# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-25-050554
**Filing Date:** 2025-8
**Character Count:** 977830
**Document Hash:** 8439fba16bbb96664656999de6242ed0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050554.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001145549-25-050554

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**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:** 251188203

**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):** 2025-07-31

**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:** 23 days

- **WAL:** 73 days

- **Total Value of Portfolio Securities:** $80626108204.40

- **Amortized Cost of Portfolio Securities:** $35393205000.00

- **Cash:** $2508983029.13

- **Total Other Assets:** $274808902.52

- **Total Liabilities:** $7199144.63

- **Net Assets of Series:** $83402700991.42

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $35373428316.19           | $45988642363.80            | 43.1500%                  | 56.1000%                   |
| 2025-07-02 | $34292818588.01           | $45508472968.69            | 41.7400%                  | 55.3900%                   |
| 2025-07-03 | $34497690648.79           | $44061146533.42            | 42.4300%                  | 54.1900%                   |
| 2025-07-07 | $35506067050.35           | $43924776778.95            | 43.4600%                  | 53.7600%                   |
| 2025-07-08 | $35437688090.25           | $44352089826.90            | 43.0800%                  | 53.9100%                   |
| 2025-07-09 | $34684621946.78           | $44833511778.13            | 41.9100%                  | 54.1800%                   |
| 2025-07-10 | $35582161025.15           | $44905936610.30            | 42.4000%                  | 53.5100%                   |
| 2025-07-11 | $34390455402.68           | $43180923708.91            | 41.0700%                  | 51.5700%                   |
| 2025-07-14 | $33717472848.33           | $41985873928.42            | 40.8500%                  | 50.8600%                   |
| 2025-07-15 | $32799676002.13           | $41068082961.05            | 40.0600%                  | 50.1600%                   |
| 2025-07-16 | $32281596964.44           | $41600796493.05            | 39.2600%                  | 50.5900%                   |
| 2025-07-17 | $34369026919.08           | $42687611521.40            | 41.3000%                  | 51.3000%                   |
| 2025-07-18 | $36652924881.69           | $44307260507.77            | 43.2000%                  | 52.2200%                   |
| 2025-07-21 | $36081434308.10           | $44065235624.63            | 42.3100%                  | 51.6700%                   |
| 2025-07-22 | $32674760238.44           | $42917416277.20            | 39.0700%                  | 51.3200%                   |
| 2025-07-23 | $31278437014.91           | $42421072149.76            | 37.5900%                  | 50.9800%                   |
| 2025-07-24 | $32202406038.35           | $42445708645.92            | 38.6500%                  | 50.9400%                   |
| 2025-07-25 | $33296788931.88           | $42539503124.08            | 39.9400%                  | 51.0300%                   |
| 2025-07-28 | $34608803632.90           | $41712180078.46            | 42.0200%                  | 50.6400%                   |
| 2025-07-29 | $33544385703.37           | $42230717894.83            | 40.4100%                  | 50.8800%                   |
| 2025-07-30 | $33590917608.62           | $43514247599.58            | 40.0100%                  | 51.8300%                   |
| 2025-07-31 | $34032315427.85           | $43227859556.02            | 40.8100%                  | 51.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%             |
| 2025-07-02 | 0.0000%             |
| 2025-07-03 | 0.0000%             |
| 2025-07-07 | 0.0000%             |
| 2025-07-08 | 0.0000%             |
| 2025-07-09 | 0.0000%             |
| 2025-07-10 | 0.0000%             |
| 2025-07-11 | 0.0000%             |
| 2025-07-14 | 0.0000%             |
| 2025-07-15 | 0.0000%             |
| 2025-07-16 | 0.0000%             |
| 2025-07-17 | 0.0000%             |
| 2025-07-18 | 0.0000%             |
| 2025-07-21 | 0.0000%             |
| 2025-07-22 | 0.0000%             |
| 2025-07-23 | 0.0000%             |
| 2025-07-24 | 0.0000%             |
| 2025-07-25 | 0.0000%             |
| 2025-07-28 | 0.0000%             |
| 2025-07-29 | 0.0000%             |
| 2025-07-30 | 0.0000%             |
| 2025-07-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0006                      |
|  |  |
| 2025-07-02 | 1.0007                      |
|  |  |
| 2025-07-03 | 1.0011                      |
|  |  |
| 2025-07-07 | 1.0013                      |
|  |  |
| 2025-07-08 | 1.0014                      |
|  |  |
| 2025-07-09 | 1.0015                      |
|  |  |
| 2025-07-10 | 1.0016                      |
|  |  |
| 2025-07-11 | 1.0020                      |
|  |  |
| 2025-07-14 | 1.0021                      |
|  |  |
| 2025-07-15 | 1.0023                      |
|  |  |
| 2025-07-16 | 1.0024                      |
|  |  |
| 2025-07-17 | 1.0025                      |
|  |  |
| 2025-07-18 | 1.0028                      |
|  |  |
| 2025-07-21 | 1.0029                      |
|  |  |
| 2025-07-22 | 1.0031                      |
|  |  |
| 2025-07-23 | 1.0032                      |
|  |  |
| 2025-07-24 | 1.0034                      |
|  |  |
| 2025-07-25 | 1.0037                      |
|  |  |
| 2025-07-28 | 1.0039                      |
|  |  |
| 2025-07-29 | 1.0040                      |
|  |  |
| 2025-07-30 | 1.0041                      |
|  |  |
| 2025-07-31 | 1.0042                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $83402700991.42

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2130324.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0006          |
|  |  |
| 2025-07-02 | 1.0007          |
|  |  |
| 2025-07-03 | 1.0011          |
|  |  |
| 2025-07-07 | 1.0013          |
|  |  |
| 2025-07-08 | 1.0014          |
|  |  |
| 2025-07-09 | 1.0015          |
|  |  |
| 2025-07-10 | 1.0016          |
|  |  |
| 2025-07-11 | 1.0020          |
|  |  |
| 2025-07-14 | 1.0021          |
|  |  |
| 2025-07-15 | 1.0023          |
|  |  |
| 2025-07-16 | 1.0024          |
|  |  |
| 2025-07-17 | 1.0025          |
|  |  |
| 2025-07-18 | 1.0028          |
|  |  |
| 2025-07-21 | 1.0029          |
|  |  |
| 2025-07-22 | 1.0031          |
|  |  |
| 2025-07-23 | 1.0032          |
|  |  |
| 2025-07-24 | 1.0034          |
|  |  |
| 2025-07-25 | 1.0037          |
|  |  |
| 2025-07-28 | 1.0039          |
|  |  |
| 2025-07-29 | 1.0040          |
|  |  |
| 2025-07-30 | 1.0041          |
|  |  |
| 2025-07-31 | 1.0042          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $0.00                   |
| 2025-07-02 | $0.00                     | $0.00                   |
| 2025-07-03 | $0.00                     | $0.00                   |
| 2025-07-07 | $0.00                     | $0.00                   |
| 2025-07-08 | $0.00                     | $0.00                   |
| 2025-07-09 | $0.00                     | $0.00                   |
| 2025-07-10 | $0.00                     | $0.00                   |
| 2025-07-11 | $0.00                     | $0.00                   |
| 2025-07-14 | $0.00                     | $0.00                   |
| 2025-07-15 | $0.00                     | $0.00                   |
| 2025-07-16 | $0.00                     | $0.00                   |
| 2025-07-17 | $0.00                     | $0.00                   |
| 2025-07-18 | $0.00                     | $0.00                   |
| 2025-07-21 | $0.00                     | $0.00                   |
| 2025-07-22 | $0.00                     | $0.00                   |
| 2025-07-23 | $0.00                     | $0.00                   |
| 2025-07-24 | $0.00                     | $0.00                   |
| 2025-07-25 | $0.00                     | $0.00                   |
| 2025-07-28 | $0.00                     | $0.00                   |
| 2025-07-29 | $0.00                     | $0.00                   |
| 2025-07-30 | $0.00                     | $0.00                   |
| 2025-07-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 0.0000%           |
| 2025-07-02 | 0.0000%           |
| 2025-07-03 | 0.0000%           |
| 2025-07-07 | 0.0000%           |
| 2025-07-08 | 0.0000%           |
| 2025-07-09 | 0.0000%           |
| 2025-07-10 | 0.0000%           |
| 2025-07-11 | 0.0000%           |
| 2025-07-14 | 0.0000%           |
| 2025-07-15 | 0.0000%           |
| 2025-07-16 | 0.0000%           |
| 2025-07-17 | 0.0000%           |
| 2025-07-18 | 0.0000%           |
| 2025-07-21 | 0.0000%           |
| 2025-07-22 | 0.0000%           |
| 2025-07-23 | 0.0000%           |
| 2025-07-24 | 0.0000%           |
| 2025-07-25 | 0.0000%           |
| 2025-07-28 | 0.0000%           |
| 2025-07-29 | 0.0000%           |
| 2025-07-30 | 0.0000%           |
| 2025-07-31 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.387000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LV62, C.4 - ISIN: US03843LV623, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $999268800.00
- **C.18.a - Value (excl. sponsor support):** $999268800.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 2: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 5.106000%
- **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):** $57641709.84
- **C.18.a - Value (excl. sponsor support):** $57641709.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 5.0200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MWZ3, C.4 - ISIN: US05253MWZ30, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100008270.00
- **C.18.a - Value (excl. sponsor support):** $100008270.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 4: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXP4, C.4 - ISIN: US05253MXP49, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $150045945.00
- **C.18.a - Value (excl. sponsor support):** $150045945.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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 5: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.560000%
- **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):** $99997400.00
- **C.18.a - Value (excl. sponsor support):** $99997400.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 6: BP CAPITAL MARKETS PLC

