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1                B      20371120 FLT     | 2037-11-20      | 6.3802%  | 0.0000% | $9100000.00        | $9116557.47        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16              B      20391118 FLT     | 2039-11-18      | 5.8174%  | 0.0000% | $1720080.00        | $1676840.16        | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLC              A-S    20390321 FLT     | 2039-03-21      | 5.9154%  | 0.0000% | $4063012.00        | $4077512.67        | Asset-Backed Securities                           |
| MASTERCARD INCORPORATED        SR GLBL NT 2%31         | 2031-11-18      | 2.0000%  | 0.0000% | $15000.00          | $13405.80          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%052645           | 2045-05-26      | 4.6000%  | 0.0000% | $406000.00         | $362528.68         | Corporate Debt Securities                         |
| METLIFE REINS CO CHARLESTON    SR SEC FL 144A42        | 2042-12-31      | 4.5003%  | 0.0000% | $33900000.00       | $7651385.97        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 37           | 2037-01-14      | 5.0570%  | 0.0000% | $4898000.00        | $4917139.21        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841         | 2041-01-18      | 5.3140%  | 0.0000% | $2095000.00        | $2082086.65        | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29        | 2029-04-01      | 3.8750%  | 0.0000% | $29000.00          | $28752.31          | Corporate Debt Securities                         |
| NELNET STUDENT LN TR 2021-A    B-2    20620420 2.85000 | 2062-04-20      | 2.8500%  | 0.0000% | $683875.00         | $615204.15         | Asset-Backed Securities                           |
| OHA CREDIT PARTNERS 2016-13R2  A-1-R2 20371021 FLT     | 2037-10-21      | 5.0497%  | 0.0000% | $3658593.00        | $3672211.83        | Asset-Backed Securities                           |
| OBX TRUST 2021-NQM4            A-1    20611025 1.95700 | 2061-10-25      | 1.9570%  | 0.0000% | $134999.00         | $73406.87          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM2               A-3    20641125 FLT     | 2064-11-25      | 5.9520%  | 0.0000% | $658580.00         | $499018.90         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-3    20650525 FLT     | 2065-05-25      | 5.7720%  | 0.0000% | $104876.00         | $92287.68          | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT     | 2039-09-19      | 5.5048%  | 0.0000% | $883500.00         | $416465.57         | Private Label Collateralized Mortgage Obligations |
| PK ALIFT LOAN  6 FDG LP 2025-1 B      20421115 FLT     | 2042-11-15      | 5.8110%  | 0.0000% | $4951322.00        | $4568269.61        | Asset-Backed Securities                           |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49         | 2049-12-01      | 5.2120%  | 0.0000% | $8476000.00        | $8313107.29        | Asset-Backed Securities                           |
| PK ALIFT LN FDG LP 2024-2      C      20391015 5.43200 | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $243429.40         | Asset-Backed Securities                           |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63         | 2063-05-19      | 5.3400%  | 0.0000% | $530000.00         | $500781.98         | Corporate Debt Securities                         |
| POLAND REP                     GLBL NT 5.125%34        | 2034-09-18      | 5.1250%  | 0.0000% | $241000.00         | $249235.37         | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2023-CES3  M-1    20431125 FLT     | 2043-11-25      | 7.9880%  | 0.0000% | $5296000.00        | $5429452.72        | Private Label Collateralized Mortgage Obligations |
| RESIDEO FDG INC                SR GLBL 144A 32         | 2032-07-15      | 6.5000%  | 0.0000% | $611000.00         | $621966.43         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL BBB BD35        | 2035-05-15      | 5.3500%  | 0.0000% | $372000.00         | $387138.85         | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26        | 2026-09-23      | 3.2000%  | 0.0000% | $401000.00         | $403742.39         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         ALT TIER I PERP         | 2500-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2940841.67        | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.29000 | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181544.48         | Asset-Backed Securities                           |
| STORE MSTR FDG I-VII 2018-1    A-4    20481020 4.74000 | 2048-10-20      | 4.7400%  | 0.0000% | $2229121.00        | $2081585.23        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.43600 | 2054-06-25      | 5.4360%  | 0.0000% | $112000.00         | $112202.94         | Asset-Backed Securities                           |
| T MOBILE USA INC               GLBL NT 5.65%53         | 2053-01-15      | 5.6500%  | 0.0000% | $1425000.00        | $1380346.44        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT     | 2056-10-25      | 3.7500%  | 0.0000% | $6404864.00        | $6235460.68        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2017-6          B1     20571025 FLT     | 2057-10-25      | 3.2950%  | 0.0000% | $4356477.00        | $3704723.09        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT     | 2058-03-25      | 3.5000%  | 0.0000% | $11626727.00       | $10637134.92       | Asset-Backed Securities                           |
| TOWD PT MTG TR 2019-1          M2     20580325 FLT     | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $117766.08         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT     | 2059-10-25      | 3.7500%  | 0.0000% | $577146.00         | $494628.45         | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   ALT TIER I PERP         | 2500-12-31      | 3.8750%  | 0.0000% | $731000.00         | $732266.86         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES          SR GLBL NT 6%36         | 2036-05-07      | 6.0000%  | 0.0000% | $240000.00         | $244736.00         | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C22     A-S    20570917 FLT     | 2057-09-17      | 4.0690%  | 0.0000% | $19641.00          | $16028.25          | Private Label Collateralized Mortgage Obligations |
| WAYFAIR LLC                    SR SEC GLBL 30          | 2030-09-15      | 7.7500%  | 0.0000% | $871000.00         | $952005.18         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2016-LC24  B      20491018 3.62100 | 2049-10-18      | 3.6210%  | 0.0000% | $98145.00          | $95083.26          | Private Label Collateralized Mortgage Obligations |
| WILLIAMS COS INC               SR GLBL NT 44           | 2044-06-24      | 5.7500%  | 0.0000% | $2098000.00        | $2105049.28        | Corporate Debt Securities                         |
| ZIGGO B V                      1LIEN GLBL 30           | 2030-01-15      | 4.8750%  | 0.0000% | $1072000.00        | $1028507.62        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP         | 2500-12-31      | 4.8750%  | 0.0000% | $2359000.00        | $2404434.34        | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CORP        SR GLBL REGS 28         | 2028-04-30      | 4.7500%  | 0.0000% | $408000.00         | $419283.24         | Corporate Debt Securities                         |
| MISSION LN CR CD MT TR 2024-A  A-2    20290815 FLT     | 2029-08-15      | 5.3574%  | 0.0000% | $1449000.00        | $1453043.04        | Corporate Debt Securities                         |
| MISSION LANE CR MSTR TR 2025-C A      20301216 4.78000 | 2030-12-16      | 4.7800%  | 0.0000% | $11064000.00       | $11119548.65       | Corporate Debt Securities                         |
| AIRPORT AUTHORITY HONG KONG    SR -A REGS NT 32        | 2032-01-12      | 2.5000%  | 0.0000% | $899000.00         | $822054.59         | Corporate Debt Securities                         |
| KEB HANA BANK                  VR 102125-102128        | 2028-10-21      | 4.2749%  | 0.0000% | $468000.00         | $470088.35         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP     SR REGS NT 28           | 2028-03-12      | 4.1250%  | 0.0000% | $13293000.00       | $13559159.09       | Corporate Debt Securities                         |

### Security 283: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ATMOS ENERGY CORP                                               | 2032-10-15      | 5.4500%  | 0.0000% | $50000.00          | $53634.79          | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC                                           | 2052-01-15      | 2.9500%  | 0.0000% | $100000.00         | $65308.92          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX SARL                                        | 2032-01-15      | 3.6250%  | 0.0000% | $741000.00         | $697429.51         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                             | 2043-04-15      | 4.7500%  | 0.0000% | $15000.00          | $14309.16          | Corporate Debt Securities                         |
| ALCON FINANCE CORP                                              | 2049-09-23      | 3.8000%  | 0.0000% | $14734000.00       | $11565682.50       | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                                      | 2031-08-15      | 3.3750%  | 0.0000% | $149000.00         | $141815.03         | Corporate Debt Securities                         |
| ALIBABA GROUP HOLDING LTD                                       | 2051-02-09      | 3.1500%  | 0.0000% | $340000.00         | $238072.25         | Corporate Debt Securities                         |
| AMEREN CORPORATION                                              | 2035-03-15      | 5.3750%  | 0.0000% | $80000.00          | $83654.10          | Corporate Debt Securities                         |
| AMERICAN AIRLINES PASS THROUGH TRUST 2021-1A                    | 2036-01-11      | 2.8750%  | 0.0000% | $550000.00         | $406576.91         | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                                     | 2050-05-01      | 3.4500%  | 0.0000% | $3800000.00        | $2741962.83        | Corporate Debt Securities                         |
| ARIZONA BRD REGENTS UNIV ARIZ SYS                               | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11368.98          | Other Instrument                                  |
| AUSTIN TX (CITY OF)                                             | 2036-09-01      | 5.0000%  | 0.0000% | $20000.00          | $23717.09          | Other Instrument                                  |
| BPCE SA                                                         | 2037-01-13      | 5.4170%  | 0.0000% | $4000000.00        | $4008672.11        | Corporate Debt Securities                         |
| BSPRT_23-FL10                                                   | 2035-09-15      | 5.9392%  | 0.0000% | $10000000.00       | $6110459.65        | Private Label Collateralized Mortgage Obligations |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_25-BOCA                     | 2042-12-15      | 5.2802%  | 0.0000% | $5000000.00        | $5042250.40        | Private Label Collateralized Mortgage Obligations |
| BANK OF MONTREAL                                                | 2037-01-10      | 3.0880%  | 0.0000% | $84000.00          | $75970.07          | Corporate Debt Securities                         |
| BAY SQUARE FUNDING LLC                                          | 2026-05-05      | 0.0000%  | 0.0000% | $15208900.00       | $15056978.30       | Money Market                                      |
| BAYER US FINANCE II LLC                                         | 2048-06-25      | 4.8750%  | 0.0000% | $300000.00         | $258467.87         | Corporate Debt Securities                         |
| BECTON DICKINSON AND COMPANY                                    | 2029-06-07      | 5.0810%  | 0.0000% | $86000.00          | $89016.91          | Corporate Debt Securities                         |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                   | 2060-03-25      | 0.9700%  | 0.0000% | $325998.00         | $17527.78          | Private Label Collateralized Mortgage Obligations |
| BUNGE FINANCE LTD CORP                                          | 2031-04-21      | 3.2000%  | 0.0000% | $3112000.00        | $2957551.44        | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                                | 2044-04-01      | 4.9000%  | 0.0000% | $72000.00          | $69149.32          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                                 | 2055-09-15      | 6.2000%  | 0.0000% | $22000.00          | $22913.59          | Corporate Debt Securities                         |
| CAMPBELLS CO                                                    | 2048-03-15      | 4.8000%  | 0.0000% | $2257000.00        | $1982751.93        | Corporate Debt Securities                         |
| CARGILL INC                                                     | 2031-11-10      | 2.1250%  | 0.0000% | $3310000.00        | $2954877.46        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                         | 2052-03-01      | 3.6000%  | 0.0000% | $1158000.00        | $867608.34         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS LP                                     | 2032-01-31      | 3.2500%  | 0.0000% | $3097000.00        | $2908175.91        | Corporate Debt Securities                         |
| CITIGROUP INC                                                   | 2034-05-25      | 6.1740%  | 0.0000% | $764000.00         | $820068.05         | Corporate Debt Securities                         |
| CLARK CNTY WASH SCH DIST NO 114 EVERGREEN                       | 2032-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16642.57          | Other Instrument                                  |
| COLLEYVILLE TEX                                                 | 2031-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28161.17          | Other Instrument                                  |
| COMCAST CORPORATION                                             | 2064-05-15      | 5.5000%  | 0.0000% | $53000.00          | $48239.45          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                     | 2031-06-15      | 2.4000%  | 0.0000% | $348000.00         | $319133.40         | Corporate Debt Securities                         |
| UBS GROUP AG                                                    | 2037-03-23      | 5.0100%  | 0.0000% | $100000.00         | $100843.42         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                                | 2029-11-15      | 3.1000%  | 0.0000% | $65000.00          | $62484.39          | Corporate Debt Securities                         |
| CROWN CASTLE INC                                                | 2051-01-15      | 3.2500%  | 0.0000% | $105000.00         | $69890.54          | Corporate Debt Securities                         |
| DALLAS TEX INDPT SCH DIST                                       | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28876.17          | Other Instrument                                  |
| DEUTSCHE TELEKOM AG                                             | 2050-01-21      | 3.6250%  | 0.0000% | $9296000.00        | $6766430.58        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                                          | 2033-03-15      | 6.2500%  | 0.0000% | $16000.00          | $17652.92          | Corporate Debt Securities                         |
| TWDC ENTERPRISES 18 CORP                                        | 2046-07-30      | 3.0000%  | 0.0000% | $333000.00         | $231964.47         | Corporate Debt Securities                         |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                            | 2036-12-01      | 5.0000%  | 0.0000% | $200000.00         | $227306.89         | Other Instrument                                  |
| FIFTH THIRD BANCORP                                             | 2037-01-29      | 5.4150%  | 0.0000% | $20000.00          | $19922.06          | Corporate Debt Securities                         |
| FIRSTENERGY CORP                                                | 2050-03-01      | 3.4000%  | 0.0000% | $100000.00         | $71149.22          | Corporate Debt Securities                         |
| FLORIDA ST DEPT TRANSN                                          | 2027-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10425.18          | Other Instrument                                  |
| FOOTHILL EASTERN TRANSN CORRIDOR AGY CALIF                      | 2053-01-15      | 3.9240%  | 0.0000% | $40000.00          | $31224.60          | Other Instrument                                  |
| FCO_29                                                          | 2033-04-20      | 5.9176%  | 0.0000% | $19000000.00       | $18889491.93       | Asset-Backed Securities                           |
| GENERAL DYNAMICS CORP                                           | 2031-06-01      | 2.2500%  | 0.0000% | $2028000.00        | $1847401.53        | Corporate Debt Securities                         |
| GEORGIA (STATE OF)                                              | 2029-07-01      | 5.0000%  | 0.0000% | $100000.00         | $109653.78         | Other Instrument                                  |
| GOLDMAN SACHS GROUP INC/THE                                     | 2032-04-22      | 2.6150%  | 0.0000% | $850000.00         | $780179.82         | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                       | 2035-07-15      | 6.7500%  | 0.0000% | $60000.00          | $63098.55          | Corporate Debt Securities                         |
| HOUSTON CITY OF                                                 | 2032-11-15      | 1.8220%  | 0.0000% | $1500000.00        | $1126121.77        | Other Instrument                                  |
| INDONESIA (REPUBLIC OF)                                         | 2029-09-18      | 3.4000%  | 0.0000% | $380000.00         | $375138.53         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                         | 2071-03-12      | 3.3500%  | 0.0000% | $390000.00         | $247139.75         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                            | 2032-02-09      | 2.7200%  | 0.0000% | $303000.00         | $279384.18         | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                                             | 2054-06-20      | 7.7780%  | 0.0000% | $3526000.00        | $4312587.92        | Corporate Debt Securities                         |
| JPMMT_25-HE2                                                    | 2055-11-20      | 6.0030%  | 0.0000% | $1116000.00        | $1122206.63        | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-INV2                                                   | 2050-10-25      | 0.9500%  | 0.0000% | $8760619.00        | $304993.64         | Private Label Collateralized Mortgage Obligations |
| KIMCO REALTY OP LLC                                             | 2032-04-01      | 3.2000%  | 0.0000% | $37000.00          | $34768.82          | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                                | 2035-03-15      | 5.6500%  | 0.0000% | $79000.00          | $82385.74          | Corporate Debt Securities                         |
| LINCOLN NATIONAL CORPORATION                                    | 2034-03-15      | 5.8520%  | 0.0000% | $83000.00          | $88620.35          | Corporate Debt Securities                         |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                   | 2038-07-01      | 5.0000%  | 0.0000% | $105000.00         | $115488.22         | Other Instrument                                  |
| LOWES COMPANIES INC                                             | 2050-10-15      | 3.0000%  | 0.0000% | $2309000.00        | $1505698.90        | Corporate Debt Securities                         |
| MCCORMICK & COMPANY INCORPORATED                                | 2027-08-15      | 3.4000%  | 0.0000% | $76000.00          | $76580.89          | Corporate Debt Securities                         |
| MIAMI-DADE CNTY FLA INDL DEV AUTH                               | 2032-04-01      | 2.4000%  | 0.0000% | $350000.00         | $262700.61         | Money Market                                      |
| MORGAN STANLEY                                                  | 2032-02-13      | 1.7940%  | 0.0000% | $1817000.00        | $1611410.39        | Corporate Debt Securities                         |
| MORGAN STANLEY                                                  | 2028-01-21      | 2.4750%  | 0.0000% | $468000.00         | $461569.10         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                  | 2027-04-23      | 3.9500%  | 0.0000% | $57000.00          | $57584.99          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BANK NA                                  | 2028-07-06      | 4.4660%  | 0.0000% | $14675000.00       | $14808063.12       | Corporate Debt Securities                         |
| MOSAIC CO/THE                                                   | 2043-11-15      | 5.6250%  | 0.0000% | $142000.00         | $138973.80         | Corporate Debt Securities                         |
| MUFG SECURITIES (CANADA) LTD                                    | 2026-06-01      | 0.0000%  | 0.0000% | $12076800.00       | $12016416.00       | Money Market                                      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP               | 2032-12-15      | 4.1500%  | 0.0000% | $90000.00          | $88594.88          | Corporate Debt Securities                         |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                  | 2029-06-15      | 5.0000%  | 0.0000% | $20000.00          | $21819.60          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                             | 2039-11-01      | 5.0000%  | 0.0000% | $235000.00         | $267785.11         | Other Instrument                                  |
| NORINCHUKIN BANK THE                                            | 2035-09-09      | 5.3590%  | 0.0000% | $443000.00         | $459386.31         | Corporate Debt Securities                         |
| ORACLE CORPORATION                                              | 2034-09-27      | 4.7000%  | 0.0000% | $311000.00         | $293042.34         | Corporate Debt Securities                         |
| PPL ELECTRIC UTILITIES CORPORATION                              | 2044-06-15      | 4.1250%  | 0.0000% | $473000.00         | $399787.29         | Corporate Debt Securities                         |
| PERTAMINA PERSERO PT                                            | 2029-07-30      | 3.6500%  | 0.0000% | $445000.00         | $432317.50         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2050-07-01      | 4.9500%  | 0.0000% | $85000.00          | $72922.14          | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2027-06-06      | 4.4000%  | 0.0000% | $400000.00         | $404624.00         | Corporate Debt Securities                         |
| PHOENIX ARIZ CIVIC IMPT CORP                                    | 2031-07-01      | 5.5000%  | 0.0000% | $10000.00          | $11603.31          | Other Instrument                                  |
| PLACENTIA CALIF PUB FING AUTH                                   | 2045-06-01      | 4.5810%  | 0.0000% | $555000.00         | $507407.50         | Other Instrument                                  |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                              | 2033-01-15      | 5.2500%  | 0.0000% | $70000.00          | $71849.23          | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | 2053-03-15      | 5.1250%  | 0.0000% | $847000.00         | $809773.29         | Corporate Debt Securities                         |
| QUINCY MASS                                                     | 2037-05-01      | 5.0000%  | 0.0000% | $780000.00         | $906836.67         | Other Instrument                                  |
| RWJ BARNABAS HEALTH INC                                         | 2026-03-31      | 0.0000%  | 0.0000% | $31945400.00       | $31785673.00       | Money Market                                      |
| REALTY INCOME CORP                                              | 2031-01-15      | 3.2500%  | 0.0000% | $42383000.00       | $40266145.75       | Corporate Debt Securities                         |
| SEMPRA                                                          | 2048-02-01      | 4.0000%  | 0.0000% | $8754000.00        | $6898404.89        | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS COMPANY (THE)                                  | 2030-05-15      | 2.3000%  | 0.0000% | $158000.00         | $146483.64         | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                         | 2032-02-01      | 2.6500%  | 0.0000% | $140000.00         | $128117.69         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD                                    | 2034-07-05      | 5.3000%  | 0.0000% | $294000.00         | $303793.30         | Corporate Debt Securities                         |
| TEXAS ST UNIV SYS                                               | 2037-03-15      | 5.0000%  | 0.0000% | $310000.00         | $360030.90         | Other Instrument                                  |
| UNION PACIFIC CORPORATION                                       | 2062-09-16      | 2.9730%  | 0.0000% | $68000.00          | $40780.70          | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                       | 2049-03-15      | 4.2500%  | 0.0000% | $58000.00          | $48870.08          | Corporate Debt Securities                         |
| UNIVERSITY OF CALIFORNIA                                        | 2031-05-15      | 5.0000%  | 0.0000% | $20000.00          | $21524.73          | Other Instrument                                  |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-D                    | 2029-02-15      | 5.7900%  | 0.0000% | $1635000.00        | $1194156.84        | Asset-Backed Securities                           |
| UBS GROUP AG                                                    | 2031-04-01      | 4.1940%  | 0.0000% | $589000.00         | $591558.32         | Corporate Debt Securities                         |
| UBS GROUP AG                                                    | 2029-09-22      | 6.2460%  | 0.0000% | $200000.00         | $214725.60         | Corporate Debt Securities                         |

### Security 284: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON.COM INC                                    | 2061-05-12      | 3.2500%  | 0.0000% | $165000.00         | $107006.08         | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                   | 2044-11-10      | 4.2500%  | 0.0000% | $72000.00          | $62075.84          | Corporate Debt Securities                         |
| PIEDMONT NATURAL GAS COMPANY INC                  | 2033-06-15      | 5.4000%  | 0.0000% | $6000.00           | $6276.42           | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC        | 2050-05-15      | 3.9500%  | 0.0000% | $18000.00          | $14129.63          | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                    | 2034-10-28      | 5.7500%  | 0.0000% | $751000.00         | $806720.03         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                    | 2050-06-18      | 5.1000%  | 0.0000% | $367024.00         | $345259.47         | Corporate Debt Securities                         |
| BHP BILLITON FINANCE (USA) LTD                    | 2035-02-21      | 5.3000%  | 0.0000% | $341000.00         | $360644.44         | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2034-09-06      | 5.4500%  | 0.0000% | $78000.00          | $80991.30          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2053-09-15      | 7.1250%  | 0.0000% | $70000.00          | $75247.11          | Corporate Debt Securities                         |
| AB BSL CLO LTD ABBSL_21-2A                        | 2034-04-15      | 7.2838%  | 0.0000% | $3000000.00        | $2997314.75        | Asset-Backed Securities                           |
| AT&T INC                                          | 2035-08-15      | 5.3750%  | 0.0000% | $135000.00         | $142786.18         | Corporate Debt Securities                         |
| AT&T INC                                          | 2032-11-01      | 4.5500%  | 0.0000% | $90000.00          | $90872.55          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC                    | 2050-05-15      | 2.8000%  | 0.0000% | $2940000.00        | $1909804.40        | Corporate Debt Securities                         |
| ALABAMA ST HWY AUTH                               | 2031-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11445.19          | Other Instrument                                  |
| RIO TINTO ALCAN INC                               | 2033-12-15      | 6.1250%  | 0.0000% | $340000.00         | $374478.13         | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                        | 2035-04-15      | 4.7500%  | 0.0000% | $473000.00         | $464114.30         | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2021-1B PASS THROUGH TRUSTS     | 2032-01-11      | 3.9500%  | 0.0000% | $96000.00          | $63306.01          | Corporate Debt Securities                         |
| AMERICAN INTERNATIONAL GROUP INC                  | 2050-06-30      | 4.3750%  | 0.0000% | $3135000.00        | $2642885.99        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2042-01-15      | 4.9500%  | 0.0000% | $95000.00          | $91337.04          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2038-04-15      | 4.3750%  | 0.0000% | $324000.00         | $311671.94         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                               | 2036-01-15      | 5.0000%  | 0.0000% | $28000.00          | $27851.69          | Corporate Debt Securities                         |
| APPLE INC                                         | 2060-08-20      | 2.5500%  | 0.0000% | $66000.00          | $37266.46          | Corporate Debt Securities                         |
| ATHENE GLOBAL FUNDING                             | 2031-07-11      | 5.5260%  | 0.0000% | $35000.00          | $36047.43          | Corporate Debt Securities                         |
| ATHENE GLOBAL FUNDING                             | 2031-06-07      | 2.6730%  | 0.0000% | $25000.00          | $22524.63          | Corporate Debt Securities                         |
| AUSTIN TX (CITY OF)                               | 2030-09-01      | 5.0000%  | 0.0000% | $50000.00          | $56921.72          | Other Instrument                                  |
| AUSTIN TX (CITY OF)                               | 2038-09-01      | 5.0000%  | 0.0000% | $110000.00         | $126698.49         | Other Instrument                                  |
| AUSTIN TEX CMNTY COLLEGE DIST                     | 2037-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11562.71          | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST                         | 2033-08-01      | 4.0000%  | 0.0000% | $50000.00          | $54061.44          | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST                         | 2035-08-01      | 5.0000%  | 0.0000% | $100000.00         | $119221.11         | Other Instrument                                  |
| BXT_19-IMC                                        | 2034-04-17      | 5.6262%  | 0.0000% | $3000000.00        | $2969532.51        | Private Label Collateralized Mortgage Obligations |
| BANK OF NOVA SCOTIA                               | 2031-02-14      | 5.1300%  | 0.0000% | $337000.00         | $354630.16         | Corporate Debt Securities                         |
| BASTROP TEX INDPT SCH DIST                        | 2028-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21561.13          | Other Instrument                                  |
| BAY AREA TOLL AUTHORITY                           | 2055-04-01      | 2.6500%  | 0.0000% | $15000000.00       | $15029354.84       | Money Market                                      |
| BAY AREA TOLL AUTHORITY                           | 2059-04-01      | 2.6500%  | 0.0000% | $8495000.00        | $8511624.62        | Money Market                                      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B11             | 2052-05-15      | 3.5421%  | 0.0000% | $15829312.00       | $15430640.61       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_23-B39             | 2056-07-15      | 5.5023%  | 0.0000% | $400000.00         | $420203.35         | Private Label Collateralized Mortgage Obligations |
| BERK HATH FIN                                     | 2043-05-15      | 4.3000%  | 0.0000% | $90000.00          | $80879.25          | Corporate Debt Securities                         |
| BIRMINGHAM ALA                                    | 2027-03-01      | 3.2510%  | 0.0000% | $390000.00         | $392950.56         | Other Instrument                                  |
| BLACKSTONE HOLDINGS FINANCE CO LLC                | 2050-09-30      | 2.8000%  | 0.0000% | $80000.00          | $50414.67          | Corporate Debt Securities                         |
| BNP PARIBAS SA                                    | 2035-11-19      | 5.9060%  | 0.0000% | $200000.00         | $209755.59         | Corporate Debt Securities                         |
| BOEING CO                                         | 2034-05-01      | 3.6000%  | 0.0000% | $192000.00         | $176830.08         | Corporate Debt Securities                         |
| BOSTON PROP                                       | 2034-01-15      | 6.5000%  | 0.0000% | $107000.00         | $115219.56         | Corporate Debt Securities                         |
| BRAZOSPORT TEX INDPT SCH DIST                     | 2029-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22045.73          | Other Instrument                                  |
| BREVARD CNTY FLA SCH BRD                          | 2030-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22229.56          | Other Instrument                                  |
| BRISTOL-MYERS SQUIBB CO                           | 2042-08-01      | 3.2500%  | 0.0000% | $176000.00         | $138015.63         | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                            | 2034-01-05      | 6.3500%  | 0.0000% | $415000.00         | $451453.48         | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                            | 2054-03-04      | 5.9680%  | 0.0000% | $80000.00          | $83445.88          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2052-06-15      | 2.8750%  | 0.0000% | $661000.00         | $420491.02         | Corporate Debt Securities                         |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_04-ECC1 | 2034-11-25      | 4.7321%  | 0.0000% | $8000000.00        | $516464.11         | Asset-Backed Securities                           |
| CABARRUS CNTY N C                                 | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10444.24          | Other Instrument                                  |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY       | 2055-03-01      | 5.0000%  | 0.0000% | $15000.00          | $18590.33          | Other Instrument                                  |
| CALIFORNIA STATE UNIVERSITY                       | 2051-11-01      | 2.8970%  | 0.0000% | $525000.00         | $371186.56         | Other Instrument                                  |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2051-12-02      | 3.1000%  | 0.0000% | $609000.00         | $411254.32         | Corporate Debt Securities                         |
| CAPITAL POWER US HOLDING INC                      | 2035-06-01      | 6.1890%  | 0.0000% | $491000.00         | $520073.62         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC                                | 2052-02-15      | 3.7500%  | 0.0000% | $50000.00          | $36468.38          | Corporate Debt Securities                         |
| CENTRAL FLORIDA EXRESSWAY AUTH                    | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17425.02          | Other Instrument                                  |
| CENTRAL MICHIGAN UNIV                             | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11636.78          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                      | 2048-01-01      | 5.5000%  | 0.0000% | $5000000.00        | $5305902.78        | Other Instrument                                  |
| CHICAGO (CITY OF)                                 | 2034-11-01      | 5.0000%  | 0.0000% | $120000.00         | $135303.73         | Other Instrument                                  |
| CHOICE HOTELS INTL INC                            | 2031-01-15      | 3.7000%  | 0.0000% | $200000.00         | $192168.33         | Corporate Debt Securities                         |
| CITIGROUP INC                                     | 2041-03-26      | 5.3160%  | 0.0000% | $200000.00         | $203494.13         | Corporate Debt Securities                         |
| CITIBANK CREDIT CARD ISSUANCE TRUST               | 2030-06-21      | 4.3000%  | 0.0000% | $1800000.00        | $1826302.20        | Asset-Backed Securities                           |
| CLARK CNTY NEV ARPT                               | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10910.28          | Other Instrument                                  |
| CLARK COUNTY OF (NEVADA)                          | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11357.58          | Other Instrument                                  |
| COCONINO CNTY ARIZ UNI SCH DIST NO 1 FLAGSTAFF    | 2038-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11547.38          | Other Instrument                                  |
| CENT CLO LP CECLO_18-27                           | 2035-01-25      | 7.7596%  | 0.0000% | $2000000.00        | $1992644.36        | Asset-Backed Securities                           |
| COMCAST CORPORATION                               | 2035-05-15      | 5.3000%  | 0.0000% | $75000.00          | $77319.13          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                          | 2048-02-15      | 4.1000%  | 0.0000% | $16000.00          | $12994.11          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA                          | 2045-08-04      | 5.2500%  | 0.0000% | $786000.00         | $766292.36         | Corporate Debt Securities                         |
| DENVER COLO CITY & CNTY                           | 2034-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5880.22           | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)              | 2035-08-01      | 5.0000%  | 0.0000% | $265000.00         | $317295.39         | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)              | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11545.68          | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)              | 2035-10-01      | 5.0000%  | 0.0000% | $50000.00          | $59477.39          | Other Instrument                                  |
| DOMINION ENERGY INC                               | 2055-02-01      | 6.8750%  | 0.0000% | $70000.00          | $75324.48          | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                  | 2054-06-15      | 5.8000%  | 0.0000% | $10186000.00       | $10175202.84       | Corporate Debt Securities                         |
| EON INTERNATIONAL FINANCE BV                      | 2038-04-30      | 6.6500%  | 0.0000% | $1440000.00        | $1634767.20        | Corporate Debt Securities                         |
| EAST CAROLINA UNIV N C                            | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5373.69           | Other Instrument                                  |
| EL PASO CNTY TEX HOSP DIST                        | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11605.07          | Other Instrument                                  |
| ELECTRICITE DE FRANCE SA                          | 2053-05-23      | 6.9000%  | 0.0000% | $2436000.00        | $2749151.86        | Corporate Debt Securities                         |
| EMERSON ELECTRIC CO                               | 2050-10-15      | 2.7500%  | 0.0000% | $484000.00         | $313109.68         | Corporate Debt Securities                         |
| EMERA US FINANCE LP                               | 2031-06-15      | 2.6390%  | 0.0000% | $81000.00          | $73542.23          | Corporate Debt Securities                         |
| Entergy Tx                                        | 2031-03-15      | 1.7500%  | 0.0000% | $6000.00           | $5333.00           | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2031-01-15      | 4.6000%  | 0.0000% | $93000.00          | $94362.14          | Corporate Debt Securities                         |
| CITIGROUP COMMERCIAL MORTGAGE TR                  | 2049-07-10      | 2.4500%  | 0.0000% | $12559000.00       | $4568524.67        | Private Label Collateralized Mortgage Obligations |
| EVERSOURCE ENERGY                                 | 2050-01-15      | 3.4500%  | 0.0000% | $7250000.00        | $5186776.88        | Corporate Debt Securities                         |
| EXPEDIA GROUP INC                                 | 2031-03-15      | 2.9500%  | 0.0000% | $977000.00         | $920912.87         | Corporate Debt Securities                         |
| META PLATFORMS INC                                | 2053-05-15      | 5.6000%  | 0.0000% | $305000.00         | $294311.78         | Corporate Debt Securities                         |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                  | 2039-05-19      | 4.6420%  | 0.0000% | $600000.00         | $600450.23         | Private Label Collateralized Mortgage Obligations |
| FISERV INC                                        | 2031-02-15      | 4.5500%  | 0.0000% | $300000.00         | $304667.92         | Corporate Debt Securities                         |
| FSMT_21-7                                         | 2051-08-25      | 2.5000%  | 0.0000% | $27500000.00       | $16729502.77       | Private Label Collateralized Mortgage Obligations |
| FLORIDA POWER & LIGHT CO                          | 2053-04-01      | 5.3000%  | 0.0000% | $173000.00         | $169846.11         | Corporate Debt Securities                         |
| DUKE ENERGY FLORIDA LLC                           | 2042-11-15      | 3.8500%  | 0.0000% | $455000.00         | $378196.38         | Corporate Debt Securities                         |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-CES1 | 2055-05-25      | 5.5680%  | 0.0000% | $100000.00         | $74311.71          | Private Label Collateralized Mortgage Obligations |
| GALLATIN CLO GALL_17-1R                           | 2031-07-15      | 7.2338%  | 0.0000% | $6000000.00        | $6004104.50        | Asset-Backed Securities                           |
| GEORGETOWN UNIVERSITY                             | 2049-04-01      | 4.3150%  | 0.0000% | $1001000.00        | $846829.46         | Corporate Debt Securities                         |
| GLAXOSK CAP INC                                   | 2035-04-15      | 4.8750%  | 0.0000% | $34000.00          | $34854.38          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                       | 2034-10-24      | 6.5610%  | 0.0000% | $55000.00          | $61854.98          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                       | 2029-10-21      | 4.1530%  | 0.0000% | $95000.00          | $96010.87          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                       | 2027-10-28      | 5.6829%  | 0.0000% | $78000.00          | $78939.57          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                       | 2042-07-21      | 2.9080%  | 0.0000% | $255000.00         | $187062.14         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                 | 2031-06-04      | 2.8480%  | 0.0000% | $282000.00         | $265215.42         | Corporate Debt Securities                         |
| HARRIS COUNTY FLOOD CONTROL DISTRICT              | 2034-10-01      | 5.0000%  | 0.0000% | $115000.00         | $133012.19         | Other Instrument                                  |
| HHT_25-MAUI                                       | 2042-03-15      | 5.0731%  | 0.0000% | $400000.00         | $401345.51         | Private Label Collateralized Mortgage Obligations |
| HIGHLANDS CNTY FLA HEALTH FACS AUTH               | 2056-11-15      | 2.2500%  | 0.0000% | $15000000.00       | $13507071.32       | Money Market                                      |
| HURST EULESS BEDFORD TEX ISD                      | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11871.57          | Other Instrument                                  |
| HYUNDAI CAPITAL AMERICA                           | 2031-01-08      | 4.5500%  | 0.0000% | $240000.00         | $240823.33         | Corporate Debt Securities                         |
| ILLINOIS (STATE OF)                               | 2038-03-01      | 5.2500%  | 0.0000% | $20000.00          | $22370.38          | Other Instrument                                  |
| ILLINOIS (STATE OF)                               | 2031-06-15      | 5.0000%  | 0.0000% | $125000.00         | $140755.00         | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                         | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11524.91          | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                         | 2033-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11660.91          | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                         | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11740.81          | Other Instrument                                  |
| INDONESIA (REPUBLIC OF)                           | 2030-10-15      | 3.8500%  | 0.0000% | $623000.00         | $617984.33         | Corporate Debt Securities                         |
| INTEL CORP                                        | 2047-05-11      | 4.1000%  | 0.0000% | $99000.00          | $77210.81          | Corporate Debt Securities                         |
| INTERMOUNTAIN PWR AGY UTAH                        | 2042-07-01      | 5.0000%  | 0.0000% | $125000.00         | $134327.22         | Other Instrument                                  |
| JP MORGAN MORTGAGE TRUST JPMMT_25-VIS2            | 2063-01-25      | 5.3850%  | 0.0000% | $13165000.00       | $12867827.59       | Private Label Collateralized Mortgage Obligations |
| JACKSONVILLE FLA                                  | 2038-10-01      | 5.0000%  | 0.0000% | $500000.00         | $570848.89         | Other Instrument                                  |
| JEFFERSON CALIF UN HIGH SCH DIST SAN MATEO CNTY   | 2044-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16683.02          | Other Instrument                                  |
| JPMST_07-A                                        | 2038-06-28      | 4.2167%  | 0.0000% | $541155000.00      | $49934031.38       | Asset-Backed Securities                           |
| KINDER MORGAN INC                                 | 2033-06-01      | 5.2000%  | 0.0000% | $65000.00          | $67531.24          | Corporate Debt Securities                         |
| LANCASTER CALIF FING AUTH                         | 2029-09-02      | 4.0000%  | 0.0000% | $60000.00          | $61586.67          | Other Instrument                                  |
| ELI LILLY AND COMPANY                             | 2035-02-12      | 5.1000%  | 0.0000% | $95000.00          | $100364.65         | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                             | 2035-10-15      | 4.9000%  | 0.0000% | $200000.00         | $207243.56         | Corporate Debt Securities                         |
| LINCOLN NATIONAL CORPORATION                      | 2031-01-15      | 3.4000%  | 0.0000% | $11407000.00       | $10840832.57       | Corporate Debt Securities                         |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER     | 2028-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20533.76          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER     | 2029-07-01      | 5.0000%  | 0.0000% | $185000.00         | $199570.19         | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER     | 2030-07-01      | 5.0000%  | 0.0000% | $30000.00          | $33320.63          | Other Instrument                                  |
| LOS ANGELES CALIF MUN IMPT CORP                   | 2041-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11280.11          | Other Instrument                                  |
| LOUISIANA (STATE OF)                              | 2033-04-01      | 5.0000%  | 0.0000% | $15000.00          | $17612.82          | Other Instrument                                  |
| LUBBOCK TEX                                       | 2034-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5967.78           | Other Instrument                                  |
| LUX_23-LION                                       | 2040-08-15      | 6.3700%  | 0.0000% | $5000000.00        | $5060145.78        | Private Label Collateralized Mortgage Obligations |
| MAIN STREET NATURAL GAS INC GA                    | 2035-05-15      | 5.0000%  | 0.0000% | $20000.00          | $22312.13          | Other Instrument                                  |
| MARION CNTY FLA SCH BRD                           | 2036-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5743.87           | Other Instrument                                  |
| MARYLAND (STATE OF)                               | 2034-03-01      | 5.0000%  | 0.0000% | $15000.00          | $17050.57          | Other Instrument                                  |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO            | 2065-04-15      | 4.5000%  | 0.0000% | $10000.00          | $7734.95           | Corporate Debt Securities                         |
| MASSACHUSETTS ST DEV FIN AGY                      | 2034-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11659.68          | Other Instrument                                  |
| MASSACHUSETTS ST INDL FIN AGY                     | 2040-07-01      | 5.0000%  | 0.0000% | $3430000.00        | $3991967.39        | Other Instrument                                  |
| MEDSTAR HEALTH INC                                | 2049-08-15      | 3.6260%  | 0.0000% | $55000.00          | $41401.75          | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2034-01-11      | 5.0000%  | 0.0000% | $2590000.00        | $2625765.02        | Corporate Debt Securities                         |
| MERITAGE HOMES CORP                               | 2035-03-15      | 5.6500%  | 0.0000% | $55000.00          | $57328.01          | Corporate Debt Securities                         |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN           | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17077.17          | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY                  | 2038-10-01      | 5.0000%  | 0.0000% | $365000.00         | $424497.84         | Other Instrument                                  |
| MICROSOFT CORP                                    | 2042-11-15      | 3.5000%  | 0.0000% | $473000.00         | $389819.01         | Corporate Debt Securities                         |
| MICROSOFT CORP                                    | 2052-03-17      | 2.9210%  | 0.0000% | $100000.00         | $66666.15          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                             | 2035-11-01      | 6.0500%  | 0.0000% | $6659000.00        | $7273472.17        | Corporate Debt Securities                         |
| MIDLAND TEX                                       | 2039-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22933.69          | Other Instrument                                  |
| MINNESOTA (STATE OF)                              | 2030-08-01      | 5.0000%  | 0.0000% | $65000.00          | $74277.52          | Other Instrument                                  |
| MITSUBISHI HC FINANCE AMERICA LLC                 | 2033-02-28      | 5.6580%  | 0.0000% | $1625000.00        | $1734588.92        | Corporate Debt Securities                         |
| MONTGOMERY CNTY MD                                | 2030-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28581.03          | Other Instrument                                  |
| MORGAN STANLEY                                    | 2026-09-08      | 4.3500%  | 0.0000% | $1335000.00        | $1361297.27        | Corporate Debt Securities                         |
| MORGAN STANLEY                                    | 2031-04-01      | 3.6220%  | 0.0000% | $376000.00         | $369184.14         | Corporate Debt Securities                         |
| MORGAN STANLEY                                    | 2028-10-18      | 6.2960%  | 0.0000% | $141000.00         | $148720.97         | Corporate Debt Securities                         |
| MORGAN STANLEY                                    | 2034-07-21      | 5.4240%  | 0.0000% | $184000.00         | $191134.78         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BANK NA                    | 2028-11-17      | 4.2040%  | 0.0000% | $2987000.00        | $3018845.07        | Corporate Debt Securities                         |
| NNN REIT INC                                      | 2051-04-15      | 3.5000%  | 0.0000% | $77000.00          | $55365.18          | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                       | 2032-10-18      | 4.1250%  | 0.0000% | $1010000.00        | $1015774.68        | Corporate Debt Securities                         |
| NEW YORK CITY OF                                  | 2053-10-01      | 5.8280%  | 0.0000% | $5000.00           | $5262.82           | Other Instrument                                  |
| NEW YORK CITY OF                                  | 2030-08-01      | 5.0000%  | 0.0000% | $35000.00          | $39768.44          | Other Instrument                                  |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)   | 2031-12-01      | 5.0000%  | 0.0000% | $40000.00          | $44968.18          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH               | 2033-08-01      | 5.0000%  | 0.0000% | $125000.00         | $132635.14         | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY   | 2047-06-15      | 5.2500%  | 0.0000% | $225000.00         | $241007.06         | Other Instrument                                  |
| NEW YORK N Y CITY HSG DEV CORP                    | 2055-11-01      | 4.8000%  | 0.0000% | $10435000.00       | $10493505.57       | Other Instrument                                  |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP      | 2042-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11245.70          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK          | 2030-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5242.90           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK          | 2032-07-01      | 4.0000%  | 0.0000% | $50000.00          | $53117.11          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK          | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11239.18          | Other Instrument                                  |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2034-03-15      | 5.2500%  | 0.0000% | $22000.00          | $23015.03          | Corporate Debt Securities                         |
| NISOURCE INC.                                     | 2044-02-15      | 4.8000%  | 0.0000% | $3209000.00        | $2962195.81        | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                      | 2031-02-15      | 7.2500%  | 0.0000% | $7443000.00        | $8642730.97        | Corporate Debt Securities                         |
| NORINCHUKIN BANK THE                              | 2031-09-22      | 2.0800%  | 0.0000% | $300000.00         | $264616.67         | Corporate Debt Securities                         |
| NORTH LAWRENCE IND CMNTY SCHS BLDG CORP           | 2038-07-15      | 5.0000%  | 0.0000% | $50000.00          | $56522.06          | Other Instrument                                  |
| NORTH TEXAS TOLLWAY AUTHORITY                     | 2037-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11338.68          | Other Instrument                                  |
| NORTHERN STAR RESOURCES LTD                       | 2033-04-11      | 6.1250%  | 0.0000% | $85000.00          | $91417.94          | Corporate Debt Securities                         |
| NORTHERN STATES POWER COMPANY (MINNESOTA)         | 2055-05-15      | 5.6500%  | 0.0000% | $629000.00         | $638762.60         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP                             | 2033-03-15      | 4.7000%  | 0.0000% | $79000.00          | $81183.95          | Corporate Debt Securities                         |
| NUTRIEN LTD                                       | 2034-06-21      | 5.4000%  | 0.0000% | $104000.00         | $107944.72         | Corporate Debt Securities                         |
| OHIO (STATE OF)                                   | 2028-09-01      | 5.0000%  | 0.0000% | $20000.00          | $21808.29          | Other Instrument                                  |
| OHIO (STATE OF)                                   | 2042-01-01      | 3.2760%  | 0.0000% | $15000.00          | $12708.59          | Other Instrument                                  |
| PECO ENERGY CO                                    | 2051-03-15      | 3.0500%  | 0.0000% | $5350000.00        | $3582614.13        | Corporate Debt Securities                         |
| PRPM LLC PRPM_22-NQM1                             | 2067-08-25      | 5.3853%  | 0.0000% | $50000000.00       | $34013814.51       | Private Label Collateralized Mortgage Obligations |
| MASS GENERAL BRIGHAM INC                          | 2060-07-01      | 3.3420%  | 0.0000% | $67000.00          | $44218.14          | Corporate Debt Securities                         |
| PENNSYLVANIA (COMMONWEALTH OF)                    | 2039-04-01      | 5.0000%  | 0.0000% | $66970000.00       | $77492251.99       | Other Instrument                                  |
| PENNSYLVANIA (COMMONWEALTH OF)                    | 2042-04-01      | 5.0000%  | 0.0000% | $1515000.00        | $1694359.17        | Other Instrument                                  |
| PENNSYLVANIA (COMMONWEALTH OF)                    | 2034-02-01      | 4.0000%  | 0.0000% | $5000.00           | $5105.69           | Other Instrument                                  |
| PEORIA ILL                                        | 2031-01-01      | 4.5000%  | 0.0000% | $325000.00         | $326161.88         | Other Instrument                                  |
| PHILIP MORRIS INTERNATIONAL INC                   | 2035-10-29      | 4.6250%  | 0.0000% | $7541000.00        | $7466049.79        | Corporate Debt Securities                         |
| PORT ARTHUR TEX                                   | 2040-08-15      | 5.0000%  | 0.0000% | $650000.00         | $726679.78         | Other Instrument                                  |
| LINDE INC                                         | 2050-08-10      | 2.0000%  | 0.0000% | $311000.00         | $168594.48         | Corporate Debt Securities                         |
| PRESTIGE AUTO RECEIVABLES TRUST PART_22-1A        | 2028-08-15      | 7.0900%  | 0.0000% | $8000000.00        | $1297315.52        | Asset-Backed Securities                           |
| PRINCIPAL FINANCIAL GROUP INC                     | 2036-10-15      | 6.0500%  | 0.0000% | $97000.00          | $107218.55         | Corporate Debt Securities                         |
| PROG_22-SFR5                                      | 2039-06-17      | 5.1920%  | 0.0000% | $550000.00         | $551617.24         | Private Label Collateralized Mortgage Obligations |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                | 2036-01-15      | 5.4500%  | 0.0000% | $21000.00          | $21574.79          | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2042-09-01      | 3.6500%  | 0.0000% | $587000.00         | $478972.60         | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2049-08-01      | 3.2000%  | 0.0000% | $939000.00         | $664615.85         | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2033-08-01      | 5.2000%  | 0.0000% | $326000.00         | $346233.37         | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2031-01-01      | 4.2000%  | 0.0000% | $45000.00          | $45042.00          | Corporate Debt Securities                         |
| QUALCOMM INC                                      | 2032-05-20      | 4.7500%  | 0.0000% | $38000.00          | $39085.13          | Corporate Debt Securities                         |
| RATE_24-J1                                        | 2054-07-27      | 6.0000%  | 0.0000% | $5000000.00        | $2675498.58        | Private Label Collateralized Mortgage Obligations |
| ROYSE CITY TEX INDPT SCH DIST                     | 2037-02-15      | 5.0000%  | 0.0000% | $115000.00         | $129670.17         | Other Instrument                                  |
| ST JOHNS CNTY FLA SCH BRD                         | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5431.44           | Other Instrument                                  |
| SAN ANTONIO TX                                    | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11565.41          | Other Instrument                                  |
| SAN ANTONIO TX                                    | 2032-02-01      | 5.0000%  | 0.0000% | $20000.00          | $23318.22          | Other Instrument                                  |
| SAN ANTONIO TX                                    | 2047-05-15      | 5.0000%  | 0.0000% | $315000.00         | $334497.45         | Other Instrument                                  |
| SAN JOSE CALIF                                    | 2034-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5408.33           | Other Instrument                                  |
| SANGER TEX INDPT SCH DIST                         | 2032-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11567.97          | Other Instrument                                  |
| SARASOTA CNTY FLA SCH BRD                         | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5790.09           | Other Instrument                                  |
| SHELL INTERNATIONAL FINANCE BV                    | 2042-08-21      | 3.6250%  | 0.0000% | $79000.00          | $65046.26          | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                           | 2054-01-15      | 6.6500%  | 0.0000% | $2500000.00        | $2819277.08        | Corporate Debt Securities                         |
| JM SMUCKER CO                                     | 2035-03-15      | 4.2500%  | 0.0000% | $71000.00          | $68201.71          | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                               | 2055-01-19      | 7.1320%  | 0.0000% | $1050000.00        | $1126050.68        | Corporate Debt Securities                         |
| SOUTH CAROLINA PUBLIC SERVICE AUTHORITY           | 2043-12-01      | 4.0000%  | 0.0000% | $60000.00          | $58447.53          | Other Instrument                                  |
| SOUTH WASHINGTON CNTY INDPT SCH DIST NO 833 MINN  | 2034-02-01      | 5.0000%  | 0.0000% | $55000.00          | $63867.71          | Other Instrument                                  |
| STATE STREET CORP                                 | 2029-11-21      | 5.6840%  | 0.0000% | $186000.00         | $196403.79         | Corporate Debt Securities                         |
| SYNOPSYS INC                                      | 2032-04-01      | 5.0000%  | 0.0000% | $449000.00         | $466483.06         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                  | 2034-01-15      | 5.7500%  | 0.0000% | $96000.00          | $101698.16         | Corporate Debt Securities                         |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP        | 2050-11-15      | 2.5500%  | 0.0000% | $1255000.00        | $1257361.56        | Money Market                                      |
| TENDER OPT BD TR RCPTS / CTFS                     | 2055-05-01      | 0.0000%  | 0.0000% | $1715000.00        | $1727433.75        | Money Market                                      |
| 3M CO                                             | 2049-08-26      | 3.2500%  | 0.0000% | $22000.00          | $15557.14          | Corporate Debt Securities                         |
| TPMT_15-5                                         | 2055-05-25      | 3.9885%  | 0.0000% | $160000.00         | $154789.08         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MORTGAGE TRUST TPMT_23-CES2            | 2063-10-25      | 7.2940%  | 0.0000% | $7800000.00        | $3738080.80        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MOTOR CREDIT CORP                          | 2034-01-05      | 4.8000%  | 0.0000% | $74000.00          | $75199.05          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC                           | 2048-03-07      | 4.0500%  | 0.0000% | $1373000.00        | $1135852.01        | Corporate Debt Securities                         |
| TCN_23-SFR2                                       | 2040-12-19      | 5.0000%  | 0.0000% | $100000.00         | $100023.38         | Private Label Collateralized Mortgage Obligations |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY              | 2027-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10585.24          | Other Instrument                                  |
| TRICON AMERICAN HOMES TAH_20-SFR2                 | 2039-11-17      | 2.2810%  | 0.0000% | $7500000.00        | $7150008.54        | Private Label Collateralized Mortgage Obligations |
| TRINITY RIVER TX AUTH-WSTEWTR                     | 2031-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17414.42          | Other Instrument                                  |
| UNION ELECTRIC CO                                 | 2049-10-01      | 3.2500%  | 0.0000% | $2269000.00        | $1592867.62        | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)       | 2046-01-23      | 4.6000%  | 0.0000% | $200000.00         | $155948.89         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)       | 2050-01-31      | 4.5000%  | 0.0000% | $400000.00         | $309420.00         | Corporate Debt Securities                         |
| RTX CORP                                          | 2035-05-01      | 5.4000%  | 0.0000% | $1464000.00        | $1555031.52        | Corporate Debt Securities                         |
| UNIVERSITY OF NORTH TEXAS                         | 2030-04-15      | 5.0000%  | 0.0000% | $15000.00          | $16789.40          | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                            | 2051-11-01      | 2.5840%  | 0.0000% | $30000.00          | $18583.15          | Other Instrument                                  |
| VALE OVERSEAS LTD                                 | 2033-06-12      | 6.1250%  | 0.0000% | $164000.00         | $177434.33         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                        | 2046-08-21      | 4.8620%  | 0.0000% | $114000.00         | $103644.68         | Corporate Debt Securities                         |
| VERUS_22-2                                        | 2067-02-25      | 4.2600%  | 0.0000% | $12000000.00       | $8570461.28        | Private Label Collateralized Mortgage Obligations |
| VINTAGE RESV MET DIST COLO                        | 2042-12-01      | 3.5000%  | 0.0000% | $1055000.00        | $996707.15         | Other Instrument                                  |
| VISA INC                                          | 2045-12-14      | 4.3000%  | 0.0000% | $63000.00          | $55268.29          | Corporate Debt Securities                         |
| WAKE CNTY N C                                     | 2034-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11945.31          | Other Instrument                                  |
| WASHINGTON (STATE OF)                             | 2047-08-01      | 5.0000%  | 0.0000% | $340000.00         | $362239.78         | Other Instrument                                  |
| WELLS FARGO & COMPANY                             | 2033-03-02      | 3.3500%  | 0.0000% | $3596000.00        | $3398623.55        | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_26-1  | 2031-07-15      | 4.7500%  | 0.0000% | $24720000.00       | $24724084.31       | Asset-Backed Securities                           |
| WILLIAMS COMPANIES INC                            | 2052-08-15      | 5.3000%  | 0.0000% | $1156000.00        | $1101300.01        | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                          | 2033-05-15      | 5.3500%  | 0.0000% | $922000.00         | $959106.66         | Corporate Debt Securities                         |
| WISCONSIN HSG & ECONOMIC DEV AUTH                 | 2046-05-01      | 2.3000%  | 0.0000% | $1000000.00        | $788228.61         | Money Market                                      |
| ZIMMER BIOMET HOLDINGS INC                        | 2034-09-15      | 5.2000%  | 0.0000% | $138000.00         | $143146.02         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE DE CHILE           | 2043-10-18      | 5.6250%  | 0.0000% | $200000.00         | $195099.50         | Corporate Debt Securities                         |
| MALAYSIA SOVEREIGN SUKUK BHD                      | 2045-04-22      | 4.2360%  | 0.0000% | $200000.00         | $180804.27         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                              | 2045-07-15      | 5.2000%  | 0.0000% | $214000.00         | $196188.07         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                           | 2047-01-08      | 5.2500%  | 0.0000% | $692000.00         | $678020.45         | Corporate Debt Securities                         |
| YARA INTERNATIONAL ASA                            | 2028-06-01      | 4.7500%  | 0.0000% | $50000.00          | $50932.24          | Corporate Debt Securities                         |
| PETRONAS ENERGY CANADA LTD                        | 2028-03-23      | 2.1120%  | 0.0000% | $290000.00         | $280728.89         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DE TELECOMUNICACIONES SA         | 2032-09-14      | 3.0500%  | 0.0000% | $400000.00         | $359452.89         | Corporate Debt Securities                         |
| GLENCORE FUNDING LLC                              | 2033-05-08      | 5.7000%  | 0.0000% | $70000.00          | $74825.33          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                          | 2034-04-22      | 5.9500%  | 0.0000% | $240000.00         | $259021.73         | Corporate Debt Securities                         |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN WATER CAPITAL CORP          | 2026-01-02      | 0.0000%  | 0.0000% | $16042800.00       | $16020837.41       | Money Market |
| ARMADA FUNDING COMPANY LLC           | 2026-04-24      | 0.0000%  | 0.0000% | $83435191.00       | $82689697.57       | Money Market |
| CARROLL CNTY KY ENVIRONMENTAL FACS   | 2026-03-24      | 2.5000%  | 0.0000% | $2065000.00        | $2064834.80        | Money Market |
| GLOBAL PAYMENTS INC.                 | 2026-02-06      | 0.0000%  | 0.0000% | $2283399.00        | $2281366.77        | Money Market |
| HEALTHPEAK OP LLC                    | 2026-02-24      | 0.0000%  | 0.0000% | $4724980.00        | $4711745.33        | Money Market |
| HEALTHPEAK OP LLC                    | 2026-02-26      | 0.0000%  | 0.0000% | $27000000.00       | $26918433.00       | Money Market |
| LEXINGTON PARKER CAPITAL COMPANY LLC | 2026-01-02      | 0.0000%  | 0.0000% | $15483000.00       | $15310503.90       | Money Market |
| MACQUARIE GROUP LTD                  | 2026-04-06      | 0.0000%  | 0.0000% | $20790000.00       | $20640312.00       | Money Market |
| ORACLE CORPORATION                   | 2026-03-25      | 0.0000%  | 0.0000% | $11388000.00       | $11316927.49       | Money Market |
| ORACLE CORPORATION                   | 2026-04-21      | 0.0000%  | 0.0000% | $28010000.00       | $27748050.48       | Money Market |