- **C.1 - Title:** BP CAPITAL MARKETS PLC 144A 4.406000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568TV48, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $299853150.00
- **C.18.a - Value (excl. sponsor support):** $299853150.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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? 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 7: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.328000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BVD2, C.4 - ISIN: US05571BVD27, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $149765580.00
- **C.18.a - Value (excl. sponsor support):** $149765580.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 8: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.433000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BXA6, C.4 - ISIN: US05571BXA69, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $115977162.60
- **C.18.a - Value (excl. sponsor support):** $115977162.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DCX9, C.4 - ISIN: US05593DCX93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171005249.70
- **C.18.a - Value (excl. sponsor support):** $171005249.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFS7, C.4 - ISIN: US05593DFS71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149991960.00
- **C.18.a - Value (excl. sponsor support):** $149991960.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 11: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFY4, C.4 - ISIN: US05593DFY40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139974646.00
- **C.18.a - Value (excl. sponsor support):** $139974646.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 12: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGG2, C.4 - ISIN: US05593DGG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99994500.00
- **C.18.a - Value (excl. sponsor support):** $99994500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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 13: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGH0, C.4 - ISIN: US05593DGH08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99979020.00
- **C.18.a - Value (excl. sponsor support):** $99979020.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 14: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.570000%
- **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):** $150007770.00
- **C.18.a - Value (excl. sponsor support):** $150007770.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 15: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDQ2, C.4 - ISIN: US05973RDQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188932508.10
- **C.18.a - Value (excl. sponsor support):** $188932508.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 16: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDY5, C.4 - ISIN: US05973RDY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62956908.00
- **C.18.a - Value (excl. sponsor support):** $62956908.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 17: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.700000%
- **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):** $226143487.40
- **C.18.a - Value (excl. sponsor support):** $226143487.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 18: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REH1, C.4 - ISIN: US05973REH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $219989814.00
- **C.18.a - Value (excl. sponsor support):** $219989814.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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 19: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REL2, C.4 - ISIN: US05973REL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174998547.50
- **C.18.a - Value (excl. sponsor support):** $174998547.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 20: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 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):** $200124120.00
- **C.18.a - Value (excl. sponsor support):** $200124120.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 21: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.700000%
- **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):** $200132600.00
- **C.18.a - Value (excl. sponsor support):** $200132600.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMZ2, C.4 - ISIN: US06050FMZ26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100006600.00
- **C.18.a - Value (excl. sponsor support):** $100006600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNE8, C.4 - ISIN: US06050FNE87, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150036480.00
- **C.18.a - Value (excl. sponsor support):** $150036480.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $170001251.20
- **C.18.a - Value (excl. sponsor support):** $170001251.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100022311.00
- **C.18.a - Value (excl. sponsor support):** $100022311.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WQY3, C.4 - ISIN: US06051WQY39, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143978241.60
- **C.18.a - Value (excl. sponsor support):** $143978241.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149962350.00
- **C.18.a - Value (excl. sponsor support):** $149962350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $157983789.20
- **C.18.a - Value (excl. sponsor support):** $157983789.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVN1, C.4 - ISIN: US06051WVN19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $128989809.00
- **C.18.a - Value (excl. sponsor support):** $128989809.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.780000%
- **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):** $100076200.00
- **C.18.a - Value (excl. sponsor support):** $100076200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.780000%
- **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):** $200149660.00
- **C.18.a - Value (excl. sponsor support):** $200149660.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **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):** $165083229.30
- **C.18.a - Value (excl. sponsor support):** $165083229.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $99978151.00
- **C.18.a - Value (excl. sponsor support):** $99978151.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 34: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149987820.00
- **C.18.a - Value (excl. sponsor support):** $149987820.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNN1, C.4 - ISIN: US06367DNN11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150028800.00
- **C.18.a - Value (excl. sponsor support):** $150028800.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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 36: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNT8, C.4 - ISIN: US06367DNT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154961668.50
- **C.18.a - Value (excl. sponsor support):** $154961668.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 37: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2T3, C.4 - ISIN: US06367L2T34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $159088892.13
- **C.18.a - Value (excl. sponsor support):** $159088892.13
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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 38: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2J2, C.4 - ISIN: US06370B2J23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169035731.67
- **C.18.a - Value (excl. sponsor support):** $169035731.67
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 39: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2P8, C.4 - ISIN: US06370B2P82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200135080.00
- **C.18.a - Value (excl. sponsor support):** $200135080.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 40: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2X1, C.4 - ISIN: US06370B2X17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132053209.20
- **C.18.a - Value (excl. sponsor support):** $132053209.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 41: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3G7, C.4 - ISIN: US06370B3G74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126021960.54
- **C.18.a - Value (excl. sponsor support):** $126021960.54
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **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 42: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **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):** $110148252.50
- **C.18.a - Value (excl. sponsor support):** $110148252.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 43: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.720000%
- **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):** $175016409.75
- **C.18.a - Value (excl. sponsor support):** $175016409.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.565000%
- **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):** $125027175.00
- **C.18.a - Value (excl. sponsor support):** $125027175.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.523000%
- **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):** $178096511.60
- **C.18.a - Value (excl. sponsor support):** $178096511.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? 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) 4.569000%
- **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):** $100101780.00
- **C.18.a - Value (excl. sponsor support):** $100101780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.643000%
- **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):** $200103640.00
- **C.18.a - Value (excl. sponsor support):** $200103640.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.620000%
- **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):** $54996227.00
- **C.18.a - Value (excl. sponsor support):** $54996227.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCF6, C.4 - ISIN: US06745GCF63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250141725.00
- **C.18.a - Value (excl. sponsor support):** $250141725.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 50: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCH2, C.4 - ISIN: US06745GCH20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129073130.10
- **C.18.a - Value (excl. sponsor support):** $129073130.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 51: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.800000%
- **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):** $154148533.00
- **C.18.a - Value (excl. sponsor support):** $154148533.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.760000%
- **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):** $150095055.00
- **C.18.a - Value (excl. sponsor support):** $150095055.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119986308.00
- **C.18.a - Value (excl. sponsor support):** $119986308.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 54: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFE0, C.4 - ISIN: US0727MDFE00, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $199998380.00
- **C.18.a - Value (excl. sponsor support):** $199998380.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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 55: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFF7, C.4 - ISIN: US0727MDFF74, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $72998861.20
- **C.18.a - Value (excl. sponsor support):** $72998861.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAF9, C.4 - ISIN: US13606DAF96, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $163064238.30
- **C.18.a - Value (excl. sponsor support):** $163064238.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 57: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAY8, C.4 - ISIN: US13606DAY85, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $135985488.80
- **C.18.a - Value (excl. sponsor support):** $135985488.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **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 58: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBU5, C.4 - ISIN: US13606DBU54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $165982022.20
- **C.18.a - Value (excl. sponsor support):** $165982022.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.630000%
- **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):** $160104544.00
- **C.18.a - Value (excl. sponsor support):** $160104544.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.600000%
- **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):** $125024650.00
- **C.18.a - Value (excl. sponsor support):** $125024650.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 4.780000%
- **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):** $132205885.68
- **C.18.a - Value (excl. sponsor support):** $132205885.68
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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) 4.790000%
- **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):** $109182879.11
- **C.18.a - Value (excl. sponsor support):** $109182879.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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) 4.790000%
- **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):** $100167242.00
- **C.18.a - Value (excl. sponsor support):** $100167242.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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) 4.740000%
- **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):** $175176093.75
- **C.18.a - Value (excl. sponsor support):** $175176093.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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):** $149967660.00
- **C.18.a - Value (excl. sponsor support):** $149967660.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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) 4.720000%
- **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):** $125048203.75
- **C.18.a - Value (excl. sponsor support):** $125048203.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.690000%
- **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):** $154027165.60
- **C.18.a - Value (excl. sponsor support):** $154027165.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.357000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AV69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169876546.00
- **C.18.a - Value (excl. sponsor support):** $169876546.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 69: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.382000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AW27, C.4 - ISIN: US16537AW270, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89638488.00
- **C.18.a - Value (excl. sponsor support):** $89638488.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 70: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.343000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $543934393.60
- **C.18.a - Value (excl. sponsor support):** $543934393.60
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.357000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HV64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156885986.60
- **C.18.a - Value (excl. sponsor support):** $156885986.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 72: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.357000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AV68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338753818.20
- **C.18.a - Value (excl. sponsor support):** $338753818.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 73: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KV17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $305962056.00
- **C.18.a - Value (excl. sponsor support):** $305962056.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QGW1, C.4 - ISIN: US17330QGW15, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $100031190.00
- **C.18.a - Value (excl. sponsor support):** $100031190.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 75: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHH3, C.4 - ISIN: US17330QHH39, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $112017718.40
- **C.18.a - Value (excl. sponsor support):** $112017718.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 76: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102964073.60
- **C.18.a - Value (excl. sponsor support):** $102964073.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **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 77: 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):** $101959312.20
- **C.18.a - Value (excl. sponsor support):** $101959312.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 78: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.770000%
- **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):** $110116534.00
- **C.18.a - Value (excl. sponsor support):** $110116534.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.750000%
- **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):** $165119394.00
- **C.18.a - Value (excl. sponsor support):** $165119394.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 80: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2E5, C.4 - ISIN: US19765V2E55, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $150030441.00
- **C.18.a - Value (excl. sponsor support):** $150030441.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBV8, C.4 - ISIN: US20632CBV81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $167112558.00
- **C.18.a - Value (excl. sponsor support):** $167112558.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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? 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 144A 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCC9, C.4 - ISIN: US20632CCC91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150070950.00
- **C.18.a - Value (excl. sponsor support):** $150070950.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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? 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 144A 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PCT1, C.4 - ISIN: US20634PCT12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173014359.00
- **C.18.a - Value (excl. sponsor support):** $173014359.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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? 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 S 144A 4.389000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPYE1, C.4 - ISIN: US2063CPYE11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $134242322.40
- **C.18.a - Value (excl. sponsor support):** $134242322.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 85: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.365000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQAD7, C.4 - ISIN: US2063CQAD76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $195974800.00
- **C.18.a - Value (excl. sponsor support):** $195974800.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 86: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.640000%
- **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):** $148605732.00
- **C.18.a - Value (excl. sponsor support):** $148605732.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, 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) 4.600000%
- **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):** $175035910.00
- **C.18.a - Value (excl. sponsor support):** $175035910.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZT8, C.4 - ISIN: US22532XZT89, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $114004286.40
- **C.18.a - Value (excl. sponsor support):** $114004286.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 89: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAG0, C.4 - ISIN: US22536JAG04, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $237001540.50
- **C.18.a - Value (excl. sponsor support):** $237001540.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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 90: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAZ8, C.4 - ISIN: US22536JAZ84, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $78996990.10
- **C.18.a - Value (excl. sponsor support):** $78996990.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 91: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJU0, C.4 - ISIN: US22536JJU07, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $134996355.00
- **C.18.a - Value (excl. sponsor support):** $134996355.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 92: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPA7, C.4 - ISIN: US22536JPA78, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $200028320.00
- **C.18.a - Value (excl. sponsor support):** $200028320.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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 93: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPG4, C.4 - ISIN: US22536JPG49, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $236033441.20
- **C.18.a - Value (excl. sponsor support):** $236033441.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 94: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLD6, C.4 - ISIN: US22536WLD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199987980.00
- **C.18.a - Value (excl. sponsor support):** $199987980.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 95: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLN4, C.4 - ISIN: US22536WLN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150001470.00
- **C.18.a - Value (excl. sponsor support):** $150001470.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 96: 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.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149961270.00
- **C.18.a - Value (excl. sponsor support):** $149961270.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 97: DZ BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JD51, C.4 - ISIN: US23344JD513, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188996314.50
- **C.18.a - Value (excl. sponsor support):** $188996314.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 98: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQG6, C.4 - ISIN: US23345HQG64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155002852.00
- **C.18.a - Value (excl. sponsor support):** $155002852.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC 4.370000%
- **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):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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 100: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 144A 4.587000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251UVL9, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $279286532.00
- **C.18.a - Value (excl. sponsor support):** $279286532.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 4.337000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2V18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $453945293.00
- **C.18.a - Value (excl. sponsor support):** $453945293.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HW99, C.4 - ISIN: US31849HW994, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $141312095.20
- **C.18.a - Value (excl. sponsor support):** $141312095.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 103: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.411000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HX15, C.4 - ISIN: US31849HX158, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $330470465.40
- **C.18.a - Value (excl. sponsor support):** $330470465.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 104: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.419000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HXT4, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $112768480.80
- **C.18.a - Value (excl. sponsor support):** $112768480.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **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 105: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 4.556000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790AVE0, C.4 - ISIN: US37790AVE09, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $246562365.40
- **C.18.a - Value (excl. sponsor support):** $246562365.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 4.583000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790AW41, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $99554400.00
- **C.18.a - Value (excl. sponsor support):** $99554400.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVK2, C.4 - ISIN: US40433FVK29, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $141087476.40
- **C.18.a - Value (excl. sponsor support):** $141087476.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 108: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVL0, C.4 - ISIN: US40433FVL02, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $130019227.00
- **C.18.a - Value (excl. sponsor support):** $130019227.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 109: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.660000%
- **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):** $100016910.00
- **C.18.a - Value (excl. sponsor support):** $100016910.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 110: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.670000%
- **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):** $189981304.00
- **C.18.a - Value (excl. sponsor support):** $189981304.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 4.383000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PV17, C.4 - ISIN: US44331PV175, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $270967019.30
- **C.18.a - Value (excl. sponsor support):** $270967019.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 4.404000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AV59, C.4 - ISIN: US44333AV595, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499694150.00
- **C.18.a - Value (excl. sponsor support):** $499694150.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? 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 113: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFH6, C.4 - ISIN: US44988GFH65, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100009240.00
- **C.18.a - Value (excl. sponsor support):** $100009240.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 114: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFU7, C.4 - ISIN: US44988GFU76, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $150034065.00
- **C.18.a - Value (excl. sponsor support):** $150034065.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 115: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.660000%
- **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):** $230023414.00
- **C.18.a - Value (excl. sponsor support):** $230023414.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLJ6, C.4 - ISIN: US44988KLJ69, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $140028112.00
- **C.18.a - Value (excl. sponsor support):** $140028112.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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? No, C.23 Categorized at Level 3? No

### Security 117: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLN7, C.4 - ISIN: US44988KLN71, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $130024947.00
- **C.18.a - Value (excl. sponsor support):** $130024947.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.660000%
- **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):** $165059647.50
- **C.18.a - Value (excl. sponsor support):** $165059647.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 119: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 4.370000%
- **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):** $51137000.00
- **C.18.a - Value (excl. sponsor support):** $51137000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $37555000.00
- **C.18.a - Value (excl. sponsor support):** $37555000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $2300000.00
- **C.18.a - Value (excl. sponsor support):** $2300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **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 122: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $32400000.00
- **C.18.a - Value (excl. sponsor support):** $32400000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **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: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114180000.00
- **C.18.a - Value (excl. sponsor support):** $114180000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **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 124: KBC BANK NV

- **C.1 - Title:** KBC BANK NV 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDZC8, C.4 - ISIN: US4823TDZC89, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $141991011.40
- **C.18.a - Value (excl. sponsor support):** $141991011.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 125: KEURIG DR PEPPER INC

- **C.1 - Title:** KEURIG DR PEPPER INC 144A 4.544000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49271JV53, C.3 - LEI: DYTQ8KRTKO7Y2BVU5K74
- **C.18 - Value (incl. sponsor support):** $172890802.40
- **C.18.a - Value (excl. sponsor support):** $172890802.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: KEURIG DR PEPPER INC

- **C.1 - Title:** KEURIG DR PEPPER INC 144A 4.583000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49271JVJ3, C.4 - ISIN: US49271JVJ32, C.3 - LEI: DYTQ8KRTKO7Y2BVU5K74
- **C.18 - Value (incl. sponsor support):** $124713537.50
- **C.18.a - Value (excl. sponsor support):** $124713537.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501Y5H1, C.4 - ISIN: US51501Y5H10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999999600.00
- **C.18.a - Value (excl. sponsor support):** $999999600.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YD41, C.4 - ISIN: US51501YD413, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000890.00
- **C.18.a - Value (excl. sponsor support):** $50000890.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **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 129: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG48, C.4 - ISIN: US51501YG481, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154995164.00
- **C.18.a - Value (excl. sponsor support):** $154995164.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG71, C.4 - ISIN: US51501YG713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $157985890.60
- **C.18.a - Value (excl. sponsor support):** $157985890.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.670000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEL3, C.4 - ISIN: US52473GEL32, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $189048009.78
- **C.18.a - Value (excl. sponsor support):** $189048009.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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 132: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEN9, C.4 - ISIN: US52473GEN97, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $95026030.00
- **C.18.a - Value (excl. sponsor support):** $95026030.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 133: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.719000%
- **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):** $90991537.00
- **C.18.a - Value (excl. sponsor support):** $90991537.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 134: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.670000%
- **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):** $88993503.00
- **C.18.a - Value (excl. sponsor support):** $88993503.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 135: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943FXV2, C.4 - ISIN: US53943FXV20, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $128583000.00
- **C.18.a - Value (excl. sponsor support):** $128583000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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 136: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBC7, C.4 - ISIN: US53944TBC71, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $231034419.00
- **C.18.a - Value (excl. sponsor support):** $231034419.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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 137: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBD5, C.4 - ISIN: US53944TBD54, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $218075340.80
- **C.18.a - Value (excl. sponsor support):** $218075340.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **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 138: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2Z2, C.4 - ISIN: US53947B2Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115056005.00
- **C.18.a - Value (excl. sponsor support):** $115056005.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 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):** $170854051.50
- **C.18.a - Value (excl. sponsor support):** $170854051.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 140: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC 4.810000%
- **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):** $204174420.00
- **C.18.a - Value (excl. sponsor support):** $204174420.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDN5, C.4 - ISIN: US55381BDN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192024000.00
- **C.18.a - Value (excl. sponsor support):** $192024000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 142: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEP9, C.4 - ISIN: US55381BEP94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124992062.50
- **C.18.a - Value (excl. sponsor support):** $124992062.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **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 143: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFP8, C.4 - ISIN: US55381BFP85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158985785.40
- **C.18.a - Value (excl. sponsor support):** $158985785.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **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 144: 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):** $199977260.00
- **C.18.a - Value (excl. sponsor support):** $199977260.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 145: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKL1, C.4 - ISIN: US55381BKL17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125007625.00
- **C.18.a - Value (excl. sponsor support):** $125007625.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 146: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.570000%
- **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):** $99998210.00
- **C.18.a - Value (excl. sponsor support):** $99998210.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KXV3, C.4 - ISIN: US55607KXV33, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98882500.00
- **C.18.a - Value (excl. sponsor support):** $98882500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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 148: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.385000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LAC8, C.4 - ISIN: US55607LAC81, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $181281888.50
- **C.18.a - Value (excl. sponsor support):** $181281888.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.790000%
- **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):** $123102090.00
- **C.18.a - Value (excl. sponsor support):** $123102090.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.660000%
- **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):** $149016866.80
- **C.18.a - Value (excl. sponsor support):** $149016866.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 151: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NWX4, C.4 - ISIN: US55607NWX47, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $120020928.00
- **C.18.a - Value (excl. sponsor support):** $120020928.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYB0, C.4 - ISIN: US55607NYB09, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $100010300.00
- **C.18.a - Value (excl. sponsor support):** $100010300.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 153: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYM6, C.4 - ISIN: US55607NYM63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $168116911.20
- **C.18.a - Value (excl. sponsor support):** $168116911.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 154: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.607000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYZ7, C.4 - ISIN: US55607NYZ76, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98012838.00
- **C.18.a - Value (excl. sponsor support):** $98012838.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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 155: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.660000%
- **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):** $150019200.00
- **C.18.a - Value (excl. sponsor support):** $150019200.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 156: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.461000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UX16, C.4 - ISIN: US55608UX160, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $131978254.10
- **C.18.a - Value (excl. sponsor support):** $131978254.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 157: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.468000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UXP3, C.4 - ISIN: US55608UXP38, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $94999171.20
- **C.18.a - Value (excl. sponsor support):** $94999171.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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 158: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.468000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UXQ1, C.4 - ISIN: US55608UXQ11, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $111807827.40
- **C.18.a - Value (excl. sponsor support):** $111807827.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **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 159: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.720000%
- **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):** $200065700.00
- **C.18.a - Value (excl. sponsor support):** $200065700.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DB32, C.4 - ISIN: US60683DB325, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192009139.20
- **C.18.a - Value (excl. sponsor support):** $192009139.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 161: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DK99, C.4 - ISIN: US60683DK995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170103938.00
- **C.18.a - Value (excl. sponsor support):** $170103938.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 162: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.710000%
- **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):** $100054990.00
- **C.18.a - Value (excl. sponsor support):** $100054990.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 164: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TVT5, C.4 - ISIN: US60710TVT59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $168996839.70
- **C.18.a - Value (excl. sponsor support):** $168996839.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 165: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TX48, C.4 - ISIN: US60710TX482, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005990.00
- **C.18.a - Value (excl. sponsor support):** $100005990.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 166: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY88, C.4 - ISIN: US60710TY886, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006640.00
- **C.18.a - Value (excl. sponsor support):** $100006640.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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 167: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZR5, C.4 - ISIN: US60710TZR57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193105667.50
- **C.18.a - Value (excl. sponsor support):** $193105667.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 168: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.560000%
- **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):** $150024315.00
- **C.18.a - Value (excl. sponsor support):** $150024315.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.560000%
- **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):** $168019756.80
- **C.18.a - Value (excl. sponsor support):** $168019756.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 172: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.359000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LXX4, C.4 - ISIN: US63307LXX45, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $256564541.57
- **C.18.a - Value (excl. sponsor support):** $256564541.57
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 173: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.327000%
- **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):** $157400925.50
- **C.18.a - Value (excl. sponsor support):** $157400925.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NLL9, C.4 - ISIN: US63307NLL90, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $134019416.60
- **C.18.a - Value (excl. sponsor support):** $134019416.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 175: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NMN4, C.4 - ISIN: US63307NMN48, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $162017766.54
- **C.18.a - Value (excl. sponsor support):** $162017766.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? No, C.23 Categorized at Level 3? No