### Security 286: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PERU (REPUBLIC OF)                                              | 2054-08-08      | 5.8750%  | 0.0000% | $2886000.00        | $2915493.32        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | 2028-05-01      | 5.0000%  | 0.0000% | $48500000.00       | $49164018.89       | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                                      | 2031-01-15      | 5.1500%  | 0.0000% | $33741000.00       | $32875065.35       | Corporate Debt Securities |
| AUSTIN TX (CITY OF)                                             | 2034-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11662.14          | Other Instrument          |
| BANCO DEL ESTADO DE CHILE                                       | 2079-12-31      | 7.9500%  | 0.0000% | $245000.00         | $265220.67         | Corporate Debt Securities |
| BEAUMONT TEX INDPT SCH DIST                                     | 2034-02-15      | 3.0000%  | 0.0000% | $15000.00          | $15173.40          | Other Instrument          |
| BLUE OWL FINANCE LLC                                            | 2031-06-10      | 3.1250%  | 0.0000% | $540000.00         | $491950.95         | Corporate Debt Securities |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY                     | 2036-10-01      | 4.5100%  | 0.0000% | $105000.00         | $92174.05          | Other Instrument          |
| CAMERON CNTY TEX                                                | 2036-02-15      | 3.0000%  | 0.0000% | $25000.00          | $24885.75          | Other Instrument          |
| CENTERPOINT ENERGY RESOURCES COR                                | 2037-11-01      | 6.6250%  | 0.0000% | $2500000.00        | $2817296.18        | Corporate Debt Securities |
| CHICAGO ILL MET WTR RECLAMATION DIST                            | 2032-12-01      | 5.0000%  | 0.0000% | $80000.00          | $91354.76          | Other Instrument          |
| CHILE (REPUBLIC OF)                                             | 2031-01-31      | 2.4500%  | 0.0000% | $290000.00         | $268221.00         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2041-05-07      | 3.1000%  | 0.0000% | $2297000.00        | $1781317.12        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2033-07-27      | 2.5500%  | 0.0000% | $491000.00         | $424107.39         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2052-01-31      | 4.0000%  | 0.0000% | $900000.00         | $729675.00         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                | 2051-02-09      | 4.6770%  | 0.0000% | $4893000.00        | $3743124.20        | Corporate Debt Securities |
| CONNECTICUT ST HEALTH & EDL FACS A                              | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11238.48          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                       | 2029-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16902.75          | Other Instrument          |
| ENERGY NORTHWEST                                                | 2039-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17287.47          | Other Instrument          |
| HONOLULU CITY AND COUNTY OF                                     | 2030-07-01      | 5.0000%  | 0.0000% | $55000.00          | $61524.53          | Other Instrument          |
| HOUSTON CITY OF                                                 | 2032-03-01      | 6.2900%  | 0.0000% | $35000.00          | $38118.63          | Other Instrument          |
| INDIANA MICHIGAN POWER CO                                       | 2028-05-15      | 3.8500%  | 0.0000% | $60000.00          | $60361.25          | Corporate Debt Securities |
| INDIANA FINANCE AUTHORITY                                       | 2033-10-01      | 5.0000%  | 0.0000% | $25000.00          | $29214.69          | Other Instrument          |
| INDONESIA (REPUBLIC OF)                                         | 2051-03-12      | 3.0500%  | 0.0000% | $260000.00         | $171447.03         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2052-03-31      | 4.3000%  | 0.0000% | $400000.00         | $330589.33         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2052-09-20      | 5.4500%  | 0.0000% | $210000.00         | $208171.02         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2036-04-16      | 4.9000%  | 0.0000% | $200000.00         | $199619.11         | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                                    | 2030-08-15      | 2.3300%  | 0.0000% | $19145000.00       | $17558246.45       | Corporate Debt Securities |
| LOS ANGELES CALIF UNI SCH DIST                                  | 2036-10-01      | 5.1750%  | 0.0000% | $205000.00         | $215179.53         | Other Instrument          |
| MASSACHUSETTS EDL FING AUTH                                     | 2037-07-01      | 2.6410%  | 0.0000% | $145000.00         | $98649.47          | Other Instrument          |
| METRO ORE                                                       | 2035-06-01      | 3.3000%  | 0.0000% | $5000000.00        | $4596491.67        | Other Instrument          |
| MINNESOTA (STATE OF)                                            | 2030-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22671.29          | Other Instrument          |
| NEW JERSEY ST HSG & MTG FIN AGY                                 | 2040-03-15      | 2.3500%  | 0.0000% | $3960000.00        | $3245719.01        | Money Market              |
| NEW YORK CITY TRANSITIONAL FIN AUTH                             | 2031-11-01      | 3.4500%  | 0.0000% | $1000000.00        | $972739.17         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                             | 2039-11-01      | 5.0000%  | 0.0000% | $3505000.00        | $3993986.44        | Other Instrument          |
| NEWARK HIGHER EDUCATION FINANCE CORP TEX                        | 2032-06-15      | 5.0000%  | 0.0000% | $25000.00          | $28414.50          | Other Instrument          |
| NOMURA HOLDINGS INC                                             | 2029-01-22      | 2.7100%  | 0.0000% | $315000.00         | $301506.10         | Corporate Debt Securities |
| OKLAHOMA ST WTR RES BRD                                         | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10983.98          | Other Instrument          |
| OMAHA PUB PWR DIST NEB                                          | 2030-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11368.31          | Other Instrument          |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2053-04-01      | 6.7000%  | 0.0000% | $9507000.00        | $10320107.30       | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2033-11-21      | 8.7500%  | 0.0000% | $253000.00         | $321188.77         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2050-11-18      | 5.6250%  | 0.0000% | $172000.00         | $168388.00         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2072-01-15      | 3.6000%  | 0.0000% | $280000.00         | $176932.00         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2032-06-06      | 4.7000%  | 0.0000% | $200000.00         | $202418.00         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2031-01-14      | 7.7500%  | 0.0000% | $989000.00         | $1144445.53        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $281761.29         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-10-23      | 6.3750%  | 0.0000% | $337000.00         | $380161.98         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2033-10-04      | 4.8750%  | 0.0000% | $1160000.00        | $1190088.47        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2053-04-04      | 5.5000%  | 0.0000% | $900000.00         | $871958.00         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2029-03-18      | 4.6250%  | 0.0000% | $450000.00         | $465848.25         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2054-03-18      | 5.5000%  | 0.0000% | $105000.00         | $102011.35         | Corporate Debt Securities |
| PROTECTIVE LIFE CORP                                            | 2030-01-15      | 3.4000%  | 0.0000% | $3270000.00        | $3154492.70        | Corporate Debt Securities |
| QATAR (STATE OF)                                                | 2048-04-23      | 5.1030%  | 0.0000% | $30000.00          | $29634.59          | Corporate Debt Securities |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | 2037-02-14      | 5.4420%  | 0.0000% | $348037.00         | $368186.13         | Corporate Debt Securities |
| SANTA ROSA CNTY FLA SCH BRD                                     | 2035-02-01      | 5.0000%  | 0.0000% | $20000.00          | $23514.02          | Other Instrument          |
| SPRINGFIELD MO PUB UTILS BRD                                    | 2030-08-01      | 5.0000%  | 0.0000% | $125000.00         | $143180.42         | Other Instrument          |
| POLAND  (REPUBLIC OF)                                           | 2027-11-16      | 5.5000%  | 0.0000% | $1700000.00        | $1765544.44        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2032-11-16      | 5.7500%  | 0.0000% | $731000.00         | $788090.69         | Corporate Debt Securities |
| UBS AG (STAMFORD BRANCH)                                        | 2026-09-01      | 7.7500%  | 0.0000% | $375000.00         | $393846.15         | Corporate Debt Securities |
| TEXAS TRANSPORTATION COMMISSION                                 | 2039-08-15      | 5.0000%  | 0.0000% | $250000.00         | $287011.67         | Other Instrument          |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2034-09-27      | 6.7500%  | 0.0000% | $346000.00         | $380102.63         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2051-04-27      | 5.0000%  | 0.0000% | $1350000.00        | $1096222.50        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2033-05-19      | 4.8750%  | 0.0000% | $7300000.00        | $7043146.46        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2035-02-09      | 6.3500%  | 0.0000% | $732000.00         | $783468.75         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2029-05-07      | 5.0000%  | 0.0000% | $200000.00         | $204905.56         | Corporate Debt Securities |
| UNIVERSITY OF UTAH                                              | 2031-08-01      | 5.0000%  | 0.0000% | $50000.00          | $53133.06          | Other Instrument          |
| UNIVERSITY OF WASHINGTON                                        | 2033-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11605.88          | Other Instrument          |
| VISTRA OPERATIONS COMPANY LLC                                   | 2027-01-30      | 3.7000%  | 0.0000% | $640000.00         | $637267.20         | Corporate Debt Securities |
| WACO TEX                                                        | 2037-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11951.97          | Other Instrument          |
| WELLS FARGO & COMPANY                                           | 2030-01-23      | 3.6400%  | 0.0000% | $8507000.00        | $8514518.46        | Corporate Debt Securities |
| WYANDOTTE CNTY KANS                                             | 2033-09-01      | 2.4110%  | 0.0000% | $250000.00         | $218137.22         | Other Instrument          |
| INDONESIA (REPUBLIC OF)                                         | 2038-01-17      | 7.7500%  | 0.0000% | $293000.00         | $363357.68         | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                          | 2026-08-15      | 6.0550%  | 0.0000% | $15000.00          | $15543.03          | Corporate Debt Securities |
| BANCO DEL ESTADO DE CHILE                                       | 2079-12-31      | 7.9500%  | 0.0000% | $616000.00         | $666840.53         | Corporate Debt Securities |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) | 2030-05-07      | 5.8750%  | 0.0000% | $886000.00         | $928124.99         | Corporate Debt Securities |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| MISSOURI ST HEALTH & EDL FACS AUTH                             | 2035-10-01      | 3.2200%  | 0.0000% | $410000.00         | $260406.39         | Money Market              |
| WASHINGTON (STATE OF)                                          | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11529.91          | Other Instrument          |
| EIDP INC                                                       | 2033-05-15      | 4.8000%  | 0.0000% | $83000.00          | $84005.96          | Corporate Debt Securities |
| ABN AMRO BANK NV                                               | 2027-09-18      | 5.4694%  | 0.0000% | $200000.00         | $202974.90         | Corporate Debt Securities |
| ALABAMA ST HWY AUTH                                            | 2039-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $1154318.89        | Other Instrument          |
| ALDINE TEX INDPT SCH DIST                                      | 2035-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11840.87          | Other Instrument          |
| ARES CAPITAL CORPORATION                                       | 2030-09-01      | 5.5000%  | 0.0000% | $488000.00         | $501968.46         | Corporate Debt Securities |
| ARLINGTON CNTY VA                                              | 2029-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10972.00          | Other Instrument          |
| ARLINGTON TEX INDPT SCH DIST                                   | 2029-02-15      | 5.0000%  | 0.0000% | $60000.00          | $66027.40          | Other Instrument          |
| BAY AREA TOLL AUTHORITY                                        | 2040-04-01      | 6.9180%  | 0.0000% | $100000.00         | $56915.86          | Other Instrument          |
| BAY AREA TOLL AUTHORITY                                        | 2059-04-01      | 1.1000%  | 0.0000% | $65750000.00       | $65762372.31       | Money Market              |
| BLACKSTONE PRIVATE CREDIT FUND                                 | 2028-11-27      | 7.3000%  | 0.0000% | $306000.00         | $327583.71         | Corporate Debt Securities |
| BREVARD CNTY FLA SCH BRD                                       | 2032-07-01      | 5.0000%  | 0.0000% | $55000.00          | $57089.88          | Other Instrument          |
| BROWARD CNTY FLA SCH DIST                                      | 2035-07-01      | 5.0000%  | 0.0000% | $100000.00         | $112047.78         | Other Instrument          |
| BUNGE FINANCE LTD CORP                                         | 2027-09-25      | 3.7500%  | 0.0000% | $1590000.00        | $1605503.82        | Corporate Debt Securities |
| CI FINANCIAL CORP                                              | 2030-12-17      | 3.2000%  | 0.0000% | $11000.00          | $10027.62          | Corporate Debt Securities |
| CALIFORNIA CNTY CALIF TOB SEC                                  | 2049-06-01      | 5.0000%  | 0.0000% | $145000.00         | $41411.62          | Other Instrument          |
| CALIFORNIA (STATE OF)                                          | 2030-04-01      | 5.0000%  | 0.0000% | $135000.00         | $149392.05         | Other Instrument          |
| CALIFORNIA (STATE OF)                                          | 2030-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22720.09          | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                            | 2031-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11649.81          | Other Instrument          |
| CAPE CORAL FLA                                                 | 2038-03-01      | 5.3000%  | 0.0000% | $20000.00          | $22767.12          | Other Instrument          |
| CENTERPOINT ENERGY RESOURCES COR                               | 2030-10-01      | 1.7500%  | 0.0000% | $1469000.00        | $1316436.60        | Corporate Debt Securities |
| CENTRAL FLORIDA EXRESSWAY AUTH                                 | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11317.98          | Other Instrument          |
| CENTRAL TEX REGL MOBILITY AUTH                                 | 2042-01-01      | 3.5930%  | 0.0000% | $135000.00         | $79727.20          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                   | 2039-01-01      | 5.0000%  | 0.0000% | $200000.00         | $229108.67         | Other Instrument          |
| COLLIN CNTY TEX CMNTY COLLEGE DIST                             | 2031-08-15      | 5.0000%  | 0.0000% | $35000.00          | $38834.83          | Other Instrument          |
| COLUMBIA CNTY FLA SCH BRD                                      | 2039-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16926.42          | Other Instrument          |
| COMAL TEX INDPT SCH DIST                                       | 2034-02-01      | 5.0000%  | 0.0000% | $85000.00          | $100182.79         | Other Instrument          |
| CONNECTICUT (STATE OF)                                         | 2027-03-01      | 5.0000%  | 0.0000% | $30000.00          | $31519.93          | Other Instrument          |
| CORPUS CHRISTI TEX                                             | 2045-07-15      | 5.0000%  | 0.0000% | $500000.00         | $532231.67         | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                                | 2051-11-01      | 4.5070%  | 0.0000% | $25000.00          | $21922.81          | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                                | 2042-11-01      | 5.2500%  | 0.0000% | $20000.00          | $22184.38          | Other Instrument          |
| DALLAS TEX                                                     | 2042-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11112.37          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                      | 2030-02-15      | 5.0000%  | 0.0000% | $455000.00         | $523695.90         | Other Instrument          |
| DENVER COLO CITY & CNTY                                        | 2029-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11082.57          | Other Instrument          |
| ECTOR CNTY TEX INDPT SCH DIST                                  | 2029-08-15      | 5.0000%  | 0.0000% | $80000.00          | $89118.13          | Other Instrument          |
| FISHERS IND REDEV AUTH                                         | 2030-07-15      | 5.0000%  | 0.0000% | $50000.00          | $55297.67          | Other Instrument          |
| FLORIDA ST DEPT TRANSN                                         | 2031-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5651.44           | Other Instrument          |
| FLORIDA ST DEPT MGMT SVCS                                      | 2032-11-01      | 5.0000%  | 0.0000% | $20000.00          | $22943.82          | Other Instrument          |
| FLORIDA ST TPK AUTH                                            | 2032-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20265.56          | Other Instrument          |
| FRISCO TEX INDPT SCH DIST                                      | 2027-02-15      | 5.0000%  | 0.0000% | $45000.00          | $47326.35          | Other Instrument          |
| FRISCO TEX INDPT SCH DIST                                      | 2027-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21033.93          | Other Instrument          |
| HALEON US CAPITAL LLC                                          | 2032-03-24      | 3.6250%  | 0.0000% | $4978000.00        | $4804354.92        | Corporate Debt Securities |
| GEORGETOWN TEX INDPT SCH DIST                                  | 2032-08-15      | 4.0000%  | 0.0000% | $10000.00          | $10872.93          | Other Instrument          |
| GEORGIA (STATE OF)                                             | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10294.48          | Other Instrument          |
| GLENDALE ARIZ                                                  | 2037-07-01      | 2.9420%  | 0.0000% | $2485000.00        | $2069781.21        | Other Instrument          |
| HAMDEN CONN                                                    | 2035-08-15      | 4.9300%  | 0.0000% | $745000.00         | $761871.15         | Other Instrument          |
| HAYS TEX CONS INDPT SCH DIST                                   | 2034-02-15      | 5.0000%  | 0.0000% | $15000.00          | $17042.05          | Other Instrument          |
| HEALTHPEAK OP LLC                                              | 2030-01-15      | 3.0000%  | 0.0000% | $324000.00         | $307855.08         | Corporate Debt Securities |
| HIDALGO CNTY TEX                                               | 2037-08-15      | 3.0000%  | 0.0000% | $10000.00          | $9631.80           | Other Instrument          |
| HONOLULU HAWAII                                                | 2028-09-01      | 5.0000%  | 0.0000% | $35000.00          | $38166.26          | Other Instrument          |
| HOUSTON CITY OF                                                | 2032-11-15      | 4.0000%  | 0.0000% | $15000.00          | $15136.85          | Other Instrument          |
| ILLINOIS (STATE OF)                                            | 2038-02-01      | 5.0000%  | 0.0000% | $425000.00         | $480768.97         | Other Instrument          |
| ILLINOIS (STATE OF)                                            | 2039-06-15      | 5.0000%  | 0.0000% | $20000.00          | $22320.00          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                          | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10102.24          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                          | 2037-01-01      | 5.0000%  | 0.0000% | $200000.00         | $230295.56         | Other Instrument          |
| INDEPENDENT CITIES CALIF LEASE FIN AUTH                        | 2032-12-15      | 3.1250%  | 0.0000% | $10000.00          | $10038.86          | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                     | 2041-07-01      | 5.0000%  | 0.0000% | $200000.00         | $219811.56         | Other Instrument          |
| ITC HOLDINGS                                                   | 2027-11-15      | 3.3500%  | 0.0000% | $60000.00          | $59847.55          | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                                       | 2052-12-01      | 6.5000%  | 0.0000% | $1146000.00        | $1210992.84        | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                     | 2048-01-01      | 0.0000%  | 0.0000% | $495000.00         | $495929.09         | Money Market              |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                   | 2034-09-01      | 5.0000%  | 0.0000% | $200000.00         | $241724.89         | Other Instrument          |
| KING GEORGE CNTY VA ECONOMIC DEV AUTH                          | 2037-10-15      | 2.1250%  | 0.0000% | $20000.00          | $16741.56          | Other Instrument          |
| KNOXVILLE TENN                                                 | 2030-04-01      | 5.0000%  | 0.0000% | $35000.00          | $39418.32          | Other Instrument          |
| KNOXVILLE TENN                                                 | 2036-04-01      | 4.0000%  | 0.0000% | $15000.00          | $16028.58          | Other Instrument          |
| LYB INTERNATIONAL FINANCE II BV                                | 2027-03-02      | 3.5000%  | 0.0000% | $99000.00          | $99875.05          | Corporate Debt Securities |
| LA VERNIA TEX INDPT SCH DIST                                   | 2040-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5548.33           | Other Instrument          |
| LAKE CNTY ILL CMNTY CONS SCH DIST NO 50 WOODLAND               | 2037-11-01      | 3.9200%  | 0.0000% | $2500000.00        | $2357827.78        | Other Instrument          |
| LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT                 | 2034-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10680.93          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                  | 2033-07-01      | 5.0000%  | 0.0000% | $65000.00          | $66559.21          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                  | 2032-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22534.76          | Other Instrument          |
| LOS ANGELES CALIF HBR DEPT                                     | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10396.01          | Other Instrument          |
| LOUISIANA (STATE OF)                                           | 2033-09-01      | 5.0000%  | 0.0000% | $35000.00          | $41299.11          | Other Instrument          |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST                    | 2047-05-15      | 3.0000%  | 0.0000% | $10000.00          | $7825.40           | Other Instrument          |
| MARICOPA CNTY ARIZ UN HIGH SCH DIST NO 216                     | 2030-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20833.36          | Other Instrument          |
| MASSACHUSETTS ST HEALTH & EDL FACS AUTH                        | 2040-07-01      | 6.0000%  | 0.0000% | $355000.00         | $355118.33         | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                | 2034-01-01      | 5.5000%  | 0.0000% | $35000.00          | $41292.67          | Other Instrument          |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                   | 2032-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10548.84          | Other Instrument          |
| MECKLENBURG CNTY N C                                           | 2031-03-01      | 5.0000%  | 0.0000% | $20000.00          | $23051.89          | Other Instrument          |
| SALT LAKE CITY UTAH MET WTR DIST                               | 2035-07-01      | 2.0400%  | 0.0000% | $2360000.00        | $1929661.87        | Other Instrument          |
| MIAMI-DADE CNTY FLA                                            | 2031-10-01      | 5.0000%  | 0.0000% | $65000.00          | $67070.11          | Other Instrument          |
| MIDLAND CNTY TEX HOSP DIST                                     | 2041-05-15      | 2.8730%  | 0.0000% | $250000.00         | $199506.35         | Other Instrument          |
| MINNESOTA (STATE OF)                                           | 2033-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11986.11          | Other Instrument          |
| MINNESOTA (STATE OF)                                           | 2027-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21253.96          | Other Instrument          |
| MUKWONAGO WIS                                                  | 2031-12-01      | 4.0000%  | 0.0000% | $65000.00          | $66358.21          | Other Instrument          |
| MULTNOMAH-CLACKAMAS CNTYS ORE SCH DIST NO 10JT GRESHAM- BARLOW | 2027-06-15      | 5.0000%  | 0.0000% | $50000.00          | $52130.00          | Other Instrument          |
| MUNICIPAL ELEC AUTH GA                                         | 2057-04-01      | 6.6550%  | 0.0000% | $324000.00         | $361998.22         | Other Instrument          |
| NEW CANEY TEX INDPT SCH DIST                                   | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11138.97          | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                 | 2031-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11332.00          | Other Instrument          |
| NEW YORK CITY OF                                               | 2034-08-01      | 3.0000%  | 0.0000% | $370000.00         | $333043.17         | Other Instrument          |
| NEW YORK CITY OF                                               | 2039-09-01      | 5.0000%  | 0.0000% | $2600000.00        | $2950829.56        | Other Instrument          |
| NEW YORK CITY OF                                               | 2033-02-01      | 5.3300%  | 0.0000% | $135000.00         | $145477.61         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                            | 2032-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10428.71          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                            | 2047-05-01      | 5.0000%  | 0.0000% | $40000.00          | $41986.44          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                            | 2033-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11365.81          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                            | 2039-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22301.62          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                            | 2032-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22458.62          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                | 2032-06-15      | 5.0000%  | 0.0000% | $15000.00          | $15813.00          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                | 2033-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11355.40          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                       | 2034-08-01      | 5.0960%  | 0.0000% | $500000.00         | $480339.22         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                       | 2034-10-01      | 5.0000%  | 0.0000% | $15000.00          | $15821.52          | Other Instrument          |
| NORTHWEST TEX INDPT SCH DIST                                   | 2049-02-15      | 5.0000%  | 0.0000% | $250000.00         | $265014.17         | Other Instrument          |
| OHIO (STATE OF)                                                | 2029-09-15      | 5.0000%  | 0.0000% | $20000.00          | $22285.40          | Other Instrument          |
| OHIO STATE UNIVERSITY                                          | 2039-12-01      | 2.4000%  | 0.0000% | $385000.00         | $385695.48         | Money Market              |
| OHIO ST WTR DEV AUTH                                           | 2034-12-01      | 5.2500%  | 0.0000% | $60000.00          | $70537.45          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                           | 2034-06-01      | 5.0000%  | 0.0000% | $205000.00         | $231562.76         | Other Instrument          |
| OHIO ST WTR DEV AUTH                                           | 2033-12-01      | 5.2500%  | 0.0000% | $10000.00          | $11333.64          | Other Instrument          |
| ORLANDO FLA                                                    | 2031-10-01      | 5.0000%  | 0.0000% | $30000.00          | $31008.23          | Other Instrument          |
| PASCO CNTY FLA                                                 | 2030-10-01      | 5.0000%  | 0.0000% | $40000.00          | $44525.11          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                            | 2032-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17141.02          | Other Instrument          |
| PENNSYLVANIA STATE UNIVERSITY                                  | 2050-09-01      | 2.8880%  | 0.0000% | $85000.00          | $58135.16          | Other Instrument          |
| PENSKE TRUCK LEASING CO LP                                     | 2028-05-01      | 5.5500%  | 0.0000% | $520000.00         | $541403.63         | Corporate Debt Securities |
| PEWAMO-WESTPHALIA MICH CMNTY SCHS DIST                         | 2036-05-01      | 4.0000%  | 0.0000% | $10000.00          | $10724.29          | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                     | 2034-06-01      | 5.0000%  | 0.0000% | $25000.00          | $28175.86          | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                     | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11741.21          | Other Instrument          |
| PRINCE GEORGES CNTY MD                                         | 2029-07-15      | 5.0000%  | 0.0000% | $30000.00          | $32848.30          | Other Instrument          |
| SBL HOLDINGS INC                                               | 2028-09-26      | 5.9000%  | 0.0000% | $935000.00         | $952047.13         | Corporate Debt Securities |
| ST LUCIE CNTY FLA                                              | 2047-11-01      | 4.0690%  | 0.0000% | $35000.00          | $29628.88          | Other Instrument          |
| SARASOTA CNTY FLA SCH BRD                                      | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11608.08          | Other Instrument          |
| SODEXO INC                                                     | 2030-08-15      | 5.1500%  | 0.0000% | $6526000.00        | $6907461.02        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                             | 2030-03-15      | 5.2500%  | 0.0000% | $721000.00         | $754366.08         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                         | 2029-01-21      | 5.5450%  | 0.0000% | $451000.00         | $463247.47         | Corporate Debt Securities |
| TARRANT CNTY TEX COLLEGE DIST                                  | 2027-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10644.07          | Other Instrument          |
| TEXAS TRANSPORTATION COMMISSION                                | 2044-10-01      | 2.4720%  | 0.0000% | $60000.00          | $33162.91          | Other Instrument          |
| TEXAS TRANSPORTATION COMMISSION                                | 2038-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11592.57          | Other Instrument          |
| TEXAS WOMANS UNIV                                              | 2033-07-01      | 5.0000%  | 0.0000% | $70000.00          | $79986.04          | Other Instrument          |
| TOMBALL TEX INDPT SCH DIST                                     | 2027-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15773.95          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                           | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11383.07          | Other Instrument          |
| UDR INC                                                        | 2027-07-01      | 3.5000%  | 0.0000% | $75000.00          | $74708.21          | Corporate Debt Securities |
| UNIVERSITY OF MICHIGAN                                         | 2052-04-01      | 3.5040%  | 0.0000% | $30000.00          | $22357.88          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                     | 2041-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11377.87          | Other Instrument          |
| UNIVERSITY OF UTAH                                             | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11566.01          | Other Instrument          |
| UNIVERSITY OF WYOMING                                          | 2033-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16914.97          | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                 | 2034-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20696.76          | Other Instrument          |
| WASHINGTON (STATE OF)                                          | 2027-07-01      | 5.0000%  | 0.0000% | $60000.00          | $62576.87          | Other Instrument          |
| WASHINGTON (STATE OF)                                          | 2037-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11389.91          | Other Instrument          |
| WAYNE CNTY MICH ARPT AUTH                                      | 2033-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11342.04          | Other Instrument          |
| WILLIAMSON CNTY TX MUNI UTILITY DIST NO 28                     | 2029-02-15      | 5.0000%  | 0.0000% | $45000.00          | $49566.90          | Other Instrument          |
| EMPRESA NACIONAL DEL PETROLEO EN                               | 2029-11-06      | 5.2500%  | 0.0000% | $592000.00         | $610227.68         | Corporate Debt Securities |

### Security 288: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AFFIRM MASTER TRUST AFRMT_25-1        | 2033-02-15      | 5.6200%  | 0.0000% | $1320000.00        | $1335710.20        | Asset-Backed Securities                           |
| ALLEG_14-R                            | 2038-10-15      | 7.7722%  | 0.0000% | $2500000.00        | $2512721.03        | Asset-Backed Securities                           |
| BSPRT_23-FL10                         | 2035-09-15      | 5.9392%  | 0.0000% | $75000000.00       | $45828447.39       | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                          | 2065-05-25      | 0.8090%  | 0.0000% | $2242724.00        | $413439.78         | Private Label Collateralized Mortgage Obligations |
| COLT_21-6                             | 2066-12-25      | 1.9070%  | 0.0000% | $8745000.00        | $4081970.98        | Private Label Collateralized Mortgage Obligations |
| CAS_24-R01                            | 2044-01-25      | 7.6973%  | 0.0000% | $335000.00         | $353399.29         | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_24-SBL       | 2034-08-15      | 5.5631%  | 0.0000% | $5000000.00        | $5011589.79        | Private Label Collateralized Mortgage Obligations |
| MOUNTAIN VIEW CLO MVEW_17-2A          | 2031-01-16      | 7.0327%  | 0.0000% | $2370199.00        | $2382606.89        | Asset-Backed Securities                           |
| NOHT_19-HNLA                          | 2032-04-15      | 7.4159%  | 0.0000% | $600000.00         | $595637.58         | Private Label Collateralized Mortgage Obligations |
| OCP CLO 2023-26 LTD OCP_23-26AR       | 2037-04-17      | 7.2676%  | 0.0000% | $4000000.00        | $4013643.14        | Asset-Backed Securities                           |
| OCP CLO LTD OCP_23-27                 | 2038-07-15      | 0.0000%  | 0.0000% | $3500000.00        | $3512883.19        | Asset-Backed Securities                           |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP | 2036-01-15      | 4.7447%  | 0.0000% | $7440000.00        | $7231509.50        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD PLMRS_25-3      | 2037-07-20      | 4.9676%  | 0.0000% | $1269717.00        | $1277500.24        | Asset-Backed Securities                           |
| RCKT_25-CES9                          | 2055-09-25      | 5.5970%  | 0.0000% | $1750000.00        | $1758670.72        | Private Label Collateralized Mortgage Obligations |
| RRAM_23-RR                            | 2037-07-15      | 7.6722%  | 0.0000% | $4250000.00        | $4303510.67        | Asset-Backed Securities                           |
| SPCLO_10                              | 2038-07-15      | 6.1491%  | 0.0000% | $1000000.00        | $1007304.25        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD SIXST_21-19AR    | 2038-07-17      | 5.2676%  | 0.0000% | $1750000.00        | $1757145.65        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD SIXST_21-19AR    | 2038-07-17      | 5.5176%  | 0.0000% | $3100000.00        | $3106952.29        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD SNDPT_17-4A       | 2031-01-21      | 5.7292%  | 0.0000% | $2899889.00        | $2921758.39        | Asset-Backed Securities                           |
| STAR_21-3                             | 2056-06-25      | 1.1270%  | 0.0000% | $30669000.00       | $9467208.28        | Private Label Collateralized Mortgage Obligations |
| UPST_25-1                             | 2035-04-20      | 6.3300%  | 0.0000% | $4128000.00        | $4206111.39        | Asset-Backed Securities                           |