### Security 176: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.700000%
- **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):** $100081850.00
- **C.18.a - Value (excl. sponsor support):** $100081850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 4.520000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TBL1, C.4 - ISIN: US63873TBL17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $157988624.00
- **C.18.a - Value (excl. sponsor support):** $157988624.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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 179: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $99989610.00
- **C.18.a - Value (excl. sponsor support):** $99989610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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 180: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.681000%
- **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):** $77100800.81
- **C.18.a - Value (excl. sponsor support):** $77100800.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.700000%
- **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):** $200176300.00
- **C.18.a - Value (excl. sponsor support):** $200176300.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $163005053.00
- **C.18.a - Value (excl. sponsor support):** $163005053.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **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 183: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.590000%
- **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):** $190034960.00
- **C.18.a - Value (excl. sponsor support):** $190034960.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC S 4.370000%
- **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):** $32700000.00
- **C.18.a - Value (excl. sponsor support):** $32700000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** NORTHERN TRUST COMPANY (THE) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 66585QDT0, C.4 - ISIN: US66585QDT04, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $185012062.00
- **C.18.a - Value (excl. sponsor support):** $185012062.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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 186: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFV1, C.4 - ISIN: US67985FFV13, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $145005942.10
- **C.18.a - Value (excl. sponsor support):** $145005942.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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? 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 187: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFB6, C.4 - ISIN: US69033NFB64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170037723.00
- **C.18.a - Value (excl. sponsor support):** $170037723.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.760000%
- **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):** $85079560.00
- **C.18.a - Value (excl. sponsor support):** $85079560.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 144A 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDC1, C.4 - ISIN: US73044BDC19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99010632.60
- **C.18.a - Value (excl. sponsor support):** $99010632.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 4.447000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432JV57, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246847428.10
- **C.18.a - Value (excl. sponsor support):** $246847428.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 191: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 4.413000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300AW44, C.4 - ISIN: US75300AW446, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $164292034.50
- **C.18.a - Value (excl. sponsor support):** $164292034.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 192: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 144A 4.378000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $151515732.81
- **C.18.a - Value (excl. sponsor support):** $151515732.81
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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? 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 193: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.335000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $49403940.00
- **C.18.a - Value (excl. sponsor support):** $49403940.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 194: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.205000%
- **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):** $96496050.00
- **C.18.a - Value (excl. sponsor support):** $96496050.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 195: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $159093984.90
- **C.18.a - Value (excl. sponsor support):** $159093984.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 196: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.700000%
- **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):** $170124678.00
- **C.18.a - Value (excl. sponsor support):** $170124678.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.600000%
- **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):** $150025875.00
- **C.18.a - Value (excl. sponsor support):** $150025875.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.590000%
- **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):** $223061458.80
- **C.18.a - Value (excl. sponsor support):** $223061458.80
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2L0, C.4 - ISIN: US78015J2L00, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $165008596.50
- **C.18.a - Value (excl. sponsor support):** $165008596.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **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 200: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J6U6, C.4 - ISIN: US78015J6U62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $117064818.00
- **C.18.a - Value (excl. sponsor support):** $117064818.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 201: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.600000%
- **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):** $140028294.00
- **C.18.a - Value (excl. sponsor support):** $140028294.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 4.740000%
- **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):** $150109590.00
- **C.18.a - Value (excl. sponsor support):** $150109590.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWX1, C.4 - ISIN: US78015JWX17, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $99990080.00
- **C.18.a - Value (excl. sponsor support):** $99990080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 204: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNX8, C.4 - ISIN: US83050WNX82, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $144031896.00
- **C.18.a - Value (excl. sponsor support):** $144031896.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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 205: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WPF5, C.4 - ISIN: US83050WPF58, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $29000287.10
- **C.18.a - Value (excl. sponsor support):** $29000287.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 206: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YDZ0, C.4 - ISIN: US83050YDZ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199982620.00
- **C.18.a - Value (excl. sponsor support):** $199982620.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **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 207: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 4.434000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BX76, C.4 - ISIN: US83369BX769, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $198325060.00
- **C.18.a - Value (excl. sponsor support):** $198325060.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 208: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPH7, C.4 - ISIN: US85325VPH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $203130041.80
- **C.18.a - Value (excl. sponsor support):** $203130041.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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 209: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQD5, C.4 - ISIN: US85325VQD54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200057020.00
- **C.18.a - Value (excl. sponsor support):** $200057020.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 210: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQF0, C.4 - ISIN: US85325VQF03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199963720.00
- **C.18.a - Value (excl. sponsor support):** $199963720.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 211: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQM5, C.4 - ISIN: US85325VQM53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175259000.00
- **C.18.a - Value (excl. sponsor support):** $175259000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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 212: 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):** $152074145.60
- **C.18.a - Value (excl. sponsor support):** $152074145.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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 213: 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):** $224879715.00
- **C.18.a - Value (excl. sponsor support):** $224879715.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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 214: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRR3, C.4 - ISIN: US85325VRR32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180180172.80
- **C.18.a - Value (excl. sponsor support):** $180180172.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 215: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $200068940.00
- **C.18.a - Value (excl. sponsor support):** $200068940.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 216: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBS1, C.4 - ISIN: US86564TBS15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150025845.00
- **C.18.a - Value (excl. sponsor support):** $150025845.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 217: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBU6, C.4 - ISIN: US86564TBU60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127989196.80
- **C.18.a - Value (excl. sponsor support):** $127989196.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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 218: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TCF8, C.4 - ISIN: US86564TCF84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125012400.00
- **C.18.a - Value (excl. sponsor support):** $125012400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **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 219: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKJ8, C.4 - ISIN: US86565GKJ84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $163092046.10
- **C.18.a - Value (excl. sponsor support):** $163092046.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 220: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKU3, C.4 - ISIN: US86565GKU30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $61018379.30
- **C.18.a - Value (excl. sponsor support):** $61018379.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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 221: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **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):** $200068600.00
- **C.18.a - Value (excl. sponsor support):** $200068600.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 222: 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):** $132920771.90
- **C.18.a - Value (excl. sponsor support):** $132920771.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 223: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLV0, C.4 - ISIN: US86565GLV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $156907307.20
- **C.18.a - Value (excl. sponsor support):** $156907307.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **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 224: 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: 86565GMD9, C.4 - ISIN: US86565GMD96, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149950035.00
- **C.18.a - Value (excl. sponsor support):** $149950035.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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 225: 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):** $199949540.00
- **C.18.a - Value (excl. sponsor support):** $199949540.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 226: 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):** $49987390.00
- **C.18.a - Value (excl. sponsor support):** $49987390.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 227: 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):** $249965325.00
- **C.18.a - Value (excl. sponsor support):** $249965325.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 228: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150018855.00
- **C.18.a - Value (excl. sponsor support):** $150018855.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 229: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TGN0, C.4 - ISIN: US86959TGN00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137021221.30
- **C.18.a - Value (excl. sponsor support):** $137021221.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 230: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKE5, C.4 - ISIN: US86959TKE54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222135908.40
- **C.18.a - Value (excl. sponsor support):** $222135908.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 231: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.580000%
- **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):** $75009802.50
- **C.18.a - Value (excl. sponsor support):** $75009802.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 232: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.600000%
- **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):** $159998352.00
- **C.18.a - Value (excl. sponsor support):** $159998352.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 233: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.760000%
- **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):** $100094520.00
- **C.18.a - Value (excl. sponsor support):** $100094520.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.760000%
- **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):** $100090370.00
- **C.18.a - Value (excl. sponsor support):** $100090370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.740000%
- **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):** $100073200.00
- **C.18.a - Value (excl. sponsor support):** $100073200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.405000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNM4, C.4 - ISIN: US86959TNM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149994405.00
- **C.18.a - Value (excl. sponsor support):** $149994405.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 237: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.435000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNX0, C.4 - ISIN: US86959TNX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175005652.50
- **C.18.a - Value (excl. sponsor support):** $175005652.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.630000%
- **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):** $120011364.00
- **C.18.a - Value (excl. sponsor support):** $120011364.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDP0, C.4 - ISIN: US87020YDP07, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125059500.00
- **C.18.a - Value (excl. sponsor support):** $125059500.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 240: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.750000%
- **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):** $97085738.30
- **C.18.a - Value (excl. sponsor support):** $97085738.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 4.510000%
- **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:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BUR9, C.4 - ISIN: US89115BUR94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186061919.40
- **C.18.a - Value (excl. sponsor support):** $186061919.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 243: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.810000%
- **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):** $125195581.25
- **C.18.a - Value (excl. sponsor support):** $125195581.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 244: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.830000%
- **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):** $109179940.47
- **C.18.a - Value (excl. sponsor support):** $109179940.47
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 245: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.810000%
- **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):** $125155800.00
- **C.18.a - Value (excl. sponsor support):** $125155800.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAT3, C.4 - ISIN: US89115DAT37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139977516.00
- **C.18.a - Value (excl. sponsor support):** $139977516.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 247: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DDT0, C.4 - ISIN: US89115DDT00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002570.00
- **C.18.a - Value (excl. sponsor support):** $100002570.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **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):** $150081571.50
- **C.18.a - Value (excl. sponsor support):** $150081571.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 249: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.760000%
- **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):** $140118986.00
- **C.18.a - Value (excl. sponsor support):** $140118986.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **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):** $169141647.35
- **C.18.a - Value (excl. sponsor support):** $169141647.35
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DL38, C.4 - ISIN: US89115DL381, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200058400.00
- **C.18.a - Value (excl. sponsor support):** $200058400.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 252: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.600000%
- **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):** $100004330.00
- **C.18.a - Value (excl. sponsor support):** $100004330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRX6, C.4 - ISIN: US89115DRX65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119994504.00
- **C.18.a - Value (excl. sponsor support):** $119994504.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 254: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.640000%
- **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):** $125005825.00
- **C.18.a - Value (excl. sponsor support):** $125005825.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DZS8, C.4 - ISIN: US89115DZS88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139009229.60
- **C.18.a - Value (excl. sponsor support):** $139009229.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 256: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 5.027000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMM4, C.4 - ISIN: US89236TMM44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $157232730.61
- **C.18.a - Value (excl. sponsor support):** $157232730.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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 257: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 5.022000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $131051951.98
- **C.18.a - Value (excl. sponsor support):** $131051951.98
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 258: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.907000%
- **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):** $120618088.05
- **C.18.a - Value (excl. sponsor support):** $120618088.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 259: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.718000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JWZ5, C.4 - ISIN: US90276JWZ55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129017109.27
- **C.18.a - Value (excl. sponsor support):** $129017109.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.652000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXT8, C.4 - ISIN: US90276JXT86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193083962.72
- **C.18.a - Value (excl. sponsor support):** $193083962.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 261: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.662000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYB6, C.4 - ISIN: US90276JYB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150029263.50
- **C.18.a - Value (excl. sponsor support):** $150029263.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.662000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYD2, C.4 - ISIN: US90276JYD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107008753.67
- **C.18.a - Value (excl. sponsor support):** $107008753.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 263: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.772000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $142090729.48
- **C.18.a - Value (excl. sponsor support):** $142090729.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 264: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.738000%
- **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):** $125052481.25
- **C.18.a - Value (excl. sponsor support):** $125052481.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 4.364000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717485351.96
- **C.18.a - Value (excl. sponsor support):** $717485351.96
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $316055603.11
- **C.18.a - Value (excl. sponsor support):** $316055603.11
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.456000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304115228.16
- **C.18.a - Value (excl. sponsor support):** $304115228.16
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 268: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.436000%
- **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):** $182132940.08
- **C.18.a - Value (excl. sponsor support):** $182132940.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VV17, C.4 - ISIN: US92543VV174, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $417948168.00
- **C.18.a - Value (excl. sponsor support):** $417948168.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I 144A 4.372000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VVM1, C.4 - ISIN: US92543VVM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $228415958.40
- **C.18.a - Value (excl. sponsor support):** $228415958.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **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 271: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I 144A 4.371000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544KVL6, C.4 - ISIN: US92544KVL69, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $182555584.50
- **C.18.a - Value (excl. sponsor support):** $182555584.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 272: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.470000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2C4, C.4 - ISIN: US92544M2C48, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $743025945.56
- **C.18.a - Value (excl. sponsor support):** $743025945.56
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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 273: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.670000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3D9, C.4 - ISIN: US93930N3D93, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $76006992.00
- **C.18.a - Value (excl. sponsor support):** $76006992.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 274: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3F4, C.4 - ISIN: US93930N3F42, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $200001800.00
- **C.18.a - Value (excl. sponsor support):** $200001800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 275: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3G2, C.4 - ISIN: US93930N3G25, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $129036894.00
- **C.18.a - Value (excl. sponsor support):** $129036894.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 276: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.630000%
- **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):** $159023865.90
- **C.18.a - Value (excl. sponsor support):** $159023865.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 4.533000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980GV13, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $185976582.60
- **C.18.a - Value (excl. sponsor support):** $185976582.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.660000%
- **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):** $100050730.00
- **C.18.a - Value (excl. sponsor support):** $100050730.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYM4, C.4 - ISIN: US96130AYM43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173052090.30
- **C.18.a - Value (excl. sponsor support):** $173052090.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 280: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYU6, C.4 - ISIN: US96130AYU68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99967010.00
- **C.18.a - Value (excl. sponsor support):** $99967010.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 281: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE E 33                                              | 2033-08-15      | 3.8750%  | 0.0000% | $83102800.00       | $82500748.22       | U.S. Treasuries (including strips) |
| LOS ANGELES CALIF DEPT ARPTS R INTL SR BDS              2022 | 2047-05-15      | 5.0000%  | 0.0000% | $325000.00         | $321563.31         | Other Instrument                   |
| 4 5/8 NOTE L 31                                              | 2031-05-31      | 4.6250%  | 0.0000% | $25180900.00       | $26111795.90       | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                                             | 2025-08-31      | 0.2500%  | 0.0000% | $999500.00         | $996750.78         | U.S. Treasuries (including strips) |
| BURBANK GLENDALE PASADENA ARPT SR BDS                   2024 | 2044-07-01      | 5.2500%  | 0.0000% | $95000.00          | $97084.77          | Other Instrument                   |
| CARLSBAD CALIF UNI SCH DIST    ELECTION 2018 GO BDS     C    | 2050-08-01      | 4.0000%  | 0.0000% | $105000.00         | $93289.70          | Other Instrument                   |
| CHARLOTTE N C WTR & SWR SYS RE BDS                      2024 | 2038-07-01      | 5.0000%  | 0.0000% | $180000.00         | $196415.40         | Other Instrument                   |
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2038-08-15      | 4.0000%  | 0.0000% | $250000.00         | $234748.61         | Other Instrument                   |
| MASSACHUSETTS ST               GO BDS                   2024 | 2047-05-01      | 5.0000%  | 0.0000% | $310000.00         | $318859.80         | Other Instrument                   |
| MIAMI-DADE CNTY FLA WTR & SWR  SYS BDS                  2021 | 2039-10-01      | 4.0000%  | 0.0000% | $195000.00         | $190457.15         | Other Instrument                   |
| NEW CANEY TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2024 | 2049-02-15      | 4.0000%  | 0.0000% | $35000.00          | $30661.91          | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2043-04-01      | 5.0000%  | 0.0000% | $355000.00         | $369198.82         | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2047-05-01      | 5.5000%  | 0.0000% | $255000.00         | $269093.85         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2037-02-01      | 4.0000%  | 0.0000% | $270000.00         | $275629.50         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2040-02-01      | 5.0000%  | 0.0000% | $125000.00         | $130202.50         | Other Instrument                   |
| WASHINGTON D C MET AREA TRAN A BDS                      2020 | 2045-07-15      | 4.0000%  | 0.0000% | $80000.00          | $70067.82          | Other Instrument                   |
| WASHINGTON ST                  MOTOR VEHICLE FUEL TAX G R-20 | 2039-06-01      | 5.0000%  | 0.0000% | $115000.00         | $120450.23         | Other Instrument                   |