### Security 289: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC                                  | 2051-02-04      | 3.7000%  | 0.0000% | $2283000.00        | $1659007.90        | Corporate Debt Securities |
| APPLE INC                                         | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1265.58           | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2031-03-25      | 2.7260%  | 0.0000% | $102000.00         | $95046.18          | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2042-02-07      | 5.8750%  | 0.0000% | $304000.00         | $332525.12         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2041-06-17      | 3.0600%  | 0.0000% | $38000.00          | $29142.39          | Corporate Debt Securities |
| HCA INC                                           | 2095-11-15      | 7.5000%  | 0.0000% | $2573000.00        | $2809240.00        | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $390830.95         | Corporate Debt Securities |
| HCA INC                                           | 2029-03-15      | 3.3750%  | 0.0000% | $1678000.00        | $1659854.53        | Corporate Debt Securities |
| HALLIBURTON COMPANY                               | 2035-11-15      | 4.8500%  | 0.0000% | $103000.00         | $102693.49         | Corporate Debt Securities |
| HAMPTON ROADS PPV LLC                             | 2053-06-15      | 6.1710%  | 0.0000% | $1430000.00        | $1207691.84        | Other Instrument          |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1164777.50        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2030-07-19      | 5.0420%  | 0.0000% | $199000.00         | $204100.49         | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2040-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2086255.00        | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                       | 2031-03-15      | 6.6500%  | 0.0000% | $5000000.00        | $5247537.50        | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD                      | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1083600.00        | Corporate Debt Securities |
| SOUTHWESTERN PUBLIC SERVICE COMPANY               | 2036-10-01      | 6.0000%  | 0.0000% | $50000.00          | $53153.67          | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2027-05-25      | 3.6250%  | 0.0000% | $4399000.00        | $4401134.13        | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP                     | 2030-06-05      | 2.6500%  | 0.0000% | $300000.00         | $280352.58         | Corporate Debt Securities |
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1111.22           | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.2500%  | 0.0000% | $1180000.00        | $1199829.24        | Corporate Debt Securities |
| ONEOK INC                                         | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $160266.96         | Corporate Debt Securities |
| ING GROEP NV                                      | 2033-03-28      | 4.2520%  | 0.0000% | $1294000.00        | $1288836.36        | Corporate Debt Securities |
| AES CORP                                          | 2030-07-15      | 3.9500%  | 0.0000% | $5866000.00        | $5740325.84        | Corporate Debt Securities |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA        | 2032-08-01      | 8.5000%  | 0.0000% | $536000.00         | $563236.24         | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                      | 2041-05-13      | 3.4390%  | 0.0000% | $475000.00         | $378625.18         | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2039-10-15      | 7.0000%  | 0.0000% | $4000.00           | $4598.51           | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2142.99           | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                         | 2042-03-26      | 4.5350%  | 0.0000% | $2807000.00        | $2584799.44        | Corporate Debt Securities |
| ARES FINANCE CO IV LLC                            | 2052-02-01      | 3.6500%  | 0.0000% | $341000.00         | $245949.19         | Corporate Debt Securities |
| BANCO SANTANDER SA                                | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $643307.15         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.3000%  | 0.0000% | $126000.00         | $129373.02         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 4.3750%  | 0.0000% | $2649000.00        | $2633727.41        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2079-12-31      | 3.7500%  | 0.0000% | $810000.00         | $800018.10         | Corporate Debt Securities |
| BARCLAYS PLC                                      | 2029-09-13      | 6.4900%  | 0.0000% | $200000.00         | $216001.61         | Corporate Debt Securities |
| BARRICK NORTH AMERICA FINANCE LLC                 | 2043-05-01      | 5.7500%  | 0.0000% | $3941000.00        | $4097990.83        | Corporate Debt Securities |
| BELROSE FUNDING TRUST II                          | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $107013.00         | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2028-01-20      | 2.5910%  | 0.0000% | $10320000.00       | $10186662.73       | Corporate Debt Securities |
| BOEING CO                                         | 2029-03-01      | 3.2000%  | 0.0000% | $6921000.00        | $6815416.30        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2033-02-13      | 4.8120%  | 0.0000% | $8341000.00        | $8622695.03        | Corporate Debt Securities |
| CIGNA GROUP                                       | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1157549.50        | Corporate Debt Securities |
| CSL FINANCE PLC                                   | 2042-04-27      | 4.6250%  | 0.0000% | $726000.00         | $665609.81         | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2032-01-10      | 7.5070%  | 0.0000% | $54000.00          | $24795.24          | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2048-03-25      | 5.0500%  | 0.0000% | $155000.00         | $139240.33         | Corporate Debt Securities |
| CAIXABANK SA                                      | 2034-09-13      | 6.8400%  | 0.0000% | $200000.00         | $228452.00         | Corporate Debt Securities |
| CAMERON LNG LLC                                   | 2035-01-15      | 3.3020%  | 0.0000% | $1000000.00        | $878725.83         | Corporate Debt Securities |
| CATERPILLAR INC                                   | 2097-03-01      | 7.3750%  | 0.0000% | $3866000.00        | $4640763.05        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2044-04-01      | 4.5000%  | 0.0000% | $2039000.00        | $1820735.25        | Corporate Debt Securities |
| COBANK                                            | 2079-12-31      | 7.2500%  | 0.0000% | $500000.00         | $514135.14         | Corporate Debt Securities |
| COCA-COLA CONSOLIDATED INC                        | 2029-06-01      | 5.2500%  | 0.0000% | $5000000.00        | $5206720.83        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2028-12-14      | 2.3750%  | 0.0000% | $4450000.00        | $4251373.01        | Corporate Debt Securities |
| Doctors                                           | 2032-01-18      | 4.5000%  | 0.0000% | $3000000.00        | $2702430.00        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2039-10-15      | 6.1250%  | 0.0000% | $586000.00         | $641578.93         | Corporate Debt Securities |
| EXELON CORPORATION                                | 2029-03-15      | 5.1500%  | 0.0000% | $5000000.00        | $5238612.50        | Corporate Debt Securities |
| FS KKR CAPITAL CORP                               | 2027-07-15      | 3.2500%  | 0.0000% | $308000.00         | $299377.28         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                           | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $244586.30         | Corporate Debt Securities |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA        | 2039-09-30      | 7.3750%  | 0.0000% | $292000.00         | $348783.29         | Corporate Debt Securities |
| HCA INC                                           | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $2003.72           | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2037-09-15      | 6.5000%  | 0.0000% | $6800000.00        | $7636366.00        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                        | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $499135.97         | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2034-07-01      | 6.3750%  | 0.0000% | $4000000.00        | $4115821.67        | Corporate Debt Securities |
| HESS CORP                                         | 2041-02-15      | 5.6000%  | 0.0000% | $581000.00         | $616375.15         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2030-07-22      | 4.9950%  | 0.0000% | $2427000.00        | $2492164.95        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2079-12-31      | 6.5000%  | 0.0000% | $2123000.00        | $2220543.59        | Corporate Debt Securities |
| MAPLE GROVE FUNDING TRUST I                       | 2051-08-15      | 4.1610%  | 0.0000% | $7380000.00        | $5499142.43        | Corporate Debt Securities |
| MERCK & CO INC                                    | 2044-05-17      | 4.9000%  | 0.0000% | $4000.00           | $3801.26           | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FUNDING I                | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $153153.92         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2030-01-23      | 4.4310%  | 0.0000% | $2700000.00        | $2717473.27        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                       | 2041-01-14      | 2.6480%  | 0.0000% | $7276000.00        | $5206755.72        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2053-09-15      | 7.1250%  | 0.0000% | $42000.00          | $45148.27          | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO             | 2051-03-30      | 3.4500%  | 0.0000% | $2274000.00        | $1620804.87        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2041-05-15      | 5.2500%  | 0.0000% | $312000.00         | $311003.94         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2029-03-01      | 4.2000%  | 0.0000% | $900000.00         | $911622.00         | Corporate Debt Securities |
| PACIFIC LIFE INSURANCE COMPANY                    | 2067-10-24      | 4.3000%  | 0.0000% | $1307000.00        | $1065566.60        | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                  | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $216451.48         | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $395984.69         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                       | 2034-04-15      | 6.8750%  | 0.0000% | $100000.00         | $111390.21         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2079-12-31      | 4.0000%  | 0.0000% | $1141000.00        | $1076847.91        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2038-12-15      | 6.3750%  | 0.0000% | $339000.00         | $381188.13         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2035-05-11      | 4.1250%  | 0.0000% | $1566000.00        | $1518772.70        | Corporate Debt Securities |
| SKYMILES IP LTD                                   | 2028-10-20      | 4.7500%  | 0.0000% | $112305.00         | $103856.24         | Corporate Debt Securities |
| STATE STREET CORP                                 | 2079-12-31      | 6.4500%  | 0.0000% | $1400000.00        | $1458159.50        | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                            | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $401554.10         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2041-11-15      | 4.6250%  | 0.0000% | $131000.00         | $119817.24         | Corporate Debt Securities |
| VICI PROPERTIES LP                                | 2028-01-15      | 4.5000%  | 0.0000% | $1280000.00        | $1285907.20        | Corporate Debt Securities |
| WELLS FARGO BANK NA                               | 2038-01-15      | 6.6000%  | 0.0000% | $250000.00         | $280147.50         | Corporate Debt Securities |

### Security 290: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC_21-INV2                                           | 2056-11-25      | 3.2844%  | 0.0000% | $3513808.00        | $2647773.56        | Private Label Collateralized Mortgage Obligations |
| HHT_25-MAUI                                            | 2042-03-15      | 5.4226%  | 0.0000% | $469000.00         | $471085.83         | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_16-C2 | 2049-06-15      | 3.1439%  | 0.0000% | $1840000.00        | $1836391.00        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-HE3                                           | 2055-02-25      | 5.1177%  | 0.0000% | $13736596.00       | $7095873.53        | Asset-Backed Securities                           |
| SOCIETE GENERALE SA                                    | 2033-04-13      | 6.1000%  | 0.0000% | $400000.00         | $430600.22         | Corporate Debt Securities                         |
| ANTR_21-1R                                             | 2038-10-25      | 5.0880%  | 0.0000% | $137235968.00      | $137310075.40      | Asset-Backed Securities                           |

### Security 291: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2026-03-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS COMMERCIAL MORTGAGE SEC                  | 2050-02-17      | 1.4400%  | 0.0000% | $62590000.00       | $422911.62         | Private Label Collateralized Mortgage Obligations |
| GSMS_21-ROSS                                      | 2026-05-15      | 4.9447%  | 0.0000% | $2298643.00        | $2228673.26        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO XIV LTD BSP_18-14AR   | 2037-10-20      | 5.4176%  | 0.0000% | $1091530.00        | $1096403.57        | Asset-Backed Securities                           |
| ARSI_05-W5                                        | 2036-01-25      | 4.4771%  | 0.0000% | $6695869.00        | $4046437.48        | Asset-Backed Securities                           |
| BBCMS_24-5C27                                     | 2057-07-15      | 0.8166%  | 0.0000% | $70860000.00       | $1740732.86        | Private Label Collateralized Mortgage Obligations |
| BNK_20-B28                                        | 2030-10-15      | 0.9821%  | 0.0000% | $6648000.00        | $270069.11         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR5                                     | 2057-02-16      | 1.3092%  | 0.0000% | $62035000.00       | $1877237.79        | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR5                                     | 2057-02-11      | 0.5082%  | 0.0000% | $79878000.00       | $1164091.49        | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                        | 2057-02-16      | 1.1200%  | 0.0000% | $93498000.00       | $2803819.80        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1     | 2061-09-25      | 2.7500%  | 0.0000% | $13618000.00       | $8401913.28        | Private Label Collateralized Mortgage Obligations |
| CHEVY CHASE MORTGAGE FUNDING COR                  | 2047-11-25      | 3.9171%  | 0.0000% | $17600000.00       | $1361687.68        | Private Label Collateralized Mortgage Obligations |
| ELMW5_30                                          | 2037-07-17      | 5.4176%  | 0.0000% | $1551649.00        | $1557801.13        | Asset-Backed Securities                           |
| GCAT_22-HX1                                       | 2066-12-27      | 3.9899%  | 0.0000% | $8964536.00        | $6140368.80        | Private Label Collateralized Mortgage Obligations |
| GSAA_06-1                                         | 2036-01-25      | 4.5471%  | 0.0000% | $9606000.00        | $509610.12         | Asset-Backed Securities                           |
| MADISON PARK FUNDING XXIV LTD MDPK_16_24AR2       | 2029-10-20      | 10.7176% | 0.0000% | $2250000.00        | $2217481.02        | Asset-Backed Securities                           |
| MDPK_46-RR                                        | 2034-10-15      | 8.9222%  | 0.0000% | $1500000.00        | $1456181.37        | Asset-Backed Securities                           |
| MSC_20-CNP                                        | 2042-04-05      | 2.4276%  | 0.0000% | $3025000.00        | $2422932.94        | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 | 2061-10-20      | 2.4100%  | 0.0000% | $10954950.00       | $6915623.79        | Asset-Backed Securities                           |
| OBX_22-NQM5                                       | 2062-05-25      | 4.2407%  | 0.0000% | $13364120.00       | $11432353.87       | Private Label Collateralized Mortgage Obligations |
| SBART_24-A                                        | 2032-04-15      | 8.0000%  | 0.0000% | $4000000.00        | $4158865.33        | Asset-Backed Securities                           |
| SM_22-IND                                         | 2039-02-15      | 7.6302%  | 0.0000% | $2157000.00        | $1991632.00        | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO LTD SNDPT_13-2RA                  | 2029-04-15      | 9.9338%  | 0.0000% | $5900000.00        | $4033067.85        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD SNDPT_22-1A                   | 2035-04-25      | 10.3680% | 0.0000% | $2000000.00        | $1829544.00        | Asset-Backed Securities                           |
| TRNTS_19-11A                                      | 2034-07-15      | 11.8492% | 0.0000% | $1400000.00        | $1319567.55        | Asset-Backed Securities                           |
| VENTR_13-15A                                      | 2032-07-15      | 11.3561% | 0.0000% | $987633.00         | $457644.36         | Asset-Backed Securities                           |
| VISIO_20-1                                        | 2055-08-25      | 5.5000%  | 0.0000% | $4795000.00        | $4531354.39        | Private Label Collateralized Mortgage Obligations |

### Security 292: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| STANDARD CHARTERED PLC                        | 2027-02-19      | 4.3000%  | 0.0000% | $997000.00         | $1016551.72        | Corporate Debt Securities |
| T-MOBILE USA INC                              | 2041-02-15      | 3.0000%  | 0.0000% | $5198000.00        | $3946009.72        | Corporate Debt Securities |
| ARCELORMITTAL SA                              | 2039-10-15      | 7.0000%  | 0.0000% | $9818000.00        | $11287034.61       | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC                    | 2045-04-01      | 5.1500%  | 0.0000% | $31000.00          | $29220.09          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2042-07-21      | 2.9080%  | 0.0000% | $713000.00         | $523040.40         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                      | 2048-02-15      | 4.1000%  | 0.0000% | $82000.00          | $66594.80          | Corporate Debt Securities |
| ABBOTT LABORATORIES                           | 2037-11-30      | 6.1500%  | 0.0000% | $90000.00          | $100739.70         | Corporate Debt Securities |
| ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD | 2039-12-15      | 5.9500%  | 0.0000% | $232000.00         | $216769.38         | Corporate Debt Securities |
| Aldar Properties                              | 2056-04-14      | 5.8750%  | 0.0000% | $289000.00         | $286153.67         | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                     | 2041-02-09      | 2.7000%  | 0.0000% | $574000.00         | $435244.11         | Corporate Debt Securities |
| ALLSTATE CORP                                 | 2049-08-10      | 3.8500%  | 0.0000% | $2037000.00        | $1590001.85        | Corporate Debt Securities |
| ALTRIA GROUP INC                              | 2038-11-10      | 9.9500%  | 0.0000% | $164000.00         | $226336.58         | Corporate Debt Securities |
| AMPHENOL CORP                                 | 2036-02-15      | 4.6250%  | 0.0000% | $4995000.00        | $4947086.85        | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                  | 2043-02-01      | 6.5000%  | 0.0000% | $24000.00          | $26786.63          | Corporate Debt Securities |
| APA CORP (US)                                 | 2049-07-01      | 5.3500%  | 0.0000% | $214000.00         | $182334.36         | Corporate Debt Securities |
| APPLE INC                                     | 2047-11-13      | 3.7500%  | 0.0000% | $28000.00          | $22386.58          | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                | 2044-01-15      | 4.7000%  | 0.0000% | $19000.00          | $16288.29          | Corporate Debt Securities |
| ASCOT GROUP LTD                               | 2035-06-15      | 6.3490%  | 0.0000% | $250000.00         | $259976.56         | Corporate Debt Securities |
| ATHENE HOLDING LTD                            | 2055-05-19      | 6.6250%  | 0.0000% | $7723000.00        | $8057992.63        | Corporate Debt Securities |
| BAT CAPITAL CORP                              | 2043-08-02      | 7.0790%  | 0.0000% | $363000.00         | $421367.40         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2058-09-12      | 3.6946%  | 0.0000% | $318000.00         | $315925.42         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2039-10-26      | 3.8280%  | 0.0000% | $1387000.00        | $1380738.41        | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2027-11-25      | 4.1830%  | 0.0000% | $1253000.00        | $1263916.94        | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2051-10-24      | 2.8310%  | 0.0000% | $756000.00         | $487710.22         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2036-09-16      | 5.1000%  | 0.0000% | $25000.00          | $25356.08          | Corporate Debt Securities |
| BARCLAYS PLC                                  | 2035-09-23      | 3.5640%  | 0.0000% | $1232000.00        | $1180432.18        | Corporate Debt Securities |
| BOEING CO                                     | 2050-05-01      | 5.8050%  | 0.0000% | $5843000.00        | $5882622.84        | Corporate Debt Securities |
| BOFA FINANCE LLC                              | 2027-05-25      | 0.6000%  | 0.0000% | $1445000.00        | $1596122.92        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                       | 2048-04-04      | 4.5000%  | 0.0000% | $4886000.00        | $4241096.86        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER              | 2086-07-28      | 6.5000%  | 0.0000% | $9591000.00        | $9644224.72        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY              | 2115-09-15      | 6.1250%  | 0.0000% | $2153000.00        | $2241076.54        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                          | 2036-01-30      | 6.1830%  | 0.0000% | $1785000.00        | $1853008.50        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC   | 2036-03-15      | 5.8500%  | 0.0000% | $1685000.00        | $1825895.49        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC   | 2055-03-15      | 5.5000%  | 0.0000% | $801000.00         | $793402.52         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA                      | 2043-12-01      | 5.7500%  | 0.0000% | $2600000.00        | $2645951.39        | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA                      | 2045-08-04      | 5.2500%  | 0.0000% | $758000.00         | $738994.41         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                        | 2047-08-15      | 4.6000%  | 0.0000% | $2435000.00        | $1864195.42        | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                        | 2048-02-15      | 4.5500%  | 0.0000% | $2124000.00        | $1801564.41        | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC              | 2031-07-08      | 5.8820%  | 0.0000% | $250000.00         | $260451.14         | Corporate Debt Securities |
| DOMINION ENERGY INC                           | 2056-02-15      | 6.2000%  | 0.0000% | $8549000.00        | $8848955.91        | Corporate Debt Securities |
| DOVER CORP                                    | 2038-03-15      | 6.6000%  | 0.0000% | $13000.00          | $14720.55          | Corporate Debt Securities |
| EIDP INC                                      | 2040-12-21      | 3.6562%  | 0.0000% | $4524000.00        | $4520572.77        | Corporate Debt Securities |
| EIDP INC                                      | 2041-10-09      | 3.6098%  | 0.0000% | $2488000.00        | $2477141.59        | Corporate Debt Securities |
| DUKE ENERGY CORP                              | 2055-09-15      | 5.7000%  | 0.0000% | $3571000.00        | $3567208.79        | Corporate Debt Securities |
| ENERGY TRANSFER LP                            | 2056-01-15      | 6.3000%  | 0.0000% | $6674000.00        | $6711140.81        | Corporate Debt Securities |
| ENTERGY CORP                                  | 2056-06-15      | 6.1000%  | 0.0000% | $60000.00          | $60886.43          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC           | 2039-10-01      | 6.2500%  | 0.0000% | $106000.00         | $116715.51         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC           | 2066-10-01      | 5.9899%  | 0.0000% | $390000.00         | $351676.72         | Corporate Debt Securities |
| FEDEX CORP                                    | 2047-01-15      | 4.4000%  | 0.0000% | $28000.00          | $23181.29          | Corporate Debt Securities |
| ASSURED GUARANTY MUNICIPAL HOLDINGS INC       | 2066-12-15      | 6.4000%  | 0.0000% | $161000.00         | $152246.43         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                      | 2072-06-15      | 3.6400%  | 0.0000% | $108316000.00      | $107315167.20      | Corporate Debt Securities |
| GENERAL ELECTRIC CO                           | 2046-12-21      | 3.5378%  | 0.0000% | $3916000.00        | $3884415.27        | Corporate Debt Securities |
| GENERAL ELECTRIC CO                           | 2053-12-15      | 3.5447%  | 0.0000% | $8867000.00        | $8796214.26        | Corporate Debt Securities |
| GENERAL ELECTRIC CO                           | 2036-12-01      | 4.2925%  | 0.0000% | $123000.00         | $122173.44         | Corporate Debt Securities |
| GERDAU TRADE INC                              | 2035-06-09      | 5.7500%  | 0.0000% | $291000.00         | $303476.87         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2041-02-01      | 6.2500%  | 0.0000% | $5373000.00        | $5862157.92        | Corporate Debt Securities |
| GS FINANCE CORP                               | 2057-10-31      | 3.8020%  | 0.0000% | $1890000.00        | $1869710.80        | Corporate Debt Securities |
| GS FINANCE CORP                               | 2058-03-29      | 4.2514%  | 0.0000% | $137000.00         | $136290.92         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                             | 2079-12-31      | 4.0000%  | 0.0000% | $14307000.00       | $14513974.60       | Corporate Debt Securities |
| HACKENSACK MERIDIAN HEALTH                    | 2041-09-01      | 2.6750%  | 0.0000% | $314000.00         | $230925.50         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC                  | 2067-02-12      | 6.2384%  | 0.0000% | $24000.00          | $23176.08          | Corporate Debt Securities |
| HASBRO INC                                    | 2040-03-15      | 6.3500%  | 0.0000% | $36000.00          | $38714.49          | Corporate Debt Securities |
| HESS CORP                                     | 2047-04-01      | 5.8000%  | 0.0000% | $16213000.00       | $17024983.07       | Corporate Debt Securities |
| INDIANA MICHIGAN POWER CO                     | 2048-08-15      | 4.2500%  | 0.0000% | $181000.00         | $150991.86         | Corporate Debt Securities |
| KELLANOVA                                     | 2054-05-16      | 5.7500%  | 0.0000% | $1296000.00        | $1320338.16        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                          | 2050-05-01      | 3.8000%  | 0.0000% | $15000.00          | $11095.87          | Corporate Debt Securities |
| KINDER MORGAN INC                             | 2046-02-15      | 5.0500%  | 0.0000% | $992000.00         | $922040.03         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC             | 2036-01-15      | 5.8750%  | 0.0000% | $5573000.00        | $5626366.89        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                 | 2043-10-23      | 6.6250%  | 0.0000% | $1107000.00        | $1155022.43        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                   | 2053-06-15      | 4.1500%  | 0.0000% | $310000.00         | $251533.23         | Corporate Debt Securities |
| LOWES COMPANIES INC                           | 2050-04-15      | 5.1250%  | 0.0000% | $670000.00         | $621423.60         | Corporate Debt Securities |
| M&T BK CORP                                   | 2035-07-30      | 5.4000%  | 0.0000% | $975000.00         | $984740.25         | Corporate Debt Securities |
| MARATHON PETROLEUM CORP                       | 2045-12-15      | 5.8500%  | 0.0000% | $4638000.00        | $4567838.66        | Corporate Debt Securities |
| MARKS AND SPENCER PLC                         | 2037-12-01      | 7.1250%  | 0.0000% | $1198000.00        | $1325379.85        | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED              | 2047-08-15      | 4.2000%  | 0.0000% | $39000.00          | $32199.96          | Corporate Debt Securities |
| MOODYS CORP                                   | 2048-12-17      | 4.8750%  | 0.0000% | $244000.00         | $221835.75         | Corporate Debt Securities |
| MOODYS CORP                                   | 2060-08-18      | 2.5500%  | 0.0000% | $23000.00          | $12252.45          | Corporate Debt Securities |
| MORGAN STANLEY                                | 2032-07-21      | 2.2390%  | 0.0000% | $1445000.00        | $1282335.99        | Corporate Debt Securities |
| MORGAN STANLEY                                | 2031-04-17      | 5.1920%  | 0.0000% | $30000.00          | $31327.35          | Corporate Debt Securities |
| MORGAN STANLEY                                | 2036-01-18      | 5.5870%  | 0.0000% | $49000.00          | $51183.06          | Corporate Debt Securities |
| MORGAN STANLEY                                | 2041-01-18      | 5.3140%  | 0.0000% | $15347000.00       | $15252402.80       | Corporate Debt Securities |
| MORGAN STANLEY                                | 2079-12-31      | 5.8750%  | 0.0000% | $23000.00          | $23457.50          | Corporate Debt Securities |
| NORDEA BANK ABP                               | 2079-12-31      | 6.7500%  | 0.0000% | $1100000.00        | $1145925.00        | Corporate Debt Securities |
| OLD NATL BNCP                                 | 2036-02-15      | 6.0800%  | 0.0000% | $6247000.00        | $6269053.30        | Corporate Debt Securities |
| ORACLE CORPORATION                            | 2065-09-26      | 6.1000%  | 0.0000% | $8211000.00        | $7292772.99        | Corporate Debt Securities |
| PACIFICORP                                    | 2051-03-15      | 3.3000%  | 0.0000% | $1159000.00        | $763300.02         | Corporate Debt Securities |
| POMONA COLLEGE                                | 2051-01-01      | 2.8880%  | 0.0000% | $38000.00          | $24118.84          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                           | 2050-08-15      | 3.7634%  | 0.0000% | $4229000.00        | $4236083.57        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                           | 2053-12-04      | 3.6834%  | 0.0000% | $679000.00         | $678125.44         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                           | 2055-12-01      | 3.7540%  | 0.0000% | $1504000.00        | $1497196.78        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                           | 2065-11-13      | 3.8026%  | 0.0000% | $10973000.00       | $10962124.20       | Corporate Debt Securities |
| PROCTER & GAMBLE CO                           | 2073-11-01      | 3.3941%  | 0.0000% | $21915000.00       | $21738582.06       | Corporate Debt Securities |
| PUGET SOUND ENRG INC                          | 2041-11-15      | 4.4340%  | 0.0000% | $215000.00         | $187933.11         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                           | 2079-12-31      | 4.0000%  | 0.0000% | $12985000.00       | $13015586.89       | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY            | 2054-04-15      | 5.7500%  | 0.0000% | $2770000.00        | $2675600.71        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                   | 2047-01-15      | 5.5700%  | 0.0000% | $711000.00         | $714768.89         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                           | 2028-09-15      | 2.5000%  | 0.0000% | $55000.00          | $52919.08          | Corporate Debt Securities |
| PINNACLE BANK (TENNESSEE)                     | 2036-01-15      | 5.9570%  | 0.0000% | $12812000.00       | $13015314.70       | Corporate Debt Securities |
| T-MOBILE USA INC                              | 2055-06-15      | 5.2500%  | 0.0000% | $3872000.00        | $3552918.16        | Corporate Debt Securities |
| 3M CO                                         | 2044-12-15      | 3.6348%  | 0.0000% | $2659000.00        | $2648960.89        | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD            | 2033-02-15      | 5.1500%  | 0.0000% | $15804000.00       | $15752597.49       | Corporate Debt Securities |
| TRUSTMARK CORP                                | 2035-12-01      | 0.0000%  | 0.0000% | $986000.00         | $1005558.95        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2046-09-14      | 0.0358%  | 0.0000% | $580000.00         | $581453.48         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2046-12-17      | 3.7348%  | 0.0000% | $3450000.00        | $3449076.29        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2048-08-25      | 4.3902%  | 0.0000% | $844000.00         | $842980.51         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2054-07-23      | 3.6326%  | 0.0000% | $11642000.00       | $11570126.31       | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2055-12-01      | 3.7540%  | 0.0000% | $12206000.00       | $12216211.34       | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                  | 2057-02-15      | 3.8134%  | 0.0000% | $2978000.00        | $2971360.71        | Corporate Debt Securities |
| UMASS MEMORIAL HEALTH CARE INC                | 2052-07-01      | 5.3630%  | 0.0000% | $53000.00          | $50328.28          | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                     | 2051-06-21      | 3.3665%  | 0.0000% | $10836000.00       | $10846860.92       | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                     | 2051-12-21      | 3.3665%  | 0.0000% | $9778000.00        | $9706062.28        | Corporate Debt Securities |
| VALE OVERSEAS LTD                             | 2054-06-28      | 6.4000%  | 0.0000% | $173000.00         | $179326.42         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                    | 2041-11-01      | 4.7500%  | 0.0000% | $257000.00         | $236376.54         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                 | 2036-01-31      | 5.3500%  | 0.0000% | $8889000.00        | $8862500.90        | Corporate Debt Securities |
| WELLS FARGO BANK NA                           | 2039-05-21      | 3.8801%  | 0.0000% | $1338000.00        | $1342220.85        | Corporate Debt Securities |
| WELLS FARGO BANK NA                           | 2040-11-27      | 3.8840%  | 0.0000% | $1929000.00        | $1924418.34        | Corporate Debt Securities |
| WALMART INC                                   | 2043-10-02      | 4.7500%  | 0.0000% | $290000.00         | $277265.94         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                         | 2047-05-17      | 3.8634%  | 0.0000% | $1730000.00        | $1727321.05        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                         | 2047-12-20      | 3.7062%  | 0.0000% | $2683000.00        | $2672163.20        | Corporate Debt Securities |
| WELLS FARGO BANK NA                           | 2053-06-24      | 3.6502%  | 0.0000% | $1863000.00        | $1857488.57        | Corporate Debt Securities |
| WESTLAKE CORP                                 | 2041-08-15      | 2.8750%  | 0.0000% | $548000.00         | $380474.80         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                        | 2056-03-15      | 5.9500%  | 0.0000% | $850000.00         | $856218.69         | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER COMPANY              | 2044-06-01      | 4.2500%  | 0.0000% | $42000.00          | $35573.38          | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION     | 2035-11-19      | 6.8160%  | 0.0000% | $1768000.00        | $1900038.95        | Corporate Debt Securities |
| ATLANTICA TRANSMISION SUR SA                  | 2043-04-30      | 6.8750%  | 0.0000% | $260000.00         | $251067.57         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE       | 2047-08-01      | 4.5000%  | 0.0000% | $972000.00         | $813286.98         | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA         | 2050-01-22      | 4.2500%  | 0.0000% | $319000.00         | $259992.80         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                    | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $200296.72         | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BATH & BODY WORKS INC                          | 2030-10-01      | 6.6250%  | 0.0000% | $98000.00          | $102378.57         | Corporate Debt Securities |
| ALTRIA GROUP INC                               | 2041-02-04      | 3.4000%  | 0.0000% | $77000.00          | $60937.20          | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC                    | 2027-06-15      | 5.0000%  | 0.0000% | $3000.00           | $3039.84           | Corporate Debt Securities |
| LAMB WESTON HOLDINGS INC                       | 2032-01-31      | 4.3750%  | 0.0000% | $420000.00         | $408972.90         | Corporate Debt Securities |
| VERISK ANALYTICS INC                           | 2050-05-15      | 3.6250%  | 0.0000% | $858000.00         | $627294.17         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2032-04-15      | 6.8750%  | 0.0000% | $386000.00         | $413615.24         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                            | 2030-06-15      | 5.8750%  | 0.0000% | $97000.00          | $98878.28          | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                | 2035-01-15      | 5.8000%  | 0.0000% | $2000.00           | $2121.01           | Corporate Debt Securities |
| ACADEMY LTD                                    | 2027-11-15      | 6.0000%  | 0.0000% | $26000.00          | $26329.16          | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                   | 2041-05-13      | 3.4390%  | 0.0000% | $18000.00          | $14347.90          | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2033-11-01      | 8.3750%  | 0.0000% | $198000.00         | $209542.38         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC      | 2029-10-01      | 5.0260%  | 0.0000% | $22994000.00       | $23714027.73       | Corporate Debt Securities |
| UWM HOLDINGS LLC                               | 2030-02-01      | 6.6250%  | 0.0000% | $236000.00         | $247592.55         | Corporate Debt Securities |
| VIKING CRUISES LTD                             | 2031-07-15      | 9.1250%  | 0.0000% | $275000.00         | $294635.57         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP               | 2040-11-15      | 7.5000%  | 0.0000% | $345000.00         | $413239.28         | Corporate Debt Securities |
| MORGAN STANLEY                                 | 2029-10-18      | 3.6500%  | 0.0000% | $8856000.00        | $8911112.10        | Corporate Debt Securities |
| HAT HOLDINGS I LLC                             | 2026-06-15      | 3.3750%  | 0.0000% | $387000.00         | $386825.37         | Corporate Debt Securities |
| WESTERN ALLIANCE BANK                          | 2035-11-15      | 6.5370%  | 0.0000% | $7066000.00        | $7234485.24        | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2031-11-23      | 4.3220%  | 0.0000% | $558000.00         | $562220.56         | Corporate Debt Securities |
| ASGN INC                                       | 2028-05-15      | 4.6250%  | 0.0000% | $8000000.00        | $7983003.33        | Corporate Debt Securities |
| AT&T INC                                       | 2041-08-15      | 5.5500%  | 0.0000% | $13638000.00       | $13783483.37       | Corporate Debt Securities |
| AECOM                                          | 2033-08-01      | 6.0000%  | 0.0000% | $605000.00         | $637756.72         | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                       | 2033-03-15      | 6.2500%  | 0.0000% | $120000.00         | $125304.90         | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CORP               | 2026-06-15      | 5.3650%  | 0.0000% | $18000.00          | $18198.83          | Corporate Debt Securities |
| AMAZON.COM INC                                 | 2047-08-22      | 4.0500%  | 0.0000% | $926000.00         | $776992.71         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION             | 2027-03-08      | 4.4523%  | 0.0000% | $22117000.00       | $22340774.90       | Corporate Debt Securities |
| AMGEN INC                                      | 2053-09-01      | 2.7700%  | 0.0000% | $18961000.00       | $11585260.54       | Corporate Debt Securities |
| ANTERO RESOURCES CORP                          | 2030-03-01      | 5.3750%  | 0.0000% | $6000.00           | $6213.10           | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                   | 2032-02-01      | 6.6250%  | 0.0000% | $248000.00         | $265496.64         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                   | 2033-10-15      | 5.7500%  | 0.0000% | $270000.00         | $278338.80         | Corporate Debt Securities |
| ARDONAGH GROUP FINANCE LTD                     | 2032-02-15      | 8.8750%  | 0.0000% | $4900000.00        | $5055858.79        | Corporate Debt Securities |
| AXA SA                                         | 2030-12-15      | 8.6000%  | 0.0000% | $107000.00         | $126756.48         | Corporate Debt Securities |
| BAE SYSTEMS PLC                                | 2030-04-15      | 3.4000%  | 0.0000% | $2471000.00        | $2414554.12        | Corporate Debt Securities |
| LBM ACQUISITION LLC                            | 2029-01-15      | 6.2500%  | 0.0000% | $1638000.00        | $1520709.65        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2028-02-15      | 6.0000%  | 0.0000% | $430000.00         | $442401.20         | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2030-11-15      | 8.7500%  | 0.0000% | $251000.00         | $274568.69         | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2031-07-01      | 7.2500%  | 0.0000% | $20000.00          | $21406.41          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                 | 2052-03-17      | 3.0010%  | 0.0000% | $1115000.00        | $734157.29         | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                  | 2030-08-01      | 10.3750% | 0.0000% | $1494000.00        | $1515867.39        | Corporate Debt Securities |
| BUCKEYE PARTNERS                               | 2029-07-01      | 6.8750%  | 0.0000% | $5899000.00        | $6164031.42        | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC                       | 2032-06-15      | 6.3750%  | 0.0000% | $250000.00         | $259807.19         | Corporate Debt Securities |
| CNX RESOURCES CORP                             | 2031-01-15      | 7.3750%  | 0.0000% | $3260000.00        | $3385389.11        | Corporate Debt Securities |
| CNX RESOURCES CORP                             | 2032-03-01      | 7.2500%  | 0.0000% | $4644000.00        | $5000784.33        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                      | 2030-02-15      | 7.0000%  | 0.0000% | $218000.00         | $232146.75         | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2033-02-15      | 6.1250%  | 0.0000% | $649000.00         | $686124.69         | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2032-08-01      | 5.7500%  | 0.0000% | $180000.00         | $190457.30         | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                       | 2034-02-15      | 7.3750%  | 0.0000% | $200000.00         | $206297.81         | Corporate Debt Securities |
| CENTENE CORP                                   | 2031-03-01      | 2.5000%  | 0.0000% | $1450000.00        | $1266933.47        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                         | 2055-05-15      | 6.7000%  | 0.0000% | $1458000.00        | $1516784.13        | Corporate Debt Securities |
| CENTURY COMMUNITIES INC                        | 2033-09-15      | 6.6250%  | 0.0000% | $59000.00          | $61196.91          | Corporate Debt Securities |
| CITRIX SYST INC                                | 2027-12-01      | 4.5000%  | 0.0000% | $10404000.00       | $10130010.66       | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                  | 2032-01-15      | 3.7500%  | 0.0000% | $155000.00         | $142842.19         | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2029-07-01      | 5.8750%  | 0.0000% | $6330000.00        | $6384074.90        | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC         | 2032-11-17      | 4.9990%  | 0.0000% | $47000.00          | $47685.11          | Corporate Debt Securities |
| COMSTOCK RES INC                               | 2029-03-01      | 6.7500%  | 0.0000% | $5214000.00        | $5368894.91        | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC                  | 2028-10-15      | 6.5000%  | 0.0000% | $6010000.00        | $6130610.68        | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                     | 2029-02-16      | 5.1580%  | 0.0000% | $33312000.00       | $34646064.17       | Corporate Debt Securities |
| CORECIVIC INC                                  | 2029-04-15      | 8.2500%  | 0.0000% | $8615000.00        | $9228151.09        | Corporate Debt Securities |
| COREWEAVE INC                                  | 2031-02-01      | 9.0000%  | 0.0000% | $3200000.00        | $3260768.00        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                             | 2032-01-12      | 4.6560%  | 0.0000% | $20963000.00       | $21016832.98       | Corporate Debt Securities |
| DAVITA INC                                     | 2030-06-01      | 4.6250%  | 0.0000% | $100000.00         | $97103.99          | Corporate Debt Securities |
| DELUXE CORP                                    | 2029-06-01      | 8.0000%  | 0.0000% | $4500000.00        | $4635590.00        | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO                      | 2028-06-01      | 5.5000%  | 0.0000% | $4279000.00        | $4324031.72        | Corporate Debt Securities |
| ENCORE CAP GRP                                 | 2030-05-15      | 8.5000%  | 0.0000% | $5750000.00        | $6279450.42        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                  | 2037-09-15      | 6.8000%  | 0.0000% | $2235000.00        | $2558762.10        | Corporate Debt Securities |
| FEDEX CORP                                     | 2042-08-01      | 3.8750%  | 0.0000% | $1000.00           | $823.82            | Corporate Debt Securities |
| FIRSTCASH INC                                  | 2032-03-01      | 6.8750%  | 0.0000% | $213000.00         | $227508.47         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2030-12-01      | 7.8750%  | 0.0000% | $671000.00         | $720584.38         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2031-05-01      | 7.0000%  | 0.0000% | $838000.00         | $895374.14         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2033-04-15      | 5.8750%  | 0.0000% | $367000.00         | $379502.01         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                          | 2028-08-01      | 4.0000%  | 0.0000% | $121000.00         | $121427.00         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                          | 2031-01-15      | 6.7500%  | 0.0000% | $254000.00         | $266136.76         | Corporate Debt Securities |
| GGAM FINANCE LIMITED                           | 2029-04-15      | 6.8750%  | 0.0000% | $7395000.00        | $7800853.01        | Corporate Debt Securities |
| GLOBAL PARTNERS LP                             | 2033-07-01      | 7.1250%  | 0.0000% | $143000.00         | $147677.47         | Corporate Debt Securities |
| GO DADDY OPERATING COMPANY LLC                 | 2027-12-01      | 5.2500%  | 0.0000% | $4700000.00        | $4734611.58        | Corporate Debt Securities |
| HNI CORP                                       | 2029-01-18      | 5.1250%  | 0.0000% | $210000.00         | $208069.75         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2029-02-01      | 5.7500%  | 0.0000% | $670000.00         | $689751.79         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2030-04-15      | 6.0000%  | 0.0000% | $582000.00         | $582483.06         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2032-04-15      | 6.2500%  | 0.0000% | $200000.00         | $195673.83         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2034-05-15      | 6.8750%  | 0.0000% | $1087000.00        | $1062426.10        | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2035-02-15      | 7.2500%  | 0.0000% | $1866000.00        | $1868405.59        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC          | 2033-03-15      | 5.8750%  | 0.0000% | $152000.00         | $158931.39         | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC          | 2034-03-31      | 5.5000%  | 0.0000% | $3975000.00        | $4027942.58        | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                          | 2032-01-31      | 7.3750%  | 0.0000% | $4345000.00        | $4719734.53        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2033-01-15      | 7.3750%  | 0.0000% | $1751000.00        | $1699228.04        | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                    | 2028-05-01      | 5.0000%  | 0.0000% | $313000.00         | $298300.48         | Corporate Debt Securities |
| IRON MOUNTAIN INC                              | 2027-09-15      | 4.8750%  | 0.0000% | $9300000.00        | $9464435.63        | Corporate Debt Securities |
| IRON MOUNTAIN INC                              | 2033-01-15      | 6.2500%  | 0.0000% | $78000.00          | $79007.31          | Corporate Debt Securities |
| JAZZ SECURITIES DAC                            | 2029-01-15      | 4.3750%  | 0.0000% | $5217000.00        | $5142829.48        | Corporate Debt Securities |
| LOWES COMPANIES INC                            | 2052-04-01      | 4.2500%  | 0.0000% | $5000.00           | $4060.79           | Corporate Debt Securities |
| MEDLINE BORROWER LP                            | 2029-04-01      | 6.2500%  | 0.0000% | $585000.00         | $615987.29         | Corporate Debt Securities |
| MICROSOFT CORP                                 | 2050-06-01      | 2.5250%  | 0.0000% | $12124000.00       | $7475394.03        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BANK NA                 | 2028-11-17      | 3.6400%  | 0.0000% | $22000.00          | $22273.80          | Corporate Debt Securities |
| MURPHY OIL CORP                                | 2032-10-01      | 6.0000%  | 0.0000% | $400000.00         | $407925.33         | Corporate Debt Securities |
| NGPL PIPECO LLC                                | 2037-12-15      | 7.7680%  | 0.0000% | $12511000.00       | $14684536.03       | Corporate Debt Securities |
| NCR ATLEOS CORP                                | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9160235.06        | Corporate Debt Securities |
| NAVIENT CORP                                   | 2029-03-15      | 5.5000%  | 0.0000% | $147000.00         | $146937.53         | Corporate Debt Securities |
| NEWMONT CORPORATION                            | 2034-03-15      | 5.3500%  | 0.0000% | $171000.00         | $182059.00         | Corporate Debt Securities |
| NEXSTAR MEDIA INC                              | 2027-07-15      | 5.6250%  | 0.0000% | $3525000.00        | $3533755.22        | Corporate Debt Securities |
| NISSAN MTR CO LTD                              | 2027-09-17      | 4.3450%  | 0.0000% | $800000.00         | $803945.89         | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC            | 2028-09-29      | 5.6250%  | 0.0000% | $1798000.00        | $1837081.78        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2028-01-15      | 3.8750%  | 0.0000% | $400000.00         | $400024.50         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2030-10-15      | 4.0000%  | 0.0000% | $9184000.00        | $8852978.03        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2029-09-15      | 5.6250%  | 0.0000% | $615000.00         | $638095.56         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2030-03-15      | 7.8750%  | 0.0000% | $370000.00         | $401676.16         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2031-11-15      | 7.1250%  | 0.0000% | $2511000.00        | $2642786.70        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2032-03-15      | 6.7500%  | 0.0000% | $484000.00         | $507305.81         | Corporate Debt Securities |
| FIBERCOP SPA                                   | 2036-07-18      | 7.2000%  | 0.0000% | $200000.00         | $203012.00         | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2037-11-15      | 3.8000%  | 0.0000% | $2951000.00        | $2394047.93        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                     | 2027-10-15      | 5.5000%  | 0.0000% | $11400000.00       | $11588233.00       | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2032-01-15      | 7.0000%  | 0.0000% | $548000.00         | $576231.13         | Corporate Debt Securities |
| PHINIA INC                                     | 2032-10-15      | 6.6250%  | 0.0000% | $133000.00         | $140880.64         | Corporate Debt Securities |
| PITNEY BOWES INC                               | 2029-03-15      | 7.2500%  | 0.0000% | $5688000.00        | $5905438.02        | Corporate Debt Securities |
| POST HOLDINGS INC                              | 2033-03-01      | 6.3750%  | 0.0000% | $475000.00         | $491656.07         | Corporate Debt Securities |
| BOOKING HOLDINGS INC                           | 2028-03-15      | 3.5500%  | 0.0000% | $2000.00           | $2009.79           | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC           | 2027-08-31      | 3.3750%  | 0.0000% | $9700000.00        | $9540907.88        | Corporate Debt Securities |
| PRIMO WATER HOLDINGS INC                       | 2029-04-30      | 4.3750%  | 0.0000% | $73000.00          | $72072.72          | Corporate Debt Securities |
| PROGRESS ENERGY INC                            | 2031-10-30      | 7.0000%  | 0.0000% | $2000.00           | $2276.42           | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING                 | 2028-09-11      | 4.5500%  | 0.0000% | $1000.00           | $1009.55           | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                      | 2032-04-30      | 6.7500%  | 0.0000% | $320000.00         | $335233.60         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                        | 2029-02-15      | 4.5000%  | 0.0000% | $162000.00         | $163382.67         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                        | 2028-07-15      | 7.2500%  | 0.0000% | $349000.00         | $360398.63         | Corporate Debt Securities |
| RELIANCE INC                                   | 2030-08-15      | 2.1500%  | 0.0000% | $2000.00           | $1838.59           | Corporate Debt Securities |
| ROCKET COMPANIES INC                           | 2029-08-01      | 6.5000%  | 0.0000% | $409000.00         | $435813.81         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                   | 2029-07-15      | 4.9500%  | 0.0000% | $900000.00         | $899003.25         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                           | 2029-01-24      | 4.4812%  | 0.0000% | $24884000.00       | $24951611.45       | Corporate Debt Securities |
| RYAN SPECIALTY LLC                             | 2032-08-01      | 5.8750%  | 0.0000% | $4186000.00        | $4379526.34        | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                       | 2032-07-15      | 6.6250%  | 0.0000% | $227000.00         | $237530.62         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL              | 2030-08-15      | 3.3750%  | 0.0000% | $263000.00         | $250265.21         | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2028-02-15      | 4.7500%  | 0.0000% | $1196000.00        | $1219801.40        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                  | 2032-12-31      | 4.3750%  | 0.0000% | $7486000.00        | $5855325.66        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                            | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5123.41           | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                            | 2030-07-01      | 4.1250%  | 0.0000% | $30000.00          | $28453.59          | Corporate Debt Securities |
| SOUTHWESTERN PUBLIC SERVICE COMPANY            | 2047-08-15      | 3.7000%  | 0.0000% | $600000.00         | $462593.00         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2029-11-15      | 5.3750%  | 0.0000% | $189000.00         | $191095.62         | Corporate Debt Securities |
| BLOCK INC                                      | 2032-05-15      | 6.5000%  | 0.0000% | $198000.00         | $208213.17         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2032-08-15      | 6.5000%  | 0.0000% | $494000.00         | $524594.24         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2030-07-15      | 4.3750%  | 0.0000% | $6000000.00        | $5804657.50        | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2031-01-15      | 3.3750%  | 0.0000% | $50000.00          | $46191.81          | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                    | 2030-07-01      | 6.5000%  | 0.0000% | $98000.00          | $102587.98         | Corporate Debt Securities |
| SUNOCO LP                                      | 2029-05-01      | 7.0000%  | 0.0000% | $576000.00         | $608927.36         | Corporate Debt Securities |
| SUPERIOR PLUS LP                               | 2029-03-15      | 4.5000%  | 0.0000% | $373000.00         | $369697.09         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                   | 2031-09-01      | 6.0000%  | 0.0000% | $240000.00         | $247752.80         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                   | 2034-03-15      | 6.7500%  | 0.0000% | $600000.00         | $626379.00         | Corporate Debt Securities |
| TASEKO MINES LTD                               | 2030-05-01      | 8.2500%  | 0.0000% | $4523000.00        | $4897304.63        | Corporate Debt Securities |
| TENET HEALTHCARE CORP                          | 2032-11-15      | 5.5000%  | 0.0000% | $5000000.00        | $5101450.00        | Corporate Debt Securities |
| TEXAS CAPITAL                                  | 2031-05-06      | 4.0000%  | 0.0000% | $4720000.00        | $4733090.13        | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2029-03-01      | 6.3750%  | 0.0000% | $630000.00         | $664010.81         | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2033-05-31      | 6.3750%  | 0.0000% | $1668000.00        | $1717281.06        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2033-09-01      | 6.1250%  | 0.0000% | $6200000.00        | $6431584.64        | Corporate Debt Securities |
| TWILIO INC                                     | 2029-03-15      | 3.6250%  | 0.0000% | $632000.00         | $615380.77         | Corporate Debt Securities |
| US FOODS INC                                   | 2028-09-15      | 6.8750%  | 0.0000% | $4220000.00        | $4455270.28        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                      | 2041-05-20      | 3.2000%  | 0.0000% | $26000.00          | $20594.40          | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC             | 2032-01-15      | 3.7500%  | 0.0000% | $46000.00          | $43045.54          | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC             | 2033-11-15      | 5.3750%  | 0.0000% | $3075000.00        | $3096030.01        | Corporate Debt Securities |
| VM CONSOLIDATED INC                            | 2029-04-15      | 5.5000%  | 0.0000% | $1255000.00        | $1254713.44        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2030-12-15      | 6.1250%  | 0.0000% | $12000.00          | $12451.64          | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC              | 2033-11-01      | 3.8750%  | 0.0000% | $39000.00          | $34323.89          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                     | 2041-04-01      | 6.0000%  | 0.0000% | $571000.00         | $602846.57         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2032-05-19      | 4.2000%  | 0.0000% | $6000000.00        | $5471360.00        | Corporate Debt Securities |
| VIKING CRUISES LTD                             | 2033-10-15      | 5.8750%  | 0.0000% | $536000.00         | $553704.60         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2031-10-15      | 7.7500%  | 0.0000% | $172000.00         | $185607.64         | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                         | 2033-03-15      | 6.3750%  | 0.0000% | $800000.00         | $852613.00         | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2033-11-17      | 6.8200%  | 0.0000% | $1271000.00        | $1438453.54        | Corporate Debt Securities |
| WINNEBAGO IND INC                              | 2028-07-15      | 6.2500%  | 0.0000% | $9869000.00        | $9886706.63        | Corporate Debt Securities |
| WULF COMPUTE LLC                               | 2030-10-15      | 7.7500%  | 0.0000% | $528000.00         | $560900.71         | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2030-03-01      | 4.6250%  | 0.0000% | $5150000.00        | $5129257.66        | Corporate Debt Securities |
| RXO INC                                        | 2027-11-15      | 7.5000%  | 0.0000% | $887000.00         | $918351.02         | Corporate Debt Securities |
| XPO INC                                        | 2028-06-01      | 6.2500%  | 0.0000% | $789000.00         | $811552.03         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                   | 2030-04-23      | 6.7500%  | 0.0000% | $150000.00         | $153041.63         | Corporate Debt Securities |
| ZEGONA FINANCE PLC                             | 2029-07-15      | 8.6250%  | 0.0000% | $625000.00         | $663502.34         | Corporate Debt Securities |
| RAND PARENT LLC                                | 2030-02-15      | 8.5000%  | 0.0000% | $600000.00         | $650561.00         | Corporate Debt Securities |

### Security 294: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ILFC E-CAPITAL TR I            SUB GLBL 144A 65 | 2065-12-21      | 6.3500%  | 0.0000% | $437000.00         | $379075.65         | Corporate Debt Securities |
| ALLSTATE CORP                  EXT JR SB GLBL67 | 2067-05-15      | 6.5000%  | 0.0000% | $22184000.00       | $23614017.61       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55 | 2055-02-15      | 7.0000%  | 0.0000% | $590000.00         | $636895.17         | Corporate Debt Securities |
| KAZTRANSGAS JSC                GLBL 144A NT 27  | 2027-09-26      | 4.3750%  | 0.0000% | $203000.00         | $204904.03         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 56 | 2056-07-15      | 5.7500%  | 0.0000% | $9114000.00        | $9289598.93        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29 | 2029-12-15      | 0.0000%  | 0.0000% | $4408000.00        | $881.60            | Corporate Debt Securities |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | 0.0000% | $538075136.00      | $522397567.20      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.0000%  | 0.0000% | $578841299.00      | $320094254.20      | Agency Mortgage-Backed Securities |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENEL FINANCE INTERNATIONAL NV                                    | 2028-04-06      | 3.5000%  | 0.0000% | $2682000.00        | $2678334.60        | Corporate Debt Securities |
| HCA INC                                                          | 2028-09-01      | 5.6250%  | 0.0000% | $2369000.00        | $2495673.39        | Corporate Debt Securities |
| SOUTHERN POWER COMPANY                                           | 2041-09-15      | 5.1500%  | 0.0000% | $30000.00          | $29638.88          | Corporate Debt Securities |
| UNICREDIT SPA                                                    | 2034-04-02      | 7.2960%  | 0.0000% | $300000.00         | $328900.40         | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC                                          | 2033-08-04      | 5.9500%  | 0.0000% | $1065000.00        | $1140699.02        | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2033-03-17      | 3.7850%  | 0.0000% | $766000.00         | $740073.56         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2033-06-21      | 4.4420%  | 0.0000% | $6000.00           | $5928.31           | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2054-03-15      | 5.5500%  | 0.0000% | $2433000.00        | $2409697.94        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                           | 2031-03-15      | 2.6000%  | 0.0000% | $1500000.00        | $1386540.00        | Corporate Debt Securities |
| HCA INC                                                          | 2051-07-15      | 3.5000%  | 0.0000% | $1035000.00        | $706830.82         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 6.2500%  | 0.0000% | $26102000.00       | $26540629.61       | Corporate Debt Securities |
| GERDAU TRADE INC                                                 | 2035-06-09      | 5.7500%  | 0.0000% | $65000.00          | $67786.93          | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                                      | 2033-02-01      | 6.0000%  | 0.0000% | $9837000.00        | $10431581.07       | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                       | 2029-03-16      | 3.8750%  | 0.0000% | $1212000.00        | $1213798.14        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2054-04-15      | 5.7500%  | 0.0000% | $3000000.00        | $2897762.50        | Corporate Debt Securities |
| CENCORA INC                                                      | 2031-03-15      | 2.7000%  | 0.0000% | $244000.00         | $227296.98         | Corporate Debt Securities |
| AFLAC INC                                                        | 2049-01-15      | 4.7500%  | 0.0000% | $6137000.00        | $5420377.40        | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                     | 2052-06-15      | 4.5000%  | 0.0000% | $1640000.00        | $1396583.00        | Corporate Debt Securities |
| AT&T INC                                                         | 2054-11-01      | 5.7000%  | 0.0000% | $2100000.00        | $2060079.00        | Corporate Debt Securities |
| ADVENTIST HEALTH SYSTEM/WEST                                     | 2049-03-01      | 3.6300%  | 0.0000% | $71000.00          | $49363.05          | Corporate Debt Securities |
| AETNA INC                                                        | 2042-05-15      | 4.5000%  | 0.0000% | $236000.00         | $205606.74         | Corporate Debt Securities |
| AETNA INC                                                        | 2047-08-15      | 3.8750%  | 0.0000% | $616000.00         | $470544.18         | Corporate Debt Securities |
| AGREE LP                                                         | 2032-10-01      | 4.8000%  | 0.0000% | $620000.00         | $634375.73         | Corporate Debt Securities |
| AIR LEASE CORPORATION                                            | 2026-02-26      | 0.0000%  | 0.0000% | $49987511.00       | $49737573.45       | Money Market              |
| AIRCASTLE LTD                                                    | 2028-01-26      | 2.8500%  | 0.0000% | $630000.00         | $612805.20         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                            | 2039-03-01      | 6.0000%  | 0.0000% | $487000.00         | $533870.50         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                            | 2041-03-15      | 5.5000%  | 0.0000% | $8000.00           | $8166.12           | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                            | 2049-10-01      | 3.4500%  | 0.0000% | $6053000.00        | $4419320.52        | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                                       | 2026-02-27      | 0.0000%  | 0.0000% | $14867598.00       | $14793260.01       | Money Market              |
| ALIMENTATION COUCHE-TARD INC                                     | 2047-07-26      | 4.5000%  | 0.0000% | $900000.00         | $763533.00         | Corporate Debt Securities |
| ALLIANT ENERGY FINANCE LLC                                       | 2026-03-15      | 1.4000%  | 0.0000% | $210000.00         | $210243.60         | Corporate Debt Securities |
| ALLSTATE CORP                                                    | 2032-12-15      | 6.1250%  | 0.0000% | $8987000.00        | $9788337.09        | Corporate Debt Securities |
| HOWMET AEROSPACE INC                                             | 2028-01-15      | 6.7500%  | 0.0000% | $347000.00         | $365846.44         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                                         | 2034-07-15      | 5.5000%  | 0.0000% | $13000.00          | $13352.58          | Corporate Debt Securities |
| AMERICAN INTERNATIONAL GROUP INC                                 | 2048-04-01      | 5.7500%  | 0.0000% | $125000.00         | $129747.12         | Corporate Debt Securities |
| AMERICAN UNIVERSITY                                              | 2049-04-01      | 3.6720%  | 0.0000% | $1125000.00        | $869690.25         | Corporate Debt Securities |
| AMGEN INC                                                        | 2032-02-22      | 3.3500%  | 0.0000% | $12072000.00       | $11553420.41       | Corporate Debt Securities |
| ANTERO RESOURCES CORP                                            | 2036-02-01      | 5.4000%  | 0.0000% | $15700000.00       | $15582878.00       | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2052-05-15      | 4.5500%  | 0.0000% | $2895000.00        | $2420941.34        | Corporate Debt Securities |
| AON CORP                                                         | 2031-12-02      | 2.6000%  | 0.0000% | $2915000.00        | $2646612.71        | Corporate Debt Securities |
| AON CORP                                                         | 2032-09-12      | 5.0000%  | 0.0000% | $232000.00         | $242290.75         | Corporate Debt Securities |
| APACHE CORP                                                      | 2037-01-15      | 6.0000%  | 0.0000% | $296000.00         | $295168.24         | Corporate Debt Securities |
| APPALACHIAN POWER CO                                             | 2036-04-01      | 6.3750%  | 0.0000% | $881000.00         | $965358.32         | Corporate Debt Securities |
| APPLOVIN CORP                                                    | 2031-12-01      | 5.3750%  | 0.0000% | $38720000.00       | $40330714.36       | Corporate Debt Securities |
| APTARGROUP INC                                                   | 2032-03-15      | 3.6000%  | 0.0000% | $100000.00         | $95603.00          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                                        | 2043-04-16      | 4.0160%  | 0.0000% | $25000.00          | $21320.04          | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                                         | 2031-11-15      | 3.2000%  | 0.0000% | $163000.00         | $145737.76         | Corporate Debt Securities |
| ASHTEAD CAPITAL INC                                              | 2033-10-15      | 5.9500%  | 0.0000% | $1025000.00        | $1101930.52        | Corporate Debt Securities |
| ASTRAZENECA PLC                                                  | 2042-09-18      | 4.0000%  | 0.0000% | $241000.00         | $211908.09         | Corporate Debt Securities |
| AUTOPISTAS METROPOLITANAS DE PUERTO RICO LLC                     | 2035-06-30      | 6.7500%  | 0.0000% | $100000.00         | $70688.63          | Corporate Debt Securities |
| BAT INTL FIN PLC                                                 | 2026-03-25      | 1.6680%  | 0.0000% | $75000.00          | $75170.38          | Corporate Debt Securities |
| BPCE SA                                                          | 2047-01-13      | 6.3470%  | 0.0000% | $8267000.00        | $8315504.10        | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2030-03-14      | 5.5380%  | 0.0000% | $400000.00         | $422448.53         | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2030-11-06      | 4.5510%  | 0.0000% | $1400000.00        | $1415524.60        | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2030-11-06      | 3.6500%  | 0.0000% | $2200000.00        | $2233411.71        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2079-12-31      | 5.9500%  | 0.0000% | $3973000.00        | $4058582.83        | Corporate Debt Securities |
| BANK OZK                                                         | 2031-10-01      | 2.7500%  | 0.0000% | $115000.00         | $109728.43         | Corporate Debt Securities |
| BAYER US FINANCE II LLC                                          | 2044-07-15      | 4.4000%  | 0.0000% | $25000.00          | $20421.58          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                                     | 2049-01-15      | 4.4500%  | 0.0000% | $1210000.00        | $1011988.54        | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                                           | 2036-01-09      | 5.3750%  | 0.0000% | $2030000.00        | $2075219.10        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                   | 2027-03-15      | 3.2500%  | 0.0000% | $38000.00          | $37882.49          | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2033-03-01      | 4.3750%  | 0.0000% | $514000.00         | $520105.11         | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2027-11-16      | 3.5000%  | 0.0000% | $685000.00         | $683037.09         | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2029-09-15      | 2.1590%  | 0.0000% | $4340000.00        | $4144987.53        | Corporate Debt Securities |
| BOEING CO                                                        | 2050-02-01      | 3.7500%  | 0.0000% | $495000.00         | $373341.79         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                          | 2052-03-15      | 3.7000%  | 0.0000% | $6787000.00        | $5075081.06        | Corporate Debt Securities |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | 2031-08-16      | 2.5000%  | 0.0000% | $124000.00         | $112864.66         | Corporate Debt Securities |
| BROADSTONE NET LEASE LLC                                         | 2032-11-01      | 5.0000%  | 0.0000% | $92000.00          | $93690.24          | Corporate Debt Securities |
| CDW LLC                                                          | 2034-08-22      | 5.5500%  | 0.0000% | $28000.00          | $29170.07          | Corporate Debt Securities |
| CF INDUSTRIES INC                                                | 2043-06-01      | 4.9500%  | 0.0000% | $326000.00         | $297974.60         | Corporate Debt Securities |
| CNA FINANCIAL CORP                                               | 2035-08-15      | 5.2000%  | 0.0000% | $3181000.00        | $3270375.50        | Corporate Debt Securities |
| CSX CORP                                                         | 2036-10-01      | 6.0000%  | 0.0000% | $16075000.00       | $17761642.58       | Corporate Debt Securities |
| CSX CORP                                                         | 2042-05-30      | 4.7500%  | 0.0000% | $62000.00          | $58089.45          | Corporate Debt Securities |
| CSX CORP                                                         | 2050-04-15      | 3.8000%  | 0.0000% | $422000.00         | $326882.61         | Corporate Debt Securities |
| CAIXABANK SA                                                     | 2034-09-13      | 6.8400%  | 0.0000% | $2836000.00        | $3239449.36        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2041-12-02      | 3.0000%  | 0.0000% | $890000.00         | $674507.27         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                             | 2031-10-30      | 7.6240%  | 0.0000% | $4654000.00        | $5310493.24        | Corporate Debt Securities |
| CAPITAL SOUTHWEST CORP                                           | 2030-09-18      | 5.9500%  | 0.0000% | $11005000.00       | $11249384.37       | Corporate Debt Securities |
| CENOVUS ENERGY INC                                               | 2047-06-15      | 5.4000%  | 0.0000% | $71000.00          | $66083.25          | Corporate Debt Securities |
| CENTERPOINT ENERGY RESOURCES COR                                 | 2037-02-01      | 6.2500%  | 0.0000% | $1507000.00        | $1657875.40        | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2028-01-10      | 3.8870%  | 0.0000% | $482000.00         | $482366.05         | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2031-06-03      | 2.5720%  | 0.0000% | $2190000.00        | $2038741.81        | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2032-05-01      | 2.5610%  | 0.0000% | $1070000.00        | $977403.66         | Corporate Debt Securities |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | 2053-11-15      | 6.5440%  | 0.0000% | $1858000.00        | $2012777.59        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                 | 2027-02-23      | 4.7500%  | 0.0000% | $1335000.00        | $1369062.90        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                               | 2033-01-10      | 4.0000%  | 0.0000% | $1717000.00        | $1704847.46        | Corporate Debt Securities |
| DAVINCIRE HOLDINGS LTD                                           | 2035-04-15      | 5.9500%  | 0.0000% | $215000.00         | $223153.70         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | 2031-09-18      | 3.5470%  | 0.0000% | $19614000.00       | $18930170.97       | Corporate Debt Securities |
| DOMINION ENERGY INC                                              | 2032-12-15      | 6.7500%  | 0.0000% | $1750000.00        | $1959838.13        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                         | 2039-01-26      | 6.9500%  | 0.0000% | $12664000.00       | $14161926.06       | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP                                    | 2030-03-25      | 5.0370%  | 0.0000% | $74000.00          | $76888.93          | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                                   | 2038-01-09      | 5.4000%  | 0.0000% | $2103000.00        | $2086070.85        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                               | 2043-10-01      | 5.9500%  | 0.0000% | $513000.00         | $519811.64         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                               | 2034-09-01      | 5.6000%  | 0.0000% | $940000.00         | $990833.11         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                    | 2055-09-30      | 5.7500%  | 0.0000% | $2357000.00        | $2347564.14        | Corporate Debt Securities |
| ENGIE ENERGIA CHILE SA                                           | 2034-04-17      | 6.3750%  | 0.0000% | $3363000.00        | $3652216.60        | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                                            | 2044-07-15      | 5.0000%  | 0.0000% | $54000.00          | $48126.06          | Corporate Debt Securities |
| Entergy Tx                                                       | 2053-09-01      | 5.8000%  | 0.0000% | $2369000.00        | $2432170.70        | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                                               | 2050-09-01      | 2.6500%  | 0.0000% | $250000.00         | $153152.01         | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                                               | 2031-06-15      | 2.5500%  | 0.0000% | $9850000.00        | $8956678.87        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC                              | 2041-10-01      | 5.7500%  | 0.0000% | $64000.00          | $66725.56          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                           | 2031-06-01      | 2.5500%  | 0.0000% | $346000.00         | $314863.17         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                           | 2032-03-15      | 2.3500%  | 0.0000% | $8026000.00        | $7085934.69        | Corporate Debt Securities |
| FEDEX CORP                                                       | 2034-01-15      | 4.9000%  | 0.0000% | $254000.00         | $256263.56         | Corporate Debt Securities |
| FEDEX CORP                                                       | 2048-02-15      | 4.0500%  | 0.0000% | $206000.00         | $164936.48         | Corporate Debt Securities |
| FIDELIS INSURANCE HOLDINGS LTD                                   | 2030-06-30      | 4.8750%  | 0.0000% | $2155000.00        | $2144855.34        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2026-08-01      | 7.5740%  | 0.0000% | $32000.00          | $33752.95          | Corporate Debt Securities |
| FLEETBOSTON FIN CORP                                             | 2028-07-15      | 6.7000%  | 0.0000% | $5877000.00        | $6245321.39        | Corporate Debt Securities |
| FLORIDA GAS TRANSMISSION COMPANY LLC                             | 2031-10-01      | 2.3000%  | 0.0000% | $11065000.00       | $9891808.79        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                            | 2032-01-25      | 6.1500%  | 0.0000% | $3989000.00        | $4250535.46        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                            | 2037-01-25      | 6.2000%  | 0.0000% | $200000.00         | $211740.22         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                            | 2039-01-25      | 6.3000%  | 0.0000% | $323000.00         | $344994.69         | Corporate Debt Securities |
| GARTNER INC                                                      | 2035-11-20      | 5.6000%  | 0.0000% | $275000.00         | $277249.19         | Corporate Debt Securities |
| GLAXOSK CAP INC                                                  | 2043-03-18      | 4.2000%  | 0.0000% | $421000.00         | $375548.84         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2031-04-27      | 2.8500%  | 0.0000% | $1488000.00        | $1386879.24        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2031-10-21      | 4.3690%  | 0.0000% | $10989000.00       | $11068392.78       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2032-01-21      | 3.6400%  | 0.0000% | $5250000.00        | $5254843.24        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2042-04-22      | 3.2100%  | 0.0000% | $1962000.00        | $1523528.97        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2027-09-10      | 1.5420%  | 0.0000% | $305000.00         | $302180.78         | Corporate Debt Securities |
| GOODMAN US FINANCE FIVE LLC                                      | 2032-05-04      | 4.6250%  | 0.0000% | $100000.00         | $100057.86         | Corporate Debt Securities |
| GRUPO BIMBO SAB DE CV                                            | 2049-09-06      | 4.0000%  | 0.0000% | $453000.00         | $359623.11         | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                                 | 2035-07-23      | 5.6000%  | 0.0000% | $34289000.00       | $35147215.57       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                                | 2036-05-02      | 6.5000%  | 0.0000% | $2172000.00        | $2384484.35        | Corporate Debt Securities |
| HASBRO INC                                                       | 2044-05-15      | 5.1000%  | 0.0000% | $2390000.00        | $2174051.55        | Corporate Debt Securities |
| HUMANA INC                                                       | 2034-03-15      | 5.9500%  | 0.0000% | $3469000.00        | $3665839.73        | Corporate Debt Securities |
| HUMANA INC                                                       | 2035-05-01      | 5.5500%  | 0.0000% | $8159000.00        | $8301299.76        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC                                    | 2033-03-15      | 4.6000%  | 0.0000% | $1556000.00        | $1594666.60        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP                             | 2046-02-19      | 4.7000%  | 0.0000% | $135000.00         | $122345.02         | Corporate Debt Securities |
| ITC HOLDINGS                                                     | 2043-07-01      | 5.3000%  | 0.0000% | $329000.00         | $316645.87         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                                         | 2031-12-01      | 3.7500%  | 0.0000% | $1792000.00        | $1708557.01        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                                            | 2031-11-23      | 3.1250%  | 0.0000% | $452000.00         | $412909.22         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                                    | 2031-10-15      | 2.6250%  | 0.0000% | $442000.00         | $397029.26         | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                                           | 2036-05-15      | 6.4000%  | 0.0000% | $4501000.00        | $4948099.33        | Corporate Debt Securities |
| KALLPA GENERACION SA                                             | 2035-09-11      | 5.5000%  | 0.0000% | $100000.00         | $101913.61         | Corporate Debt Securities |
| KITE REALTY GROUP LP                                             | 2031-12-15      | 4.9500%  | 0.0000% | $758000.00         | $773173.27         | Corporate Debt Securities |
| KROGER CO                                                        | 2031-04-01      | 7.5000%  | 0.0000% | $665000.00         | $773928.11         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                                | 2049-10-15      | 4.2000%  | 0.0000% | $78000.00          | $57136.56          | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                                | 2035-05-15      | 6.1500%  | 0.0000% | $825000.00         | $857243.06         | Corporate Debt Securities |
| MPLX LP                                                          | 2055-09-15      | 6.2000%  | 0.0000% | $1733000.00        | $1790406.59        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2034-12-07      | 6.2550%  | 0.0000% | $181000.00         | $198337.76         | Corporate Debt Securities |
| MCKESSON CORP                                                    | 2033-07-15      | 5.1000%  | 0.0000% | $119000.00         | $123056.12         | Corporate Debt Securities |
| WESTROCK MWV LLC                                                 | 2047-03-01      | 7.5500%  | 0.0000% | $801000.00         | $947125.32         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                                       | 2052-08-01      | 2.7000%  | 0.0000% | $7321000.00        | $4623540.95        | Corporate Debt Securities |
| MOUNT SINAI HOSPITAL                                             | 2049-07-01      | 3.7370%  | 0.0000% | $52000.00          | $35355.34          | Corporate Debt Securities |
| NXP BV                                                           | 2032-02-15      | 2.6500%  | 0.0000% | $832000.00         | $756242.93         | Corporate Debt Securities |
| NXP BV                                                           | 2042-02-15      | 3.1250%  | 0.0000% | $30000.00          | $22425.99          | Corporate Debt Securities |
| NXP BV                                                           | 2035-08-19      | 5.2500%  | 0.0000% | $90000.00          | $93357.83          | Corporate Debt Securities |
| NASDAQ INC                                                       | 2040-12-21      | 2.5000%  | 0.0000% | $1427000.00        | $1017548.51        | Corporate Debt Securities |
| NATIONWIDE BUILDING SOCIETY                                      | 2028-02-16      | 2.9720%  | 0.0000% | $386000.00         | $386926.06         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO                                            | 2039-08-15      | 9.3750%  | 0.0000% | $23000.00          | $31715.36          | Corporate Debt Securities |
| NATWEST GROUP PLC                                                | 2034-06-01      | 6.4750%  | 0.0000% | $676000.00         | $718399.94         | Corporate Debt Securities |
| NEW ENGLAND POWER CO                                             | 2052-11-25      | 5.9360%  | 0.0000% | $92000.00          | $94304.40          | Corporate Debt Securities |
| NEWMONT CORPORATION                                              | 2032-07-15      | 2.6000%  | 0.0000% | $433000.00         | $392974.92         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2032-01-15      | 2.4400%  | 0.0000% | $3557000.00        | $3174752.92        | Corporate Debt Securities |
| NIAGARA ENERGY SAC                                               | 2034-10-03      | 5.7460%  | 0.0000% | $2970000.00        | $3069567.77        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                          | 2052-09-16      | 5.7830%  | 0.0000% | $9570000.00        | $9701928.30        | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                              | 2036-06-10      | 5.0430%  | 0.0000% | $301000.00         | $301031.35         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                            | 2050-09-01      | 5.2500%  | 0.0000% | $138000.00         | $128657.29         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                            | 2046-04-01      | 4.2500%  | 0.0000% | $530000.00         | $427449.56         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                            | 2050-08-01      | 3.7500%  | 0.0000% | $492000.00         | $364156.67         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                            | 2040-11-01      | 5.3750%  | 0.0000% | $476000.00         | $475984.86         | Corporate Debt Securities |
| ONEOK INC                                                        | 2042-12-01      | 4.2000%  | 0.0000% | $322000.00         | $259855.07         | Corporate Debt Securities |
| ONEOK INC                                                        | 2045-04-01      | 5.0500%  | 0.0000% | $150000.00         | $135819.46         | Corporate Debt Securities |
| ONEOK INC                                                        | 2032-10-15      | 4.9500%  | 0.0000% | $15902000.00       | $16341054.22       | Corporate Debt Securities |
| ONEOK PARTNERS LP                                                | 2041-02-01      | 6.1250%  | 0.0000% | $111000.00         | $118616.25         | Corporate Debt Securities |
| ORANGE SA                                                        | 2033-01-13      | 4.7500%  | 0.0000% | $354000.00         | $354156.84         | Corporate Debt Securities |
| PACIFICORP                                                       | 2050-02-15      | 4.1500%  | 0.0000% | $4766000.00        | $3676734.67        | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                                      | 2044-11-21      | 4.4500%  | 0.0000% | $163000.00         | $145516.48         | Corporate Debt Securities |
| PARKVIEW HEALTH SYSTEM INC                                       | 2050-11-01      | 3.4520%  | 0.0000% | $280000.00         | $200033.15         | Corporate Debt Securities |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | 2038-10-01      | 6.1500%  | 0.0000% | $3035000.00        | $3315431.47        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                       | 2029-07-01      | 5.2500%  | 0.0000% | $1600000.00        | $1650990.67        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | 2037-11-15      | 6.6250%  | 0.0000% | $1716000.00        | $1914253.05        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | 2050-05-01      | 2.7000%  | 0.0000% | $651000.00         | $413199.47         | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                                            | 2031-06-30      | 2.8000%  | 0.0000% | $474000.00         | $437806.94         | Corporate Debt Securities |
| RWE FINANCE US LLC                                               | 2034-04-16      | 5.8750%  | 0.0000% | $5462000.00        | $5841566.52        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                          | 2054-03-05      | 6.9500%  | 0.0000% | $910000.00         | $710212.28         | Corporate Debt Securities |
| REXFORD INDUSTRIAL REALTY LP                                     | 2031-09-01      | 2.1500%  | 0.0000% | $87000.00          | $77084.49          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                        | 2038-08-15      | 7.5000%  | 0.0000% | $585000.00         | $696831.53         | Corporate Debt Securities |
| SABAL TRAIL TRANSMISSION LLC                                     | 2028-05-01      | 4.2460%  | 0.0000% | $65000.00          | $65297.51          | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                                      | 2032-04-08      | 4.7500%  | 0.0000% | $245000.00         | $241885.51         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                              | 2031-04-29      | 3.6490%  | 0.0000% | $237000.00         | $224515.76         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                              | 2033-09-19      | 6.8750%  | 0.0000% | $16000.00          | $17921.88          | Corporate Debt Securities |
| SEMPRA                                                           | 2052-04-01      | 4.1250%  | 0.0000% | $6540000.00        | $6529048.23        | Corporate Debt Securities |
| SHANDS TEACHING HOSPITAL AND CLINICS INC                         | 2042-12-01      | 4.7410%  | 0.0000% | $320000.00         | $283654.39         | Corporate Debt Securities |
| SHELL FINANCE US INC                                             | 2045-05-11      | 4.3750%  | 0.0000% | $444000.00         | $388065.19         | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP                                          | 2044-10-01      | 4.2500%  | 0.0000% | $10000.00          | $8620.89           | Corporate Debt Securities |
| JM SMUCKER CO                                                    | 2032-03-15      | 2.1250%  | 0.0000% | $22503000.00       | $19693472.32       | Corporate Debt Securities |
| SOCIETE GENERALE SA                                              | 2053-01-10      | 7.3670%  | 0.0000% | $244000.00         | $268378.72         | Corporate Debt Securities |
| DOMINION ENERGY SOUTH CAROLINA INC                               | 2043-06-15      | 4.6000%  | 0.0000% | $2083000.00        | $1895280.04        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2035-04-01      | 5.7500%  | 0.0000% | $49000.00          | $51477.29          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2032-02-01      | 2.7500%  | 0.0000% | $54000.00          | $49177.45          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2053-03-01      | 5.7000%  | 0.0000% | $33000.00          | $31883.34          | Corporate Debt Securities |
| SOUTHERN POWER COMPANY                                           | 2043-07-15      | 5.2500%  | 0.0000% | $2785000.00        | $2672423.34        | Corporate Debt Securities |
| SOUTHWEST GAS CORP                                               | 2049-06-01      | 4.1500%  | 0.0000% | $35000.00          | $27938.45          | Corporate Debt Securities |
| STARBUCKS CORP                                                   | 2033-02-15      | 4.8000%  | 0.0000% | $45000.00          | $46552.95          | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                            | 2026-02-15      | 6.0000%  | 0.0000% | $54000.00          | $55516.86          | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                                              | 2032-01-15      | 3.1250%  | 0.0000% | $450000.00         | $404361.94         | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2056-02-15      | 5.8500%  | 0.0000% | $13429000.00       | $13358162.03       | Corporate Debt Securities |
| TR FINANCE LLC                                                   | 2043-11-23      | 5.6500%  | 0.0000% | $34000.00          | $34678.14          | Corporate Debt Securities |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | 2034-06-12      | 5.6000%  | 0.0000% | $210000.00         | $219997.40         | Corporate Debt Securities |
| THOMAS JEFFERSON UNIVERSITY                                      | 2057-11-01      | 3.8470%  | 0.0000% | $18000.00          | $13024.45          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                        | 2040-06-01      | 6.1000%  | 0.0000% | $150000.00         | $159781.08         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | 2041-08-15      | 5.4000%  | 0.0000% | $1384000.00        | $1397521.68        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401 BANCO ACTINVER SA INSTITUCION DE | 2032-01-23      | 7.7000%  | 0.0000% | $26541000.00       | $29300394.04       | Corporate Debt Securities |
| UDR INC                                                          | 2031-08-15      | 3.0000%  | 0.0000% | $30000.00          | $28225.20          | Corporate Debt Securities |
| RTX CORP                                                         | 2045-05-15      | 4.1500%  | 0.0000% | $226000.00         | $191891.14         | Corporate Debt Securities |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                | 2050-10-01      | 2.8050%  | 0.0000% | $1108000.00        | $721952.95         | Corporate Debt Securities |
| VSP OPTICAL GROUP INC                                            | 2035-12-01      | 5.4500%  | 0.0000% | $51000.00          | $51752.85          | Corporate Debt Securities |
| VALE SA                                                          | 2042-09-11      | 5.6250%  | 0.0000% | $27000.00          | $27840.48          | Corporate Debt Securities |
| VENTAS REALTY LP                                                 | 2043-09-30      | 5.7000%  | 0.0000% | $690000.00         | $710251.50         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                       | 2065-11-30      | 6.0000%  | 0.0000% | $47000.00          | $47134.42          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2044-02-15      | 4.4500%  | 0.0000% | $391000.00         | $347425.33         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2048-12-01      | 4.6000%  | 0.0000% | $573000.00         | $493730.54         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                    | 2033-10-15      | 6.9500%  | 0.0000% | $4655000.00        | $5261690.03        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | 2027-08-15      | 4.8500%  | 0.0000% | $200000.00         | $206213.83         | Corporate Debt Securities |
| WEBSTER FINL CORP                                                | 2035-09-11      | 5.7840%  | 0.0000% | $163000.00         | $167869.24         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2046-06-14      | 4.4000%  | 0.0000% | $2847000.00        | $2407059.42        | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2027-01-25      | 0.0000%  | 0.0000% | $38282900.00       | $38091485.50       | Money Market              |
| WILLIS NORTH AMERICA INC                                         | 2031-03-15      | 4.5500%  | 0.0000% | $972000.00         | $976085.10         | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY                                | 2050-04-01      | 3.6500%  | 0.0000% | $275000.00         | $204312.70         | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY                                | 2031-09-16      | 1.9500%  | 0.0000% | $248000.00         | $218760.39         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                                 | 2035-05-19      | 6.0000%  | 0.0000% | $122000.00         | $128415.17         | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                                            | 2044-01-30      | 6.9500%  | 0.0000% | $298000.00         | $300944.24         | Corporate Debt Securities |
| GTL TRADE FIN                                                    | 2044-04-16      | 7.2500%  | 0.0000% | $821000.00         | $955097.58         | Corporate Debt Securities |
| BANCO INBURSA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO  | 2027-04-11      | 4.3750%  | 0.0000% | $2500000.00        | $2534916.32        | Corporate Debt Securities |
| BIOCEANICO SOVEREIGN CTF LTD                                     | 2034-06-05      | 0.0000%  | 0.0000% | $150000.00         | $84591.42          | Corporate Debt Securities |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA                      | 2050-05-07      | 4.7000%  | 0.0000% | $780000.00         | $690047.37         | Corporate Debt Securities |
| FRESNILLO PLC                                                    | 2050-10-02      | 4.2500%  | 0.0000% | $479000.00         | $392622.20         | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)                    | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $502701.07         | Corporate Debt Securities |
| COLBUN SA                                                        | 2032-01-19      | 3.1500%  | 0.0000% | $205000.00         | $186702.21         | Corporate Debt Securities |
| AES ANDES SA                                                     | 2029-03-15      | 6.3000%  | 0.0000% | $900000.00         | $952420.50         | Corporate Debt Securities |
| Plusptrl Camisea                                                 | 2036-07-03      | 6.2400%  | 0.0000% | $1358000.00        | $1441747.86        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                          | 2035-01-17      | 5.7000%  | 0.0000% | $3014000.00        | $2338286.32        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401 BANCO ACTINVER SA INSTITUCION DE | 2032-01-23      | 7.7000%  | 0.0000% | $1382000.00        | $1525682.70        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO F/1721                                | 2035-11-26      | 5.5000%  | 0.0000% | $259000.00         | $259351.66         | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORPORATION                       | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19387861.11       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2030-05-22      | 3.9730%  | 0.0000% | $11000000.00       | $10966610.11       | Corporate Debt Securities |
| KROGER CO                                   | 2054-09-15      | 5.5000%  | 0.0000% | $20000000.00       | $19586700.00       | Corporate Debt Securities |
| MARATHON PETROLEUM CORP                     | 2041-03-01      | 6.5000%  | 0.0000% | $12000000.00       | $13186593.33       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-B | 2054-06-01      | 5.0990%  | 0.0000% | $20000000.00       | $18822133.89       | Asset-Backed Securities   |
| SUMITOMO MITSUI FIN GRP INC                 | 2044-07-09      | 5.8360%  | 0.0000% | $15000000.00       | $15455465.00       | Corporate Debt Securities |
| BROOKFIELD FINANCE INC                      | 2054-03-04      | 5.9680%  | 0.0000% | $10000000.00       | $10430735.56       | Corporate Debt Securities |
| CITIGROUP INC                               | 2034-05-25      | 6.1740%  | 0.0000% | $28947000.00       | $31071347.96       | Corporate Debt Securities |
| COSTCO WHSLE CORP                           | 2030-04-20      | 1.6000%  | 0.0000% | $295000.00         | $268911.51         | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC          | 2049-12-01      | 5.2120%  | 0.0000% | $20000000.00       | $19615637.78       | Asset-Backed Securities   |
| BEIGNET INVESTOR LLC                        | 2049-05-30      | 6.5810%  | 0.0000% | $88414000.00       | $93060524.09       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                       | 2035-11-01      | 6.0500%  | 0.0000% | $6000000.00        | $6553661.67        | Corporate Debt Securities |
| AIA GROUP LTD                               | 2046-03-16      | 4.5000%  | 0.0000% | $5000000.00        | $4598250.00        | Corporate Debt Securities |
| AIR LEASE CORPORATION                       | 2027-12-15      | 5.8500%  | 0.0000% | $1008000.00        | $1045308.60        | Corporate Debt Securities |
| AMAZON.COM INC                              | 2037-08-22      | 3.8750%  | 0.0000% | $20582000.00       | $19185036.77       | Corporate Debt Securities |
| AMERICAN TOWER CORP                         | 2034-02-15      | 5.4500%  | 0.0000% | $20744000.00       | $22044424.07       | Corporate Debt Securities |
| AMERIPRISE FINANCIAL INC                    | 2035-04-15      | 5.2000%  | 0.0000% | $17000000.00       | $17594093.33       | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC          | 2039-01-23      | 5.4500%  | 0.0000% | $24373000.00       | $25221904.82       | Corporate Debt Securities |
| BANK OF AMERICA CORP                        | 2028-02-04      | 2.5510%  | 0.0000% | $35000000.00       | $34935654.44       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC                      | 2026-03-15      | 3.1250%  | 0.0000% | $7000000.00        | $7077131.25        | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP                      | 2040-01-15      | 7.3750%  | 0.0000% | $4000000.00        | $4901451.67        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2033-10-20      | 6.0000%  | 0.0000% | $71560000.00       | $73432486.67       | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC            | 2045-09-01      | 4.7000%  | 0.0000% | $26506000.00       | $24617521.13       | Corporate Debt Securities |
| CBRE SERVICES INC                           | 2033-01-15      | 4.9000%  | 0.0000% | $1000000.00        | $1015570.56        | Corporate Debt Securities |
| CDW LLC                                     | 2028-04-01      | 4.2500%  | 0.0000% | $1470000.00        | $1484506.86        | Corporate Debt Securities |
| CSX CORP                                    | 2049-09-15      | 3.3500%  | 0.0000% | $20714000.00       | $15010244.75       | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC     | 2052-10-01      | 4.8500%  | 0.0000% | $25429000.00       | $23159511.20       | Corporate Debt Securities |
| CHEVRON USA INC.                            | 2027-02-26      | 4.4050%  | 0.0000% | $12875000.00       | $13213015.24       | Corporate Debt Securities |
| CISCO SYSTEMS INC                           | 2034-02-26      | 5.0500%  | 0.0000% | $324000.00         | $339808.86         | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                      | 2029-03-15      | 4.5000%  | 0.0000% | $29849000.00       | $29519914.78       | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                      | 2031-04-15      | 3.1250%  | 0.0000% | $60650000.00       | $53151511.98       | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                      | 2036-11-07      | 7.7500%  | 0.0000% | $9500000.00        | $10138571.53       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                        | 2034-11-02      | 7.9640%  | 0.0000% | $25683000.00       | $30574007.74       | Corporate Debt Securities |
| EOG RESOURCES INC                           | 2036-01-15      | 5.3500%  | 0.0000% | $523000.00         | $538584.96         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV               | 2039-10-07      | 6.0000%  | 0.0000% | $4000000.00        | $4261453.33        | Corporate Debt Securities |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING     | 2030-03-27      | 5.0000%  | 0.0000% | $7500000.00        | $7775875.00        | Corporate Debt Securities |
| EXELON CORPORATION                          | 2055-03-15      | 5.8750%  | 0.0000% | $2000000.00        | $2054502.50        | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                       | 2026-08-15      | 2.1250%  | 0.0000% | $3501000.00        | $3503414.23        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2029-06-19      | 4.5830%  | 0.0000% | $10000000.00       | $10140895.28       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2079-12-31      | 4.6000%  | 0.0000% | $1313000.00        | $1248248.68        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2029-08-17      | 2.2060%  | 0.0000% | $10000000.00       | $9622582.78        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2044-03-09      | 6.3320%  | 0.0000% | $44912000.00       | $50382296.57       | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                  | 2030-06-05      | 5.8500%  | 0.0000% | $23000000.00       | $23376912.50       | Corporate Debt Securities |
| HOME DEPOT INC                              | 2026-09-15      | 2.1250%  | 0.0000% | $1849000.00        | $1845651.00        | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                    | 2031-12-15      | 2.9000%  | 0.0000% | $2250000.00        | $2045823.75        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                         | 2033-11-21      | 8.2480%  | 0.0000% | $26930000.00       | $32398100.59       | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC           | 2051-04-01      | 3.6250%  | 0.0000% | $3514000.00        | $2320408.89        | Corporate Debt Securities |
| M&T BK CORP                                 | 2031-07-08      | 5.1790%  | 0.0000% | $8000000.00        | $8229319.56        | Corporate Debt Securities |
| MARS INC                                    | 2055-05-01      | 5.7000%  | 0.0000% | $19446000.00       | $19740833.77       | Corporate Debt Securities |
| MA INSTITUTE OF TECH                        | 2111-07-01      | 5.6000%  | 0.0000% | $22649000.00       | $22570433.14       | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST               | 2031-01-15      | 0.0000%  | 0.0000% | $4640000.00        | $4660833.19        | Corporate Debt Securities |
| NASDAQ INC                                  | 2053-08-15      | 5.9500%  | 0.0000% | $24736000.00       | $26372059.65       | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                       | 2033-03-15      | 4.7000%  | 0.0000% | $12351000.00       | $12692443.39       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-B | 2037-06-01      | 4.7220%  | 0.0000% | $20000000.00       | $19895176.67       | Asset-Backed Securities   |
| PEPSICO INC                                 | 2026-10-06      | 2.3750%  | 0.0000% | $3500000.00        | $3494472.92        | Corporate Debt Securities |
| SUTTER HEALTH                               | 2053-08-15      | 5.5470%  | 0.0000% | $2500000.00        | $2562259.37        | Corporate Debt Securities |
| T-MOBILE USA INC                            | 2036-02-15      | 5.0000%  | 0.0000% | $30000000.00       | $29826900.00       | Corporate Debt Securities |
| WALMART INC                                 | 2026-04-15      | 4.0000%  | 0.0000% | $4748000.00        | $4804960.17        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                       | 2028-01-24      | 4.9000%  | 0.0000% | $8000000.00        | $8074853.33        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                      | 2040-04-15      | 6.3000%  | 0.0000% | $9300000.00        | $10202983.50       | Corporate Debt Securities |
| MV24 CAPITAL BV                             | 2034-06-01      | 6.7480%  | 0.0000% | $3197000.00        | $2271020.88        | Corporate Debt Securities |
| PROSUS NV                                   | 2051-02-08      | 3.8320%  | 0.0000% | $3750000.00        | $2585919.17        | Corporate Debt Securities |
| TRINIDAD & TOBAGO (REPUBLIC OF)             | 2034-06-26      | 6.4000%  | 0.0000% | $6900000.00        | $6918246.67        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW            | 2056-01-15      | 0.0000%  | 0.0000% | $25000000.00       | $24969056.15       | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS BANK USA                    | 2027-05-21      | 5.4140%  | 0.0000% | $17500000.00       | $17759644.58       | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION | 2035-11-19      | 6.8160%  | 0.0000% | $3875000.00        | $4164395.33        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                         | 2079-12-31      | 4.6000%  | 0.0000% | $8687000.00        | $8258595.77        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                  | 2027-01-15      | 4.6250%  | 0.0000% | $50000000.00       | $50075854.17       | Corporate Debt Securities |
| CARDINAL HEALTH INC                       | 2030-09-15      | 4.5000%  | 0.0000% | $10000000.00       | $10270250.00       | Corporate Debt Securities |
| CONSTELLIUM SE                            | 2029-04-15      | 3.7500%  | 0.0000% | $370000.00         | $361999.67         | Corporate Debt Securities |
| CROWN AMERICAS LLC                        | 2033-06-01      | 5.8750%  | 0.0000% | $1008000.00        | $1040264.54        | Corporate Debt Securities |
| HORIZON MUTUAL HOLDINGS INC               | 2034-11-15      | 6.2000%  | 0.0000% | $971000.00         | $962121.82         | Corporate Debt Securities |
| IQVIA INC                                 | 2032-06-01      | 6.2500%  | 0.0000% | $674000.00         | $707540.30         | Corporate Debt Securities |
| IRON MOUNTAIN INC                         | 2028-03-15      | 5.2500%  | 0.0000% | $797000.00         | $811391.83         | Corporate Debt Securities |
| MSCI INC                                  | 2031-02-15      | 3.8750%  | 0.0000% | $3000000.00        | $2896712.08        | Corporate Debt Securities |
| MURPHY OIL CORP                           | 2034-02-15      | 6.5000%  | 0.0000% | $1000000.00        | $1003243.89        | Corporate Debt Securities |
| NORDEA BANK ABP                           | 2079-12-31      | 6.6250%  | 0.0000% | $12000000.00       | $12308273.33       | Corporate Debt Securities |
| NOVA CHEMICALS CORP                       | 2029-05-15      | 4.2500%  | 0.0000% | $24300000.00       | $23924666.25       | Corporate Debt Securities |
| ROCKET MORTGAGE LLC                       | 2033-10-15      | 4.0000%  | 0.0000% | $925000.00         | $865288.17         | Corporate Debt Securities |
| STENA INTERNATIONAL SA                    | 2031-02-15      | 7.6250%  | 0.0000% | $4225000.00        | $4520698.95        | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC                     | 2039-09-30      | 4.8750%  | 0.0000% | $510000.00         | $467358.90         | Corporate Debt Securities |