### Security 282: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.430000%
- **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):** $1305000000.00
- **C.18.a - Value (excl. sponsor support):** $1305000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TWDC ENTERPRISES 18 CORP                          | 2025-09-17      | 3.1500%  | 0.0000% | $26000.00          | $26257.79          | Corporate Debt Securities |
| APPLE INC                                         | 2026-02-23      | 3.2500%  | 0.0000% | $23000.00          | $23196.74          | Corporate Debt Securities |
| CHEVRON CORP                                      | 2026-05-16      | 2.9540%  | 0.0000% | $4106000.00        | $4086267.25        | Corporate Debt Securities |
| NVIDIA CORP                                       | 2026-09-16      | 3.2000%  | 0.0000% | $200000.00         | $200190.00         | Corporate Debt Securities |
| COLORADO INTERSTATE GAS COMPANY LLC               | 2026-08-15      | 4.1500%  | 0.0000% | $1295000.00        | $1310470.21        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2026-04-15      | 2.5000%  | 0.0000% | $97000.00          | $96318.20          | Corporate Debt Securities |
| PEPSICO INC                                       | 2026-02-24      | 2.8500%  | 0.0000% | $2990000.00        | $3001180.11        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2027-02-27      | 3.2500%  | 0.0000% | $1860000.00        | $1859372.77        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2026-10-06      | 4.0000%  | 0.0000% | $2197000.00        | $2206881.62        | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-03-01      | 3.5000%  | 0.0000% | $58000.00          | $58106.33          | Corporate Debt Securities |
| TELEFONICA EMISIONES SAU                          | 2027-03-08      | 4.1030%  | 0.0000% | $155000.00         | $156251.48         | Corporate Debt Securities |
| APPLE INC                                         | 2027-05-11      | 3.2000%  | 0.0000% | $178000.00         | $176602.90         | Corporate Debt Securities |
| APPLE INC                                         | 2027-02-09      | 3.3500%  | 0.0000% | $490000.00         | $492281.22         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2027-09-14      | 2.8000%  | 0.0000% | $4000.00           | $3929.70           | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                         | 2027-12-06      | 3.4000%  | 0.0000% | $3624000.00        | $3567284.40        | Corporate Debt Securities |
| APPLE INC                                         | 2027-06-20      | 3.0000%  | 0.0000% | $25000.00          | $24594.17          | Corporate Debt Securities |
| APPLE INC                                         | 2027-11-13      | 3.0000%  | 0.0000% | $32000.00          | $31526.08          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2025-11-20      | 3.0000%  | 0.0000% | $6943000.00        | $6951447.32        | Corporate Debt Securities |
| PFIZER INC                                        | 2026-06-03      | 2.7500%  | 0.0000% | $193000.00         | $191218.72         | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                      | 2027-06-06      | 3.7000%  | 0.0000% | $40000.00          | $39730.11          | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC                      | 2026-06-30      | 5.8750%  | 0.0000% | $144000.00         | $145498.44         | Corporate Debt Securities |
| WESTLAKE CORP                                     | 2026-08-15      | 3.6000%  | 0.0000% | $2052000.00        | $2062444.68        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-09-20      | 2.5000%  | 0.0000% | $3015000.00        | $2985866.72        | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2028-06-01      | 4.3500%  | 0.0000% | $606000.00         | $608666.40         | Corporate Debt Securities |
| JABIL INC                                         | 2028-01-12      | 3.9500%  | 0.0000% | $1363000.00        | $1347250.16        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2028-09-21      | 3.9370%  | 0.0000% | $2046000.00        | $2050044.83        | Corporate Debt Securities |
| GLAXOSK CAP INC                                   | 2028-05-15      | 3.8750%  | 0.0000% | $2873000.00        | $2872031.56        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC                             | 2028-11-15      | 4.7250%  | 0.0000% | $16316000.00       | $16670465.10       | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2028-11-13      | 4.7500%  | 0.0000% | $400000.00         | $401960.67         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2026-05-04      | 3.1190%  | 0.0000% | $29000.00          | $28944.83          | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2029-02-14      | 4.8000%  | 0.0000% | $490000.00         | $504272.07         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2027-06-01      | 5.5000%  | 0.0000% | $211000.00         | $215981.01         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2027-01-27      | 3.3000%  | 0.0000% | $400000.00         | $394422.67         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2029-04-01      | 3.5000%  | 0.0000% | $21753000.00       | $21263049.94       | Corporate Debt Securities |
| RTX CORP                                          | 2027-05-04      | 3.1250%  | 0.0000% | $810000.00         | $798337.69         | Corporate Debt Securities |
| FISERV INC                                        | 2026-07-01      | 3.2000%  | 0.0000% | $13000.00          | $12874.12          | Corporate Debt Securities |
| PAYPAL HOLDINGS INC                               | 2026-10-01      | 2.6500%  | 0.0000% | $23914000.00       | $23663939.27       | Corporate Debt Securities |
| AT&T INC                                          | 2028-02-01      | 1.6500%  | 0.0000% | $404000.00         | $381501.24         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2026-05-12      | 1.0000%  | 0.0000% | $122000.00         | $119248.22         | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMERICA INC                 | 2031-05-25      | 2.6900%  | 0.0000% | $865000.00         | $778138.14         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                           | 2030-05-07      | 2.8750%  | 0.0000% | $608000.00         | $562848.99         | Corporate Debt Securities |
| APPLE INC                                         | 2028-05-10      | 4.0000%  | 0.0000% | $2496000.00        | $2516866.56        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                      | 2030-07-15      | 3.7000%  | 0.0000% | $124000.00         | $119897.39         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2029-07-26      | 3.4000%  | 0.0000% | $4360000.00        | $4213688.09        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2028-02-20      | 3.9000%  | 0.0000% | $2713000.00        | $2739184.97        | Corporate Debt Securities |
| BROADCOM INC                                      | 2027-07-12      | 5.0500%  | 0.0000% | $1656000.00        | $1680451.30        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2033-10-03      | 6.0920%  | 0.0000% | $100000.00         | $109075.90         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2029-02-26      | 4.8500%  | 0.0000% | $2105000.00        | $2190025.04        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2029-08-15      | 3.1000%  | 0.0000% | $2320000.00        | $2225331.11        | Corporate Debt Securities |
| DOLLAR TREE INC                                   | 2031-12-01      | 2.6500%  | 0.0000% | $4887000.00        | $4322095.38        | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2029-11-15      | 3.1250%  | 0.0000% | $75000.00          | $71214.78          | Corporate Debt Securities |
| FOX CORP                                          | 2033-10-13      | 6.5000%  | 0.0000% | $3708000.00        | $4067935.56        | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                       | 2031-09-01      | 4.9500%  | 0.0000% | $4022000.00        | $4185273.09        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2030-10-15      | 1.7000%  | 0.0000% | $13385000.00       | $11664968.02       | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2028-09-15      | 1.7000%  | 0.0000% | $50000.00          | $46422.11          | Corporate Debt Securities |
| NXP BV                                            | 2031-05-11      | 2.5000%  | 0.0000% | $551000.00         | $489335.45         | Corporate Debt Securities |
| NESTLE HLDGS INC.                                 | 2026-03-13      | 5.2500%  | 0.0000% | $3025000.00        | $3100549.38        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2026-01-01      | 3.1500%  | 0.0000% | $1641648.00        | $1634547.88        | Corporate Debt Securities |
| PEPSICO INC                                       | 2028-02-18      | 3.6000%  | 0.0000% | $6356000.00        | $6387144.40        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2028-05-19      | 4.4500%  | 0.0000% | $16637000.00       | $16840410.43       | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2030-05-19      | 4.6500%  | 0.0000% | $7904000.00        | $8040587.70        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2027-02-01      | 4.8750%  | 0.0000% | $4507000.00        | $4625151.01        | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2030-03-12      | 2.2500%  | 0.0000% | $582000.00         | $531993.11         | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2027-04-15      | 3.7500%  | 0.0000% | $1440000.00        | $1438692.00        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2030-04-15      | 3.8750%  | 0.0000% | $676000.00         | $662256.73         | Corporate Debt Securities |
| TOTALENERGIES CAPITAL SA                          | 2028-10-11      | 3.8830%  | 0.0000% | $3132000.00        | $3139162.45        | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA            | 2029-02-19      | 3.4550%  | 0.0000% | $14000.00          | $13884.66          | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2025-11-10      | 5.4000%  | 0.0000% | $8000.00           | $8113.76           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2031-05-15      | 2.3000%  | 0.0000% | $2610000.00        | $2305610.20        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2032-05-15      | 4.2000%  | 0.0000% | $355000.00         | $344962.97         | Corporate Debt Securities |
| YAMANA GOLD INC                                   | 2031-08-15      | 2.6300%  | 0.0000% | $16952000.00       | $14990554.71       | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2028-05-12      | 1.6500%  | 0.0000% | $156000.00         | $146618.29         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-04-13      | 3.3000%  | 0.0000% | $607000.00         | $604389.90         | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.              | 2029-01-15      | 5.2000%  | 0.0000% | $11199000.00       | $11461405.01       | Corporate Debt Securities |
| AMGEN INC                                         | 2029-08-18      | 4.0500%  | 0.0000% | $498000.00         | $499602.31         | Corporate Debt Securities |
| AMGEN INC                                         | 2033-03-02      | 5.2500%  | 0.0000% | $38455000.00       | $40006242.67       | Corporate Debt Securities |
| ELEVANCE HEALTH INC                               | 2031-03-15      | 2.5500%  | 0.0000% | $3876000.00        | $3491281.16        | Corporate Debt Securities |
| APPLE INC                                         | 2029-09-11      | 2.2000%  | 0.0000% | $725000.00         | $677233.78         | Corporate Debt Securities |
| APPLE INC                                         | 2031-08-05      | 1.7000%  | 0.0000% | $3346000.00        | $2919957.54        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2034-02-26      | 5.0000%  | 0.0000% | $7050000.00        | $7291235.33        | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                         | 2028-12-01      | 2.2720%  | 0.0000% | $2717000.00        | $2534272.69        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2027-11-17      | 5.0170%  | 0.0000% | $2411000.00        | $2471281.56        | Corporate Debt Securities |
| BROADCOM INC                                      | 2029-04-15      | 4.7500%  | 0.0000% | $644000.00         | $658609.86         | Corporate Debt Securities |
| CDW LLC                                           | 2031-12-01      | 3.5690%  | 0.0000% | $1785000.00        | $1657815.77        | Corporate Debt Securities |
| CIMIC FINANCE (USA) PTY LTD                       | 2034-03-25      | 7.0000%  | 0.0000% | $3201000.00        | $3478864.58        | Corporate Debt Securities |
| COCA-COLA CO                                      | 2027-03-25      | 3.3750%  | 0.0000% | $164000.00         | $164034.85         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                            | 2029-12-01      | 3.5000%  | 0.0000% | $3221000.00        | $3090109.30        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                    | 2030-07-28      | 7.0000%  | 0.0000% | $3154000.00        | $3353581.62        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2026-01-10      | 5.0500%  | 0.0000% | $5000.00           | $5022.83           | Corporate Debt Securities |
| EQUINOR ASA                                       | 2026-01-22      | 1.7500%  | 0.0000% | $54000.00          | $53316.30          | Corporate Debt Securities |
| HONDA MOTOR CO LTD                                | 2032-03-10      | 2.9670%  | 0.0000% | $2359000.00        | $2136330.06        | Corporate Debt Securities |
| INTEL CORP                                        | 2029-11-15      | 2.4500%  | 0.0000% | $563000.00         | $515371.45         | Corporate Debt Securities |
| MASTEC INC.                                       | 2028-08-15      | 4.5000%  | 0.0000% | $1600000.00        | $1614960.00        | Corporate Debt Securities |
| MATTEL INC                                        | 2029-04-01      | 3.7500%  | 0.0000% | $727000.00         | $705771.60         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $1051000.00        | $1039151.73        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2029-01-11      | 4.8500%  | 0.0000% | $3150000.00        | $3185703.50        | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2026-03-25      | 1.6500%  | 0.0000% | $12000.00          | $11844.42          | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2028-05-06      | 4.5000%  | 0.0000% | $1024000.00        | $1037491.20        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2029-01-15      | 6.1000%  | 0.0000% | $96000.00          | $99336.11          | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | 2034-02-16      | 4.7000%  | 0.0000% | $225000.00         | $226775.50         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-05-01      | 2.1000%  | 0.0000% | $30000.00          | $27032.40          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2033-09-07      | 5.6250%  | 0.0000% | $1115000.00        | $1183650.55        | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                             | 2029-12-15      | 4.6250%  | 0.0000% | $1422000.00        | $1437286.10        | Corporate Debt Securities |
| RELX CAPITAL INC                                  | 2030-05-22      | 3.0000%  | 0.0000% | $1479000.00        | $1398231.81        | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                | 2025-09-02      | 1.2000%  | 0.0000% | $473000.00         | $473654.32         | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2032-03-15      | 2.7000%  | 0.0000% | $20167000.00       | $17911522.72       | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-04-01      | 3.3750%  | 0.0000% | $94000.00          | $90862.28          | Corporate Debt Securities |
| APPLE INC                                         | 2031-02-08      | 1.6500%  | 0.0000% | $5895000.00        | $5173506.04        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2026-05-10      | 2.8750%  | 0.0000% | $156000.00         | $155216.71         | Corporate Debt Securities |
| SYSCO CORP                                        | 2030-04-01      | 5.9500%  | 0.0000% | $9754000.00        | $10470171.19       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2032-03-15      | 2.3550%  | 0.0000% | $1174000.00        | $1019685.53        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                    | 2030-07-28      | 7.0000%  | 0.0000% | $1415000.00        | $1504539.63        | Corporate Debt Securities |
| APPLE INC                                         | 2031-02-08      | 1.6500%  | 0.0000% | $3100000.00        | $2720588.42        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2026-05-10      | 2.8750%  | 0.0000% | $427000.00         | $424855.99         | Corporate Debt Securities |