### Security 299: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC. 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27  | 2027-07-15      | 5.7500%  | 0.0000% | $938000.00         | $939665.73         | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD27 | 2027-10-27      | 4.3750%  | 0.0000% | $440.00            | $298.10            | Corporate Debt Securities |
| URUGUAY REP                    GLBL AMRTZ BD 55 | 2055-04-20      | 4.9750%  | 0.0000% | $205.00            | $188.26            | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30  | 2030-05-01      | 3.8750%  | 0.0000% | $2714000.00        | $2627830.12        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33 | 2033-11-01      | 3.8750%  | 0.0000% | $225000.00         | $198022.47         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33  | 2033-01-15      | 7.3750%  | 0.0000% | $3620000.00        | $3512967.16        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 31  | 2031-02-01      | 9.0000%  | 0.0000% | $2400000.00        | $2445576.00        | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28   | 2028-06-01      | 6.2500%  | 0.0000% | $400000.00         | $411433.22         | Corporate Debt Securities |
| REPUBLIC OF COLOMBIA           GLBL BD 7.75%36  | 2036-11-07      | 7.7500%  | 0.0000% | $350000.00         | $373526.32         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56 | 2056-03-15      | 6.0500%  | 0.0000% | $2000000.00        | $2026893.89        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28  | 2028-01-15      | 5.7500%  | 0.0000% | $500000.00         | $501527.92         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34  | 2034-07-01      | 5.7500%  | 0.0000% | $3000000.00        | $3039299.17        | Corporate Debt Securities |
| ARCHROCK SERVICES LP           SR GLBL 144A 34  | 2034-02-01      | 6.0000%  | 0.0000% | $499000.00         | $501050.89         | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 34    | 2034-01-20      | 8.2500%  | 0.0000% | $4000.00           | $4631.09           | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 6%26  | 2026-04-07      | 6.0000%  | 0.0000% | $1000000.00        | $1018633.33        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29  | 2029-10-15      | 4.6250%  | 0.0000% | $959000.00         | $933749.13         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SUB GLBL COCO 86 | 2086-07-28      | 6.5000%  | 0.0000% | $6000000.00        | $6033296.67        | Corporate Debt Securities |
| COREWEAVE INC                  SR GLBL 144A 30  | 2030-06-01      | 9.2500%  | 0.0000% | $960000.00         | $960239.73         | Corporate Debt Securities |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30 | 2030-10-01      | 6.5000%  | 0.0000% | $310000.00         | $323449.87         | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $100000.00         | $101176.67         | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $2321000.00        | $2173773.17        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $1000000.00        | $1064235.42        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     2LIEN 144A NT 29 | 2029-03-01      | 9.3750%  | 0.0000% | $1500000.00        | $1632768.12        | Corporate Debt Securities |
| FLASH COMPUTE LLC              SR SEC GLBL 30   | 2030-12-31      | 7.2500%  | 0.0000% | $3970000.00        | $3994904.03        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28    | 2028-03-20      | 5.9180%  | 0.0000% | $2066000.00        | $2161202.43        | Corporate Debt Securities |
| GENESEE & WYO INC              SR SEC 144A NT32 | 2032-04-15      | 6.2500%  | 0.0000% | $1090000.00        | $1141283.59        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-10-21      | 4.9390%  | 0.0000% | $1349000.00        | $1351296.34        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37    | 2037-01-21      | 5.0650%  | 0.0000% | $3500000.00        | $3498201.88        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $2000000.00        | $1982490.50        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31  | 2031-05-01      | 4.0000%  | 0.0000% | $725000.00         | $699856.19         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32  | 2032-02-15      | 3.6250%  | 0.0000% | $1100000.00        | $1038636.04        | Corporate Debt Securities |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27    | 2027-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3048.34           | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $2623000.00        | $2677938.37        | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 30  | 2030-06-15      | 5.8750%  | 0.0000% | $3988000.00        | $4065222.63        | Corporate Debt Securities |
| LIBERTY COSTA RICA SR SECD FIN SR SEC 144A NT31 | 2031-01-15      | 10.8750% | 0.0000% | $1794000.00        | $1906539.86        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $3400000.00        | $3467597.67        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33  | 2033-04-15      | 6.2500%  | 0.0000% | $3168000.00        | $3256036.08        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.314%011841  | 2041-01-18      | 5.3140%  | 0.0000% | $1501000.00        | $1491748.00        | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT6.5%34 | 2034-02-15      | 6.5000%  | 0.0000% | $2000000.00        | $2006487.78        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 33  | 2033-02-01      | 6.0000%  | 0.0000% | $2300000.00        | $2412247.67        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33  | 2033-04-01      | 6.2500%  | 0.0000% | $370000.00         | $380308.10         | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30  | 2030-02-15      | 9.0000%  | 0.0000% | $1307000.00        | $1447620.13        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31  | 2031-05-15      | 7.2500%  | 0.0000% | $20000.00          | $20639.68          | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $625000.00         | $636525.09         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $425000.00         | $420765.41         | Corporate Debt Securities |
| PORT OF SPAIN WATERFRONT       SR SEC 144A NT40 | 2040-02-19      | 7.8750%  | 0.0000% | $200000.00         | $201089.63         | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL NT 27    | 2027-10-15      | 4.7500%  | 0.0000% | $1565000.00        | $1585148.07        | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD45 | 2045-11-20      | 4.1250%  | 0.0000% | $315.00            | $276.31            | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD50 | 2050-06-18      | 5.1000%  | 0.0000% | $312.00            | $293.50            | Corporate Debt Securities |
| URUGUAY REP                    GLBL AMRTZ BD 34 | 2034-10-28      | 5.7500%  | 0.0000% | $152.00            | $163.28            | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $397000.00         | $412314.50         | Corporate Debt Securities |
| SABLE INTL FIN LTD             SR SEC GLBL 32   | 2032-10-15      | 7.1250%  | 0.0000% | $5324000.00        | $5491659.42        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 34  | 2034-12-01      | 5.7500%  | 0.0000% | $3000000.00        | $3092080.83        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT3.5%31 | 2031-06-01      | 3.5000%  | 0.0000% | $50000.00          | $47021.31          | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30  | 2030-08-15      | 5.6250%  | 0.0000% | $399000.00         | $416588.92         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 33  | 2033-08-15      | 6.0000%  | 0.0000% | $1685000.00        | $1768559.15        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30  | 2030-05-01      | 4.6250%  | 0.0000% | $181000.00         | $178577.14         | Corporate Debt Securities |
| UNITED MEXICAN STATES          SR GLBL NT 34    | 2034-02-09      | 5.6250%  | 0.0000% | $2000.00           | $1996.52           | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28    | 2028-01-15      | 4.8750%  | 0.0000% | $763000.00         | $763763.95         | Corporate Debt Securities |
| URUGUAY REP                    GLBL SINK BD 31  | 2031-01-23      | 4.3750%  | 0.0000% | $3.00              | $3.03              | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33  | 2033-10-01      | 6.2500%  | 0.0000% | $500000.00         | $516727.50         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36 | 2036-01-15      | 6.7500%  | 0.0000% | $2381000.00        | $2499222.60        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $300000.00         | $290205.13         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $1657000.00        | $1714822.17        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30 | 2030-01-15      | 7.0000%  | 0.0000% | $1312000.00        | $1320562.99        | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31   | 2031-07-15      | 4.7500%  | 0.0000% | $2000000.00        | $1834218.33        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $571000.00         | $595859.91         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28  | 2028-08-26      | 5.6250%  | 0.0000% | $1258000.00        | $1285767.21        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $2345000.00        | $2449018.34        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $1000000.00        | $1064235.42        | Corporate Debt Securities |
| ENERGUATE TRUST                1LIEN REGS NT 35 | 2035-09-15      | 6.3500%  | 0.0000% | $200000.00         | $204023.72         | Corporate Debt Securities |
| VALE OVERSEAS LTD              SUB REGS NT 6%56 | 2056-02-25      | 6.0000%  | 0.0000% | $16000.00          | $16261.33          | Corporate Debt Securities |
| NEXA RES S A                   SR GLBL REGS 28  | 2028-01-18      | 6.5000%  | 0.0000% | $590000.00         | $603373.33         | Corporate Debt Securities |
| PRIO LUXEMBOURG HLDG SARL      SR GLBL REGS 30  | 2030-10-15      | 6.7500%  | 0.0000% | $150000.00         | $152173.12         | Corporate Debt Securities |
| ORAZUL ENERGY PERU S A         SR REGS NT 32    | 2032-09-17      | 6.2500%  | 0.0000% | $200000.00         | $206776.06         | Corporate Debt Securities |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31    | 2031-11-18      | 3.5370%  | 0.0000% | $200000.00         | $144914.80         | Corporate Debt Securities |

### Security 300: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-10
- **C.13 - Final Legal Maturity Date:** 2026-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW RESIDENTIAL MORTGAGE LOAN TR                                 | 2056-09-25      | 3.2500%  | 0.0000% | $4040200.00        | $524371.69         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH2                               | 2048-06-25      | 4.0000%  | 0.0000% | $830000.00         | $28380.37          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_17-JP | 2050-03-15      | 3.7232%  | 0.0000% | $1958790.00        | $1954735.78        | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $16585000.00       | $15393273.77       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54                | 2052-12-15      | 3.6710%  | 0.0000% | $140000.00         | $130203.25         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.6617%  | 0.0000% | $27311533.00       | $81592.84          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 0.9661%  | 0.0000% | $4661000.00        | $24899.58          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-06-25      | 5.1160%  | 0.0000% | $21644000.00       | $13966511.76       | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TRUST AOMT_23-7                               | 2067-11-25      | 4.8000%  | 0.0000% | $1000000.00        | $806555.22         | Private Label Collateralized Mortgage Obligations |
| ANGLETON TEX INDPT SCH DIST                                      | 2039-02-15      | 4.0000%  | 0.0000% | $50000.00          | $52111.67          | Other Instrument                                  |
| ARES_25-IND3                                                     | 2042-04-15      | 5.1802%  | 0.0000% | $26000000.00       | $26088618.74       | Private Label Collateralized Mortgage Obligations |
| ARRW_22-2                                                        | 2057-07-25      | 4.9500%  | 0.0000% | $10000000.00       | $9744705.00        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_25-EWEST                                         | 2042-06-15      | 5.3001%  | 0.0000% | $25653000.00       | $25724937.33       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 4.9982%  | 0.0000% | $10770000.00       | $9769283.05        | Private Label Collateralized Mortgage Obligations |
| BPR TRUST BPR_21-TY                                              | 2038-09-15      | 4.9450%  | 0.0000% | $435000.00         | $435619.19         | Private Label Collateralized Mortgage Obligations |
| BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                        | 2039-11-05      | 5.3919%  | 0.0000% | $1000000.00        | $1024283.47        | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_25-JDI                                               | 2042-11-15      | 5.0802%  | 0.0000% | $22000000.00       | $21211647.10       | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                                 | 2033-03-10      | 3.4543%  | 0.0000% | $32250000.00       | $29291182.29       | Private Label Collateralized Mortgage Obligations |
| BRSP_24-FL2                                                      | 2037-08-19      | 10.2139% | 0.0000% | $1672000.00        | $1648215.66        | Private Label Collateralized Mortgage Obligations |
| BANK_23-5YR3                                                     | 2056-09-15      | 4.0000%  | 0.0000% | $500000.00         | $461127.11         | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.5885%  | 0.0000% | $7560000.00        | $38012.97          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN27                                                | 2063-04-15      | 2.1440%  | 0.0000% | $300000.00         | $268593.03         | Private Label Collateralized Mortgage Obligations |
| BANK_22-BNK41                                                    | 2065-04-15      | 2.5000%  | 0.0000% | $3000000.00        | $1956152.67        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN33                                                     | 2064-05-15      | 0.4735%  | 0.0000% | $22000000.00       | $672352.36         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_24-BNK48                                               | 2057-10-15      | 5.6570%  | 0.0000% | $100000.00         | $101391.20         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BNK42                                               | 2055-06-11      | 2.5000%  | 0.0000% | $1500000.00        | $1100543.83        | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR8                                              | 2057-08-15      | 4.0000%  | 0.0000% | $5525000.00        | $5095299.88        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                                | 2050-11-15      | 3.4880%  | 0.0000% | $140000.00         | $137314.07         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                                | 2050-11-15      | 4.0892%  | 0.0000% | $1000000.00        | $839204.24         | Private Label Collateralized Mortgage Obligations |
| BVINV_22-INV5                                                    | 2052-02-26      | 3.0000%  | 0.0000% | $7694000.00        | $4888711.81        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 2.6866%  | 0.0000% | $11879000.00       | $10421294.72       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 2.0000%  | 0.0000% | $2750000.00        | $1651479.81        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V18                            | 2058-10-15      | 4.5000%  | 0.0000% | $1500000.00        | $1269187.50        | Private Label Collateralized Mortgage Obligations |
| BRAVO_24-NQM1                                                    | 2063-12-26      | 8.1093%  | 0.0000% | $670000.00         | $680192.89         | Private Label Collateralized Mortgage Obligations |
| BX_25-GW                                                         | 2042-07-15      | 6.5000%  | 0.0000% | $2876000.00        | $2901867.22        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_23-XL3                           | 2040-12-15      | 5.8710%  | 0.0000% | $3187000.00        | $2236357.34        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                                      | 2051-07-01      | 2.5000%  | 0.0000% | $340000.00         | $205182.76         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16                     | 2052-06-17      | 3.3290%  | 0.0000% | $165000.00         | $160161.65         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_16-787S                                 | 2036-02-10      | 4.0873%  | 0.0000% | $400000.00         | $398927.52         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | 2048-10-10      | 3.6845%  | 0.0000% | $2547000.00        | $2195432.25        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                        | 2037-10-15      | 5.6450%  | 0.0000% | $4295000.00        | $4283627.20        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                        | 2056-03-25      | 0.8300%  | 0.0000% | $720000.00         | $243688.65         | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 4.8616%  | 0.0000% | $7200000.00        | $463020.58         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-5                                                       | 2055-04-26      | 0.1999%  | 0.0000% | $448665000.00      | $710957.71         | Private Label Collateralized Mortgage Obligations |
| CHASE_25-13                                                      | 2056-10-25      | 0.0000%  | 0.0000% | $7000000.00        | $6716007.20        | Private Label Collateralized Mortgage Obligations |
| CHASE_25-9                                                       | 2056-06-25      | 2.3258%  | 0.0000% | $99148000.00       | $6463256.94        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-2                     | 2055-02-25      | 6.5000%  | 0.0000% | $250000.00         | $171230.80         | Private Label Collateralized Mortgage Obligations |
| CHICAGO BOARD OF EDUCATION                                       | 2046-12-01      | 5.0000%  | 0.0000% | $3495000.00        | $3358081.43        | Other Instrument                                  |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2048-11-10      | 3.8180%  | 0.0000% | $2334000.00        | $582287.90         | Private Label Collateralized Mortgage Obligations |
| CMLTI_21-J1                                                      | 2051-04-25      | 2.6093%  | 0.0000% | $1261000.00        | $899801.50         | Private Label Collateralized Mortgage Obligations |
| COLLEGE OF THE LAW                                               | 2050-08-01      | 5.9930%  | 0.0000% | $1500000.00        | $1524059.13        | Other Instrument                                  |
| CONNECTICUT (STATE OF)                                           | 2030-05-01      | 4.7670%  | 0.0000% | $2185000.00        | $2277633.26        | Other Instrument                                  |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | 2052-10-15      | 2.7050%  | 0.0000% | $3960000.00        | $180737.54         | Private Label Collateralized Mortgage Obligations |
| CAFL_20-3                                                        | 2053-08-15      | 3.5687%  | 0.0000% | $5079000.00        | $2553.79           | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST CROSS_25-H10                                | 2071-01-25      | 5.4050%  | 0.0000% | $2000000.00        | $2013450.52        | Private Label Collateralized Mortgage Obligations |
| DK_25-LXP                                                        | 2037-08-15      | 5.2732%  | 0.0000% | $15000000.00       | $15061082.43       | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2039-10-15      | 5.4098%  | 0.0000% | $5000000.00        | $5003314.59        | Private Label Collateralized Mortgage Obligations |
| DOLP TRUST DOLP_21-NYC                                           | 2041-05-10      | 2.9560%  | 0.0000% | $5357000.00        | $4862834.01        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_24-1                   | 2069-07-25      | 5.7350%  | 0.0000% | $1231667.00        | $870301.35         | Private Label Collateralized Mortgage Obligations |
| EL PASO TEX                                                      | 2047-08-15      | 4.0000%  | 0.0000% | $70000.00          | $65809.33          | Other Instrument                                  |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-15      | 4.2710%  | 0.0000% | $3600000.00        | $3477810.70        | Private Label Collateralized Mortgage Obligations |
| FREMF_21-K136                                                    | 2031-11-25      | 0.3930%  | 0.0000% | $84000000.00       | $1375991.57        | Agency Collateralized Mortgage Obligation         |
| FSMT_19-2                                                        | 2049-12-25      | 4.0041%  | 0.0000% | $425000.00         | $333166.06         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                                          | 2062-05-25      | 4.2500%  | 0.0000% | $1000000.00        | $792590.70         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                                     | 2055-12-25      | 5.0000%  | 0.0000% | $27000000.00       | $26495066.45       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2049-11-10      | 0.4993%  | 0.0000% | $49234000.00       | $49096.70          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS8                         | 2050-11-10      | 3.2050%  | 0.0000% | $660000.00         | $653030.27         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                                     | 2034-05-10      | 2.8555%  | 0.0000% | $11084000.00       | $8341187.44        | Private Label Collateralized Mortgage Obligations |
| GSMBS_22-NQM1                                                    | 2062-05-25      | 4.0745%  | 0.0000% | $7617000.00        | $6562337.79        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ11                                                    | 2056-05-25      | 0.0000%  | 0.0000% | $330404000.00      | $1671320.48        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $350000.00         | $224040.43         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                     | 2054-01-25      | 6.5000%  | 0.0000% | $1886000.00        | $996036.38         | Private Label Collateralized Mortgage Obligations |
| HIH TRUST HIH_24-61P                                             | 2041-10-15      | 5.5230%  | 0.0000% | $6675000.00        | $6541380.72        | Private Label Collateralized Mortgage Obligations |
| IDAHO STATE BUILDING AUTHORITY                                   | 2037-09-01      | 3.7900%  | 0.0000% | $195000.00         | $197963.30         | Other Instrument                                  |
| IFUND_14-1                                                       | 2047-08-26      | 6.2234%  | 0.0000% | $1500000.00        | $1280893.82        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM2                       | 2067-03-25      | 3.6380%  | 0.0000% | $19870000.00       | $13742346.49       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 4.7947%  | 0.0000% | $8969000.00        | $3402490.44        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-2                                                       | 2055-07-26      | 2.3758%  | 0.0000% | $43000000.00       | $2304571.92        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.6648%  | 0.0000% | $105206000.00      | $226433.83         | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-4                                                       | 2054-10-26      | 7.0603%  | 0.0000% | $1000000.00        | $1023393.31        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.4743%  | 0.0000% | $350273000.00      | $2129610.05        | Private Label Collateralized Mortgage Obligations |
| KRE_25-AIP4                                                      | 2042-03-15      | 4.9802%  | 0.0000% | $30200000.00       | $28241435.40       | Private Label Collateralized Mortgage Obligations |
| LOANCORE 2024-CRE8 ISSUER LTD LNCR_25-CRE9                       | 2030-07-18      | 5.3754%  | 0.0000% | $30000000.00       | $30064253.61       | Private Label Collateralized Mortgage Obligations |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                         | 2046-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5466.72           | Other Instrument                                  |
| LOUISIANA (STATE OF)                                             | 2032-09-01      | 1.9790%  | 0.0000% | $1250000.00        | $1095488.58        | Other Instrument                                  |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-3                         | 2061-01-25      | 3.2500%  | 0.0000% | $756000.00         | $631128.90         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_23-NQM2                      | 2067-12-26      | 6.1723%  | 0.0000% | $700000.00         | $425633.05         | Private Label Collateralized Mortgage Obligations |
| MONTGOMERY CNTY TX MUNI UTILITY DIST NO 99                       | 2035-09-01      | 4.5000%  | 0.0000% | $15000.00          | $15917.78          | Other Instrument                                  |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 0.9385%  | 0.0000% | $65730000.00       | $275620.08         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $140484.16         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P                       | 2038-12-15      | 4.9639%  | 0.0000% | $12000000.00       | $11679820.99       | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                     | 2054-01-26      | 0.3603%  | 0.0000% | $304491150.00      | $719890.10         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.3708%  | 0.0000% | $165907000.00      | $2312860.37        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_21-APPL        | 2038-08-15      | 4.8955%  | 0.0000% | $6125000.00        | $5552301.56        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.5000%  | 0.0000% | $2823450.00        | $2487494.59        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3                 | 2059-07-25      | 2.7500%  | 0.0000% | $8260070.00        | $2125160.59        | Private Label Collateralized Mortgage Obligations |
| NEW YORK CITY OF                                                 | 2049-10-01      | 5.0940%  | 0.0000% | $810000.00         | $779656.19         | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2034-10-01      | 4.6360%  | 0.0000% | $4475000.00        | $4521322.71        | Other Instrument                                  |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2045-06-15      | 5.2500%  | 0.0000% | $50000.00          | $55345.63          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2038-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11466.40          | Other Instrument                                  |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.0670%  | 0.0000% | $22262000.00       | $12518697.05       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $849672.92         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-07-15      | 5.3700%  | 0.0000% | $1805000.00        | $1164619.06        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM13                                           | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $1710847.72        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                                      | 2065-08-25      | 4.8480%  | 0.0000% | $8960000.00        | $8145481.39        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                                      | 2065-08-25      | 5.0910%  | 0.0000% | $777000.00         | $725088.33         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                                 | 2032-02-10      | 4.0163%  | 0.0000% | $3036000.00        | $2894019.49        | Private Label Collateralized Mortgage Obligations |
| AOA TRUST AOA_25-1301                                            | 2042-08-11      | 5.0587%  | 0.0000% | $12882000.00       | $13135479.63       | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_23-AFC4                                        | 2058-11-25      | 7.2250%  | 0.0000% | $1000000.00        | $565012.29         | Asset-Backed Securities                           |
| PMTLT_25-IN10                                                    | 2056-10-25      | 6.7791%  | 0.0000% | $6584000.00        | $6585396.66        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J2                                                      | 2056-08-25      | 5.5000%  | 0.0000% | $2875000.00        | $2202423.66        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST PMTLT_25-J3                                       | 2056-11-27      | 5.0000%  | 0.0000% | $3000000.00        | $2835703.00        | Private Label Collateralized Mortgage Obligations |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2030-09-15      | 4.0000%  | 0.0000% | $10000.00          | $10250.80          | Other Instrument                                  |
| PITTSBURGH PA                                                    | 2031-09-01      | 1.7990%  | 0.0000% | $200000.00         | $177091.17         | Other Instrument                                  |
| PMT LOAN TRUST PMTLT_24-INV1                                     | 2059-10-25      | 5.5000%  | 0.0000% | $15000000.00       | $12833427.85       | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $109594.18         | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-J1                                                      | 2057-01-25      | 0.0000%  | 0.0000% | $3000000.00        | $3002019.08        | Private Label Collateralized Mortgage Obligations |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2029-12-01      | 6.0400%  | 0.0000% | $3535000.00        | $3828365.72        | Other Instrument                                  |
| RATE_25-J1                                                       | 2055-03-25      | 0.5000%  | 0.0000% | $18375000.00       | $85518.46          | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4260%  | 0.0000% | $351685000.00      | $1351410.90        | Private Label Collateralized Mortgage Obligations |
| RMLT_21-1                                                        | 2065-01-25      | 4.4690%  | 0.0000% | $3340000.00        | $2932510.07        | Private Label Collateralized Mortgage Obligations |
| ROBLA CALIF SCH DIST                                             | 2040-08-01      | 2.6020%  | 0.0000% | $610000.00         | $467600.21         | Other Instrument                                  |
| SEMT_25-13                                                       | 2056-01-25      | 5.0000%  | 0.0000% | $125000.00         | $123985.55         | Private Label Collateralized Mortgage Obligations |
| STAR_22-4                                                        | 2067-05-25      | 5.1920%  | 0.0000% | $25194000.00       | $25231373.91       | Private Label Collateralized Mortgage Obligations |
| SYCACM_25-WAG                                                    | 2042-11-10      | 5.4333%  | 0.0000% | $3000000.00        | $3053480.59        | Private Label Collateralized Mortgage Obligations |
| TPG REAL ESTATE FINANCE ISSUER LTD TRTX_25-FL7                   | 2043-06-18      | 5.3754%  | 0.0000% | $19000000.00       | $19032695.20       | Private Label Collateralized Mortgage Obligations |
| TEXAS A & M UNIV PERM UNIV FD                                    | 2032-07-01      | 3.5750%  | 0.0000% | $7500000.00        | $7337923.96        | Other Instrument                                  |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                        | 2041-04-01      | 5.1690%  | 0.0000% | $26302000.00       | $27200908.11       | Other Instrument                                  |
| TOWD POINT MORTGAGE TRUST TPMT_2017-1                            | 2056-10-25      | 3.7765%  | 0.0000% | $1100000.00        | $942543.03         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $488604.94         | Private Label Collateralized Mortgage Obligations |
| VERUS_24-3                                                       | 2069-04-25      | 6.6420%  | 0.0000% | $100000.00         | $53126.51          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-03-15      | 4.3110%  | 0.0000% | $675000.00         | $585868.79         | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.8487%  | 0.0000% | $54372838.00       | $461023.36         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.3731%  | 0.0000% | $1000000.00        | $5994.82           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C44                | 2051-05-15      | 0.7116%  | 0.0000% | $1008000.00        | $11594.31          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C45                | 2051-06-15      | 4.1470%  | 0.0000% | $300000.00         | $139488.91         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                | 2051-08-15      | 4.3820%  | 0.0000% | $300000.00         | $297859.18         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | 2061-09-15      | 3.0000%  | 0.0000% | $300000.00         | $256330.40         | Private Label Collateralized Mortgage Obligations |
| WFMBS_20-1                                                       | 2049-12-27      | 3.3623%  | 0.0000% | $1000000.00        | $776777.01         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C58                | 2053-07-15      | 1.7917%  | 0.0000% | $1000000.00        | $59859.05          | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-INV2                                                    | 2051-09-15      | 2.5000%  | 0.0000% | $120000.00         | $63558.54          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-06-15      | 5.0728%  | 0.0000% | $200000.00         | $187651.73         | Private Label Collateralized Mortgage Obligations |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| LUMEN TECHNOLOGIES INC | 2032-10-15      | 10.0000% | 0.0000% | $12081075.00       | $12432473.20       | Corporate Debt Securities |
| CARSCOM INC            | 2028-11-01      | 6.3750%  | 0.0000% | $12100000.00       | $12278964.04       | Corporate Debt Securities |
| CORECIVIC INC          | 2027-10-15      | 4.7500%  | 0.0000% | $9758000.00        | $9889968.82        | Corporate Debt Securities |
| DIRECTV FINANCING LLC  | 2031-02-15      | 10.0000% | 0.0000% | $12249000.00       | $13177882.50       | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP  | 2030-10-01      | 12.2500% | 0.0000% | $10250000.00       | $11739048.82       | Corporate Debt Securities |
| ICAHN ENTERPRISES LP   | 2030-06-15      | 9.0000%  | 0.0000% | $13486000.00       | $13284384.30       | Corporate Debt Securities |
| GEN DIGITAL INC        | 2027-09-30      | 6.7500%  | 0.0000% | $12300000.00       | $12726933.00       | Corporate Debt Securities |
| SABRE GLBL INC         | 2030-07-15      | 11.1250% | 0.0000% | $773000.00         | $625848.18         | Corporate Debt Securities |
| WESTERN DIGITAL CORP   | 2029-02-01      | 2.8500%  | 0.0000% | $12150000.00       | $11760845.62       | Corporate Debt Securities |

### Security 302: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2026-03-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AIMCO AIMCO_18-AA                       | 2031-04-17      | 0.0000%  | 0.0000% | $3690000.00        | $1697400.00        | Asset-Backed Securities                           |
| AOMT_25-HB2                             | 2055-12-27      | 7.7917%  | 0.0000% | $2451568.00        | $2533693.92        | Private Label Collateralized Mortgage Obligations |
| APL FINANCE LLC ASHPL_25-1A             | 2036-03-20      | 4.8100%  | 0.0000% | $4793000.00        | $3946748.33        | Asset-Backed Securities                           |
| BATLN_15                                | 2033-01-17      | 0.0000%  | 0.0000% | $2250000.00        | $925456.50         | Asset-Backed Securities                           |
| CPS_24-A                                | 2031-08-15      | 8.4200%  | 0.0000% | $1033000.00        | $1089573.62        | Asset-Backed Securities                           |
| ELMW7_20-4A                             | 2034-01-17      | 0.0000%  | 0.0000% | $9100000.00        | $3646852.30        | Asset-Backed Securities                           |
| FIGURE LENDING FIGRE_24-HE6             | 2054-12-25      | 5.7240%  | 0.0000% | $5000000.00        | $3953394.58        | Private Label Collateralized Mortgage Obligations |
| FREED_22-4FP                            | 2029-12-18      | 7.4000%  | 0.0000% | $9128000.00        | $1410166.07        | Asset-Backed Securities                           |
| HTAP TRUST HTAP_25-1                    | 2042-11-25      | 6.5000%  | 0.0000% | $3500000.00        | $3251784.74        | Private Label Collateralized Mortgage Obligations |
| HTAP_25-1                               | 2042-11-25      | 8.0000%  | 0.0000% | $3100000.00        | $3125601.18        | Private Label Collateralized Mortgage Obligations |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2 | 2026-12-17      | 3.7990%  | 0.0000% | $2000000.00        | $1890715.51        | Private Label Collateralized Mortgage Obligations |
| KKR_29                                  | 2037-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $930000.00         | Asset-Backed Securities                           |
| KKR_52                                  | 2038-07-16      | 0.0000%  | 0.0000% | $3000000.00        | $1830000.00        | Asset-Backed Securities                           |
| LCM_38A                                 | 2034-07-15      | 0.0000%  | 0.0000% | $7362500.00        | $3918771.61        | Asset-Backed Securities                           |
| LSST_18-A                               | 2060-02-25      | 0.0000%  | 0.0000% | $5500000.00        | $3223600.05        | Asset-Backed Securities                           |
| OAKCL_19-3A                             | 2031-07-21      | 0.0000%  | 0.0000% | $1750000.00        | $854784.00         | Asset-Backed Securities                           |
| OCT32_17-1A                             | 2029-07-15      | 0.0000%  | 0.0000% | $7378640.00        | $1218825.89        | Asset-Backed Securities                           |
| PAIDGT_25-R2                            | 2032-10-15      | 4.8650%  | 0.0000% | $564264.00         | $318886.97         | Asset-Backed Securities                           |
| PAID_24-10                              | 2032-06-15      | 10.4120% | 0.0000% | $2000000.00        | $1497144.74        | Asset-Backed Securities                           |
| PAIDGT_25-5                             | 2033-03-15      | 9.6980%  | 0.0000% | $2028334.00        | $2061157.65        | Asset-Backed Securities                           |
| PAIDGT_25-2                             | 2032-10-15      | 10.8950% | 0.0000% | $2316667.00        | $1826790.86        | Asset-Backed Securities                           |
| PAIDGT_25-7                             | 2033-05-15      | 8.8900%  | 0.0000% | $1500000.00        | $1508520.25        | Asset-Backed Securities                           |
| PLMRS_21-4A                             | 2034-10-15      | 0.0000%  | 0.0000% | $4300000.00        | $1806000.00        | Asset-Backed Securities                           |
| PNT_23-1                                | 2053-11-25      | 6.5000%  | 0.0000% | $4000000.00        | $3581472.08        | Asset-Backed Securities                           |
| STAR_22-SFR3                            | 2026-01-02      | 8.2510%  | 0.0000% | $3586000.00        | $1713830.19        | Asset-Backed Securities                           |
| SPLITR_25-1                             | 2055-12-25      | 5.7500%  | 0.0000% | $3254217.00        | $3270793.80        | Private Label Collateralized Mortgage Obligations |
| SNVA_24-1A                              | 2059-01-30      | 5.6500%  | 0.0000% | $1900000.00        | $1702285.99        | Asset-Backed Securities                           |
| SUNNOVA SOL VII ISSUER LLC SNVA_24-2    | 2059-07-30      | 6.5800%  | 0.0000% | $3000000.00        | $2818271.51        | Asset-Backed Securities                           |
| SNVA_18-1                               | 2048-07-20      | 7.7100%  | 0.0000% | $5000000.00        | $2208628.43        | Asset-Backed Securities                           |
| SUNRUN CALLISTO ISSUER LLC SUNRN_24-2A  | 2059-07-30      | 6.2500%  | 0.0000% | $1000000.00        | $961465.37         | Asset-Backed Securities                           |
| SUNRUN BACCHUS ISSUER LLC SUNBAI_25-1   | 2060-04-30      | 5.9900%  | 0.0000% | $2500000.00        | $2377537.98        | Asset-Backed Securities                           |
| THRUST ENGINE LEASING DAC THRST_21-1A   | 2040-07-15      | 6.1210%  | 0.0000% | $1175000.00        | $975104.64         | Asset-Backed Securities                           |
| UNLOK_25-2                              | 2041-12-26      | 7.2500%  | 0.0000% | $1660000.00        | $1646476.44        | Private Label Collateralized Mortgage Obligations |
| UNLOK_25-2                              | 2041-12-26      | 6.0000%  | 0.0000% | $1985000.00        | $1554477.99        | Private Label Collateralized Mortgage Obligations |
| UNLOK_25-1                              | 2041-07-25      | 6.0000%  | 0.0000% | $4390000.00        | $3564729.75        | Private Label Collateralized Mortgage Obligations |
| VMC FINANCE LLC VMC_21-FL4              | 2036-06-16      | 7.2947%  | 0.0000% | $2500000.00        | $2410985.05        | Private Label Collateralized Mortgage Obligations |
| ZAXBY_21-1A                             | 2051-07-30      | 3.2380%  | 0.0000% | $1877000.00        | $1710906.66        | Asset-Backed Securities                           |
| CANYC_16-1R                             | 2031-07-15      | 9.6838%  | 0.0000% | $1500000.00        | $1497754.37        | Asset-Backed Securities                           |
| BCC_25-1                                | 2038-04-23      | 7.4210%  | 0.0000% | $1000000.00        | $994370.98         | Asset-Backed Securities                           |

### Security 303: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $168500000.00
- **C.18.a - Value (excl. sponsor support):** $168500000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP        | 2028-07-22      | 4.9480%  | 0.0000% | $83277000.00       | $84506964.28       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE | 2047-01-21      | 5.5410%  | 0.0000% | $73732000.00       | $73086494.77       | Corporate Debt Securities |
| MORGAN STANLEY              | 2028-01-21      | 2.4750%  | 0.0000% | $19601000.00       | $19331657.76       | Corporate Debt Securities |

### Security 304: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF                       | 2035-04-16      | 5.2530%  | 0.0000% | $2000000.00        | $1991877.50        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_24-INV1                 | 2069-03-25      | 6.5570%  | 0.0000% | $7512000.00        | $5497757.77        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                     | 2051-09-25      | 0.3125%  | 0.0000% | $27386000.00       | $370201.11         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                 | 2059-01-15      | 5.2372%  | 0.0000% | $1920000.00        | $1744199.14        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                    | 2043-11-25      | 7.9670%  | 0.0000% | $612000.00         | $627421.65         | Private Label Collateralized Mortgage Obligations |
| AASET_24-2                                                      | 2049-09-16      | 6.6120%  | 0.0000% | $10000000.00       | $9152928.13        | Asset-Backed Securities                           |
| AGL_16-R                                                        | 2035-01-22      | 6.0676%  | 0.0000% | $1560000.00        | $1548994.91        | Asset-Backed Securities                           |
| AASET 2020-1 TRUST AASET_20-1A                                  | 2040-01-16      | 4.3350%  | 0.0000% | $7515000.00        | $1438378.02        | Asset-Backed Securities                           |
| ANGEL OAK MORTGAGE TRUST AOMT_22-2                              | 2067-01-25      | 3.3530%  | 0.0000% | $385000.00         | $244556.46         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TRUST AOMT_21-8                              | 2066-11-25      | 1.8200%  | 0.0000% | $11605000.00       | $5375317.76        | Private Label Collateralized Mortgage Obligations |
| APID_36-R                                                       | 2039-01-20      | 0.0000%  | 0.0000% | $20580000.00       | $20674853.78       | Asset-Backed Securities                           |
| BANC OF AMERICA MERRILL LYNCH LA                                | 2037-07-14      | 3.8190%  | 0.0000% | $2633000.00        | $2578511.17        | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                                    | 2055-12-16      | 2.1684%  | 0.0000% | $2195000.00        | $297770.88         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_25-660F                                         | 2042-11-15      | 6.4302%  | 0.0000% | $10500000.00       | $10597043.58       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-XL5                          | 2041-03-15      | 5.0718%  | 0.0000% | $15000000.00       | $9506457.92        | Private Label Collateralized Mortgage Obligations |
| BSPRT_25-FL12                                                   | 2043-04-17      | 5.3450%  | 0.0000% | $10000000.00       | $10013659.33       | Private Label Collateralized Mortgage Obligations |
| BAMLL_25-HYT                                                    | 2042-12-15      | 6.6802%  | 0.0000% | $19809000.00       | $19855665.05       | Private Label Collateralized Mortgage Obligations |
| BANK_18-BK15                                                    | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $336893.76         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN28                                               | 2063-03-15      | 2.5000%  | 0.0000% | $224086.00         | $167443.75         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                           | 2053-02-15      | 3.5217%  | 0.0000% | $3190000.00        | $2665343.93        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                           | 2043-09-15      | 2.9086%  | 0.0000% | $8910200.00        | $7620145.95        | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B31                                                    | 2054-12-15      | 2.2500%  | 0.0000% | $832000.00         | $470822.56         | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO XIV LTD BSP_18-14AR                 | 2037-10-20      | 5.4176%  | 0.0000% | $1000000.00        | $1004464.90        | Asset-Backed Securities                           |
| BMARK_25-B41                                                    | 2068-07-15      | 6.1364%  | 0.0000% | $663000.00         | $678450.72         | Private Label Collateralized Mortgage Obligations |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                     | 2046-07-15      | 2.4430%  | 0.0000% | $7218000.00        | $4316666.97        | Asset-Backed Securities                           |
| BMW VEHICLE OWNER TRUST BMWOT_24-A                              | 2029-02-26      | 5.1800%  | 0.0000% | $5127000.00        | $4734930.63        | Asset-Backed Securities                           |
| BRAVO_24-RPL1                                                   | 2063-10-25      | 3.5820%  | 0.0000% | $10123000.00       | $6291793.91        | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-RPL2                                                   | 2059-05-25      | 2.5000%  | 0.0000% | $1071430.00        | $952029.72         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                                   | 2063-05-25      | 5.0572%  | 0.0000% | $1035000.00        | $837750.46         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                                   | 2062-05-25      | 4.5000%  | 0.0000% | $3773000.00        | $2850897.52        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD BXMT_20-FL2                                            | 2038-02-18      | 4.6919%  | 0.0000% | $19000000.00       | $532424.98         | Private Label Collateralized Mortgage Obligations |
| CCMS_17-CD6                                                     | 2050-11-15      | 4.2674%  | 0.0000% | $3156600.00        | $2979815.85        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                            | 2050-11-15      | 4.3839%  | 0.0000% | $1344000.00        | $1176764.08        | Private Label Collateralized Mortgage Obligations |
| CD COMMERCIAL MORTGAGE TRUST CD_                                | 2050-05-10      | 4.3497%  | 0.0000% | $4651528.00        | $4376736.01        | Private Label Collateralized Mortgage Obligations |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                 | 2052-05-15      | 3.7857%  | 0.0000% | $9653200.00        | $9518601.48        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                       | 2037-10-15      | 6.2950%  | 0.0000% | $406000.00         | $392347.40         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-CX11                   | 2051-04-15      | 2.7500%  | 0.0000% | $1165000.00        | $958846.59         | Private Label Collateralized Mortgage Obligations |
| CSMC_21-RPL6                                                    | 2060-10-25      | 3.7807%  | 0.0000% | $2195372.00        | $1605368.86        | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-INV2                                                   | 2054-06-25      | 0.5000%  | 0.0000% | $200500000.00      | $925754.04         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_25-5                              | 2070-05-27      | 5.7890%  | 0.0000% | $5353000.00        | $4803224.70        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON CLO LTD ECLO_17-2A                                    | 2029-02-15      | 7.7634%  | 0.0000% | $2787000.00        | $2844295.54        | Asset-Backed Securities                           |
| EXTENDED STAY AMERICA TRUST ESA_25-ESH                          | 2042-10-15      | 6.2802%  | 0.0000% | $8000000.00        | $8090933.97        | Private Label Collateralized Mortgage Obligations |
| FSRIAL_25-FL10                                                  | 2042-08-17      | 5.0604%  | 0.0000% | $1500000.00        | $1501974.35        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_22-3                    | 2067-08-25      | 4.9847%  | 0.0000% | $2598500.00        | $2411159.98        | Private Label Collateralized Mortgage Obligations |
| EFMT_22-3                                                       | 2067-08-25      | 4.9847%  | 0.0000% | $7605000.00        | $6881738.26        | Private Label Collateralized Mortgage Obligations |
| FORD CREDIT AUTO OWNER TRUST FORDO_24-B                         | 2029-04-15      | 5.1000%  | 0.0000% | $8147000.00        | $8261188.36        | Asset-Backed Securities                           |
| GCAT_20-NQM2                                                    | 2065-04-27      | 4.8500%  | 0.0000% | $7601000.00        | $5247304.32        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                                    | 2052-04-25      | 3.3946%  | 0.0000% | $8935000.00        | $6943005.28        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                                    | 2052-04-25      | 3.3890%  | 0.0000% | $2659990.00        | $2055161.76        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                                    | 2054-06-25      | 7.3999%  | 0.0000% | $3253000.00        | $2965097.31        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                                    | 2055-12-27      | 0.5000%  | 0.0000% | $16144999.00       | $238390.82         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                                    | 2054-12-25      | 6.0000%  | 0.0000% | $1376000.00        | $1089127.75        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                                    | 2054-12-25      | 7.0290%  | 0.0000% | $341999.00         | $360328.36         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                                    | 2054-12-25      | 7.0586%  | 0.0000% | $315000.00         | $330070.20         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                    | 2054-01-26      | 0.6548%  | 0.0000% | $224889000.00      | $1314911.82        | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV1                                               | 2054-01-26      | 7.1696%  | 0.0000% | $265000.00         | $287164.45         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-NQM7                                                    | 2070-11-25      | 5.0360%  | 0.0000% | $755000.00         | $736407.95         | Private Label Collateralized Mortgage Obligations |
| KKR_27-RR                                                       | 2035-01-15      | 5.5722%  | 0.0000% | $775000.00         | $776915.60         | Asset-Backed Securities                           |
| KESTREL AIRCRAFT FUNDING LIMITED KSTRL_18-1A                    | 2038-12-15      | 4.2500%  | 0.0000% | $4166000.00        | $424348.25         | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_21-50A                            | 2034-04-19      | 5.3292%  | 0.0000% | $1200000.00        | $1201176.41        | Asset-Backed Securities                           |
| MSBAM_15-C22                                                    | 2048-04-15      | 3.3060%  | 0.0000% | $749998.00         | $106224.99         | Private Label Collateralized Mortgage Obligations |
| MSRM_23-1                                                       | 2053-02-25      | 0.0237%  | 0.0000% | $327942079.00      | $12916.54          | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                    | 2054-01-26      | 1.0000%  | 0.0000% | $29203000.00       | $1247051.48        | Private Label Collateralized Mortgage Obligations |
| MIT_05-1                                                        | 2035-02-25      | 5.2871%  | 0.0000% | $19432000.00       | $129279.96         | Private Label Collateralized Mortgage Obligations |
| NAVSL_14-4                                                      | 2043-03-25      | 4.4318%  | 0.0000% | $40000.00          | $10195.44          | Asset-Backed Securities                           |
| NRZT_17-5A                                                      | 2057-06-25      | 5.8553%  | 0.0000% | $1533000.00        | $662700.94         | Private Label Collateralized Mortgage Obligations |
| NRZT_21-INV2                                                    | 2051-10-25      | 2.0000%  | 0.0000% | $1250000.00        | $94830.43          | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM3                | 2065-05-25      | 5.5300%  | 0.0000% | $20000000.00       | $16671781.42       | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                     | 2051-09-25      | 3.0523%  | 0.0000% | $4803000.00        | $3660754.71        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                     | 2051-09-25      | 3.0523%  | 0.0000% | $3522000.00        | $2645233.75        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                                     | 2052-02-26      | 3.1726%  | 0.0000% | $4301000.00        | $3395143.41        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                     | 2051-10-25      | 0.0000%  | 0.0000% | $5882000.00        | $4602519.07        | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM8                                                     | 2064-05-27      | 6.7080%  | 0.0000% | $2025000.00        | $2064869.56        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                           | 2064-06-25      | 5.1160%  | 0.0000% | $200000.00         | $129056.66         | Private Label Collateralized Mortgage Obligations |
| OBX_24-J1                                                       | 2054-09-25      | 6.8655%  | 0.0000% | $4831000.00        | $5017158.03        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                                     | 2055-05-25      | 6.5980%  | 0.0000% | $18031000.00       | $18550005.31       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM16                           | 2065-08-25      | 4.9050%  | 0.0000% | $2230000.00        | $2063265.44        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J2                                                       | 2055-09-25      | 2.3258%  | 0.0000% | $63017984.00       | $5196068.71        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV5                                                     | 2052-10-25      | 4.3334%  | 0.0000% | $3426000.00        | $2926389.29        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM1                            | 2063-11-25      | 6.4550%  | 0.0000% | $1531000.00        | $896433.15         | Private Label Collateralized Mortgage Obligations |
| PMTLT_22-INV1                                                   | 2052-03-25      | 3.1827%  | 0.0000% | $1679000.00        | $1144872.03        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                                     | 2057-01-25      | 0.0000%  | 0.0000% | $5328000.00        | $5078779.44        | Private Label Collateralized Mortgage Obligations |
| PION_19-1                                                       | 2044-06-15      | 3.9670%  | 0.0000% | $9860000.00        | $2004769.23        | Asset-Backed Securities                           |
| PMTLT_25-J1                                                     | 2056-06-25      | 0.0000%  | 0.0000% | $28400000.00       | $22406520.64       | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J1                                                     | 2056-06-25      | 0.0000%  | 0.0000% | $10000000.00       | $62632.78          | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J1                                                     | 2056-06-25      | 0.0000%  | 0.0000% | $36999988.00       | $88815.90          | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                   | 2051-08-25      | 2.7781%  | 0.0000% | $1824000.00        | $1005735.96        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-3                                                      | 2055-08-25      | 0.5000%  | 0.0000% | $70000000.00       | $635055.62         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                                      | 2055-11-25      | 0.5000%  | 0.0000% | $34901000.00       | $368653.66         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                                      | 2055-06-25      | 6.0000%  | 0.0000% | $5031000.00        | $3895880.05        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                    | 2054-06-25      | 6.9159%  | 0.0000% | $830500.00         | $812071.40         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                    | 2043-11-25      | 8.6010%  | 0.0000% | $566000.00         | $580926.03         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                                    | 2044-10-25      | 5.3710%  | 0.0000% | $1229000.00        | $1239453.43        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                                    | 2044-10-25      | 5.9200%  | 0.0000% | $1071000.00        | $1081980.84        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                    | 2054-09-25      | 7.0449%  | 0.0000% | $712400.00         | $695558.10         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES1                                                    | 2045-01-25      | 5.9130%  | 0.0000% | $1099000.00        | $1120963.79        | Private Label Collateralized Mortgage Obligations |
| RAD_29                                                          | 2038-04-20      | 5.3176%  | 0.0000% | $2000000.00        | $2014274.24        | Asset-Backed Securities                           |
| RRAM_24-30A                                                     | 2036-07-15      | 5.3222%  | 0.0000% | $2000000.00        | $2010295.16        | Asset-Backed Securities                           |
| SG COMMERCIAL MORTGAGE SECURITIE                                | 2048-10-10      | 4.8186%  | 0.0000% | $1165000.00        | $1093118.10        | Private Label Collateralized Mortgage Obligations |
| SHR TRUST SHR_24-LXRY                                           | 2041-10-15      | 7.2802%  | 0.0000% | $12000000.00       | $12156316.94       | Private Label Collateralized Mortgage Obligations |
| SCCUA_25-1                                                      | 2031-12-15      | 4.7800%  | 0.0000% | $4258000.00        | $4301694.18        | Asset-Backed Securities                           |
| SEMT_26-INV1                                                    | 2056-01-25      | 0.0000%  | 0.0000% | $7455000.00        | $6175153.95        | Private Label Collateralized Mortgage Obligations |
| SFUEL_25-B                                                      | 2029-07-20      | 4.4700%  | 0.0000% | $3244000.00        | $3271595.63        | Asset-Backed Securities                           |
| TRK_21-INV2                                                     | 2056-11-25      | 2.1190%  | 0.0000% | $1000000.00        | $491347.29         | Private Label Collateralized Mortgage Obligations |
| TMIR_21-3                                                       | 2034-02-25      | 6.5973%  | 0.0000% | $630000.00         | $24338.72          | Private Label Collateralized Mortgage Obligations |
| TRNTS_6R-R                                                      | 2034-01-25      | 2.6600%  | 0.0000% | $8000000.00        | $7410315.56        | Asset-Backed Securities                           |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P                      | 2034-09-15      | 5.4484%  | 0.0000% | $12600000.00       | $12534424.62       | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS                      | 2029-11-01      | 3.5000%  | 0.0000% | $800000.00         | $279175.15         | Corporate Debt Securities                         |
| UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES SERIES 2018-1 | 2027-09-01      | 4.6000%  | 0.0000% | $24000.00          | $8475.91           | Corporate Debt Securities                         |
| VENTR_17-28A-RR                                                 | 2030-07-20      | 5.5292%  | 0.0000% | $999987.00         | $540904.52         | Asset-Backed Securities                           |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                     | 2027-11-15      | 7.7632%  | 0.0000% | $15464000.00       | $13722955.57       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C42               | 2050-12-15      | 4.2970%  | 0.0000% | $3513000.00        | $3140149.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                 | 2050-07-15      | 3.9030%  | 0.0000% | $3724744.00        | $3466608.37        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59               | 2054-04-15      | 1.4439%  | 0.0000% | $3250000.00        | $210201.07         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-DWHP                                                    | 2038-04-15      | 8.4681%  | 0.0000% | $17954000.00       | $18108375.60       | Private Label Collateralized Mortgage Obligations |
| ZAYO_25-2A                                                      | 2055-06-20      | 6.5860%  | 0.0000% | $2037000.00        | $2107749.99        | Asset-Backed Securities                           |
| RRAM_20-R                                                       | 2037-07-15      | 5.2222%  | 0.0000% | $4800000.00        | $4814169.18        | Asset-Backed Securities                           |

### Security 305: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-06-15      | 3.0000%  | 0.0000% | $996000.00         | $81609.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 4.5000%  | 0.0000% | $202378.00         | $13602.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 4.5000%  | 0.0000% | $516250.00         | $33502.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 2.5000%  | 0.0000% | $1022542.00        | $163830.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 5.0000%  | 0.0000% | $4294683.00        | $411935.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 3.5000%  | 0.0000% | $6699000.00        | $790790.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 3.0000%  | 0.0000% | $65281.00          | $9878.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | 0.0000% | $499000.00         | $37875.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | 0.0000% | $305593398.00      | $53734545.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | 0.0000% | $413479.00         | $110661.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.0000%  | 0.0000% | $57638581.00       | $51592886.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-06-15      | 4.5000%  | 0.0000% | $2171216.00        | $60222.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.5000%  | 0.0000% | $1001.00           | $76.55             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 3.5000%  | 0.0000% | $1012757.00        | $85024.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-10-15      | 3.5000%  | 0.0000% | $142142.00         | $13658.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-10-15      | 5.5000%  | 0.0000% | $58706.00          | $5099.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-10-15      | 3.0000%  | 0.0000% | $836000.00         | $199277.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-04-15      | 3.5000%  | 0.0000% | $131152.00         | $37033.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-08-15      | 2.5000%  | 0.0000% | $101392.00         | $51467.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-09-15      | 4.0000%  | 0.0000% | $1498342.00        | $71830.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 3.5000%  | 0.0000% | $1001.00           | $75.74             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.6800%  | 0.0000% | $747000.00         | $781143.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-05-15      | 5.6800%  | 0.0000% | $549000.00         | $572273.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-05-15      | 5.5900%  | 0.0000% | $650000.00         | $680195.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-09-15      | 5.8300%  | 0.0000% | $9585664.00        | $10055279.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 5.5000%  | 0.0000% | $1008.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | 0.0000% | $1002.00           | $1027.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 6.0000%  | 0.0000% | $2514000.00        | $2605184.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | 0.0000% | $10525504.00       | $10767021.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $8150240.00        | $8475712.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | 0.0000% | $2037948.00        | $2126916.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | 0.0000% | $3012468.00        | $3123376.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $19353103.00       | $19499593.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 6.0000%  | 0.0000% | $2729164.00        | $2710775.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $24996512.00       | $25084155.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $3089668.00        | $3224416.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | 0.0000% | $3713344.00        | $4033335.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | 0.0000% | $1961614.00        | $1988687.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $442340.00         | $458622.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0200%  | 0.0000% | $1295528.00        | $820297.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-09-15      | 4.0000%  | 0.0000% | $147793.00         | $26735.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-09-15      | 4.5000%  | 0.0000% | $2385612.00        | $300680.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 5.0000%  | 0.0000% | $1008.00           | $12.48             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 4.5000%  | 0.0000% | $4510999.00        | $166257.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 4.5000%  | 0.0000% | $1290000.00        | $45931.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-11-20      | 4.0000%  | 0.0000% | $700000.00         | $36035.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-12-15      | 7.0000%  | 0.0000% | $204600.00         | $34.45             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-08-15      | 7.0000%  | 0.0000% | $93600.00          | $131.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | 0.0000% | $4040490.00        | $126870.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-10-15      | 4.5000%  | 0.0000% | $1298540.00        | $360544.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.5000%  | 0.0000% | $376045.00         | $110458.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 7.0000%  | 0.0000% | $147000.00         | $2.87              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-04-15      | 6.0000%  | 0.0000% | $123072.00         | $7431.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | 0.0000% | $4786320.00        | $70339.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.5000%  | 0.0000% | $668351.00         | $9564.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 5.5000%  | 0.0000% | $2733796.00        | $29936.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 5.0000%  | 0.0000% | $35783358.00       | $101562.59         | Agency Mortgage-Backed Securities         |
| GNMA_25-115G                               | 2055-07-20      | 5.0000%  | 0.0000% | $121462.00         | $120483.34         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                 | 2044-07-20      | 1.5802%  | 0.0000% | $703687.00         | $16992.98          | Agency Collateralized Mortgage Obligation |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $381405000.00
- **C.18.a - Value (excl. sponsor support):** $381405000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BLOOM ENERGY CORPORATION | 2030-11-15      | 0.0000%  | 0.0000% | $162974000.00      | $187990509.00      | Corporate Debt Securities |
| AeroVironment            | 2030-07-15      | 0.0000%  | 0.0000% | $57855000.00       | $70033477.50       | Corporate Debt Securities |
| BLACKLINE INC            | 2029-06-01      | 1.0000%  | 0.0000% | $52865000.00       | $52758153.96       | Corporate Debt Securities |
| CHEESECAKE FACTORY INC   | 2026-06-15      | 0.3750%  | 0.0000% | $1000000.00        | $992578.75         | Corporate Debt Securities |
| ETSY INC                 | 2026-10-01      | 0.1250%  | 0.0000% | $14689000.00       | $14739136.41       | Corporate Debt Securities |
| INTEGER HOLDINGS CORP    | 2028-02-15      | 2.1250%  | 0.0000% | $11225000.00       | $13354826.82       | Corporate Debt Securities |
| LUCID GROUP INC          | 2030-04-01      | 5.0000%  | 0.0000% | $69958000.00       | $43173724.66       | Corporate Debt Securities |
| OSCAR HEALTH INC         | 2030-09-01      | 2.2500%  | 0.0000% | $40870000.00       | $41485093.50       | Corporate Debt Securities |
| WINNEBAGO IND INC        | 2030-01-15      | 3.2500%  | 0.0000% | $2723000.00        | $2646358.90        | Corporate Debt Securities |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHEVRON CORP NEW               COM          | 2500-12-31      | 0.0000%  | 0.0000% | $218467.00         | $37399365.73       | Equities                  |
| VERISIGN INC                   COM          | 2500-12-31      | 0.0000%  | 0.0000% | $277991.00         | $67888182.11       | Equities                  |
| ALLEGION PLC                   ORD SHS      | 2500-12-31      | 0.0000%  | 0.0000% | $234405.00         | $38550246.30       | Corporate Debt Securities |
| CHIPOTLE MEXICAN GRILL INC     COM          | 2500-12-31      | 0.0000%  | 0.0000% | $325010.00         | $12707891.00       | Equities                  |
| DOVER CORP                     COM          | 2500-12-31      | 0.0000%  | 0.0000% | $120683.00         | $24441927.99       | Equities                  |
| FORTINET INC                   COM          | 2500-12-31      | 0.0000%  | 0.0000% | $511464.00         | $41689430.64       | Equities                  |
| KLA CORP                       COM NEW      | 2500-12-31      | 0.0000%  | 0.0000% | $74724.00          | $125888270.04      | Equities                  |
| LIBERTY BROADBAND CORP         COM SER A    | 2500-12-31      | 0.0000%  | 0.0000% | $130395.00         | $5809097.25        | Equities                  |
| MICROSOFT CORP                 COM          | 2500-12-31      | 0.0000%  | 0.0000% | $20155.00          | $8737192.50        | Equities                  |
| PG&E CORP                      COM          | 2500-12-31      | 0.0000%  | 0.0000% | $954263.00         | $14466627.08       | Equities                  |
| PUBLIC SVC ENTERPRISE GRP INC  COM          | 2500-12-31      | 0.0000%  | 0.0000% | $283271.00         | $23228222.00       | Equities                  |
| SCOTTS MIRACLE-GRO CO          CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $20737.00          | $1356614.54        | Equities                  |
| TELEDYNE TECHNOLOGIES INC      COM          | 2500-12-31      | 0.0000%  | 0.0000% | $8092.00           | $5060089.44        | Equities                  |
| WHIRLPOOL CORP                 COM          | 2500-12-31      | 0.0000%  | 0.0000% | $65495.00          | $5040495.20        | Equities                  |
| NU HLDGS LTD                   ORD SHS CL A | 2500-12-31      | 0.0000%  | 0.0000% | $3208876.00        | $60198513.76       | Corporate Debt Securities |
| ROIVANT SCIENCES LTD           SHS          | 2500-12-31      | 0.0000%  | 0.0000% | $773744.00         | $17037842.88       | Corporate Debt Securities |

### Security 308: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANI PHARMACEUTICALS INC                | 2029-09-01      | 2.2500%  | 0.0000% | $80000.00          | $105445.00         | Corporate Debt Securities         |
| AFFIRM HOLDINGS INC                    | 2029-12-15      | 0.7500%  | 0.0000% | $277000.00         | $292702.44         | Corporate Debt Securities         |
| AIRBNB INC                             | 2026-03-15      | 0.0000%  | 0.0000% | $13763000.00       | $13635692.25       | Corporate Debt Securities         |
| AKAMAI TECH INC                        | 2033-05-15      | 0.2500%  | 0.0000% | $1038000.00        | $1277986.46        | Corporate Debt Securities         |
| ALNYLAM PHARM                          | 2027-09-15      | 1.0000%  | 0.0000% | $2000.00           | $2669.50           | Corporate Debt Securities         |
| AMERICAN WATER CAPITAL CORP            | 2026-06-15      | 3.6250%  | 0.0000% | $78000.00          | $78197.44          | Corporate Debt Securities         |
| BIOMARIN PHARMACEUTICAL INC.           | 2027-05-15      | 1.2500%  | 0.0000% | $89000.00          | $86702.39          | Corporate Debt Securities         |
| BLACKSTONE MORTGAGE TRUST INC          | 2027-03-15      | 5.5000%  | 0.0000% | $159000.00         | $159973.88         | Corporate Debt Securities         |
| BLOOM ENERGY CORPORATION               | 2029-06-01      | 3.0000%  | 0.0000% | $5000.00           | $37892.08          | Corporate Debt Securities         |
| BLOOM ENERGY CORPORATION               | 2030-11-15      | 0.0000%  | 0.0000% | $375000.00         | $432562.50         | Corporate Debt Securities         |
| BOX INC                                | 2029-09-15      | 1.5000%  | 0.0000% | $636000.00         | $604597.50         | Corporate Debt Securities         |
| BRIDGEBIO PHARMA INC                   | 2029-02-01      | 2.2500%  | 0.0000% | $100000.00         | $115768.75         | Corporate Debt Securities         |
| CHEESECAKE FACTORY INC                 | 2026-06-15      | 0.3750%  | 0.0000% | $17000.00          | $16873.84          | Corporate Debt Securities         |
| CHEESECAKE FACTORY INC                 | 2030-03-15      | 2.0000%  | 0.0000% | $51000.00          | $54417.00          | Corporate Debt Securities         |
| CIPHER MINING INC                      | 2031-10-01      | 0.0000%  | 0.0000% | $38000.00          | $51751.44          | Corporate Debt Securities         |
| CLOUDFLARE INC                         | 2026-08-15      | 0.0000%  | 0.0000% | $104000.00         | $115034.40         | Corporate Debt Securities         |
| COINBASE GLOBAL INC                    | 2026-06-01      | 0.5000%  | 0.0000% | $6107000.00        | $6045438.05        | Corporate Debt Securities         |
| COINBASE GLOBAL INC                    | 2030-04-01      | 0.2500%  | 0.0000% | $296000.00         | $291185.97         | Corporate Debt Securities         |
| CONFLUENT INC                          | 2027-01-15      | 0.0000%  | 0.0000% | $219000.00         | $214182.00         | Corporate Debt Securities         |
| CORE SCIENTIFIC INC                    | 2031-06-15      | 0.0000%  | 0.0000% | $28000.00          | $33355.00          | Corporate Debt Securities         |
| DATADOG INC                            | 2029-12-01      | 0.0000%  | 0.0000% | $736000.00         | $722384.00         | Corporate Debt Securities         |
| Digital Rlty                           | 2029-11-15      | 1.8750%  | 0.0000% | $1064000.00        | $1110397.05        | Corporate Debt Securities         |
| DIGITALOCEAN HOLDINGS INC              | 2026-12-01      | 0.0000%  | 0.0000% | $49000.00          | $47407.50          | Corporate Debt Securities         |
| DOORDASH INC                           | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $984180.96         | Corporate Debt Securities         |
| DROPBOX INC                            | 2026-03-01      | 0.0000%  | 0.0000% | $2408000.00        | $2398368.00        | Corporate Debt Securities         |
| DROPBOX INC                            | 2028-03-01      | 0.0000%  | 0.0000% | $468000.00         | $464724.00         | Corporate Debt Securities         |
| DUKE ENERGY CORP                       | 2026-04-15      | 4.1250%  | 0.0000% | $123000.00         | $128969.34         | Corporate Debt Securities         |
| EOS ENERGY ENTERPRISES INC             | 2031-12-01      | 1.7500%  | 0.0000% | $30000.00          | $37755.85          | Corporate Debt Securities         |
| ETSY INC                               | 2027-09-01      | 0.1250%  | 0.0000% | $625000.00         | $581885.85         | Corporate Debt Securities         |
| ETSY INC                               | 2030-06-15      | 1.0000%  | 0.0000% | $48000.00          | $48492.00          | Corporate Debt Securities         |
| EURONET WORLDWIDE INC.                 | 2049-03-15      | 0.7500%  | 0.0000% | $52000.00          | $44034.25          | Corporate Debt Securities         |
| EURONET WORLDWIDE INC.                 | 2030-10-01      | 0.6250%  | 0.0000% | $163000.00         | $146759.43         | Corporate Debt Securities         |
| EXACT SCIENCES CORP                    | 2028-03-01      | 0.3750%  | 0.0000% | $508000.00         | $525247.66         | Corporate Debt Securities         |
| EXACT SCIENCES CORP                    | 2030-03-01      | 2.0000%  | 0.0000% | $100000.00         | $139725.78         | Corporate Debt Securities         |
| EXPEDIA GROUP INC                      | 2026-02-15      | 0.0000%  | 0.0000% | $11244000.00       | $12485112.72       | Corporate Debt Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 4.3770%  | 0.0000% | $1415158.00        | $1410310.41        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 4.4800%  | 0.0000% | $837507.00         | $837081.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-01-01      | 4.5000%  | 0.0000% | $3247024.00        | $3219802.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 4.4000%  | 0.0000% | $4518800.00        | $4484151.84        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 4.6500%  | 0.0000% | $5539991.00        | $5602065.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-12-01      | 6.0000%  | 0.0000% | $69871.00          | $50.05             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 4.4530%  | 0.0000% | $19328.00          | $26.69             | Agency Mortgage-Backed Securities |
| FIRSTENERGY CORP                       | 2026-05-01      | 4.0000%  | 0.0000% | $421000.00         | $440950.72         | Corporate Debt Securities         |
| FIRSTENERGY CORP                       | 2029-01-15      | 3.6250%  | 0.0000% | $86000.00          | $93697.90          | Corporate Debt Securities         |
| FORD MOTOR COMPANY                     | 2026-03-15      | 0.0000%  | 0.0000% | $1000.00           | $1065.50           | Corporate Debt Securities         |
| FRESHPET INC                           | 2028-04-01      | 3.0000%  | 0.0000% | $6887000.00        | $8632280.58        | Corporate Debt Securities         |
| GLOBAL PAYMENTS INC.                   | 2031-03-01      | 1.5000%  | 0.0000% | $919000.00         | $818560.96         | Corporate Debt Securities         |
| MATCH GROUP FINANCECO 2 INC            | 2026-06-15      | 0.8750%  | 0.0000% | $1519000.00        | $1496053.61        | Corporate Debt Securities         |
| MATCH GROUP FINANCECO 3 INC            | 2030-01-15      | 2.0000%  | 0.0000% | $2516000.00        | $2265238.67        | Corporate Debt Securities         |
| INTERDIGITAL INC                       | 2027-06-01      | 3.5000%  | 0.0000% | $16000.00          | $68619.78          | Corporate Debt Securities         |
| IONIS PHARMACEUTICALS INC              | 2026-04-01      | 0.0000%  | 0.0000% | $111000.00         | $160894.50         | Corporate Debt Securities         |
| IONIS PHARMACEUTICALS INC              | 2028-06-15      | 1.7500%  | 0.0000% | $267000.00         | $443403.56         | Corporate Debt Securities         |
| ITRON INC                              | 2026-03-15      | 0.0000%  | 0.0000% | $48000.00          | $47544.00          | Corporate Debt Securities         |
| JAZZ INVESTMENTS I LTD                 | 2026-06-15      | 2.0000%  | 0.0000% | $592000.00         | $655344.00         | Corporate Debt Securities         |
| JETBLUE AIRWAYS CORP                   | 2029-09-01      | 2.5000%  | 0.0000% | $319000.00         | $335073.52         | Corporate Debt Securities         |
| LIBERTY BROADBAND CORP                 | 2053-03-31      | 3.1250%  | 0.0000% | $5171000.00        | $5148269.15        | Corporate Debt Securities         |
| LIVE NATION ENTERTAINMENT INC          | 2031-10-15      | 2.8750%  | 0.0000% | $48000.00          | $48594.47          | Corporate Debt Securities         |
| MARA HOLDINGS INC                      | 2032-08-01      | 0.0000%  | 0.0000% | $775000.00         | $575011.25         | Corporate Debt Securities         |
| MERITAGE HOMES CORP                    | 2028-05-15      | 1.7500%  | 0.0000% | $289000.00         | $293929.14         | Corporate Debt Securities         |
| STRATEGY INC                           | 2030-03-15      | 0.6250%  | 0.0000% | $171000.00         | $209961.28         | Corporate Debt Securities         |
| STRATEGY INC                           | 2031-03-15      | 0.8750%  | 0.0000% | $226000.00         | $229679.56         | Corporate Debt Securities         |
| MICROCHIP TECH INC                     | 2030-06-01      | 0.7500%  | 0.0000% | $122000.00         | $126754.24         | Corporate Debt Securities         |
| MIRION TECHNOLOGIES INC                | 2030-06-01      | 0.2500%  | 0.0000% | $317000.00         | $413814.88         | Corporate Debt Securities         |
| NCL CORPORATION LTD                    | 2027-02-15      | 1.1250%  | 0.0000% | $100000.00         | $101215.63         | Corporate Debt Securities         |
| NCL CORPORATION LTD                    | 2027-02-15      | 2.5000%  | 0.0000% | $197000.00         | $201424.29         | Corporate Debt Securities         |
| NUTANIX INC                            | 2027-10-01      | 0.2500%  | 0.0000% | $8000.00           | $8246.61           | Corporate Debt Securities         |
| PINNACLE WEST CAPITAL CORPORATION      | 2027-06-15      | 4.7500%  | 0.0000% | $145000.00         | $158693.44         | Corporate Debt Securities         |
| RAPID7 INC                             | 2027-03-15      | 0.2500%  | 0.0000% | $42000.00          | $39939.38          | Corporate Debt Securities         |
| RINGCENTRAL INC                        | 2026-03-15      | 0.0000%  | 0.0000% | $83000.00          | $82585.00          | Corporate Debt Securities         |
| SEAGATE HDD CAYMAN                     | 2028-06-01      | 3.5000%  | 0.0000% | $181000.00         | $985723.49         | Corporate Debt Securities         |
| SNOWFLAKE INC                          | 2027-10-01      | 0.0000%  | 0.0000% | $138000.00         | $192191.22         | Corporate Debt Securities         |
| SNOWFLAKE INC                          | 2029-10-01      | 0.0000%  | 0.0000% | $78000.00          | $112359.00         | Corporate Debt Securities         |
| SOFI TECHNOLOGIES INC                  | 2029-03-15      | 1.2500%  | 0.0000% | $21000.00          | $55748.44          | Corporate Debt Securities         |
| SPOTIFY USA INC                        | 2026-03-15      | 0.0000%  | 0.0000% | $3006000.00        | $3042072.00        | Corporate Debt Securities         |
| STRIDE INC                             | 2027-09-01      | 1.1250%  | 0.0000% | $5000.00           | $8358.28           | Corporate Debt Securities         |
| SUPER MICRO COMPUTER INC               | 2028-07-15      | 2.2500%  | 0.0000% | $433000.00         | $423663.44         | Corporate Debt Securities         |
| TERAWULF INC                           | 2030-02-01      | 2.7500%  | 0.0000% | $170000.00         | $332179.76         | Corporate Debt Securities         |
| TERAWULF INC                           | 2031-09-01      | 1.0000%  | 0.0000% | $1352000.00        | $1880556.89        | Corporate Debt Securities         |
| TRAVERE THERAPEUTICS INC               | 2029-03-01      | 2.2500%  | 0.0000% | $73000.00          | $96419.31          | Corporate Debt Securities         |
| UBER TECHNOLOGIES INC                  | 2028-05-15      | 0.0000%  | 0.0000% | $309000.00         | $312556.59         | Corporate Debt Securities         |
| UPSTART HOLDINGS INC                   | 2030-11-15      | 1.0000%  | 0.0000% | $303000.00         | $263295.89         | Corporate Debt Securities         |
| VISHAY INTERTECH INC.                  | 2030-09-15      | 2.2500%  | 0.0000% | $2000.00           | $2027.88           | Corporate Debt Securities         |
| WEC ENERGY GROUP INC                   | 2029-06-01      | 4.3750%  | 0.0000% | $30000.00          | $36110.10          | Corporate Debt Securities         |
| WEC ENERGY GROUP INC                   | 2028-06-01      | 3.3750%  | 0.0000% | $20000.00          | $20580.63          | Corporate Debt Securities         |
| WAYFAIR INC                            | 2026-08-15      | 1.0000%  | 0.0000% | $37000.00          | $37336.08          | Corporate Debt Securities         |
| ZSCALER INC                            | 2028-07-15      | 0.0000%  | 0.0000% | $1275000.00        | $1185762.75        | Corporate Debt Securities         |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC_21-NQM6                                        | 2066-07-25      | 1.5850%  | 0.0000% | $17172020.00       | $7469288.34        | Private Label Collateralized Mortgage Obligations |
| ACREC_25-FL3                                        | 2042-08-18      | 6.7164%  | 0.0000% | $4200000.00        | $4212811.66        | Private Label Collateralized Mortgage Obligations |
| ANCHC_29                                            | 2037-07-20      | 5.5376%  | 0.0000% | $10391855.00       | $10424363.12       | Asset-Backed Securities                           |
| BMARK_22-B37                                        | 2032-10-15      | 2.7500%  | 0.0000% | $4564070.00        | $3304460.97        | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14        | 2051-11-15      | 4.8763%  | 0.0000% | $4939000.00        | $3686579.37        | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                        | 2065-05-25      | 0.8090%  | 0.0000% | $13651473.00       | $2516610.15        | Private Label Collateralized Mortgage Obligations |
| CGMS_19-1A                                          | 2031-04-20      | 6.2676%  | 0.0000% | $1500000.00        | $1501261.51        | Asset-Backed Securities                           |
| ELMWOOD CLO IV LTD ELMW4_20-1AR                     | 2037-04-18      | 5.5176%  | 0.0000% | $10000000.00       | $10028326.75       | Asset-Backed Securities                           |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM2   | 2065-06-25      | 5.6480%  | 0.0000% | $14250000.00       | $11814657.50       | Private Label Collateralized Mortgage Obligations |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD_22-4 | 2054-11-20      | 5.3000%  | 0.0000% | $2132197.00        | $1526576.40        | Asset-Backed Securities                           |
| OFSBS_13                                            | 2037-04-20      | 5.7844%  | 0.0000% | $235817.00         | $231206.21         | Asset-Backed Securities                           |
| RCKT_25-CES12                                       | 2055-11-25      | 5.0270%  | 0.0000% | $11856000.00       | $11724702.99       | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE  | 2043-01-05      | 4.1440%  | 0.0000% | $144198.00         | $127733.50         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_21-6               | 2066-10-25      | 1.6300%  | 0.0000% | $12601440.00       | $5593157.92        | Private Label Collateralized Mortgage Obligations |
| WWICK_23-2A                                         | 2037-01-15      | 6.0222%  | 0.0000% | $4999918.00        | $5018263.92        | Asset-Backed Securities                           |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| KENVUE INC                             | 2026-01-02      | 0.0000%  | 0.0000% | $104133.00         | $1791087.60        | Equities   |
| NVIDIA CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $220322.00         | $42414188.22       | Equities   |
| NEUROGENE INC                          | 2026-01-02      | 0.0000%  | 0.0000% | $524.00            | $9898.36           | Equities   |
| ORACLE CORPORATION                     | 2026-01-02      | 0.0000%  | 0.0000% | $38583.00          | $6520912.83        | Equities   |
| PALANTIR TECHNOLOGIES INC              | 2026-01-02      | 0.0000%  | 0.0000% | $52990.00          | $8047061.40        | Equities   |
| RBC BEARINGS                           | 2026-01-02      | 0.0000%  | 0.0000% | $5318.00           | $2722709.64        | Equities   |
| BLACKSTONE GROUP INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $63148.00          | $9026375.12        | Equities   |
| BROADCOM INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $86537.00          | $28620382.01       | Equities   |
| CORNING INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $72.00             | $7416.00           | Equities   |
| ADVANCED MICRO DEVICES INC             | 2026-01-02      | 0.0000%  | 0.0000% | $238185.00         | $60065493.30       | Equities   |
| AGILENT TECH INC                       | 2026-01-02      | 0.0000%  | 0.0000% | $66696.00          | $8888575.92        | Equities   |
| AIR LEASE CORPORATION                  | 2026-01-02      | 0.0000%  | 0.0000% | $148498.00         | $9579605.98        | Equities   |
| ALIGHT INC                             | 2026-01-02      | 0.0000%  | 0.0000% | $580244.00         | $887773.32         | Equities   |
| ALPHA METALLURGICAL RESOURCES INC      | 2026-01-02      | 0.0000%  | 0.0000% | $1100.00           | $243166.00         | Equities   |
| OPTIMUM COMMUNICATIONS INC             | 2026-01-02      | 0.0000%  | 0.0000% | $53.00             | $84.80             | Equities   |
| AMAZON.COM INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $97126.00          | $23478267.98       | Equities   |
| AMENTUM HOLDINGS INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $398.00            | $14773.76          | Equities   |
| AMERICAN WOODMARK CORP                 | 2026-01-02      | 0.0000%  | 0.0000% | $34900.00          | $2043046.00        | Equities   |
| AMPLITUDE INC                          | 2026-01-02      | 0.0000%  | 0.0000% | $104.00            | $974.48            | Equities   |
| APPLE INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $51800.00          | $13378904.00       | Equities   |
| APPLIED IND TECH INC.                  | 2026-01-02      | 0.0000%  | 0.0000% | $19336.00          | $5017885.36        | Equities   |
| APPLOVIN CORP                          | 2026-01-02      | 0.0000%  | 0.0000% | $10943.00          | $6229193.32        | Equities   |
| ASSOCIATED BANC-CORP                   | 2026-01-02      | 0.0000%  | 0.0000% | $366930.00         | $10035535.50       | Equities   |
| ATMOS ENERGY CORP                      | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $166.00            | Equities   |
| BANK OF NEW YORK MELLON CORP/THE       | 2026-01-02      | 0.0000%  | 0.0000% | $3054.00           | $371030.46         | Equities   |
| BORGWARNER INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $58786.00          | $2876398.98        | Equities   |
| BRAZE INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $21.81             | Equities   |
| BRIGHTHOUSE FINANCIAL INC              | 2026-01-02      | 0.0000%  | 0.0000% | $169736.00         | $10897051.20       | Equities   |
| CBRE GROUP INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $21617.00          | $3709693.37        | Equities   |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC | 2026-01-02      | 0.0000%  | 0.0000% | $8065.00           | $60729.45          | Equities   |
| CIGNA GROUP                            | 2026-01-02      | 0.0000%  | 0.0000% | $18454.00          | $5006016.58        | Equities   |
| CANNAE HOLDINGS INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $43.62             | Equities   |
| CANTALOUPE INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $258464.00         | $2778488.00        | Equities   |
| CAPRICOR THERAPEUTICS INC              | 2026-01-02      | 0.0000%  | 0.0000% | $135300.00         | $3059133.00        | Equities   |
| CATERPILLAR INC                        | 2026-01-02      | 0.0000%  | 0.0000% | $3026.00           | $2013016.24        | Equities   |
| CHART INDUSTRIES                       | 2026-01-02      | 0.0000%  | 0.0000% | $148702.00         | $30811054.40       | Equities   |
| CHEVRON CORP                           | 2026-01-02      | 0.0000%  | 0.0000% | $26.00             | $4450.94           | Equities   |
| CHEWY INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $69346.00          | $2090088.44        | Equities   |
| CHIPOTLE MEXICAN GRILL INC             | 2026-01-02      | 0.0000%  | 0.0000% | $29914.00          | $1169637.40        | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC      | 2026-01-02      | 0.0000%  | 0.0000% | $35917.00          | $864881.36         | Equities   |
| COLONY BANKCORP                        | 2026-01-02      | 0.0000%  | 0.0000% | $6904.00           | $134489.92         | Equities   |
| COMPASS DIVERSIFIED HOLDINGS           | 2026-01-02      | 0.0000%  | 0.0000% | $53.00             | $347.68            | Equities   |
| CONSTELLATION BRANDS INC               | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $154.75            | Equities   |
| CORPAY INC                             | 2026-01-02      | 0.0000%  | 0.0000% | $5832.00           | $1879886.88        | Equities   |
| COSTCO WHSLE CORP                      | 2026-01-02      | 0.0000%  | 0.0000% | $11083.00          | $10560879.87       | Equities   |
| DANAHER CORPORATION                    | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $219.62            | Equities   |
| DATADOG INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $256.36            | Equities   |
| DAVE & BUSTERS ENTERTAINMENT INC       | 2026-01-02      | 0.0000%  | 0.0000% | $18098.00          | $340785.34         | Equities   |
| DEXCOM                                 | 2026-01-02      | 0.0000%  | 0.0000% | $445459.00         | $32963966.00       | Equities   |
| DISC MEDICINE INC                      | 2026-01-02      | 0.0000%  | 0.0000% | $49278.00          | $3870786.90        | Equities   |
| WALT DISNEY CO                         | 2026-01-02      | 0.0000%  | 0.0000% | $54250.00          | $6053215.00        | Equities   |
| DOORDASH INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $48099.00          | $9989200.32        | Equities   |
| DYNATRACE INC                          | 2026-01-02      | 0.0000%  | 0.0000% | $47765.00          | $1808382.90        | Equities   |
| ELECTRONIC ARTS INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $114307.00         | $23312912.65       | Equities   |
| ERIE INDEMNITY CO                      | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $28210.00          | Equities   |
| EVENTBRITE INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $1127171.00        | $4970824.11        | Equities   |
| EVOLV TECHNOLOGIES HOLDINGS INC        | 2026-01-02      | 0.0000%  | 0.0000% | $1899.00           | $12077.64          | Equities   |
| EXPEDIA GROUP INC                      | 2026-01-02      | 0.0000%  | 0.0000% | $26047.00          | $7104840.19        | Equities   |
| FERGUSON ENTERPRISES INC               | 2026-01-02      | 0.0000%  | 0.0000% | $153.00            | $39233.79          | Equities   |
| FIRST MERCHANTS CORP                   | 2026-01-02      | 0.0000%  | 0.0000% | $21710.00          | $844953.20         | Equities   |
| FIVE BELOW INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $2908.00           | $547838.12         | Equities   |
| FRESHWORKS INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $90048.00          | $958110.72         | Equities   |
| GREENBRIER CO INC                      | 2026-01-02      | 0.0000%  | 0.0000% | $364232.00         | $18197030.72       | Equities   |
| HOLOGIC INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $75494.00          | $5660540.12        | Equities   |
| HONEYWELL INTERNATIONAL INC            | 2026-01-02      | 0.0000%  | 0.0000% | $5822.00           | $1322991.28        | Equities   |
| HOST HOTELS & RESORTS INC              | 2026-01-02      | 0.0000%  | 0.0000% | $190400.00         | $3552864.00        | Equities   |
| INTERCONTINENTAL EXCHANGE INC          | 2026-01-02      | 0.0000%  | 0.0000% | $12354.00          | $2163185.40        | Equities   |
| INTERNATIONAL MONEY EXPRESS INC        | 2026-01-02      | 0.0000%  | 0.0000% | $26766.00          | $414070.02         | Equities   |
| INTUIT INC                             | 2026-01-02      | 0.0000%  | 0.0000% | $20690.00          | $10406656.20       | Equities   |
| JPMORGAN CHASE & CO                    | 2026-01-02      | 0.0000%  | 0.0000% | $11502.00          | $3524442.84        | Equities   |
| KEMPER CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $14489.00          | $566954.57         | Equities   |
| LEIDOS HOLDINGS INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $21310.00          | $3989018.90        | Equities   |
| ELI LILLY AND COMPANY                  | 2026-01-02      | 0.0000%  | 0.0000% | $9905.00           | $10144106.70       | Equities   |
| LOCKHEED MARTIN CORPORATION            | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $622.51            | Equities   |
| MKS INSTRUMENTS INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $2900.00           | $707252.00         | Equities   |
| MARSH & MCLENNAN COMPANIES INC         | 2026-01-02      | 0.0000%  | 0.0000% | $4.00              | $751.68            | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC      | 2026-01-02      | 0.0000%  | 0.0000% | $1766.00           | $30216.26          | Equities   |
| MCDONALDS CORP                         | 2026-01-02      | 0.0000%  | 0.0000% | $19148.00          | $6041385.48        | Equities   |
| MICROSOFT CORP                         | 2026-01-02      | 0.0000%  | 0.0000% | $39599.00          | $17166166.50       | Equities   |
| MICROCHIP TECH INC                     | 2026-01-02      | 0.0000%  | 0.0000% | $16499.00          | $1309360.64        | Equities   |
| MICRON TECHNOLOGY INC                  | 2026-01-02      | 0.0000%  | 0.0000% | $15147.00          | $6600911.13        | Equities   |
| MID-AMERICA APARTMENT COMMUNITIE       | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $133.68            | Equities   |
| MOODYS CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $51545.00          | Equities   |
| NVR INC                                | 2026-01-02      | 0.0000%  | 0.0000% | $855.00            | $6518314.80        | Equities   |
| NETSTREIT CORP                         | 2026-01-02      | 0.0000%  | 0.0000% | $600.00            | $11196.00          | Equities   |
| ADAMAS TRUST INC                       | 2026-01-02      | 0.0000%  | 0.0000% | $4902.00           | $41274.84          | Equities   |
| NORFOLK SOUTHERN CORPORATION           | 2026-01-02      | 0.0000%  | 0.0000% | $694.00            | $201371.04         | Equities   |
| NORTHERN TRUST CORPORATION             | 2026-01-02      | 0.0000%  | 0.0000% | $73400.00          | $11058444.00       | Equities   |
| OPKO HEALTH INC                        | 2026-01-02      | 0.0000%  | 0.0000% | $923.00            | $1172.21           | Equities   |
| PG&E CORP                              | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $45.48             | Equities   |
| PARKER HANNIFIN CORPORATION            | 2026-01-02      | 0.0000%  | 0.0000% | $11632.00          | $11031788.80       | Equities   |
| PEBBLEBROOK HOTEL TRUST                | 2026-01-02      | 0.0000%  | 0.0000% | $411992.00         | $4746147.84        | Equities   |
| PEPSICO INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $122799.00         | $18258983.31       | Equities   |
| PROASSURANCE CORPORATION               | 2026-01-02      | 0.0000%  | 0.0000% | $58686.00          | $1422548.64        | Equities   |
| RLJ LODGING TRUST                      | 2026-01-02      | 0.0000%  | 0.0000% | $19497.00          | $146227.50         | Equities   |
| RAYONIER INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $45.20             | Equities   |
| REPLIMUNE GROUP INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $766.00            | $5660.74           | Equities   |
| REPUBLIC SERVICES INC                  | 2026-01-02      | 0.0000%  | 0.0000% | $701.00            | $150539.75         | Equities   |
| ROBLOX CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $34169.00          | $2587618.37        | Equities   |
| ROPER TECHNOLOGIES INC                 | 2026-01-02      | 0.0000%  | 0.0000% | $2990.00           | $1091350.00        | Equities   |
| S&P GLOBAL INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $47304.00          | $25006313.52       | Equities   |
| SL GREEN REALTY CORP.                  | 2026-01-02      | 0.0000%  | 0.0000% | $498.00            | $22180.92          | Equities   |
| SANDISK CORP                           | 2026-01-02      | 0.0000%  | 0.0000% | $11315.00          | $6102179.50        | Equities   |
| SEMPRA                                 | 2026-01-02      | 0.0000%  | 0.0000% | $15000.00          | $1306500.00        | Equities   |
| SERVICENOW INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $5.00              | $583.65            | Equities   |
| SIMON PROPERTY GROUP INC               | 2026-01-02      | 0.0000%  | 0.0000% | $2313.00           | $439007.40         | Equities   |
| SOLID BIOSCIENCES INC                  | 2026-01-02      | 0.0000%  | 0.0000% | $58930.00          | $388938.00         | Equities   |
| STEEL DYNAMICS INC                     | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $181.97            | Equities   |
| SYNOPSYS INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $364.00            | $174720.00         | Equities   |
| TARGET CORPORATION                     | 2026-01-02      | 0.0000%  | 0.0000% | $33723.00          | $3468073.32        | Equities   |
| TARSUS PHARMACEUTICALS INC             | 2026-01-02      | 0.0000%  | 0.0000% | $99279.00          | $6523623.09        | Equities   |
| TEGNA INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $12261.00          | $231487.68         | Equities   |
| TELADOC HEALTH INC                     | 2026-01-02      | 0.0000%  | 0.0000% | $4862.00           | $27713.40          | Equities   |
| TELEPHONE AND DATA SYSTEMS INC         | 2026-01-02      | 0.0000%  | 0.0000% | $1999.00           | $89395.28          | Equities   |
| TERADYNE INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $59295.00          | $14934631.65       | Equities   |
| TEXAS INSTRUMENTS INC                  | 2026-01-02      | 0.0000%  | 0.0000% | $18972.00          | $4154298.84        | Equities   |
| TWO HARBORS INVESTMENT CORP            | 2026-01-02      | 0.0000%  | 0.0000% | $49.00             | $651.21            | Equities   |
| UBER TECHNOLOGIES INC                  | 2026-01-02      | 0.0000%  | 0.0000% | $1025.00           | $83742.50          | Equities   |
| UNITEDHEALTH GROUP INC                 | 2026-01-02      | 0.0000%  | 0.0000% | $34199.00          | $9996025.71        | Equities   |
| VERASTEM INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $6.41              | Equities   |
| VERISIGN INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $56099.00          | $13699936.79       | Equities   |
| VERISK ANALYTICS INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $200.00            | $43318.00          | Equities   |
| VIASAT INC                             | 2026-01-02      | 0.0000%  | 0.0000% | $19532.00          | $902964.36         | Equities   |
| VIATRIS INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $22.00             | $287.54            | Equities   |
| VICI PROPERTIES INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $25613.00          | $719981.43         | Equities   |
| VISA INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $18032.00          | $5983017.60        | Equities   |
| WELLTOWER INC                          | 2026-01-02      | 0.0000%  | 0.0000% | $1100.00           | $204259.00         | Equities   |
| WILLIAMS COMPANIES INC                 | 2026-01-02      | 0.0000%  | 0.0000% | $8.00              | $537.92            | Equities   |
| ORGANOGENESIS HOLDINGS INC             | 2026-01-02      | 0.0000%  | 0.0000% | $282212.00         | $1131670.12        | Equities   |
| ALPHABET INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $1781.00           | $603153.46         | Equities   |
| UROGEN PHARMA LTD                      | 2026-01-02      | 0.0000%  | 0.0000% | $216574.00         | $4480916.06        | Equities   |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICES INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $89721.00          | $22625841.78       | Equities   |
| AMAZON.COM INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $212987.00         | $51485347.51       | Equities   |
| APPLE INC                                    | 2026-01-02      | 0.0000%  | 0.0000% | $68559.00          | $17707418.52       | Equities   |
| CANTALOUPE INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $141844.00         | $1524823.00        | Equities   |
| COSTCO WHSLE CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $17241.00          | $16428776.49       | Equities   |
| WALT DISNEY CO                               | 2026-01-02      | 0.0000%  | 0.0000% | $179.00            | $19972.82          | Equities   |
| ELI LILLY AND COMPANY                        | 2026-01-02      | 0.0000%  | 0.0000% | $5428.00           | $5559031.92        | Equities   |
| MICROSOFT CORP                               | 2026-01-02      | 0.0000%  | 0.0000% | $187877.00         | $81444679.50       | Equities   |
| MICRON TECHNOLOGY INC                        | 2026-01-02      | 0.0000%  | 0.0000% | $169174.00         | $73724337.46       | Equities   |
| NORFOLK SOUTHERN CORPORATION                 | 2026-01-02      | 0.0000%  | 0.0000% | $58459.00          | $16962463.44       | Equities   |
| TARSUS PHARMACEUTICALS INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $396.00            | $26021.16          | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC            | 2026-01-02      | 0.0000%  | 0.0000% | $18877.00          | $322985.47         | Equities   |
| TARGET CORPORATION                           | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $102.84            | Equities   |
| CANNAE HOLDINGS INC                          | 2026-01-02      | 0.0000%  | 0.0000% | $288595.00         | $4196171.30        | Equities   |
| CHIPOTLE MEXICAN GRILL INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $613.00            | $23968.30          | Equities   |
| COLONY BANKCORP                              | 2026-01-02      | 0.0000%  | 0.0000% | $628.00            | $12233.44          | Equities   |
| EVOLV TECHNOLOGIES HOLDINGS INC              | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $19.08             | Equities   |
| PEPSICO INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $1672.00           | $248609.68         | Equities   |
| ABBOTT LABORATORIES                          | 2026-01-02      | 0.0000%  | 0.0000% | $508409.00         | $53937110.81       | Equities   |
| AIRBNB INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $29770.00          | $3922792.90        | Equities   |
| ALBEMARLE CORP                               | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $180.70            | Equities   |
| AMEREN CORPORATION                           | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $103.77            | Equities   |
| AMERICAN ELECTRIC POWER COMPANY INC.         | 2026-01-02      | 0.0000%  | 0.0000% | $70.00             | $8344.70           | Equities   |
| AMERICAN TOWER CORP                          | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $181.34            | Equities   |
| AMERICOLD REALTY TRUST INC                   | 2026-01-02      | 0.0000%  | 0.0000% | $15.00             | $185.70            | Equities   |
| CENCORA INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $704.20            | Equities   |
| AMPHENOL CORP                                | 2026-01-02      | 0.0000%  | 0.0000% | $2733.00           | $408802.14         | Equities   |
| AMPLITUDE INC                                | 2026-01-02      | 0.0000%  | 0.0000% | $46.00             | $431.02            | Equities   |
| ANALOG DEVICES INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $13360.00          | $4257832.00        | Equities   |
| ANTERO RESOURCES CORP                        | 2026-01-02      | 0.0000%  | 0.0000% | $32093.00          | $1132882.90        | Equities   |
| APPLIED MAT INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $33983.00          | $11599757.22       | Equities   |
| APPLOVIN CORP                                | 2026-01-02      | 0.0000%  | 0.0000% | $556.00            | $316497.44         | Equities   |
| ASSOCIATED BANC-CORP                         | 2026-01-02      | 0.0000%  | 0.0000% | $3678.00           | $100593.30         | Equities   |
| ATLASSIAN CORP                               | 2026-01-02      | 0.0000%  | 0.0000% | $98.00             | $11797.24          | Equities   |
| BANK OF AMERICA CORP                         | 2026-01-02      | 0.0000%  | 0.0000% | $108079.00         | $5736833.32        | Equities   |
| BLACKBAUD INC                                | 2026-01-02      | 0.0000%  | 0.0000% | $165.00            | $8796.15           | Equities   |
| BLACKSTONE GROUP INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $93145.00          | $13314146.30       | Equities   |
| BRAZE INC                                    | 2026-01-02      | 0.0000%  | 0.0000% | $15.00             | $327.15            | Equities   |
| BRISTOL-MYERS SQUIBB CO                      | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $162.84            | Equities   |
| BROADCOM INC                                 | 2026-01-02      | 0.0000%  | 0.0000% | $50495.00          | $16700211.35       | Equities   |
| CADENCE DESIGN SYST INC                      | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $302.67            | Equities   |
| CARETRUST REIT INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $6300.00           | $233604.00         | Equities   |
| DAYFORCE INC                                 | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $69.16             | Equities   |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | 2026-01-02      | 0.0000%  | 0.0000% | $10261.00          | $2172048.48        | Equities   |
| CIRCLE INTERNET GROUP INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $202.65            | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC            | 2026-01-02      | 0.0000%  | 0.0000% | $1110.00           | $26728.80          | Equities   |
| CORNING INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $6.00              | $618.00            | Equities   |
| COUSINS PROPERTIES INC                       | 2026-01-02      | 0.0000%  | 0.0000% | $13799.00          | $348976.71         | Equities   |
| DYNEX CAPITAL INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $4.00              | $58.28             | Equities   |
| ECOLAB INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $28283.00          | Equities   |
| EQUINIX INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $3663.00           | $3025821.15        | Equities   |
| EQUITY RESIDENTIAL                           | 2026-01-02      | 0.0000%  | 0.0000% | $21941.00          | $1357270.26        | Equities   |
| ERASCA INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $7731.00           | $79706.61          | Equities   |
| EVERSOURCE ENERGY                            | 2026-01-02      | 0.0000%  | 0.0000% | $166.00            | $11440.72          | Equities   |
| EXACT SCIENCES CORP                          | 2026-01-02      | 0.0000%  | 0.0000% | $23570.00          | $2411211.00        | Equities   |
| EXXON MOBIL CORP                             | 2026-01-02      | 0.0000%  | 0.0000% | $10560.00          | $1483785.60        | Equities   |
| META PLATFORMS INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $8823.00           | $6514109.13        | Equities   |
| FIRSTCASH HOLDINGS INC                       | 2026-01-02      | 0.0000%  | 0.0000% | $7100.00           | $1212325.00        | Equities   |
| FISERV INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $12.00             | $761.16            | Equities   |
| FOX CORP                                     | 2026-01-02      | 0.0000%  | 0.0000% | $500.00            | $32350.00          | Equities   |
| FRESHWORKS INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $14.00             | $148.96            | Equities   |
| GAP INC                                      | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $27.70             | Equities   |
| GE VERNOVA INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $36006.00          | $25830344.34       | Equities   |
| HERITAGE COMMERCE CORP                       | 2026-01-02      | 0.0000%  | 0.0000% | $18532.00          | $235356.40         | Equities   |
| IDEXX LABS INC.                              | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $67671.00          | Equities   |
| INSMED                                       | 2026-01-02      | 0.0000%  | 0.0000% | $40884.00          | $6452312.88        | Equities   |
| INSULET CORP                                 | 2026-01-02      | 0.0000%  | 0.0000% | $99.00             | $25254.90          | Equities   |
| INTEL CORP                                   | 2026-01-02      | 0.0000%  | 0.0000% | $46039.00          | $2240257.74        | Equities   |
| INTERCONTINENTAL EXCHANGE INC                | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $17510.00          | Equities   |
| IRADIMED CORP                                | 2026-01-02      | 0.0000%  | 0.0000% | $6399.00           | $634652.82         | Equities   |
| JPMORGAN CHASE & CO                          | 2026-01-02      | 0.0000%  | 0.0000% | $8780.00           | $2690367.60        | Equities   |
| JOHNSON & JOHNSON                            | 2026-01-02      | 0.0000%  | 0.0000% | $57074.00          | $12972349.46       | Equities   |
| KBR INC                                      | 2026-01-02      | 0.0000%  | 0.0000% | $5994.00           | $259120.62         | Equities   |
| KENVUE INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $1821.00           | $31321.20          | Equities   |
| KEYCORP                                      | 2026-01-02      | 0.0000%  | 0.0000% | $23.00             | $497.49            | Equities   |
| KIMCO REALTY CORP                            | 2026-01-02      | 0.0000%  | 0.0000% | $6.00              | $124.26            | Equities   |
| KINSALE CAPITAL GROUP INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $39528.00          | Equities   |
| KYNDRYL HOLDINGS INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $57399.00          | $1337970.69        | Equities   |
| LAMB WESTON HOLDINGS INC                     | 2026-01-02      | 0.0000%  | 0.0000% | $12173.00          | $559471.08         | Equities   |
| LENDINGCLUB CORP                             | 2026-01-02      | 0.0000%  | 0.0000% | $4.00              | $65.76             | Equities   |
| MGIC INVESTMENT CORPORATION                  | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $27.01             | Equities   |
| MIDDLEBY CORP                                | 2026-01-02      | 0.0000%  | 0.0000% | $5939.00           | $890790.61         | Equities   |
| MONSTER BEVERAGE CORP                        | 2026-01-02      | 0.0000%  | 0.0000% | $98294.00          | $7867451.76        | Equities   |
| MOODYS CORP                                  | 2026-01-02      | 0.0000%  | 0.0000% | $23993.00          | $12367191.85       | Equities   |
| NVR INC                                      | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $7623.76           | Equities   |
| NeoGenomics Inc                              | 2026-01-02      | 0.0000%  | 0.0000% | $12540.00          | $155496.00         | Equities   |
| NETFLIX INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $83.16             | Equities   |
| NEUROGENE INC                                | 2026-01-02      | 0.0000%  | 0.0000% | $16183.00          | $305696.87         | Equities   |
| NVIDIA CORP                                  | 2026-01-02      | 0.0000%  | 0.0000% | $256538.00         | $49386130.38       | Equities   |
| OCEANFIRST FINL CORP.                        | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $1862.00           | Equities   |
| OLD REPUB INTL CORP                          | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $39.09             | Equities   |
| OLYMPIC STEEL INC                            | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $144.39            | Equities   |
| ORACLE CORPORATION                           | 2026-01-02      | 0.0000%  | 0.0000% | $307309.00         | $51938294.09       | Equities   |
| OVINTIV INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $15782.00          | $686043.54         | Equities   |
| PG&E CORP                                    | 2026-01-02      | 0.0000%  | 0.0000% | $120900.00         | $1832844.00        | Equities   |
| PTC THERAPEUTICS INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $599241.00         | $45799989.63       | Equities   |
| PACCAR INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $263.00            | $32433.16          | Equities   |
| PACKAGING CORP OF AMERICA                    | 2026-01-02      | 0.0000%  | 0.0000% | $7.00              | $1541.47           | Equities   |
| PALANTIR TECHNOLOGIES INC                    | 2026-01-02      | 0.0000%  | 0.0000% | $648537.00         | $98486828.82       | Equities   |
| PHILIP MORRIS INTERNATIONAL INC              | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $355.78            | Equities   |
| Piedmont Realty                              | 2026-01-02      | 0.0000%  | 0.0000% | $87391.00          | $729714.85         | Equities   |
| PROCTER & GAMBLE CO                          | 2026-01-02      | 0.0000%  | 0.0000% | $69832.00          | $10467816.80       | Equities   |
| PROLOGIS INC                                 | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $260.82            | Equities   |
| QUALCOMM INC                                 | 2026-01-02      | 0.0000%  | 0.0000% | $4873.00           | $741768.06         | Equities   |
| RBC BEARINGS                                 | 2026-01-02      | 0.0000%  | 0.0000% | $3372.00           | $1726396.56        | Equities   |
| REGENERON PHARMACEUTICALS INC.               | 2026-01-02      | 0.0000%  | 0.0000% | $1770.00           | $1326508.80        | Equities   |
| REPUBLIC SERVICES INC                        | 2026-01-02      | 0.0000%  | 0.0000% | $7381.00           | $1585069.75        | Equities   |
| ROCKET COMPANIES INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $392952.00         | $8161613.04        | Equities   |
| SCOTTS MIRACLE-GRO CO/THE                    | 2026-01-02      | 0.0000%  | 0.0000% | $3.00              | $196.26            | Equities   |
| STOKE THERAPEUTICS INC                       | 2026-01-02      | 0.0000%  | 0.0000% | $186520.00         | $5795176.40        | Equities   |
| STRYKER CORP                                 | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $354.30            | Equities   |
| SUNCOKE ENERGY INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $85795.00          | $681212.30         | Equities   |
| TAKE TWO INTERACTIVE SOFTWARE INC            | 2026-01-02      | 0.0000%  | 0.0000% | $29839.00          | $7139577.53        | Equities   |
| TESLA INC                                    | 2026-01-02      | 0.0000%  | 0.0000% | $35767.00          | $14899101.52       | Equities   |
| TRAVELERS COMPANIES INC                      | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $284.29            | Equities   |
| TYSON FOODS INC                              | 2026-01-02      | 0.0000%  | 0.0000% | $87.00             | $5674.14           | Equities   |
| US BANCORP                                   | 2026-01-02      | 0.0000%  | 0.0000% | $33.00             | $1858.89           | Equities   |
| UNITY SOFTWARE INC                           | 2026-01-02      | 0.0000%  | 0.0000% | $1.00              | $38.40             | Equities   |
| VERASTEM INC                                 | 2026-01-02      | 0.0000%  | 0.0000% | $10.00             | $64.10             | Equities   |
| VIASAT INC                                   | 2026-01-02      | 0.0000%  | 0.0000% | $2.00              | $92.46             | Equities   |
| VIATRIS INC                                  | 2026-01-02      | 0.0000%  | 0.0000% | $6.00              | $78.42             | Equities   |
| WASTE MANAGEMENT INC                         | 2026-01-02      | 0.0000%  | 0.0000% | $40370.00          | $9007758.10        | Equities   |
| WELLS FARGO & COMPANY                        | 2026-01-02      | 0.0000%  | 0.0000% | $186044.00         | $16863028.16       | Equities   |