| SYSCO CORP                                        | 2030-04-01      | 5.9500%  | 0.0000% | $4915000.00        | $5275875.68        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2032-03-15      | 2.3550%  | 0.0000% | $687000.00         | $596698.43         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2032-12-01      | 4.7000%  | 0.0000% | $296000.00         | $302622.51         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                         | 2026-12-15      | 2.0610%  | 0.0000% | $2967000.00        | $2879216.85        | Corporate Debt Securities |
| BROADCOM INC                                      | 2029-04-15      | 4.0000%  | 0.0000% | $200000.00         | $199225.56         | Corporate Debt Securities |
| CAMPBELLS CO                                      | 2029-03-21      | 5.2000%  | 0.0000% | $3230000.00        | $3353023.52        | Corporate Debt Securities |
| CARNIVAL CORP                                     | 2028-08-01      | 4.0000%  | 0.0000% | $732000.00         | $725513.67         | Corporate Debt Securities |
| CARRIER GLOBAL CORP                               | 2027-02-15      | 2.4930%  | 0.0000% | $508000.00         | $499752.87         | Corporate Debt Securities |
| META PLATFORMS INC                                | 2027-08-15      | 3.5000%  | 0.0000% | $1466000.00        | $1471173.35        | Corporate Debt Securities |
| GARTNER INC                                       | 2029-06-15      | 3.6250%  | 0.0000% | $66000.00          | $62860.51          | Corporate Debt Securities |
| HASBRO INC                                        | 2034-05-14      | 6.0500%  | 0.0000% | $22061000.00       | $23053530.52       | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                     | 2030-04-01      | 4.3500%  | 0.0000% | $109000.00         | $109327.00         | Corporate Debt Securities |
| NEWMONT CORPORATION                               | 2030-05-13      | 3.2500%  | 0.0000% | $200000.00         | $191046.33         | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2030-04-01      | 3.2500%  | 0.0000% | $1405000.00        | $1342819.38        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-02-15      | 5.1250%  | 0.0000% | $149000.00         | $156031.60         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2033-02-15      | 5.3750%  | 0.0000% | $200000.00         | $210164.94         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2033-03-09      | 5.0000%  | 0.0000% | $1838000.00        | $1898513.09        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2031-09-30      | 5.6250%  | 0.0000% | $33461000.00       | $34305890.25       | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                             | 2029-09-06      | 2.1250%  | 0.0000% | $1303000.00        | $1208361.84        | Corporate Debt Securities |
| UNION ELECTRIC CO                                 | 2034-04-01      | 5.2000%  | 0.0000% | $74000.00          | $76232.09          | Corporate Debt Securities |
| VONTIER CORP                                      | 2026-04-01      | 1.8000%  | 0.0000% | $1064000.00        | $1049114.64        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2029-03-19      | 5.3500%  | 0.0000% | $64000.00          | $66417.07          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-06-24      | 5.4000%  | 0.0000% | $3400000.00        | $3496118.00        | Corporate Debt Securities |
| BROADCOM INC                                      | 2030-02-15      | 4.3500%  | 0.0000% | $48000.00          | $48587.92          | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                         | 2029-06-11      | 5.9500%  | 0.0000% | $45000.00          | $46119.78          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2025-12-01      | 4.6000%  | 0.0000% | $76000.00          | $76615.35          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2034-02-26      | 5.0500%  | 0.0000% | $77000.00          | $79984.76          | Corporate Debt Securities |
| EDISON INTL                                       | 2032-03-15      | 5.2500%  | 0.0000% | $2845000.00        | $2762618.28        | Corporate Debt Securities |
| GENERAL MILLS INC                                 | 2030-01-30      | 4.8750%  | 0.0000% | $42000.00          | $42486.78          | Corporate Debt Securities |
| HYATT HOTELS CORP                                 | 2030-04-23      | 5.7500%  | 0.0000% | $56000.00          | $58643.36          | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2026-03-02      | 1.4500%  | 0.0000% | $2525000.00        | $2494981.26        | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2029-09-01      | 2.0000%  | 0.0000% | $92000.00          | $84896.07          | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                   | 2035-01-15      | 5.8000%  | 0.0000% | $358000.00         | $371295.32         | Corporate Debt Securities |
| HP INC                                            | 2031-06-17      | 2.6500%  | 0.0000% | $305000.00         | $270366.91         | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                       | 2029-01-15      | 6.8750%  | 0.0000% | $200000.00         | $204619.11         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2028-05-08      | 5.4000%  | 0.0000% | $50000.00          | $51596.50          | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2026-04-08      | 0.7000%  | 0.0000% | $6000.00           | $5865.89           | Corporate Debt Securities |
| BROADCOM INC                                      | 2029-07-12      | 5.0500%  | 0.0000% | $259000.00         | $264764.12         | Corporate Debt Securities |
| BROADCOM INC                                      | 2032-04-15      | 5.2000%  | 0.0000% | $6919000.00        | $7184282.15        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2025-08-12      | 0.6870%  | 0.0000% | $3474000.00        | $3480861.44        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2029-10-15      | 3.2500%  | 0.0000% | $200000.00         | $194253.89         | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                    | 2035-02-11      | 5.9800%  | 0.0000% | $677000.00         | $705875.93         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                         | 2028-03-10      | 6.5000%  | 0.0000% | $227000.00         | $240308.63         | Corporate Debt Securities |
| PIONEER NAT RES CO                                | 2026-03-29      | 5.1000%  | 0.0000% | $300000.00         | $306280.00         | Corporate Debt Securities |
| TARGA RESOURCES CORP                              | 2029-03-01      | 6.1500%  | 0.0000% | $1789000.00        | $1917977.96        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2031-02-26      | 4.9500%  | 0.0000% | $699000.00         | $730407.82         | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2027-03-15      | 3.1250%  | 0.0000% | $129000.00         | $127668.15         | Corporate Debt Securities |
| HP INC                                            | 2035-04-25      | 6.1000%  | 0.0000% | $3218000.00        | $3383169.21        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2035-03-15      | 5.1500%  | 0.0000% | $6621000.00        | $6831005.25        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-02-28      | 2.9500%  | 0.0000% | $48000.00          | $48165.00          | Corporate Debt Securities |
| CUMMINS INC                                       | 2031-02-15      | 4.7000%  | 0.0000% | $3463000.00        | $3516072.40        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-06-05      | 4.5500%  | 0.0000% | $3228000.00        | $3265599.03        | Corporate Debt Securities |
| MCKESSON CORP                                     | 2035-05-30      | 5.2500%  | 0.0000% | $109000.00         | $110966.36         | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP       | 2032-10-01      | 5.3690%  | 0.0000% | $5000000.00        | $5085210.56        | Corporate Debt Securities |
| AT&T INC                                          | 2026-01-15      | 3.8750%  | 0.0000% | $10000.00          | $9975.12           | Corporate Debt Securities |
| AT&T INC                                          | 2026-03-25      | 1.7000%  | 0.0000% | $421000.00         | $415754.34         | Corporate Debt Securities |
| AT&T INC                                          | 2030-08-15      | 4.7000%  | 0.0000% | $200000.00         | $202892.44         | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                            | 2029-10-20      | 5.0210%  | 0.0000% | $50000.00          | $49579.24          | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                            | 2031-10-20      | 5.3080%  | 0.0000% | $1800000.00        | $1789604.00        | Corporate Debt Securities |
| ABBOTT LABORATORIES                               | 2028-01-30      | 1.1500%  | 0.0000% | $18000.00          | $16782.66          | Corporate Debt Securities |
| ABBVIE INC                                        | 2027-03-15      | 4.8000%  | 0.0000% | $2180000.00        | $2234202.07        | Corporate Debt Securities |
| ABBVIE INC                                        | 2030-03-15      | 4.8750%  | 0.0000% | $58000.00          | $60405.24          | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                             | 2031-10-04      | 4.2500%  | 0.0000% | $2879000.00        | $2875725.14        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                             | 2034-10-04      | 4.5000%  | 0.0000% | $330000.00         | $324276.15         | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                        | 2026-09-24      | 4.2120%  | 0.0000% | $4239000.00        | $4302411.20        | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                    | 2025-10-15      | 1.5000%  | 0.0000% | $118000.00         | $117787.21         | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                    | 2029-02-08      | 4.6000%  | 0.0000% | $200000.00         | $206399.11         | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                    | 2028-06-11      | 4.3000%  | 0.0000% | $42000.00          | $42270.15          | Corporate Debt Securities |
| AIRBUS SE                                         | 2027-04-10      | 3.1500%  | 0.0000% | $1500000.00        | $1488022.50        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2028-02-04      | 4.8750%  | 0.0000% | $64000.00          | $66111.87          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2029-04-13      | 3.4500%  | 0.0000% | $1226000.00        | $1210086.52        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2025-12-01      | 4.6000%  | 0.0000% | $5207000.00        | $5249159.35        | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMERICA INC                 | 2030-03-17      | 5.1000%  | 0.0000% | $1085000.00        | $1120624.17        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                           | 2033-01-20      | 5.0000%  | 0.0000% | $7500000.00        | $7520666.67        | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.              | 2025-11-01      | 1.0000%  | 0.0000% | $285000.00         | $282999.30         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2029-01-12      | 2.2500%  | 0.0000% | $2000.00           | $1859.34           | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2026-01-12      | 4.7500%  | 0.0000% | $2680000.00        | $2686209.41        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2030-04-17      | 4.6000%  | 0.0000% | $2470000.00        | $2498920.96        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2031-10-23      | 4.8500%  | 0.0000% | $17371000.00       | $17613200.00       | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2027-07-09      | 4.5500%  | 0.0000% | $2579000.00        | $2592421.55        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2032-07-09      | 5.1500%  | 0.0000% | $2561000.00        | $2594482.94        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2032-07-09      | 5.1500%  | 0.0000% | $350000.00         | $354575.96         | Corporate Debt Securities |
| CENCORA INC                                       | 2029-12-15      | 4.8500%  | 0.0000% | $523000.00         | $531675.12         | Corporate Debt Securities |
| AMGEN INC                                         | 2030-02-21      | 2.4500%  | 0.0000% | $2858000.00        | $2641817.70        | Corporate Debt Securities |
| ANALOG DEVICES INC                                | 2028-06-15      | 4.2500%  | 0.0000% | $2877000.00        | $2893262.24        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                        | 2030-09-10      | 2.6250%  | 0.0000% | $233000.00         | $212737.93         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                               | 2029-06-15      | 5.1500%  | 0.0000% | $314000.00         | $322358.85         | Corporate Debt Securities |
| APPLE INC                                         | 2030-05-11      | 1.6500%  | 0.0000% | $369000.00         | $329331.27         | Corporate Debt Securities |
| APPLE INC                                         | 2030-08-20      | 1.2500%  | 0.0000% | $2205000.00        | $1921173.01        | Corporate Debt Securities |
| APPLE INC                                         | 2029-08-08      | 3.2500%  | 0.0000% | $3774000.00        | $3709759.18        | Corporate Debt Securities |
| APPLE INC                                         | 2030-05-12      | 4.2000%  | 0.0000% | $400000.00         | $403810.67         | Corporate Debt Securities |
| APPLE INC                                         | 2032-05-12      | 4.5000%  | 0.0000% | $100000.00         | $101495.50         | Corporate Debt Securities |
| ASHTEAD CAPITAL INC                               | 2029-11-01      | 4.2500%  | 0.0000% | $378000.00         | $373140.81         | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2027-06-12      | 3.1250%  | 0.0000% | $3507000.00        | $3455435.41        | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2026-04-08      | 0.7000%  | 0.0000% | $2525000.00        | $2468560.64        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2030-03-03      | 4.9000%  | 0.0000% | $3000000.00        | $3124723.33        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2031-02-26      | 4.9000%  | 0.0000% | $2784000.00        | $2904233.23        | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC                     | 2032-05-08      | 4.7500%  | 0.0000% | $6700000.00        | $6829185.31        | Corporate Debt Securities |
| AUTOZONE INC                                      | 2026-04-21      | 3.1250%  | 0.0000% | $6000.00           | $5985.06           | Corporate Debt Securities |
| AUTOZONE INC                                      | 2032-08-01      | 4.7500%  | 0.0000% | $315000.00         | $320203.80         | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2030-08-02      | 6.3430%  | 0.0000% | $200000.00         | $220707.76         | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2033-08-02      | 6.4210%  | 0.0000% | $542000.00         | $604111.38         | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2031-02-20      | 5.8340%  | 0.0000% | $243000.00         | $260758.67         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2028-02-28      | 4.7500%  | 0.0000% | $921000.00         | $949123.25         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2026-09-08      | 5.2500%  | 0.0000% | $540000.00         | $556307.10         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2033-09-08      | 5.2500%  | 0.0000% | $1130000.00        | $1180147.52        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2025-08-11      | 5.3000%  | 0.0000% | $3395000.00        | $3480274.86        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2033-08-11      | 5.1500%  | 0.0000% | $2138000.00        | $2214132.99        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2028-03-21      | 4.7500%  | 0.0000% | $7699000.00        | $7891111.44        | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                      | 2031-02-11      | 1.9570%  | 0.0000% | $243000.00         | $212800.30         | Corporate Debt Securities |
| BOEING CO                                         | 2026-02-04      | 2.1960%  | 0.0000% | $19258000.00       | $19200168.23       | Corporate Debt Securities |
| BOOKING HOLDINGS INC                              | 2030-04-13      | 4.6250%  | 0.0000% | $306000.00         | $312690.69         | Corporate Debt Securities |
| BOSTON GAS COMPANY                                | 2035-01-10      | 5.8430%  | 0.0000% | $171000.00         | $177625.98         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2026-06-15      | 3.2000%  | 0.0000% | $150000.00         | $149219.83         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2027-02-22      | 4.9000%  | 0.0000% | $857000.00         | $884185.47         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2031-02-22      | 5.1000%  | 0.0000% | $2000.00           | $2103.83           | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC                | 2031-05-01      | 2.6000%  | 0.0000% | $912000.00         | $813093.60         | Corporate Debt Securities |
| BROADCOM INC                                      | 2029-07-12      | 5.0500%  | 0.0000% | $409000.00         | $418102.41         | Corporate Debt Securities |
| BROADCOM INC                                      | 2031-11-15      | 5.1500%  | 0.0000% | $1880000.00        | $1944582.18        | Corporate Debt Securities |
| BROADCOM INC                                      | 2030-02-15      | 4.3500%  | 0.0000% | $248000.00         | $251037.59         | Corporate Debt Securities |
| BROADCOM INC                                      | 2032-04-15      | 5.2000%  | 0.0000% | $7817000.00        | $8116712.46        | Corporate Debt Securities |
| BROADCOM INC                                      | 2032-07-15      | 4.9000%  | 0.0000% | $100000.00         | $100670.22         | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2031-04-21      | 3.2000%  | 0.0000% | $2925000.00        | $2710740.50        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2031-04-21      | 3.2000%  | 0.0000% | $2316000.00        | $2146350.43        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2032-04-21      | 5.2500%  | 0.0000% | $1036000.00        | $1060173.33        | Corporate Debt Securities |
| CDW LLC                                           | 2030-03-01      | 5.1000%  | 0.0000% | $2807000.00        | $2885764.42        | Corporate Debt Securities |
| CIGNA GROUP                                       | 2028-10-15      | 4.3750%  | 0.0000% | $10380000.00       | $10477695.98       | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                        | 2027-10-08      | 4.5000%  | 0.0000% | $100000.00         | $101269.50         | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2026-08-15      | 3.0000%  | 0.0000% | $206000.00         | $205252.91         | Corporate Debt Securities |
| COTERRA ENERGY INC                                | 2029-03-15      | 4.3750%  | 0.0000% | $53000.00          | $53224.07          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2085-10-28      | 7.0000%  | 0.0000% | $1199000.00        | $1211722.72        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2085-01-28      | 6.9500%  | 0.0000% | $12198000.00       | $12250647.92       | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD                    | 2029-12-15      | 5.0000%  | 0.0000% | $3104000.00        | $3140068.48        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2030-03-05      | 2.0500%  | 0.0000% | $15863000.00       | $14358504.60       | Corporate Debt Securities |
| CARDINAL HEALTH INC                               | 2029-02-15      | 5.1250%  | 0.0000% | $426000.00         | $444455.15         | Corporate Debt Securities |
| CARDINAL HEALTH INC                               | 2034-02-15      | 5.4500%  | 0.0000% | $22000.00          | $23042.81          | Corporate Debt Securities |
| CARDINAL HEALTH INC                               | 2029-11-15      | 5.0000%  | 0.0000% | $95000.00          | $97486.68          | Corporate Debt Securities |
| CATERPILLAR INC                                   | 2031-03-12      | 1.9000%  | 0.0000% | $1150000.00        | $1019597.03        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2025-08-12      | 3.6500%  | 0.0000% | $6000.00           | $6101.07           | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2027-08-12      | 3.6000%  | 0.0000% | $180000.00         | $180829.80         | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2026-02-27      | 5.0500%  | 0.0000% | $85000.00          | $87066.59          | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2027-11-15      | 4.3600%  | 0.0000% | $400000.00         | $404474.55         | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2027-01-07      | 4.5000%  | 0.0000% | $32000.00          | $32225.28          | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                       | 2034-08-15      | 5.7500%  | 0.0000% | $2947000.00        | $3093536.30        | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC              | 2029-11-15      | 3.7000%  | 0.0000% | $5674000.00        | $5496977.50        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2025-08-12      | 0.6870%  | 0.0000% | $12700000.00       | $12725083.55       | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2029-10-15      | 3.2500%  | 0.0000% | $681000.00         | $661434.49         | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2028-02-26      | 4.8082%  | 0.0000% | $3200000.00        | $3245001.83        | Corporate Debt Securities |
| CHEVRON CORP                                      | 2025-11-17      | 3.3260%  | 0.0000% | $2659000.00        | $2667473.64        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-02-28      | 2.9500%  | 0.0000% | $272000.00         | $272935.00         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2031-02-26      | 4.9500%  | 0.0000% | $2914000.00        | $3044933.31        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2034-02-26      | 5.0500%  | 0.0000% | $77000.00          | $79984.76          | Corporate Debt Securities |
| COCA-COLA CONSOLIDATED INC                        | 2029-06-01      | 5.2500%  | 0.0000% | $2147000.00        | $2220921.21        | Corporate Debt Securities |
| COCA-COLA CO                                      | 2030-03-25      | 3.4500%  | 0.0000% | $576000.00         | $562524.48         | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                              | 2033-03-01      | 4.6000%  | 0.0000% | $2600000.00        | $2658725.33        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                              | 2030-05-01      | 4.2000%  | 0.0000% | $4650000.00        | $4686564.50        | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | 2031-10-01      | 5.0970%  | 0.0000% | $694000.00         | $708289.46         | Corporate Debt Securities |
| CONAGRA BRANDS INC                                | 2030-08-01      | 5.0000%  | 0.0000% | $8000000.00        | $8024080.00        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                          | 2026-12-06      | 3.7000%  | 0.0000% | $900000.00         | $895826.50         | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                          | 2031-01-15      | 4.5000%  | 0.0000% | $437000.00         | $440633.66         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2029-02-01      | 6.0000%  | 0.0000% | $1576000.00        | $1644650.56        | Corporate Debt Securities |
| CUMMINS INC                                       | 2025-09-01      | 0.7500%  | 0.0000% | $26651000.00       | $26643670.98       | Corporate Debt Securities |
| CUMMINS INC                                       | 2034-02-20      | 5.1500%  | 0.0000% | $2509000.00        | $2602992.02        | Corporate Debt Securities |
| CUMMINS INC                                       | 2034-02-20      | 5.1500%  | 0.0000% | $1109000.00        | $1150545.30        | Corporate Debt Securities |
| CUMMINS INC                                       | 2031-02-15      | 4.7000%  | 0.0000% | $8937000.00        | $9073964.49        | Corporate Debt Securities |
| CUMMINS INC                                       | 2035-05-09      | 5.3000%  | 0.0000% | $778000.00         | $796774.87         | Corporate Debt Securities |
| D R HORTON INC                                    | 2030-10-15      | 4.8500%  | 0.0000% | $2808000.00        | $2859094.68        | Corporate Debt Securities |
| DTE ENERGY COMPANY                                | 2028-06-01      | 4.8750%  | 0.0000% | $50000.00          | $50922.25          | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                              | 2026-12-01      | 4.8500%  | 0.0000% | $2106000.00        | $2140376.94        | Corporate Debt Securities |
| DT MIDSTREAM INC                                  | 2029-06-15      | 4.1250%  | 0.0000% | $1843000.00        | $1783251.48        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2027-09-25      | 5.1250%  | 0.0000% | $2336000.00        | $2401518.96        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2035-01-13      | 5.6250%  | 0.0000% | $2797000.00        | $2845395.09        | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                            | 2033-10-10      | 6.3000%  | 0.0000% | $3200000.00        | $3469264.00        | Corporate Debt Securities |
| DEERE & CO                                        | 2035-01-16      | 5.4500%  | 0.0000% | $250000.00         | $259745.21         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2029-07-18      | 2.8000%  | 0.0000% | $2285000.00        | $2162183.79        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2027-03-09      | 1.7500%  | 0.0000% | $54000.00          | $52313.19          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2028-03-06      | 1.5000%  | 0.0000% | $112000.00         | $105149.15         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-06-10      | 4.7000%  | 0.0000% | $265000.00         | $270098.16         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2029-06-11      | 4.8500%  | 0.0000% | $408000.00         | $418598.25         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2027-01-08      | 4.5000%  | 0.0000% | $292000.00         | $294019.18         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-06-05      | 4.5500%  | 0.0000% | $4570000.00        | $4623230.35        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-10-15      | 4.3750%  | 0.0000% | $7510000.00        | $7482293.31        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2029-10-01      | 5.3000%  | 0.0000% | $2800000.00        | $2923722.67        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2030-04-01      | 5.0000%  | 0.0000% | $2832000.00        | $2917205.44        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2030-04-01      | 5.0000%  | 0.0000% | $6695000.00        | $6896430.24        | Corporate Debt Securities |
| DELTA AIR LINES INC                               | 2028-07-10      | 4.9500%  | 0.0000% | $1719000.00        | $1741677.91        | Corporate Debt Securities |
| DEVON ENERGY CORPORATION                          | 2027-10-15      | 5.2500%  | 0.0000% | $1740000.00        | $1767697.90        | Corporate Debt Securities |
| DIAGEO INVESTMENT CORPORATION                     | 2030-08-15      | 5.1250%  | 0.0000% | $5419000.00        | $5640638.61        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                            | 2030-01-30      | 5.1500%  | 0.0000% | $1381000.00        | $1404200.80        | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2029-09-01      | 2.0000%  | 0.0000% | $443000.00         | $408793.02         | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2026-01-13      | 1.7500%  | 0.0000% | $204000.00         | $201671.34         | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2028-01-13      | 2.2000%  | 0.0000% | $229000.00         | $219027.05         | Corporate Debt Securities |
| DOMINION ENERGY INC                               | 2032-08-15      | 4.3500%  | 0.0000% | $3055000.00        | $2996736.06        | Corporate Debt Securities |
| DOVER CORP                                        | 2029-11-04      | 2.9500%  | 0.0000% | $4819000.00        | $4559974.74        | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2028-11-30      | 4.8000%  | 0.0000% | $356000.00         | $359592.04         | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2027-12-08      | 5.0000%  | 0.0000% | $300000.00         | $306351.33         | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2027-01-05      | 4.8500%  | 0.0000% | $290000.00         | $292863.11         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                          | 2027-03-06      | 4.3500%  | 0.0000% | $2425000.00        | $2471028.52        | Corporate Debt Securities |
| EOG RESOURCES INC                                 | 2032-07-15      | 5.0000%  | 0.0000% | $3110000.00        | $3141027.43        | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                   | 2035-01-15      | 5.8000%  | 0.0000% | $3086000.00        | $3200607.18        | Corporate Debt Securities |
| EATON CORPORATION                                 | 2028-05-18      | 4.3500%  | 0.0000% | $135000.00         | $136651.16         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                          | 2028-05-23      | 5.7000%  | 0.0000% | $1261000.00        | $1308524.99        | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP                     | 2027-03-13      | 5.6430%  | 0.0000% | $235000.00         | $243317.77         | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2026-10-04      | 1.6000%  | 0.0000% | $367000.00         | $356531.53         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2030-12-01      | 6.4000%  | 0.0000% | $25000.00          | $27075.42          | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2029-07-01      | 5.2500%  | 0.0000% | $160000.00         | $164268.00         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2032-10-14      | 7.5000%  | 0.0000% | $5296000.00        | $6139776.37        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2028-06-20      | 4.3000%  | 0.0000% | $2302000.00        | $2311523.89        | Corporate Debt Securities |
| EQUINOR ASA                                       | 2028-06-02      | 4.2500%  | 0.0000% | $2248000.00        | $2266117.01        | Corporate Debt Securities |
| EVERSOURCE ENERGY                                 | 2027-07-01      | 4.6000%  | 0.0000% | $4000.00           | $4018.69           | Corporate Debt Securities |
| EVERSOURCE ENERGY                                 | 2029-02-01      | 5.9500%  | 0.0000% | $117000.00         | $125296.47         | Corporate Debt Securities |
| EXELON CORPORATION                                | 2028-03-15      | 5.1500%  | 0.0000% | $4317000.00        | $4473558.41        | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2027-03-19      | 3.2940%  | 0.0000% | $118000.00         | $117989.14         | Corporate Debt Securities |
| TELEDYNE FLIR LLC                                 | 2030-08-01      | 2.5000%  | 0.0000% | $2422000.00        | $2219787.22        | Corporate Debt Securities |
| META PLATFORMS INC                                | 2032-08-15      | 3.8500%  | 0.0000% | $660000.00         | $642353.43         | Corporate Debt Securities |
| META PLATFORMS INC                                | 2029-08-15      | 4.3000%  | 0.0000% | $1341000.00        | $1372939.64        | Corporate Debt Securities |
| META PLATFORMS INC                                | 2031-08-15      | 4.5500%  | 0.0000% | $1336000.00        | $1374464.18        | Corporate Debt Securities |
| FACTSET RESEARCH SYST INC                         | 2032-03-01      | 3.4500%  | 0.0000% | $4936000.00        | $4566219.56        | Corporate Debt Securities |
| FEDEX CORP                                        | 2035-02-01      | 3.9000%  | 0.0000% | $959000.00         | $873831.21         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                          | 2029-06-15      | 5.1500%  | 0.0000% | $473000.00         | $489649.86         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                             | 2031-01-25      | 5.5000%  | 0.0000% | $2470000.00        | $2521985.27        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                             | 2033-01-25      | 5.9000%  | 0.0000% | $7717000.00        | $7938040.60        | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                              | 2027-09-01      | 5.0000%  | 0.0000% | $195000.00         | $198937.70         | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                              | 2030-03-01      | 4.2500%  | 0.0000% | $6549000.00        | $6533860.89        | Corporate Debt Securities |
| GXO LOGISTICS INC                                 | 2031-07-15      | 2.6500%  | 0.0000% | $1720000.00        | $1501229.38        | Corporate Debt Securities |
| GXO LOGISTICS INC                                 | 2029-05-06      | 6.2500%  | 0.0000% | $738000.00         | $777539.78         | Corporate Debt Securities |
| HALEON US CAPITAL LLC                             | 2027-03-24      | 3.3750%  | 0.0000% | $2212000.00        | $2200422.95        | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC                    | 2031-01-15      | 4.8000%  | 0.0000% | $5059000.00        | $5119067.19        | Corporate Debt Securities |
| GENERAL MILLS INC                                 | 2031-10-14      | 2.2500%  | 0.0000% | $358000.00         | $313281.33         | Corporate Debt Securities |