### Security 312: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC. 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYDUP3CP3
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FORD MOTOR COMPANY                                   | 2043-01-15      | 4.7500%  | 0.0000% | $30000.00          | $24241.78          | Corporate Debt Securities          |
| UNITED STATES TREASURY                               | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2031-07-15      | 0.1250%  | 0.0000% | $799900.00         | $907082.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2032-01-15      | 0.1250%  | 0.0000% | $9113600.00        | $9849066.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-12-31      | 3.7500%  | 0.0000% | $54293800.00       | $54670693.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-03-15      | 4.2500%  | 0.0000% | $5000200.00        | $5118461.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $103.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2041-08-15      | 1.7500%  | 0.0000% | $33738000.00       | $22961716.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2029-06-30      | 4.2500%  | 0.0000% | $15000000.00       | $15334531.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2043-11-15      | 4.7500%  | 0.0000% | $18077500.00       | $18196980.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-01-31      | 3.5000%  | 0.0000% | $3586900.00        | $3646531.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $401.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-06-30      | 3.8750%  | 0.0000% | $900.00            | $906.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2055-05-15      | 4.7500%  | 0.0000% | $241800.00         | $239176.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2034-11-15      | 4.2500%  | 0.0000% | $2339800.00        | $2372687.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2052-05-15      | 2.8750%  | 0.0000% | $1524200.00        | $1071721.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2055-08-15      | 4.7500%  | 0.0000% | $15729700.00       | $15752473.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-07-15      | 4.3750%  | 0.0000% | $200.00            | $202.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2029-11-30      | 4.1250%  | 0.0000% | $1796100.00        | $1834726.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $203.14            | U.S. Treasuries (including strips) |
| MORGAN STANLEY                                       | 2026-09-08      | 4.3500%  | 0.0000% | $29000.00          | $29571.25          | Corporate Debt Securities          |
| PHH CORP                                             | 2029-11-01      | 9.8750%  | 0.0000% | $279000.00         | $295832.96         | Corporate Debt Securities          |
| UNITED STATES TREASURY                               | 2028-12-31      | 1.3750%  | 0.0000% | $13259900.00       | $12462801.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-08-31      | 3.6250%  | 0.0000% | $200.00            | $201.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-10-31      | 3.6250%  | 0.0000% | $2800000.00        | $2805145.19        | U.S. Treasuries (including strips) |
| WELLS FARGO & COMPANY                                | 2028-01-24      | 4.9000%  | 0.0000% | $189000.00         | $190768.41         | Corporate Debt Securities          |
| UNITED STATES TREASURY                               | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $96.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-11-15      | 3.5000%  | 0.0000% | $77873300.00       | $78232846.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-10-31      | 4.8750%  | 0.0000% | $50738900.00       | $53029651.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-12-31      | 3.3750%  | 0.0000% | $1000.00           | $999.80            | U.S. Treasuries (including strips) |
| ASP UNIFRAX HOLDINGS INC                             | 2029-09-30      | 7.1000%  | 0.0000% | $13.00             | $0.99              | Corporate Debt Securities          |
| ARCHER DANIELS MIDLAND CO                            | 2030-03-27      | 3.2500%  | 0.0000% | $300000.00         | $293206.25         | Corporate Debt Securities          |
| ASURION LLC                                          | 2034-02-01      | 8.3750%  | 0.0000% | $822000.00         | $829866.54         | Corporate Debt Securities          |
| BOEING CO                                            | 2035-03-01      | 3.3000%  | 0.0000% | $54000.00          | $47512.35          | Corporate Debt Securities          |
| CIVITAS RESOURCES INC                                | 2026-10-15      | 5.0000%  | 0.0000% | $250000.00         | $253333.33         | Corporate Debt Securities          |
| BROADCOM INC                                         | 2036-01-15      | 4.9500%  | 0.0000% | $44000.00          | $44152.13          | Corporate Debt Securities          |
| CALPINE CORP                                         | 2028-02-15      | 4.5000%  | 0.0000% | $44000.00          | $44884.18          | Corporate Debt Securities          |
| CRVNA_23-P1                                          | 2029-04-10      | 6.2100%  | 0.0000% | $2483000.00        | $2567575.95        | Asset-Backed Securities            |
| CENTENE CORP                                         | 2031-08-01      | 2.6250%  | 0.0000% | $3176000.00        | $2768367.02        | Corporate Debt Securities          |
| CHARTER COMMUNICATIONS OPERATING                     | 2047-05-01      | 5.3750%  | 0.0000% | $3000000.00        | $2457084.58        | Corporate Debt Securities          |
| CHOBANI LLC                                          | 2029-07-01      | 7.6250%  | 0.0000% | $1323000.00        | $1384191.87        | Corporate Debt Securities          |
| CLOUD SOFTWARE GROUP INC                             | 2029-09-30      | 9.0000%  | 0.0000% | $500000.00         | $519270.00         | Corporate Debt Securities          |
| COMCAST CORPORATION                                  | 2046-07-15      | 3.4000%  | 0.0000% | $570000.00         | $398177.30         | Corporate Debt Securities          |
| COMPOSECURE HOLDINGS LLC                             | 2033-02-01      | 5.6250%  | 0.0000% | $1500000.00        | $1498305.00        | Corporate Debt Securities          |
| DISCOVERY COMMUNICATIONS LLC                         | 2026-03-11      | 4.9000%  | 0.0000% | $125000.00         | $126896.18         | Corporate Debt Securities          |
| DRIVE_25-2                                           | 2032-12-15      | 4.9000%  | 0.0000% | $300000.00         | $300386.30         | Asset-Backed Securities            |
| ENERGY TRANSFER LP                                   | 2056-02-15      | 6.7500%  | 0.0000% | $421000.00         | $435929.71         | Corporate Debt Securities          |
| FAIR ISAAC CORP                                      | 2026-05-15      | 5.2500%  | 0.0000% | $162000.00         | $163561.28         | Corporate Debt Securities          |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-03-01      | 6.0000%  | 0.0000% | $10438.00          | $1.82              | Agency Mortgage-Backed Securities  |
| FORD MOTOR COMPANY                                   | 2032-02-12      | 3.2500%  | 0.0000% | $141000.00         | $127644.01         | Corporate Debt Securities          |
| FORD MOTOR CREDIT COMPANY LLC                        | 2033-04-06      | 5.7530%  | 0.0000% | $3712000.00        | $3775236.60        | Corporate Debt Securities          |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-12-20      | 7.0000%  | 0.0000% | $25000.00          | $16.03             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2028-03-15      | 6.5000%  | 0.0000% | $25030.00          | $31.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2031-08-15      | 7.0000%  | 0.0000% | $25000.00          | $37.79             | Agency Mortgage-Backed Securities  |
| GILEAD SCIENCES INC                                  | 2027-03-01      | 2.9500%  | 0.0000% | $31000.00          | $31092.99          | Corporate Debt Securities          |
| HILLENBRAND                                          | 2031-03-01      | 3.7500%  | 0.0000% | $177000.00         | $181104.78         | Corporate Debt Securities          |
| HILLENBRAND                                          | 2029-02-15      | 6.2500%  | 0.0000% | $548000.00         | $569402.60         | Corporate Debt Securities          |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-2        | 2029-09-17      | 4.9100%  | 0.0000% | $65000.00          | $65676.19          | Asset-Backed Securities            |
| IRON MOUNTAIN INC                                    | 2031-02-15      | 4.5000%  | 0.0000% | $262000.00         | $255731.65         | Corporate Debt Securities          |
| KRAFT HEINZ FOODS CO                                 | 2026-06-01      | 3.0000%  | 0.0000% | $70000.00          | $70104.07          | Corporate Debt Securities          |
| LEVEL 3 FINANCING INC                                | 2036-01-15      | 8.5000%  | 0.0000% | $2895760.00        | $2982187.17        | Corporate Debt Securities          |
| LUMEN TECHNOLOGIES INC                               | 2032-10-15      | 10.0000% | 0.0000% | $24.00             | $24.70             | Corporate Debt Securities          |
| MCDONALDS CORP                                       | 2048-09-01      | 4.4500%  | 0.0000% | $727000.00         | $633099.27         | Corporate Debt Securities          |
| NRG ENERGY INC                                       | 2036-01-15      | 6.0000%  | 0.0000% | $2795000.00        | $2874256.88        | Corporate Debt Securities          |
| NXP BV                                               | 2027-05-01      | 3.1500%  | 0.0000% | $33000.00          | $32884.42          | Corporate Debt Securities          |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                  | 2026-03-09      | 2.0000%  | 0.0000% | $250000.00         | $250928.33         | Corporate Debt Securities          |
| NAROT_25-B                                           | 2032-04-15      | 4.2800%  | 0.0000% | $222000.00         | $223404.45         | Asset-Backed Securities            |
| NUSTAR LOGISTICS LP                                  | 2026-06-01      | 6.0000%  | 0.0000% | $10000.00          | $10114.83          | Corporate Debt Securities          |
| PAYPAL HOLDINGS INC                                  | 2052-06-01      | 5.0500%  | 0.0000% | $45000.00          | $41244.59          | Corporate Debt Securities          |
| PRIME SECURITY SERVICES BORROWER LLC                 | 2026-04-15      | 5.7500%  | 0.0000% | $44000.00          | $45017.39          | Corporate Debt Securities          |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-2 | 2033-04-20      | 5.0500%  | 0.0000% | $1000000.00        | $1016656.78        | Asset-Backed Securities            |
| SOFI CONSUMER LOAN PROGRAM TRUST SCLP_25-4           | 2035-08-25      | 4.6000%  | 0.0000% | $319000.00         | $321240.63         | Asset-Backed Securities            |
| SOUTHERN CALIFORNIA GAS COMPANY                      | 2026-06-15      | 2.6000%  | 0.0000% | $15000.00          | $14975.10          | Corporate Debt Securities          |
| UNITED AIRLINES 2014-1 PASS THROUGH TRUSTS           | 2027-10-11      | 4.0000%  | 0.0000% | $82000.00          | $35557.64          | Corporate Debt Securities          |
| UNITED STATES TREASURY                               | 2026-12-24      | 0.0000%  | 0.0000% | $870000.00         | $843444.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-01-21      | 0.0000%  | 0.0000% | $1424000.00        | $1377260.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2045-08-15      | 4.8750%  | 0.0000% | $181000.00         | $186217.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2045-11-15      | 4.6250%  | 0.0000% | $1581900.00        | $1555341.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $238722.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-09-30      | 0.0000%  | 0.0000% | $88000.00          | $85894.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2035-08-15      | 4.2500%  | 0.0000% | $200100.00         | $204301.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2030-11-30      | 3.5000%  | 0.0000% | $6000000.00        | $5957192.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2036-01-15      | 1.8750%  | 0.0000% | $66419000.00       | $66137942.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-12-31      | 0.0000%  | 0.0000% | $193000.00         | $173576.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-03-31      | 0.0000%  | 0.0000% | $667980.96         | $664185.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-04-30      | 0.0000%  | 0.0000% | $202067.15         | $200293.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2026-10-31      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2027-12-31      | 0.0000%  | 0.0000% | $191919.46         | $179176.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                               | 2028-06-30      | 0.0000%  | 0.0000% | $192999.52         | $176886.38         | U.S. Treasuries (including strips) |
| UNITEDHEALTH GROUP INC                               | 2063-02-15      | 6.0500%  | 0.0000% | $153000.00         | $160351.52         | Corporate Debt Securities          |
| PARAMOUNT GLOBAL                                     | 2036-04-30      | 6.8750%  | 0.0000% | $12000000.00       | $11922690.00       | Corporate Debt Securities          |
| VODAFONE GROUP PLC                                   | 2059-06-19      | 5.1250%  | 0.0000% | $415000.00         | $370697.42         | Corporate Debt Securities          |
| WALMART INC                                          | 2051-09-22      | 2.6500%  | 0.0000% | $505000.00         | $324241.42         | Corporate Debt Securities          |
| WALMART INC                                          | 2053-04-15      | 4.5000%  | 0.0000% | $298000.00         | $268204.47         | Corporate Debt Securities          |
| WASTE CONNECTIONS INC                                | 2035-09-01      | 5.2500%  | 0.0000% | $1904000.00        | $2032437.49        | Corporate Debt Securities          |
| ZIPRECRUITER INC                                     | 2030-01-15      | 5.0000%  | 0.0000% | $2521000.00        | $1738767.31        | Corporate Debt Securities          |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RTX CORP                                 | 2042-06-01      | 4.5000%  | 0.0000% | $38626000.00       | $35372338.89       | Corporate Debt Securities |
| META PLATFORMS INC                       | 2053-05-15      | 5.6000%  | 0.0000% | $15820000.00       | $15265614.47       | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                    | 2029-03-15      | 5.9500%  | 0.0000% | $9998000.00        | $10330658.46       | Corporate Debt Securities |
| MORGAN STANLEY                           | 2028-10-18      | 6.2960%  | 0.0000% | $15500000.00       | $16348759.33       | Corporate Debt Securities |
| ALTRIA GROUP INC                         | 2032-02-04      | 2.4500%  | 0.0000% | $175000.00         | $156869.61         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                 | 2028-02-16      | 5.0980%  | 0.0000% | $9500000.00        | $9829595.11        | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD              | 2028-05-04      | 6.3750%  | 0.0000% | $12000000.00       | $12675350.00       | Corporate Debt Securities |
| BPCE SA                                  | 2032-01-13      | 4.7600%  | 0.0000% | $1000000.00        | $1001767.78        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE         | 2034-04-26      | 4.9670%  | 0.0000% | $15000000.00       | $15459590.83       | Corporate Debt Securities |
| BARCLAYS PLC                             | 2032-03-10      | 2.6670%  | 0.0000% | $5000000.00        | $4605508.33        | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC                  | 2028-09-01      | 3.8750%  | 0.0000% | $2000000.00        | $1998796.39        | Corporate Debt Securities |
| BROADCOM INC                             | 2034-04-15      | 3.4690%  | 0.0000% | $1000.00           | $920.97            | Corporate Debt Securities |
| BROADCOM INC                             | 2036-01-15      | 4.9500%  | 0.0000% | $6789000.00        | $6812472.97        | Corporate Debt Securities |
| CALPINE CORP                             | 2028-03-15      | 5.1250%  | 0.0000% | $861000.00         | $877581.78         | Corporate Debt Securities |
| CITIGROUP INC                            | 2033-05-24      | 4.9100%  | 0.0000% | $6000000.00        | $6116890.00        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                   | 2039-03-01      | 8.3750%  | 0.0000% | $15999000.00       | $19183172.09       | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC  | 2026-03-02      | 1.4500%  | 0.0000% | $420000.00         | $421625.87         | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC  | 2029-01-12      | 4.1500%  | 0.0000% | $3000000.00        | $3004515.00        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                | 2026-12-01      | 2.9500%  | 0.0000% | $3500000.00        | $3493891.53        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                 | 2046-10-15      | 3.7000%  | 0.0000% | $19500000.00       | $15179807.50       | Corporate Debt Securities |
| EQT CORP                                 | 2029-01-15      | 4.5000%  | 0.0000% | $3000000.00        | $3018075.00        | Corporate Debt Securities |
| EASTERN GAS TRANSMISSION AND STORAGE INC | 2049-11-15      | 3.9000%  | 0.0000% | $5000000.00        | $3768775.00        | Corporate Debt Securities |
| ENERGY TRANSFER LP                       | 2033-12-01      | 6.5500%  | 0.0000% | $20000000.00       | $22135694.44       | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD           | 2054-03-22      | 6.3500%  | 0.0000% | $16268000.00       | $17496197.85       | Corporate Debt Securities |
| GARTNER INC                              | 2035-11-20      | 5.6000%  | 0.0000% | $3800000.00        | $3831079.78        | Corporate Debt Securities |
| HCA INC                                  | 2035-11-15      | 4.9000%  | 0.0000% | $20000000.00       | $19921000.00       | Corporate Debt Securities |
| KINDER MORGAN INC                        | 2033-06-01      | 5.2000%  | 0.0000% | $17070000.00       | $17734743.73       | Corporate Debt Securities |
| LOUISIANA PACIFIC CORP                   | 2029-03-15      | 3.6250%  | 0.0000% | $2157000.00        | $2118009.53        | Corporate Debt Securities |
| MGIC INVESTMENT CORPORATION              | 2028-08-15      | 5.2500%  | 0.0000% | $47331000.00       | $48433930.63       | Corporate Debt Securities |
| MARKEL GROUP INC                         | 2054-05-16      | 6.0000%  | 0.0000% | $2000000.00        | $2057766.67        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY               | 2027-05-01      | 3.1000%  | 0.0000% | $5250000.00        | $5252960.42        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC               | 2034-05-27      | 5.7540%  | 0.0000% | $2500000.00        | $2667198.75        | Corporate Debt Securities |
| MORGAN STANLEY                           | 2039-02-07      | 5.9420%  | 0.0000% | $10000000.00       | $10787346.11       | Corporate Debt Securities |
| MORGAN STANLEY                           | 2029-10-18      | 4.1330%  | 0.0000% | $1000000.00        | $1010300.94        | Corporate Debt Securities |
| NXP BV                                   | 2041-05-11      | 3.2500%  | 0.0000% | $37926000.00       | $29067318.66       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                    | 2030-11-05      | 4.1000%  | 0.0000% | $3000000.00        | $3029221.67        | Corporate Debt Securities |
| ORACLE CORPORATION                       | 2050-04-01      | 3.6000%  | 0.0000% | $16732000.00       | $10593196.52       | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                    | 2027-04-13      | 3.1250%  | 0.0000% | $9928000.00        | $9818674.79        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY         | 2034-03-15      | 6.9500%  | 0.0000% | $21833000.00       | $24788587.79       | Corporate Debt Securities |
| PEPSICO INC                              | 2026-02-24      | 2.8500%  | 0.0000% | $2309000.00        | $2336084.57        | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP          | 2035-06-15      | 5.9500%  | 0.0000% | $36650000.00       | $38527487.88       | Corporate Debt Securities |
| RADIAN GRP INC                           | 2027-03-15      | 4.8750%  | 0.0000% | $2000000.00        | $2044982.50        | Corporate Debt Securities |
| REALTY INCOME CORP                       | 2032-12-15      | 2.8500%  | 0.0000% | $4600000.00        | $4144519.50        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD              | 2033-02-01      | 6.0000%  | 0.0000% | $3693000.00        | $3916217.23        | Corporate Debt Securities |
| EQUINOR ASA                              | 2040-08-17      | 5.1000%  | 0.0000% | $3200000.00        | $3237285.33        | Corporate Debt Securities |
| STEEL DYNAMICS INC                       | 2035-05-15      | 5.2500%  | 0.0000% | $950000.00         | $975742.63         | Corporate Debt Securities |
| TTX CO                                   | 2026-09-25      | 5.5000%  | 0.0000% | $1750000.00        | $1798120.14        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY      | 2036-01-15      | 6.0000%  | 0.0000% | $1000.00           | $1077.72           | Corporate Debt Securities |

### Security 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVYH065
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AECOM                                    | 2026-01-02      | 0.0000%  | 0.0000% | $161962.00         | $15801012.72       | Equities   |
| EURONET WORLDWIDE INC.                   | 2026-01-02      | 0.0000%  | 0.0000% | $129686.00         | $9454109.40        | Equities   |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | 2026-01-02      | 0.0000%  | 0.0000% | $259526.00         | $14486741.32       | Equities   |
| PFIZER INC                               | 2026-01-02      | 0.0000%  | 0.0000% | $530209.00         | $13838454.90       | Equities   |
| SERVICE CORPORATION INTERNATIONAL        | 2026-01-02      | 0.0000%  | 0.0000% | $17791.00          | $1419721.80        | Equities   |

### Security 315: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDXGTTD9
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AXIS_25-1                                                       | 2034-01-20      | 8.3500%  | 0.0000% | $854000.00         | $870892.50         | Asset-Backed Securities                           |
| AMYNTA AGENCY BORROWER INC                                      | 2033-07-15      | 7.5000%  | 0.0000% | $73000.00          | $74182.97          | Corporate Debt Securities                         |
| AXIS_24-2                                                       | 2032-10-20      | 8.8800%  | 0.0000% | $1085000.00        | $1116661.02        | Asset-Backed Securities                           |
| ANCHORAGE CAPITAL CLO 7 LTD ANCH_15_7AR3                        | 2037-04-28      | 10.6713% | 0.0000% | $700000.00         | $702060.00         | Asset-Backed Securities                           |
| ARES_16-41A-ER                                                  | 2034-04-15      | 10.6838% | 0.0000% | $250000.00         | $249082.90         | Asset-Backed Securities                           |
| ATCLO_19-15A                                                    | 2032-10-23      | 11.4726% | 0.0000% | $3000000.00        | $2962004.37        | Asset-Backed Securities                           |
| BCC_19-2RRR                                                     | 2032-10-18      | 9.5676%  | 0.0000% | $1200000.00        | $1179393.21        | Asset-Backed Securities                           |
| BCC_20-1RR                                                      | 2033-04-18      | 9.9176%  | 0.0000% | $4000000.00        | $4007819.59        | Asset-Backed Securities                           |
| BARCLAYS BANK PLC                                               | 2029-02-16      | 1.0000%  | 0.0000% | $264000.00         | $286153.45         | Corporate Debt Securities                         |
| BABSN_21-3                                                      | 2035-01-18      | 10.5792% | 0.0000% | $1000000.00        | $960468.68         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD BLUEM_18-3A                                | 2030-10-25      | 9.8796%  | 0.0000% | $10500000.00       | $9143061.24        | Asset-Backed Securities                           |
| BOEING CO                                                       | 2026-02-04      | 2.1960%  | 0.0000% | $176000.00         | $177803.30         | Corporate Debt Securities                         |
| CIFC_2014_1A                                                    | 2031-01-18      | 9.7792%  | 0.0000% | $1000000.00        | $999996.46         | Asset-Backed Securities                           |
| CARLYLE GLOBAL MARKET STRATEGIES                                | 2032-01-20      | 10.6292% | 0.0000% | $3470000.00        | $3426044.00        | Asset-Backed Securities                           |
| CARVAL CLO LTD CARVL_18-1A                                      | 2031-07-16      | 9.7027%  | 0.0000% | $2500000.00        | $2426883.22        | Asset-Backed Securities                           |
| CATAMARAN CLO LTD CRMN_14-1A                                    | 2030-04-22      | 10.7092% | 0.0000% | $6200000.00        | $5710325.12        | Asset-Backed Securities                           |
| CHUBB INA HOLDINGS LLC                                          | 2035-08-15      | 4.9000%  | 0.0000% | $122000.00         | $125326.13         | Corporate Debt Securities                         |
| CENT CLO LP CECLO_20-30A                                        | 2034-01-20      | 10.8692% | 0.0000% | $1889200.00        | $1745581.57        | Asset-Backed Securities                           |
| COMCAST CORPORATION                                             | 2039-11-01      | 3.2500%  | 0.0000% | $200000.00         | $157692.94         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                                        | 2028-02-15      | 3.6000%  | 0.0000% | $40000.00          | $40319.60          | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC                                  | 2027-03-31      | 13.5000% | 0.0000% | $906000.00         | $948976.11         | Corporate Debt Securities                         |
| DEVON ENERGY CORPORATION                                        | 2041-07-15      | 5.6000%  | 0.0000% | $900000.00         | $883650.00         | Corporate Debt Securities                         |
| DRSLF_18-55A                                                    | 2031-04-15      | 9.3338%  | 0.0000% | $1000000.00        | $979549.08         | Asset-Backed Securities                           |
| DRSLF_19-68A                                                    | 2035-07-15      | 10.6838% | 0.0000% | $5000000.00        | $4799007.92        | Asset-Backed Securities                           |
| EATON VANCE CDO LTD EATON_14-1RA                                | 2030-07-15      | 9.6338%  | 0.0000% | $500000.00         | $472672.04         | Asset-Backed Securities                           |
| EHGVT_23-A                                                      | 2038-02-25      | 10.1000% | 0.0000% | $1089000.00        | $542456.77         | Asset-Backed Securities                           |
| EART_22-2A                                                      | 2029-10-15      | 6.3400%  | 0.0000% | $3730000.00        | $3651732.16        | Asset-Backed Securities                           |
| EART_23-4A                                                      | 2031-02-18      | 9.5700%  | 0.0000% | $4250000.00        | $4594005.63        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-4                   | 2033-04-15      | 6.9900%  | 0.0000% | $3333000.00        | $3379746.99        | Asset-Backed Securities                           |
| FLORIDA POWER & LIGHT CO                                        | 2041-02-01      | 5.2500%  | 0.0000% | $2319000.00        | $2378747.10        | Corporate Debt Securities                         |
| FCBSL_24-1A                                                     | 2037-04-24      | 11.4980% | 0.0000% | $875000.00         | $880799.11         | Asset-Backed Securities                           |
| GSA_04-AR1                                                      | 2034-06-25      | 5.6621%  | 0.0000% | $15500000.00       | $1186779.58        | Asset-Backed Securities                           |
| GCAR_23-4                                                       | 2030-08-15      | 9.7200%  | 0.0000% | $3010000.00        | $3255396.27        | Asset-Backed Securities                           |
| HLA_18-2A                                                       | 2031-01-22      | 10.8308% | 0.0000% | $3900000.00        | $3867734.70        | Asset-Backed Securities                           |
| HILTON GRAND VACATIONS TRUST HGVT_24-1                          | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $1018044.94        | Asset-Backed Securities                           |
| JCPCLO_24-2                                                     | 2037-01-21      | 11.5776% | 0.0000% | $4000000.00        | $4006744.04        | Asset-Backed Securities                           |
| JEFFERIES FINANCIAL GROUP INC                                   | 2032-10-15      | 2.7500%  | 0.0000% | $441000.00         | $388768.33         | Corporate Debt Securities                         |
| JEFFM_15-1A                                                     | 2031-10-20      | 10.3792% | 0.0000% | $1500000.00        | $1468129.68        | Asset-Backed Securities                           |
| KKR_9                                                           | 2030-07-15      | 10.7838% | 0.0000% | $3675889.00        | $3856967.89        | Asset-Backed Securities                           |
| KKR FINANCIAL CLO LTD KKR_24                                    | 2032-04-20      | 10.3092% | 0.0000% | $3000000.00        | $2952791.03        | Asset-Backed Securities                           |
| KKR FINANCIAL CLO LTD KKR_22A                                   | 2031-07-20      | 9.9292%  | 0.0000% | $1000000.00        | $987538.12         | Asset-Backed Securities                           |
| KKR_48A                                                         | 2038-10-20      | 9.7576%  | 0.0000% | $3000000.00        | $2913532.36        | Asset-Backed Securities                           |
| LCM_31A                                                         | 2034-07-20      | 10.9176% | 0.0000% | $3000000.00        | $2750828.03        | Asset-Backed Securities                           |
| LCM LTD PARTNERSHIP LCM_30A                                     | 2031-04-20      | 10.4292% | 0.0000% | $3600000.00        | $2884813.24        | Asset-Backed Securities                           |
| THLLS_5R                                                        | 2037-01-15      | 11.9822% | 0.0000% | $4000000.00        | $3910106.32        | Asset-Backed Securities                           |
| LINCOLN FINANCIAL GLOBAL FUNDING                                | 2029-01-12      | 4.2000%  | 0.0000% | $70000.00          | $70039.20          | Corporate Debt Securities                         |
| MCF CLO LLC                                                     | 2037-10-20      | 11.1676% | 0.0000% | $4261600.00        | $4054508.05        | Asset-Backed Securities                           |
| MCFCL_19-1A                                                     | 2036-04-17      | 11.7276% | 0.0000% | $2719200.00        | $2689500.01        | Asset-Backed Securities                           |
| MCFCL_10-R                                                      | 2037-04-15      | 10.1222% | 0.0000% | $5488000.00        | $4967620.04        | Asset-Backed Securities                           |
| MDPK_48-R                                                       | 2039-01-19      | 0.0000%  | 0.0000% | $2000000.00        | $1948760.25        | Asset-Backed Securities                           |
| MP20_21-1A                                                      | 2034-04-23      | 11.0426% | 0.0000% | $700000.00         | $693761.02         | Asset-Backed Securities                           |
| MFIT_25-A                                                       | 2038-05-20      | 8.6400%  | 0.0000% | $1819000.00        | $1887541.74        | Asset-Backed Securities                           |
| MERCK & CO INC                                                  | 2031-12-10      | 2.1500%  | 0.0000% | $80000.00          | $71574.09          | Corporate Debt Securities                         |
| MCMML_16                                                        | 2036-07-23      | 11.4610% | 0.0000% | $2000000.00        | $1969377.06        | Asset-Backed Securities                           |
| MORGAN STANLEY                                                  | 2030-01-09      | 4.2380%  | 0.0000% | $107000.00         | $107188.02         | Corporate Debt Securities                         |
| MVEW_15-R                                                       | 2037-07-15      | 11.7422% | 0.0000% | $3500000.00        | $3433439.03        | Asset-Backed Securities                           |
| MP CLO VIII LTD MP8_15-2A                                       | 2034-04-28      | 11.1529% | 0.0000% | $1500000.00        | $1449509.41        | Asset-Backed Securities                           |
| NTNL MNTR HLDGS                                                 | 2030-12-15      | 10.5000% | 0.0000% | $894000.00         | $933988.62         | Corporate Debt Securities                         |
| NEWARK BSL CLO NBCLO_17-1A                                      | 2030-07-25      | 10.2296% | 0.0000% | $950000.00         | $946386.79         | Asset-Backed Securities                           |
| NORTHWOODS CAPITAL LTD WOODS_19-18A                             | 2032-05-20      | 10.7306% | 0.0000% | $7480000.00        | $7237596.16        | Asset-Backed Securities                           |
| OZLM_17-19A                                                     | 2035-01-16      | 11.5638% | 0.0000% | $1500000.00        | $1467642.37        | Asset-Backed Securities                           |
| OCP_24-31                                                       | 2037-04-20      | 10.5676% | 0.0000% | $1557000.00        | $1563283.20        | Asset-Backed Securities                           |
| OCTAGON INVESTMENT PARTNERS 36 LTD OCT36_18-1A                  | 2031-04-15      | 9.3638%  | 0.0000% | $7250000.00        | $7199116.48        | Asset-Backed Securities                           |
| OCT40_19-1A                                                     | 2035-01-20      | 10.9292% | 0.0000% | $7250000.00        | $6878480.28        | Asset-Backed Securities                           |
| OCTAGON LIMITED OCTAG_20-59                                     | 2035-05-15      | 11.4518% | 0.0000% | $5000000.00        | $4929349.16        | Asset-Backed Securities                           |
| 1261229 BC LTD                                                  | 2032-04-15      | 10.0000% | 0.0000% | $34670000.00       | $36619378.53       | Corporate Debt Securities                         |
| OPTN_25-B                                                       | 2033-05-09      | 9.4000%  | 0.0000% | $2250000.00        | $2282000.50        | Asset-Backed Securities                           |
| OPTN_25-C                                                       | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1243746.32        | Asset-Backed Securities                           |
| ORACLE CORPORATION                                              | 2034-07-08      | 4.3000%  | 0.0000% | $1539000.00        | $1391375.70        | Corporate Debt Securities                         |
| PPMC_3R                                                         | 2034-04-17      | 10.5392% | 0.0000% | $6500000.00        | $5471814.18        | Asset-Backed Securities                           |
| BANC OF CALIFORNIA                                              | 2031-05-01      | 3.2500%  | 0.0000% | $3991000.00        | $3783606.58        | Corporate Debt Securities                         |
| PHH CORP                                                        | 2029-11-01      | 9.8750%  | 0.0000% | $114000.00         | $120877.98         | Corporate Debt Securities                         |
| PIPK_7R                                                         | 2037-02-25      | 10.8586% | 0.0000% | $4176000.00        | $4222209.33        | Asset-Backed Securities                           |
| PLANET FINANCIAL GROUP LLC                                      | 2029-12-15      | 10.5000% | 0.0000% | $58000.00          | $61324.85          | Corporate Debt Securities                         |
| POST_21-1R                                                      | 2034-10-16      | 9.3711%  | 0.0000% | $1500000.00        | $1433442.12        | Asset-Backed Securities                           |
| RAD_3R-R                                                        | 2037-07-15      | 9.5522%  | 0.0000% | $2500000.00        | $2294460.20        | Asset-Backed Securities                           |
| RAPTOR AIRCRAFT FINANCE LLC RPTOR_19-1                          | 2044-08-23      | 4.2130%  | 0.0000% | $18100000.00       | $6610641.42        | Asset-Backed Securities                           |
| ROGERS COMMUNICATIONS INC                                       | 2034-02-15      | 5.3000%  | 0.0000% | $76000.00          | $78865.33          | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA                                            | 2031-06-30      | 9.0000%  | 0.0000% | $296.00            | $299.12            | Corporate Debt Securities                         |
| SHACKLETON CLO LTD SHACK_18-5RA                                 | 2031-05-07      | 10.2812% | 0.0000% | $4228497.00        | $3963875.10        | Asset-Backed Securities                           |
| SOLRR_21-1                                                      | 2046-10-15      | 5.6820%  | 0.0000% | $4100000.00        | $1596530.87        | Asset-Backed Securities                           |
| SOUND POINT CLO SNDPT_27-R                                      | 2034-10-25      | 10.4896% | 0.0000% | $5300000.00        | $5205848.22        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD SNDPT_21-2A                                 | 2034-07-25      | 10.2896% | 0.0000% | $4500000.00        | $4059779.81        | Asset-Backed Securities                           |
| SPIRIT AIRLINES CLASS A PASS THROUGH CERTIFICATES SERIES 2015-1 | 2029-10-01      | 4.1000%  | 0.0000% | $6908000.00        | $3137888.08        | Corporate Debt Securities                         |
| SYMP_23-RR                                                      | 2034-01-17      | 9.1722%  | 0.0000% | $4755000.00        | $4592339.75        | Asset-Backed Securities                           |
| TKO_3R                                                          | 2036-01-22      | 12.2476% | 0.0000% | $4000000.00        | $3966888.48        | Asset-Backed Securities                           |
| CAVU_23-2                                                       | 2036-10-20      | 11.7176% | 0.0000% | $1000000.00        | $999504.90         | Asset-Backed Securities                           |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                      | 2030-04-07      | 3.1000%  | 0.0000% | $1000.00           | $580.70            | Corporate Debt Securities                         |
| VERUS_25-3                                                      | 2070-05-27      | 7.5001%  | 0.0000% | $7125000.00        | $7234680.31        | Private Label Collateralized Mortgage Obligations |
| VERUS_24-8                                                      | 2069-10-25      | 7.6001%  | 0.0000% | $346514.00         | $350952.60         | Private Label Collateralized Mortgage Obligations |
| VOYA_24-5                                                       | 2037-10-15      | 10.6022% | 0.0000% | $2202400.00        | $2186268.70        | Asset-Backed Securities                           |
| WELF_19-1A                                                      | 2032-07-20      | 10.8292% | 0.0000% | $3250000.00        | $3116028.90        | Asset-Backed Securities                           |
| ZCCPB_24-1                                                      | 2036-04-16      | 11.2436% | 0.0000% | $4900000.00        | $4928248.48        | Asset-Backed Securities                           |
| ZAYO_25-3                                                       | 2055-10-20      | 8.4350%  | 0.0000% | $2822071.00        | $2968158.49        | Asset-Backed Securities                           |