| GENERAL MILLS INC                                 | 2030-01-30      | 4.8750%  | 0.0000% | $3461000.00        | $3501112.99        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2026-06-10      | 1.5000%  | 0.0000% | $289000.00         | $281990.31         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2026-04-06      | 5.4000%  | 0.0000% | $14000.00          | $14301.98          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2027-07-15      | 5.3500%  | 0.0000% | $400000.00         | $405727.11         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2030-01-07      | 5.3500%  | 0.0000% | $342000.00         | $347758.14         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2035-01-07      | 5.9000%  | 0.0000% | $4150000.00        | $4195290.33        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2028-04-04      | 5.5070%  | 0.0000% | $2500000.00        | $2502248.28        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2027-02-23      | 5.0040%  | 0.0000% | $2000.00           | $2063.86           | Corporate Debt Securities |
| GERDAU TRADE INC                                  | 2035-06-09      | 5.7500%  | 0.0000% | $84000.00          | $84911.05          | Corporate Debt Securities |
| GILEAD SCIENCES INC                               | 2027-10-01      | 1.2000%  | 0.0000% | $2530000.00        | $2379085.50        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2031-09-23      | 2.6250%  | 0.0000% | $240000.00         | $213480.80         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2028-04-01      | 4.9070%  | 0.0000% | $276000.00         | $282998.44         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2030-04-01      | 5.1860%  | 0.0000% | $771000.00         | $796556.08         | Corporate Debt Securities |
| HF SINCLAIR CORP                                  | 2031-01-15      | 5.7500%  | 0.0000% | $100000.00         | $102414.56         | Corporate Debt Securities |
| HP INC                                            | 2035-04-25      | 6.1000%  | 0.0000% | $3476000.00        | $3654411.49        | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                         | 2028-03-10      | 6.5000%  | 0.0000% | $3209000.00        | $3397138.32        | Corporate Debt Securities |
| HASBRO INC                                        | 2029-11-19      | 3.9000%  | 0.0000% | $17000.00          | $16521.79          | Corporate Debt Securities |
| HERSHEY COMPANY THE                               | 2032-02-24      | 4.9500%  | 0.0000% | $200000.00         | $207671.50         | Corporate Debt Securities |
| HERSHEY COMPANY THE                               | 2035-02-24      | 5.1000%  | 0.0000% | $1586000.00        | $1638626.12        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                     | 2025-10-15      | 4.9000%  | 0.0000% | $362000.00         | $367146.84         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                     | 2029-10-15      | 4.5500%  | 0.0000% | $1454000.00        | $1464813.72        | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2025-09-15      | 3.3500%  | 0.0000% | $2915000.00        | $2947518.45        | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2028-09-15      | 1.5000%  | 0.0000% | $210000.00         | $194994.80         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2031-09-15      | 1.8750%  | 0.0000% | $335000.00         | $289950.32         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2026-09-30      | 4.9500%  | 0.0000% | $200000.00         | $204860.00         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2029-06-25      | 4.7500%  | 0.0000% | $1933000.00        | $1973419.03        | Corporate Debt Securities |
| HONDA MOTOR CO LTD                                | 2027-03-10      | 2.5340%  | 0.0000% | $50000.00          | $49021.22          | Corporate Debt Securities |
| HONDA MOTOR CO LTD                                | 2030-07-08      | 4.6880%  | 0.0000% | $1307000.00        | $1310733.08        | Corporate Debt Securities |
| HONDA MOTOR CO LTD                                | 2030-07-08      | 4.6880%  | 0.0000% | $476000.00         | $477359.56         | Corporate Debt Securities |
| HUNTINGTON INGALLS INDUSTRIES INC                 | 2027-12-01      | 3.4830%  | 0.0000% | $123000.00         | $120514.79         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2026-09-27      | 2.7500%  | 0.0000% | $7823000.00        | $7724760.50        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2026-06-15      | 1.5000%  | 0.0000% | $179000.00         | $174436.69         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2028-06-15      | 2.0000%  | 0.0000% | $1031000.00        | $958567.67         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-01-08      | 5.4000%  | 0.0000% | $540000.00         | $553273.20         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-06-24      | 5.4000%  | 0.0000% | $9380000.00        | $9645172.60        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2026-01-08      | 1.3000%  | 0.0000% | $80000.00          | $78852.04          | Corporate Debt Securities |
| HYUNDAI CAP SVC                                   | 2028-01-22      | 5.2500%  | 0.0000% | $1779000.00        | $1804469.35        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $205066.53         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2035-07-01      | 5.6250%  | 0.0000% | $13984000.00       | $14031842.76       | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2035-07-01      | 5.6250%  | 0.0000% | $2082000.00        | $2089123.04        | Corporate Debt Securities |
| INTEL CORP                                        | 2027-08-05      | 3.7500%  | 0.0000% | $1356000.00        | $1359652.16        | Corporate Debt Securities |
| INTEL CORP                                        | 2026-02-10      | 4.8750%  | 0.0000% | $4000.00           | $4094.39           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2026-05-15      | 3.3000%  | 0.0000% | $1125000.00        | $1122476.25        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2030-02-10      | 4.8000%  | 0.0000% | $957000.00         | $991059.63         | Corporate Debt Securities |
| IPALCO ENTERPRISES INC                            | 2034-04-01      | 5.7500%  | 0.0000% | $3560000.00        | $3643612.53        | Corporate Debt Securities |
| JABIL INC                                         | 2026-04-15      | 1.7000%  | 0.0000% | $49000.00          | $48252.04          | Corporate Debt Securities |
| JAPAN TOBACCO INC                                 | 2030-06-15      | 5.2500%  | 0.0000% | $9299000.00        | $9682607.00        | Corporate Debt Securities |
| KENVUE INC                                        | 2026-03-22      | 5.3500%  | 0.0000% | $4015000.00        | $4108191.50        | Corporate Debt Securities |
| KENVUE INC                                        | 2032-05-22      | 4.8500%  | 0.0000% | $950000.00         | $966117.54         | Corporate Debt Securities |
| KENVUE INC                                        | 2032-05-22      | 4.8500%  | 0.0000% | $720000.00         | $732215.40         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2030-05-15      | 4.6000%  | 0.0000% | $107000.00         | $108015.31         | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC                         | 2030-07-30      | 5.3500%  | 0.0000% | $169000.00         | $176224.00         | Corporate Debt Securities |
| KINDER MORGAN INC                                 | 2029-02-01      | 5.0000%  | 0.0000% | $3477000.00        | $3608361.06        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                            | 2035-04-02      | 5.8750%  | 0.0000% | $4000000.00        | $4153027.78        | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                         | 2027-01-15      | 5.4000%  | 0.0000% | $2995000.00        | $3038577.25        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                 | 2035-05-15      | 6.1500%  | 0.0000% | $24240000.00       | $25156352.79       | Corporate Debt Securities |
| LAM RSRCH CORP                                    | 2026-03-15      | 3.7500%  | 0.0000% | $64000.00          | $64600.11          | Corporate Debt Securities |
| LEIDOS INC                                        | 2031-02-15      | 2.3000%  | 0.0000% | $5400000.00        | $4774710.00        | Corporate Debt Securities |
| LENNAR CORP                                       | 2030-07-30      | 5.2000%  | 0.0000% | $6740000.00        | $6937145.00        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2027-02-09      | 4.5000%  | 0.0000% | $200000.00         | $205292.00         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2034-08-14      | 4.6000%  | 0.0000% | $1927000.00        | $1940833.72        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2035-02-12      | 5.1000%  | 0.0000% | $2040000.00        | $2121154.60        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                       | 2030-08-15      | 4.4000%  | 0.0000% | $710000.00         | $708513.73         | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2027-04-01      | 3.3500%  | 0.0000% | $224000.00         | $222738.13         | Corporate Debt Securities |
| MAGNA INTERNATIONAL INC                           | 2033-03-21      | 5.5000%  | 0.0000% | $1858000.00        | $1929065.40        | Corporate Debt Securities |
| MARS INC                                          | 2032-03-01      | 5.0000%  | 0.0000% | $1047000.00        | $1076342.76        | Corporate Debt Securities |
| MARS INC                                          | 2035-03-01      | 5.2000%  | 0.0000% | $39000.00          | $39933.96          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2034-05-17      | 5.2000%  | 0.0000% | $2000000.00        | $2064337.78        | Corporate Debt Securities |
| MCKESSON CORP                                     | 2026-08-15      | 1.3000%  | 0.0000% | $82000.00          | $79897.06          | Corporate Debt Securities |
| MCKESSON CORP                                     | 2032-05-30      | 4.9500%  | 0.0000% | $77000.00          | $78249.71          | Corporate Debt Securities |
| MCKESSON CORP                                     | 2035-05-30      | 5.2500%  | 0.0000% | $293000.00         | $298285.72         | Corporate Debt Securities |
| MERCK & CO INC                                    | 2031-12-10      | 2.1500%  | 0.0000% | $54000.00          | $47100.73          | Corporate Debt Securities |
| MICROCHIP TECH INC                                | 2029-03-15      | 5.0500%  | 0.0000% | $35000.00          | $36047.82          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                             | 2033-02-09      | 5.8750%  | 0.0000% | $66000.00          | $70408.76          | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                        | 2027-03-17      | 2.6250%  | 0.0000% | $51000.00          | $50043.28          | Corporate Debt Securities |
| NXP BV                                            | 2027-05-01      | 3.1500%  | 0.0000% | $284000.00         | $279668.29         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2028-07-16      | 4.3000%  | 0.0000% | $500000.00         | $505584.04         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2030-07-16      | 4.8760%  | 0.0000% | $577000.00         | $581359.94         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2032-07-16      | 5.1710%  | 0.0000% | $26370000.00       | $26637944.09       | Corporate Debt Securities |
| NATIONAL FUEL GAS CO                              | 2030-03-15      | 5.5000%  | 0.0000% | $2509000.00        | $2631915.91        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2034-08-15      | 5.0000%  | 0.0000% | $154000.00         | $157479.72         | Corporate Debt Securities |
| NESTLE HLDGS INC.                                 | 2026-01-15      | 0.6250%  | 0.0000% | $3555000.00        | $3492566.30        | Corporate Debt Securities |
| NEWS CORP                                         | 2029-05-15      | 3.8750%  | 0.0000% | $1000000.00        | $962910.56         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2027-07-15      | 4.6250%  | 0.0000% | $824000.00         | $828618.98         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2032-03-15      | 5.3000%  | 0.0000% | $619000.00         | $650896.04         | Corporate Debt Securities |
| NIKE INC                                          | 2030-03-27      | 2.8500%  | 0.0000% | $1027000.00        | $974424.45         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                      | 2035-05-01      | 5.1000%  | 0.0000% | $1150000.00        | $1167650.58        | Corporate Debt Securities |
| NORTHERN STAR RESOURCES LTD                       | 2033-04-11      | 6.1250%  | 0.0000% | $2438000.00        | $2570420.31        | Corporate Debt Securities |
| NUCOR CORP                                        | 2027-05-23      | 4.3000%  | 0.0000% | $27000.00          | $27186.90          | Corporate Debt Securities |
| ONEOK INC                                         | 2026-11-01      | 5.5500%  | 0.0000% | $2686000.00        | $2751820.43        | Corporate Debt Securities |
| ONEOK INC                                         | 2029-10-15      | 4.4000%  | 0.0000% | $60000.00          | $60236.13          | Corporate Debt Securities |
| ONEOK INC                                         | 2031-10-15      | 4.7500%  | 0.0000% | $370000.00         | $371519.26         | Corporate Debt Securities |
| ONEOK INC                                         | 2030-09-01      | 6.5000%  | 0.0000% | $420000.00         | $459540.20         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2027-04-01      | 2.8000%  | 0.0000% | $2603000.00        | $2556857.49        | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2025-11-10      | 5.8000%  | 0.0000% | $194000.00         | $197136.98         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2029-09-27      | 4.2000%  | 0.0000% | $3343000.00        | $3349039.69        | Corporate Debt Securities |
| PVH CORP                                          | 2030-06-13      | 5.5000%  | 0.0000% | $1877000.00        | $1902514.69        | Corporate Debt Securities |
| PVH CORP                                          | 2030-06-13      | 5.5000%  | 0.0000% | $1654000.00        | $1676483.37        | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                             | 2026-03-30      | 4.4500%  | 0.0000% | $63000.00          | $63908.04          | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                             | 2030-05-08      | 4.5500%  | 0.0000% | $1784000.00        | $1817985.70        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2029-05-15      | 5.5500%  | 0.0000% | $445000.00         | $457240.47         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2025-09-04      | 5.2889%  | 0.0000% | $49000.00          | $49420.05          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2028-06-04      | 5.0000%  | 0.0000% | $2495000.00        | $2526179.18        | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                       | 2027-03-01      | 3.2500%  | 0.0000% | $7276000.00        | $7252583.41        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                        | 2026-06-15      | 1.7000%  | 0.0000% | $1130000.00        | $1103436.21        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                        | 2029-03-30      | 5.3500%  | 0.0000% | $8221000.00        | $8545839.11        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                        | 2030-02-01      | 5.2500%  | 0.0000% | $10681000.00       | $11177488.48       | Corporate Debt Securities |
| PEPSICO INC                                       | 2025-11-10      | 5.2500%  | 0.0000% | $3182000.00        | $3225824.10        | Corporate Debt Securities |
| PEPSICO INC                                       | 2026-11-10      | 5.1250%  | 0.0000% | $98000.00          | $100165.92         | Corporate Debt Securities |
| PEPSICO INC                                       | 2028-02-07      | 4.4500%  | 0.0000% | $1891000.00        | $1947008.27        | Corporate Debt Securities |
| PEPSICO INC                                       | 2035-02-07      | 5.0000%  | 0.0000% | $2058000.00        | $2123416.96        | Corporate Debt Securities |
| PEPSICO INC                                       | 2030-07-23      | 4.3000%  | 0.0000% | $645000.00         | $642688.03         | Corporate Debt Securities |
| PEPSICO INC                                       | 2030-07-23      | 4.3000%  | 0.0000% | $92000.00          | $91670.23          | Corporate Debt Securities |
| PEPSICO INC                                       | 2032-07-23      | 4.6500%  | 0.0000% | $5910000.00        | $5906532.80        | Corporate Debt Securities |
| REVVITY INC                                       | 2028-09-15      | 1.9000%  | 0.0000% | $3079000.00        | $2858444.39        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2027-11-17      | 5.1250%  | 0.0000% | $100000.00