### Security 316: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDXZPCJ1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 317: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.600000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y394
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 318: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y3B9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y3C7
- **C.18 - Value (incl. sponsor support):** $592000000.00
- **C.18.a - Value (excl. sponsor support):** $592000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDY6Y3D5
- **C.18 - Value (incl. sponsor support):** $970000000.00
- **C.18.a - Value (excl. sponsor support):** $970000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y3H6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y3L7
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: ANZ BANK NEW ZEALAND LTD

- **C.1 - Title:** ANZ BANK NEW ZEALAND LTD 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: HZSN7FQBPO5IEWYIGC72, C.5 - Other ID: BYDY6Y3N3
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDY6Y3P8
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 325: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 3.690000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY6Y3Q6
- **C.18 - Value (incl. sponsor support):** $439000000.00
- **C.18.a - Value (excl. sponsor support):** $439000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY712Z8
- **C.18 - Value (incl. sponsor support):** $1127000000.00
- **C.18.a - Value (excl. sponsor support):** $1127000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDY716W1
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| ENBRIDGE U S INC DISC COML PAP               | 2026-03-05      | 0.0000%  | 0.0000% | $1094947.00        | $1090832.19        | Money Market                      |
| 03.000 FGPC Q44033 G                         | 2046-11-01      | 3.0000%  | 0.0000% | $681650.00         | $114760.12         | Agency Mortgage-Backed Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37 | 2037-01-21      | 5.0650%  | 0.0000% | $1051000.00        | $1050460.05        | Corporate Debt Securities         |
| WESTPAC BKG CORP IAM COML PAPER 4/2          | 2027-01-22      | 0.0000%  | 0.0000% | $82658025.00       | $82244734.88       | Money Market                      |

### Security 328: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDY738L9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDY74KE9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_17-H03D  | 2067-01-20      | 1.5368%  | 0.0000% | $4831949.00        | $17095.86          | Agency Collateralized Mortgage Obligation |
| GNMA_18-101   | 2058-06-16      | 0.7033%  | 0.0000% | $94859002.00       | $413517.29         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21A  | 2069-06-01      | 1.3230%  | 0.0000% | $21808960.00       | $440868.50         | Agency Collateralized Mortgage Obligation |
| GNMA_20-7F    | 2050-01-20      | 3.5000%  | 0.0000% | $8414927.00        | $178518.35         | Agency Collateralized Mortgage Obligation |

### Security 330: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDY74KK5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $186732000.00      | $185054351.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $900.00            | $787.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $622100.00         | $634405.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $29815800.00       | $26347473.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $39497300.00       | $40294404.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $11208000.00       | $11473083.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $900.00            | $906.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $203.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $39151000.00       | $39935929.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $13183900.00       | $13302329.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $468900.00         | $473073.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $163440600.00      | $163005229.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $300.00            | $309.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $28870800.00       | $29477034.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $300.00            | $299.27            | U.S. Treasuries (including strips) |

### Security 331: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDY74KN9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1058000.00        | $739588.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1852000.00        | $1377332.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1635152.00        | $1224345.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $20296645.00       | $16303297.41       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $436000.00         | $276335.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $708791.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 4.2000%  | 0.0000% | $11100000.00       | $11040341.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 4.2000%  | 0.0000% | $10287000.00       | $10143411.77       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 4.3000%  | 0.0000% | $6296000.00        | $6253917.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-01-01      | 5.0000%  | 0.0000% | $32355910.00       | $32691983.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1097000.00        | $945237.40         | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_19-M1             | 2028-09-25      | 3.5600%  | 0.0000% | $70000.00          | $49230.41          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_23-M5               | 2033-07-25      | 4.4000%  | 0.0000% | $230000.00         | $231746.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_M044                             | 2046-11-15      | 3.8000%  | 0.0000% | $40000000.00       | $37069293.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $1619.00           | $61.36             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $30000000.00       | $2653087.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 4.6600%  | 0.0000% | $45146000.00       | $45390081.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.5500%  | 0.0000% | $225000.00         | $229850.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.4000%  | 0.0000% | $225000.00         | $226380.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 4.5900%  | 0.0000% | $8069000.00        | $8230739.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 4.5400%  | 0.0000% | $9675000.00        | $9767282.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 4.5900%  | 0.0000% | $5742000.00        | $5839835.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 4.5200%  | 0.0000% | $7140000.00        | $7259445.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $14500000.00       | $11543951.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $8943652.00        | $9134673.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $201414183.00      | $205340549.20      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 2.5000%  | 0.0000% | $46758274.00       | $8665431.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | 0.0000% | $515799.00         | $291006.06         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $15000000.00       | $10606096.49       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $622979.00         | $451046.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $6294362.00        | $4610006.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $565000.00         | $435095.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $4229000.00        | $3875744.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 5.0000%  | 0.0000% | $136426946.00      | $135400063.50      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 5.0000%  | 0.0000% | $2266683.00        | $2262647.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 5.0000%  | 0.0000% | $2623495.00        | $2640739.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 5.0000%  | 0.0000% | $189497951.00      | $191765251.90      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2877967.00        | $3002938.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $16676799.00       | $16699277.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1810077.00        | $1865902.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2616242.00        | $2717094.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1137580.00        | $1180793.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1011912.00        | $1035549.75        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1139520.00        | $1178172.01        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1153650.00        | $1186192.02        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | 0.0000% | $9593720.00        | $9146437.35        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $10464110.00       | $10777286.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1537405.00        | $1581419.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6602325.00        | $6383892.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1135000.00        | $1076257.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $102301735.00      | $98561551.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $168473768.00      | $165861197.10      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $78008639.00       | $78237106.67       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.5000%  | 0.0000% | $28231953.00       | $23892908.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $33731210.00       | $34201535.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $68450642.00       | $64767118.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $4691913.00        | $4758257.87        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $118300379.00      | $120881877.30      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 4.4500%  | 0.0000% | $14856739.00       | $14849914.55       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $1019828.00        | $846893.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $32264955.00       | $29334152.47       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $27880074.00       | $24891519.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $14871649.00       | $14968724.87       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $17701238.00       | $17161662.40       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $37897187.00       | $37855809.04       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $25945552.00       | $25599425.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $6733607.00        | $6993378.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $11339866.00       | $11698459.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $145588874.00      | $149942790.20      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $90364894.00       | $91276655.72       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $161855584.00      | $165239426.80      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $6915809.00        | $6954665.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $6692780.00        | $6730235.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1034529.00        | $1046450.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $7748813.00        | $8044941.06        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1117784.00        | $1161945.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $6940957.00        | $7023344.61        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3346256.00        | $3387444.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $1023412.00        | $1036906.49        | Agency Mortgage-Backed Securities         |

### Security 332: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDY74KR0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $44251125.00       | $43200626.15       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $42234525.00       | $42470001.84       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $22378325.00       | $22203148.33       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $2325775.00        | $2364261.08        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $41747850.00       | $42761968.80       | U.S. Treasuries (including strips) |

### Security 333: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74KX7
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $47823726.55       | $48960003.99       | U.S. Treasuries (including strips) |

### Security 334: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDY74KY5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.48            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $14546400.00       | $9025686.05        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $1113500.00        | $1131138.31        | U.S. Treasuries (including strips) |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $687.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $766.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $96592000.00       | $48963797.93       | Agency Mortgage-Backed Securities  |
| GNII SF BX2984 C | 2051-01-20      | 2.5000%  | 0.0000% | $1077.00           | $631.53            | Agency Mortgage-Backed Securities  |
| GNMI SF CR3806 X | 2053-02-15      | 7.0000%  | 0.0000% | $1008.00           | $1019.30           | Agency Mortgage-Backed Securities  |
| GNII SF CV6286 C | 2053-09-20      | 7.0000%  | 0.0000% | $1003.00           | $860.02            | Agency Mortgage-Backed Securities  |
| GNII SF CV6323 C | 2053-10-20      | 7.0000%  | 0.0000% | $1023.00           | $933.62            | Agency Mortgage-Backed Securities  |
| GNII SF CW3803 C | 2053-08-20      | 7.0000%  | 0.0000% | $1311.00           | $781.47            | Agency Mortgage-Backed Securities  |
| GNII SF CW5926 C | 2053-08-20      | 6.5000%  | 0.0000% | $1023.00           | $760.24            | Agency Mortgage-Backed Securities  |
| GNII SF CX0781 C | 2053-09-20      | 6.5000%  | 0.0000% | $1003.00           | $710.05            | Agency Mortgage-Backed Securities  |
| GNII SF CX0782 C | 2053-09-20      | 6.5000%  | 0.0000% | $4003133.00        | $4077999.41        | Agency Mortgage-Backed Securities  |
| GNII SF CX6599 C | 2053-10-20      | 7.0000%  | 0.0000% | $1010.00           | $721.41            | Agency Mortgage-Backed Securities  |
| GNII SF CZ0148 C | 2053-11-20      | 7.0000%  | 0.0000% | $4719225.00        | $4650073.06        | Agency Mortgage-Backed Securities  |
| GNII ET DH3735 C | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities  |
| GNII SF DH8936 C | 2055-03-20      | 7.0000%  | 0.0000% | $1017.00           | $1073.34           | Agency Mortgage-Backed Securities  |
| GNII SF DH8944 C | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1070.08           | Agency Mortgage-Backed Securities  |
| GNII SF DK8244 C | 2055-09-20      | 6.0000%  | 0.0000% | $4527759.00        | $4714329.29        | Agency Mortgage-Backed Securities  |
| GNII SF DN5617 C | 2055-09-20      | 7.0000%  | 0.0000% | $4395742.00        | $4601037.15        | Agency Mortgage-Backed Securities  |
| GNII SF DN5619 C | 2055-09-20      | 7.0000%  | 0.0000% | $4749339.00        | $5013244.47        | Agency Mortgage-Backed Securities  |
| GNII SF DN9459 C | 2055-11-20      | 7.0000%  | 0.0000% | $1026.00           | $1087.65           | Agency Mortgage-Backed Securities  |
| GNII SF DP0260 C | 2056-01-20      | 7.0000%  | 0.0000% | $3999478.00        | $4275157.58        | Agency Mortgage-Backed Securities  |
| GNII SF DP0264 C | 2056-01-20      | 6.5000%  | 0.0000% | $4239210.00        | $4536747.90        | Agency Mortgage-Backed Securities  |
| GNII SF MB0871 M | 2056-01-20      | 5.0000%  | 0.0000% | $1000.00           | $1004.95           | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $45666.00          | $40445.70          | Agency Mortgage-Backed Securities  |
| GNII SF MB0624 M | 2055-08-20      | 6.0000%  | 0.0000% | $101240832.00      | $102775050.71      | Agency Mortgage-Backed Securities  |
| GNII ET DI1780 C | 2065-03-20      | 7.0000%  | 0.0000% | $1033.00           | $640.87            | Agency Mortgage-Backed Securities  |
| GNII SF DO0971 C | 2055-11-20      | 6.0000%  | 0.0000% | $4799595.00        | $4972261.06        | Agency Mortgage-Backed Securities  |
| GNII SF DO9884 C | 2056-01-20      | 6.0000%  | 0.0000% | $5042125.00        | $5209540.36        | Agency Mortgage-Backed Securities  |

### Security 335: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74L24
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $3022300.00        | $6538026.88        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $17104600.00       | $16821693.51       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.56            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $124900.00         | $128397.89         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $2600.00           | $2487.84           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $320312400.00      | $333508111.74      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $1200.00           | $1214.22           | U.S. Treasuries (including strips) |

### Security 336: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74L32
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0872 M | 2056-01-20      | 5.5000%  | 0.0000% | $30021176.00       | $30600000.97       | Agency Mortgage-Backed Securities |

### Security 337: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDY74L57
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $35421600.00       | $35700060.74       | U.S. Treasuries (including strips) |

### Security 338: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LD0
- **C.18 - Value (incl. sponsor support):** $3110000000.00
- **C.18.a - Value (excl. sponsor support):** $3110000000.00
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $306100.00         | $301045.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $31156800.00       | $30900313.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $15000000.00       | $14256688.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $2629500.00        | $2490344.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $32825500.00       | $32505284.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $580400.00         | $563271.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $62203000.00       | $60899888.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $44999800.00       | $45545864.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $23100.00          | $23311.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $19747600.00       | $20015589.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $4055700.00        | $4078682.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $104810300.00      | $108737035.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $161038800.00      | $165550028.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $31584800.00       | $32476329.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $3256300.00        | $3442189.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $7776200.00        | $7394006.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $137875100.00      | $131490278.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $92890800.00       | $93328150.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $2377400.00        | $2517530.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $615200.00         | $637612.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $19847300.00       | $18984989.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $129777700.00      | $132680969.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $33503200.00       | $34402914.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $2247900.00        | $2349387.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $825600.00         | $839325.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $692800.00         | $714497.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1305600.00        | $1322702.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2376600.00        | $2503040.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $3800500.00        | $3788453.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $1331500.00        | $1352090.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $178663500.00      | $183527871.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $7544100.00        | $7277347.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $4819700.00        | $4932652.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $17548200.00       | $17810428.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $13300.00          | $13075.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $11954400.00       | $12100134.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $189742400.00      | $191794050.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $20477000.00       | $20685082.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $4857700.00        | $4948054.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $66769500.00       | $67339956.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $179304000.00      | $183636648.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $839200.00         | $849618.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $14784200.00       | $15128530.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $490775300.00      | $498873580.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $189690400.00      | $191802558.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $224018000.00      | $223476548.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7947%  | 0.0000% | $29286400.00       | $29589560.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $77452600.00       | $78352882.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $100230500.00      | $101007332.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $2315000.00        | $2393448.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $183135600.00      | $183641403.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $198827300.00      | $196927374.10      | U.S. Treasuries (including strips) |

### Security 339: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LH1
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $100106500.00      | $103655854.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20536682.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $138059900.00      | $120541605.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $369000000.00      | $266280699.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $451428300.00      | $287025669.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $195500000.00      | $149559387.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $683470400.00      | $629225523.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $404200000.00      | $321787110.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $394810000.00      | $383779729.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $65000000.00       | $54003341.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $841367000.00      | $721927052.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1675000.00        | $1677425.04        | U.S. Treasuries (including strips) |

### Security 340: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LK4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $235.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | 0.0000% | $24370.00          | $445.98            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-12-01      | 7.5000%  | 0.0000% | $39641.00          | $689.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-12-01      | 5.5000%  | 0.0000% | $8794.00           | $353.09            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-11-01      | 6.0000%  | 0.0000% | $1444.00           | $18.62             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-05-01      | 5.0000%  | 0.0000% | $1608.00           | $18.00             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-07-01      | 4.5000%  | 0.0000% | $5831.00           | $82.27             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-10-01      | 6.0000%  | 0.0000% | $38413.00          | $310.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $155.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2040-02-01      | 5.5000%  | 0.0000% | $7839985.00        | $292521.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-03-01      | 4.5000%  | 0.0000% | $1001.00           | $136.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $1012.00           | $61.09             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 4.5000%  | 0.0000% | $1474.00           | $1.12              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $326.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $3073.00           | $765.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $340.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $351064.00         | $53701.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $235.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $31208.00          | $21532.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $604000.00         | $467408.86         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $232815.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $139000.00         | $109434.04         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $786.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $159887237.00      | $131484972.10      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $669.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $188.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $152550188.00      | $114933957.30      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $2008.00           | $1527.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $943.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $820477.00         | $450198.65         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $99690400.00       | $81018060.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $875.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3207.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $700.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $623.41            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $172.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | 0.0000% | $191290489.00      | $31631542.08       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $403.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $167.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.12            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $348.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $174.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | 0.0000% | $1016.00           | $215.30            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $1053.00           | $371.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.5000%  | 0.0000% | $1605219.00        | $423862.50         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $13867.00          | $3310.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $454.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $1023.00           | $523.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.0000%  | 0.0000% | $280000.00         | $181550.40         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $4016.00           | $2407.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1033.00           | $676.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $104000.00         | $73641.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $495778.00         | $451179.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1019.00           | $721.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1018.00           | $840.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $697.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $492.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $777.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $13628381.00       | $6964571.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $940.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1013.00           | $554.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1658.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $803.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $590.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1020.00           | $802.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $520.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1025.00           | $693.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $613.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1001.00           | $940.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1025.00           | $779.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3421.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $667.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $924.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1117.00           | $895.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5237510.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3461.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $843.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1773.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1515.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1656.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1816.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1864.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $951.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $830.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1071.00           | $907.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $753.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1074.00           | $834.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $41044838.00       | $34014098.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $3056.00           | $2436.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1580.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $813.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $811.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 6.0000%  | 0.0000% | $66000.00          | $37680.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $556.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2972.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $771.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $3016.00           | $2705.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1067.00           | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $819.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $584.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.0000%  | 0.0000% | $1221.00           | $2.64              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-10-01      | 8.0000%  | 0.0000% | $1220.00           | $0.50              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 7.0000%  | 0.0000% | $3030.00           | $1.80              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $122.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $181.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $4314194.00        | $100058.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $76.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1081.00           | $79.78             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 4.5000%  | 0.0000% | $5134.00           | $251.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $167.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $77139712.00       | $10605182.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $162.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.5000%  | 0.0000% | $1000.00           | $122.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | 0.0000% | $390214.00         | $29554.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $136.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $2144.00           | $390.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $198.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $1024.00           | $173.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1788000.00        | $424408.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $181.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $118.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $117.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1283.00           | $118.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $160.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $126.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $92.19             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $133.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $132.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $110.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $50.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $2000.00           | $129.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $198.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $7000.00           | $6239.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $133.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $185.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $110.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $267.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $189.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $92.42             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $227.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1319.00           | $130.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $204.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.05             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $470.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $173.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $103.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $203.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $147.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $341.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1015.00           | $95.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $420.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $699.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $182.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $184.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $98.36             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $115055828.00      | $10580410.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $114.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $124.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $266.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $136.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $5115.00           | $1138.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $122.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $178386728.00      | $19635991.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $230.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $143.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $259.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $26484991.00       | $7940166.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $210.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $85.81             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $478.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $8185.00           | $1482.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $182.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $183.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $173.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $194.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $124.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 3.5000%  | 0.0000% | $4028.00           | $418.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $200.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $162.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $91.47             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $113.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $138.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1994.00           | $41.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $96.19             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $30.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $140.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $767.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $472.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $217.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $248.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 8.5000%  | 0.0000% | $1000.00           | $8.14              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $5238.00           | $28.84             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $1008.00           | $10.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $1022.00           | $12.20             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $1026.00           | $10.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $745.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $776.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $419.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $780.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $990.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1044.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $5055892.00        | $4925238.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2152.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $838.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $865.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $17823.11          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $737.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $887.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1640.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $939.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $743.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $996.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $970.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $861.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $728.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $918.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3454.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2099.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $907.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $973.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $509.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $3149.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2021.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $462.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $911.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2086.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $4008.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4063.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1321.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $946.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $854.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $3315.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1341.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $779.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $920.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2080.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $918.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $978.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $916.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2978.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2040.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4041.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1720.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2038.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3108.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2007.00           | $1804.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2117.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3011.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $890.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2069.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3054.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1657.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1175.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3105.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1707.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $5166.00           | $5149.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4559.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1068.00           | $836.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $4048.00           | $4054.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $127179.00         | $128084.24         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1214.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $770.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $833.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $3987.00           | $4086.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $74515.00          | $71218.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1027.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $3000.00           | $496.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $102.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $166.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $220.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $729.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $242.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $247.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $147.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $212.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $150.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $393.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $217.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1007944.00        | $813912.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $314.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | 0.0000% | $2572638.00        | $753309.55         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $90487.25          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $253992.00         | $61015.21          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $154.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $377.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $209094716.00      | $30075919.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $570.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $399.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1766802.00        | $284214.96         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $165.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $513.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $216.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $252.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $179.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1010.00           | $369.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $302.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $425000.00         | $73493.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $199.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 3.0000%  | 0.0000% | $298000.00         | $68871.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 2.5000%  | 0.0000% | $1411330.00        | $322108.35         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $4110296.00        | $556625.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $57881412.00       | $13954828.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $304.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | 0.0000% | $1008.00           | $16.97             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $322.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $342.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $324.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $310.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $438.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $383.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $419.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $440.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $462.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $3565.00           | $1987.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $590.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $389.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $12000.00          | $8065.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $75000.00          | $43364.91          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $896.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $525059.00         | $417481.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $648.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $10002.00          | $8379.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $822.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $722.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $119999.00         | $87216.37          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $846996.00         | $592690.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $877.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1028.00           | $757.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $533.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1004.00           | $738.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $635.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $865.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1634408.00        | $1107058.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1372.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $8004.00           | $6480.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $647.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $763.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1005.00           | $818.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $565.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $773.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1097764.00        | $539293.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $816.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $1040.00           | $157.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $184400955.00      | $32534446.52       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $108.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1026.00           | $240.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $302.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $206.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $2400.00           | $269.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $1532000.00        | $366417.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $324.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $1690880.00        | $337050.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $342.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $9816998.00        | $4378971.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $487.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $45588242.00       | $18288619.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2715.00           | $1002.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $65000.00          | $32679.52          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $799000.00         | $417732.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1084.00           | $523.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2076.00           | $856.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $633000.00         | $233655.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $487.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $485.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $607.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $798057.00         | $398976.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 2.0000%  | 0.0000% | $451840.00         | $224461.58         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $6722120.00        | $2741352.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $579.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.5000%  | 0.0000% | $441649.00         | $184353.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $4985088.00        | $2502300.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $299211.00         | $149730.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $657588.00         | $335336.76         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $57620672.00       | $30839188.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $577.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $548.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $17249806.00       | $8905136.29        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $544.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1040.00           | $544.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $998000.00         | $504882.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $540947.00         | $374177.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $138486784.00      | $83785436.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $38533410.00       | $23945691.03       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | 0.0000% | $4178440.00        | $2118888.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $553000.00         | $354813.64         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $698.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $804.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $718.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1277100.00        | $864011.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 5.0000%  | 0.0000% | $1044.00           | $779.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $15616.00          | $11841.94          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $5364065.00        | $4018098.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $14848.00          | $11872.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $758.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $14373.00          | $10111.68          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $676439.00         | $524210.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2096099.00        | $1499988.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $710015.00         | $488831.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $754.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $60000.00          | $41887.44          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $60426.00          | $46883.12          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $11536720.00       | $8852446.91        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $6094560.00        | $4716342.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $6201483.00        | $4918146.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $78545536.00       | $60365944.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $550.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1067.00           | $858.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $4891285.00        | $4080835.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $36988810.00       | $31290965.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $832.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $7711092.00        | $5837728.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | 0.0000% | $682000.00         | $462981.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $837.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $858.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1678411.00        | $1201894.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $800694.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $358424.00         | $292043.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $10221953.00       | $7619908.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1040.00           | $895.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $779.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $839.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $31183630.00       | $26533624.24       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $2682718.00        | $1991029.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1291.00           | $1003.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $5488541.00        | $4449796.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $853.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $368144.00         | $317601.82         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1032.00           | $912.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $32330809.00       | $25867499.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $843.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1083.00           | $825.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $37349672.00       | $29939274.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1038.00           | $872.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $793.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $29278032.00       | $23016024.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $4368896.00        | $3788841.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $880.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | 0.0000% | $5362792.00        | $4977448.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | 0.0000% | $5561952.00        | $3055021.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $5436000.00        | $5112189.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $924.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $620442.00         | $587082.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 4.5000%  | 0.0000% | $1238845.00        | $1222082.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $4415808.00        | $3572245.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $4718040.00        | $4520114.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $5099.00           | $5203.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 5.0000%  | 0.0000% | $905188.00         | $909894.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $11775.00          | $12243.47          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | 0.0000% | $10535701.00       | $2680663.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 3.5000%  | 0.0000% | $3526990.00        | $660084.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $553000.00         | $306626.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $299000.00         | $197598.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $2284656.00        | $1591014.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $18824.00          | $6291.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 5.5000%  | 0.0000% | $139000.00         | $81800.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | 0.0000% | $7058304.00        | $5144701.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 4.0000%  | 0.0000% | $50000.00          | $45919.14          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 5.5000%  | 0.0000% | $4599816.00        | $4192617.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $99000.00          | $100675.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $4845560.00        | $4878579.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1117222.00        | $1186708.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1252084.00        | $1282157.93        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3179580.00        | $3140804.39        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $944.62            | Agency Mortgage-Backed Securities |

### Security 341: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LL2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $21040300.00       | $20660396.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $199550400.00      | $199209967.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $299264400.00      | $290129653.50      | U.S. Treasuries (including strips) |

### Security 342: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDY74LP3
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $8025600.00        | $8392418.99        | U.S. Treasuries (including strips) |
| GNMI SF 772047 X | 2041-08-15      | 4.0000%  | 0.0000% | $949565.00         | $97274.64          | Agency Mortgage-Backed Securities  |
| GNII SF MA1350 M | 2028-10-20      | 3.0000%  | 0.0000% | $331825.00         | $9763.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA5599 M | 2037-09-20      | 6.0000%  | 0.0000% | $50000.00          | $8044.79           | Agency Mortgage-Backed Securities  |
| GNII SF BG2438 C | 2048-04-20      | 5.0000%  | 0.0000% | $240053.00         | $41229.69          | Agency Mortgage-Backed Securities  |
| GNMI SF CL4384 X | 2052-02-15      | 4.0000%  | 0.0000% | $1327180.00        | $830726.47         | Agency Mortgage-Backed Securities  |
| GNII ET DE7563 C | 2063-10-20      | 3.0000%  | 0.0000% | $383323.00         | $338861.34         | Agency Mortgage-Backed Securities  |
| GNII ET DE7575 C | 2064-08-20      | 3.5000%  | 0.0000% | $106633.00         | $96385.21          | Agency Mortgage-Backed Securities  |
| GNII SF 003599 M | 2034-08-20      | 6.5000%  | 0.0000% | $1910000.00        | $21569.05          | Agency Mortgage-Backed Securities  |
| GNMI SF 733627 X | 2040-05-15      | 5.0000%  | 0.0000% | $2030000.00        | $106510.86         | Agency Mortgage-Backed Securities  |
| GNMI SF 734089 X | 2040-12-15      | 4.0000%  | 0.0000% | $140000.00         | $12259.67          | Agency Mortgage-Backed Securities  |
| GNMI SF 544305 X | 2036-12-15      | 5.0000%  | 0.0000% | $200000.00         | $17583.56          | Agency Mortgage-Backed Securities  |
| GNII SF 752610 C | 2040-10-20      | 5.0000%  | 0.0000% | $1488710.00        | $214279.28         | Agency Mortgage-Backed Securities  |
| GNMI SF 757043 X | 2040-12-15      | 4.0000%  | 0.0000% | $135681.00         | $13094.40          | Agency Mortgage-Backed Securities  |

### Security 343: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDY74LV0
- **C.18 - Value (incl. sponsor support):** $1058000000.00
- **C.18.a - Value (excl. sponsor support):** $1058000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $346524100.00      | $357137892.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $712376000.00      | $722022173.20      | U.S. Treasuries (including strips) |

### Security 344: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDY74LY4
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1 | 2066-02-15      | 12.3000% | 0.0000% | $10864688.00       | $11979408.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $148035.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 5.8400%  | 0.0000% | $491310.00         | $518187.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 5.5800%  | 0.0000% | $7489876.00        | $7754368.93        | Agency Mortgage-Backed Securities |

### Security 345: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDY74M80
- **C.18 - Value (incl. sponsor support):** $780000000.00
- **C.18.a - Value (excl. sponsor support):** $780000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | 0.0000% | $1020600.00        | $914571.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | 0.0000% | $156660376.00      | $114384495.90      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | 0.0000% | $24998.00          | $18339.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | 0.0000% | $1452700.00        | $1204542.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 4.5000%  | 0.0000% | $14000.00          | $13138.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | 0.0000% | $85404100.00       | $68382665.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.5000%  | 0.0000% | $26953000.00       | $21464009.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | 0.0000% | $1435600.00        | $1282697.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $89995700.00       | $73770723.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.0000%  | 0.0000% | $1457300.00        | $1236971.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 3.0000%  | 0.0000% | $362100.00         | $269679.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | 0.0000% | $11552100.00       | $9342153.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $3320800.00        | $2797586.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-09-15      | 4.9500%  | 0.0000% | $5325300.00        | $5250494.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | 0.0000% | $17600.00          | $14164.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-02-20      | 2.5000%  | 0.0000% | $128200.00         | $102152.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | 0.0000% | $1254800.00        | $1119383.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | 0.0000% | $15500.00          | $13051.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $40400.00          | $31415.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $73200.00          | $55103.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $79980800.00       | $66876993.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-07-20      | 2.5000%  | 0.0000% | $272600.00         | $217742.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | 0.0000% | $898500.00         | $844506.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | 0.0000% | $379000.00         | $330205.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.3800%  | 0.0000% | $14625800.00       | $15011100.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 2.5000%  | 0.0000% | $1045600.00        | $860247.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | 0.0000% | $2324100.00        | $1857380.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $1887000.00        | $1854762.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $6992900.00        | $6654621.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-02-15      | 5.4900%  | 0.0000% | $534800.00         | $549425.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.3100%  | 0.0000% | $11710600.00       | $12001099.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 4.7300%  | 0.0000% | $21800000.00       | $21476537.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.3000%  | 0.0000% | $10791700.00       | $11091638.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $139000.00         | $142230.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | 0.0000% | $45700.00          | $45066.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | 0.0000% | $1664700.00        | $1710381.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.5000%  | 0.0000% | $68700.00          | $66999.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $152091200.00      | $144234628.10      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | 0.0000% | $556100.00         | $466053.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | 0.0000% | $11400.00          | $11189.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $556400.00         | $543448.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 4.0000%  | 0.0000% | $5005800.00        | $4709082.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $52250500.00       | $52326232.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 4.5000%  | 0.0000% | $1867800.00        | $1819003.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 4.5000%  | 0.0000% | $14494800.00       | $14158560.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.0000%  | 0.0000% | $3092000.00        | $2931649.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.5000%  | 0.0000% | $6364600.00        | $6158890.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | 0.0000% | $5859800.00        | $4952099.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.0000%  | 0.0000% | $47100.00          | $34972.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $37300.00          | $30444.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $19993900.00       | $17728218.25       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $5661300.00        | $5029847.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | 0.0000% | $17794200.00       | $15007163.27       | Agency Mortgage-Backed Securities         |
| GNMA_26-11                                 | 2066-03-16      | 4.5000%  | 0.0000% | $65162511.00       | $63785431.65       | Agency Collateralized Mortgage Obligation |
| GNMA_23-152D                               | 2053-09-20      | 5.0000%  | 0.0000% | $17280780.00       | $19192973.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SP 786916 C                      | 2053-08-20      | 0.0000%  | 0.0000% | $2000000.00        | $1622719.02        | Agency Mortgage-Backed Securities         |

### Security 346: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDY74MF4
- **C.18 - Value (incl. sponsor support):** $645000000.00
- **C.18.a - Value (excl. sponsor support):** $645000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | 0.0000% | $237137065.00      | $133209524.40      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $188191482.00      | $112524924.90      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.0000%  | 0.0000% | $306548303.00      | $199233946.30      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $206915778.00      | $212931605.00      | Agency Mortgage-Backed Securities |

### Security 347: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDY74MG2
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $261912100.00      | $265325075.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $61270500.00       | $60884604.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $22591900.00       | $22711856.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $80061600.00       | $79478549.85       | U.S. Treasuries (including strips) |

### Security 348: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDY98T25
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACABS_03-1A                                       | 2038-06-10      | 7.7500%  | 0.0000% | $282300000.00      | $1460403.17        | Asset-Backed Securities                           |
| ALESC_14                                          | 2037-09-23      | 6.6466%  | 0.0000% | $2437000.00        | $36734.74          | Asset-Backed Securities                           |
| APID_24                                           | 2027-07-20      | 0.0000%  | 0.0000% | $1249999.00        | $137499.89         | Asset-Backed Securities                           |
| APID_27                                           | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $861066.50         | Asset-Backed Securities                           |
| BANK_23-5YR3                                      | 2056-09-15      | 1.8391%  | 0.0000% | $8839000.00        | $498957.24         | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-CES1                                     | 2055-02-25      | 8.1080%  | 0.0000% | $4672999.00        | $4767026.50        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM7                                     | 2065-07-25      | 7.3023%  | 0.0000% | $8815000.00        | $8318891.98        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM8                                     | 2065-06-25      | 0.2000%  | 0.0000% | $565676031.00      | $2021535.40        | Private Label Collateralized Mortgage Obligations |
| CFMT_21-FRR1                                      | 2029-09-29      | 0.0000%  | 0.0000% | $750000.00         | $603075.00         | Private Label Collateralized Mortgage Obligations |
| CSWF_21-SOP2                                      | 2034-06-15      | 7.2616%  | 0.0000% | $1739000.00        | $950307.37         | Private Label Collateralized Mortgage Obligations |
| CWL_04-9                                          | 2034-11-25      | 5.4371%  | 0.0000% | $3000000.00        | $1138430.01        | Asset-Backed Securities                           |
| CRVNA_23-N1                                       | 2030-04-10      | 10.4600% | 0.0000% | $19298000.00       | $20623369.48       | Asset-Backed Securities                           |
| CHASE_07-S2                                       | 2037-03-25      | 1.5629%  | 0.0000% | $186000000.00      | $1453744.17        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI_05-OPT1       | 2035-02-25      | 5.7221%  | 0.0000% | $1000000.00        | $146415.49         | Asset-Backed Securities                           |
| CRCZ_05-1A                                        | 2046-03-02      | 4.6990%  | 0.0000% | $44750000.00       | $7520470.38        | Asset-Backed Securities                           |
| DRSLF_18-64A                                      | 2031-04-18      | 11.0792% | 0.0000% | $4901000.00        | $4582913.18        | Asset-Backed Securities                           |
| FIELDSTONE MORTGAGE INVESTMENT CORP FMIC_06-2     | 2036-07-25      | 5.4371%  | 0.0000% | $2297855.00        | $1410.79           | Asset-Backed Securities                           |
| FINA_04-2                                         | 2034-08-25      | 6.4871%  | 0.0000% | $2000000.00        | $323310.66         | Asset-Backed Securities                           |
| FKH_21-SFR1                                       | 2038-08-17      | 2.3890%  | 0.0000% | $330000.00         | $325643.17         | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FINANCE TRUST FFIN_21-2                | 2042-01-15      | 2.1900%  | 0.0000% | $4328000.00        | $1050895.84        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TRUST FFIN_21-2                | 2042-01-15      | 2.7900%  | 0.0000% | $2551000.00        | $1780465.62        | Asset-Backed Securities                           |
| GSAA HOME EQUITY TRUST GSAA_06-11                 | 2036-07-25      | 4.2871%  | 0.0000% | $6666664.00        | $359237.93         | Asset-Backed Securities                           |
| GS MORTGAGE SECURITIES TRUST GSMS_18-RIVR         | 2035-07-15      | 4.9272%  | 0.0000% | $3000000.00        | $1937792.29        | Private Label Collateralized Mortgage Obligations |
| GSMBS_18-RPL1                                     | 2057-10-25      | 3.1611%  | 0.0000% | $2724000.00        | $2455233.72        | Private Label Collateralized Mortgage Obligations |
| HVMLT_06-4                                        | 2046-05-19      | 0.1424%  | 0.0000% | $558366675.00      | $4278.80           | Private Label Collateralized Mortgage Obligations |
| HSN_06-WM1                                        | 2036-07-26      | 7.0000%  | 0.0000% | $2000000.00        | $6288.90           | Asset-Backed Securities                           |
| HOME EQUITY ASSET TRUST HEAT_07-2                 | 2037-07-25      | 4.2671%  | 0.0000% | $9193000.00        | $3878555.03        | Asset-Backed Securities                           |
| HORIZON AIRCRAFT FINANCE I LTD HORZN_19-2         | 2039-11-15      | 4.4580%  | 0.0000% | $4340000.00        | $2410516.08        | Asset-Backed Securities                           |
| INARM_01-H1                                       | 2031-08-25      | 0.3175%  | 0.0000% | $522190653.00      | $1124.05           | Private Label Collateralized Mortgage Obligations |
| JEFFM_1                                           | 2031-10-20      | 0.0000%  | 0.0000% | $37643456.00       | $3314958.02        | Asset-Backed Securities                           |
| LEXCAP_5                                          | 2051-04-10      | 4.3913%  | 0.0000% | $45000000.00       | $63444.38          | Asset-Backed Securities                           |
| LBMLT_06-1                                        | 2036-02-25      | 4.1671%  | 0.0000% | $24600000.00       | $4250360.21        | Asset-Backed Securities                           |
| MAGNE_16-18A                                      | 2028-11-15      | 0.0000%  | 0.0000% | $14320000.00       | $4860222.32        | Asset-Backed Securities                           |
| MSC_11-C3                                         | 2049-07-15      | 0.0000%  | 0.0000% | $110100480.00      | $355.53            | Private Label Collateralized Mortgage Obligations |
| NCC_05-3                                          | 2035-07-25      | 4.4871%  | 0.0000% | $900000.00         | $901909.16         | Asset-Backed Securities                           |
| NRZT_24-NQM3                                      | 2064-11-25      | 0.0004%  | 0.0000% | $258841000.00      | $1357295.74        | Private Label Collateralized Mortgage Obligations |
| NRZT_14-2                                         | 2054-05-26      | 0.0000%  | 0.0000% | $2047224.00        | $147851.17         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                       | 2055-05-25      | 7.3128%  | 0.0000% | $16029000.00       | $14101695.54       | Private Label Collateralized Mortgage Obligations |
| OCTAGON INVESTMENT PARTNERS 44 OCT44_19-1A        | 2034-10-15      | 7.1838%  | 0.0000% | $13600000.00       | $13422564.20       | Asset-Backed Securities                           |
| PAID_24-2                                         | 2031-08-15      | 11.5000% | 0.0000% | $2500000.00        | $2525940.77        | Asset-Backed Securities                           |
| PALIS_1                                           | 2039-07-22      | 7.1808%  | 0.0000% | $10144800.00       | $999530.08         | Asset-Backed Securities                           |
| PPSIN_05-WHQ1                                     | 2035-03-25      | 4.0000%  | 0.0000% | $69600000.00       | $2065024.58        | Asset-Backed Securities                           |
| PMTLT_25-CNF1                                     | 2056-10-25      | 5.8926%  | 0.0000% | $730000.00         | $506180.00         | Private Label Collateralized Mortgage Obligations |
| PROG_21-SFR8                                      | 2038-10-17      | 2.3820%  | 0.0000% | $2225000.00        | $2190051.56        | Private Label Collateralized Mortgage Obligations |
| PFMT_20-F1                                        | 2036-01-25      | 2.1583%  | 0.0000% | $517032.00         | $318156.49         | Private Label Collateralized Mortgage Obligations |
| RFMSI_07-QS4                                      | 2037-03-25      | 2.8829%  | 0.0000% | $56420991.00       | $865501.67         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CE12                                      | 2055-12-27      | 6.5470%  | 0.0000% | $6134000.00        | $6049117.53        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES6                                      | 2044-09-26      | 3.7776%  | 0.0000% | $217000000.00      | $13469332.71       | Private Label Collateralized Mortgage Obligations |
| RATE_24-J2                                        | 2054-08-25      | 0.0647%  | 0.0000% | $370951680.00      | $786021.93         | Private Label Collateralized Mortgage Obligations |
| SOUTH COAST FUNDING SCF_7A                        | 2041-01-06      | 6.5614%  | 0.0000% | $16500000.00       | $3790908.52        | Asset-Backed Securities                           |
| SPIRIT AIRLINES 2017-1 CLASS A PASS THROUGH TRUST | 2031-08-15      | 3.6500%  | 0.0000% | $4326000.00        | $2429944.27        | Corporate Debt Securities                         |
| STACK_04-1A                                       | 2039-05-10      | 7.3051%  | 0.0000% | $5000000.00        | $1479908.30        | Asset-Backed Securities                           |
| STWD_25-FL4                                       | 2042-12-19      | 6.9254%  | 0.0000% | $16000000.00       | $15997602.85       | Private Label Collateralized Mortgage Obligations |
| STALT_05-1F                                       | 2035-12-25      | 1.3129%  | 0.0000% | $106135541.00      | $48660.49          | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD SYMP_15-16A                      | 2031-10-15      | 0.0000%  | 0.0000% | $3826000.00        | $296572.39         | Asset-Backed Securities                           |
| THPTMT_23-THL                                     | 2034-12-10      | 6.9864%  | 0.0000% | $3330000.00        | $3202953.59        | Private Label Collateralized Mortgage Obligations |
| TMTS_04-10SL                                      | 2034-09-25      | 8.0000%  | 0.0000% | $5489217.00        | $46000.80          | Asset-Backed Securities                           |
| TRAP_13                                           | 2042-11-09      | 5.3266%  | 0.0000% | $2000000.00        | $1480962.85        | Asset-Backed Securities                           |
| VENTR_18-31A                                      | 2031-04-20      | 9.2392%  | 0.0000% | $3800000.00        | $1378626.53        | Asset-Backed Securities                           |
| WFCMT_17-C40                                      | 2050-10-15      | 4.2936%  | 0.0000% | $6701000.00        | $5096752.45        | Private Label Collateralized Mortgage Obligations |

### Security 349: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY9V5J3
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CISCO SYSTEMS INC                                     | 2034-02-26      | 5.0500%  | 0.0000% | $24874000.00       | $26087671.55       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                           | 2034-10-24      | 6.5610%  | 0.0000% | $18189000.00       | $20456004.20       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                           | 2032-04-22      | 2.6150%  | 0.0000% | $33194000.00       | $30467398.74       | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                    | 2034-06-15      | 5.0000%  | 0.0000% | $8859000.00        | $9180315.93        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                  | 2032-07-21      | 2.2990%  | 0.0000% | $35578000.00       | $31853863.96       | Corporate Debt Securities                         |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                 | 2031-01-15      | 4.5410%  | 0.0000% | $22442000.00       | $22440251.39       | Corporate Debt Securities                         |
| BARCLAYS BANK PLC                                     | 2029-02-16      | 1.0000%  | 0.0000% | $29273000.00       | $31729430.79       | Corporate Debt Securities                         |
| BEIGNET INVESTOR LLC                                  | 2049-05-30      | 6.5810%  | 0.0000% | $24566000.00       | $25857045.66       | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_23-V4                  | 2056-11-15      | 6.8409%  | 0.0000% | $21700000.00       | $23082414.93       | Private Label Collateralized Mortgage Obligations |
| BLUE OWL FINANCE LLC                                  | 2034-04-18      | 6.2500%  | 0.0000% | $104000.00         | $109275.75         | Corporate Debt Securities                         |
| BROADCOM INC                                          | 2034-10-15      | 4.8000%  | 0.0000% | $28124000.00       | $28502267.80       | Corporate Debt Securities                         |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-CX12         | 2051-08-15      | 4.4634%  | 0.0000% | $480000.00         | $478327.45         | Private Label Collateralized Mortgage Obligations |
| CRVNA_22-N1                                           | 2028-12-11      | 2.9500%  | 0.0000% | $3000.00           | $213.72            | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N4            | 2028-01-10      | 6.4200%  | 0.0000% | $105000.00         | $806.27            | Asset-Backed Securities                           |
| GENUINE PARTS CO                                      | 2030-11-01      | 1.8750%  | 0.0000% | $14000.00          | $12440.62          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                           | 2033-02-24      | 3.1020%  | 0.0000% | $30097000.00       | $28051367.10       | Corporate Debt Securities                         |
| OBX_25-NQ15                                           | 2065-07-27      | 0.1717%  | 0.0000% | $6027591.00        | $15433.29          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM20                 | 2065-10-25      | 5.0210%  | 0.0000% | $100000.00         | $96835.16          | Private Label Collateralized Mortgage Obligations |
| OMNICOM GROUP INC                                     | 2041-03-01      | 3.3750%  | 0.0000% | $1000.00           | $769.53            | Corporate Debt Securities                         |
| ORACLE CORPORATION                                    | 2065-09-26      | 6.1000%  | 0.0000% | $31846000.00       | $28284697.20       | Corporate Debt Securities                         |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST SAN_25-NQM6 | 2065-11-25      | 5.1380%  | 0.0000% | $5780895.00        | $5626738.57        | Private Label Collateralized Mortgage Obligations |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST SAN_25-NQM6 | 2065-11-25      | 5.1380%  | 0.0000% | $513951.00         | $500245.71         | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASURY                                | 2035-11-15      | 4.0000%  | 0.0000% | $27997900.00       | $27725530.55       | U.S. Treasuries (including strips)                |
| VERUS SECURITIZATION TRUST VERUS_24-1                 | 2069-01-25      | 5.9150%  | 0.0000% | $862905.00         | $441571.07         | Private Label Collateralized Mortgage Obligations |

### Security 350: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDY9VPD4
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2026-02-05

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer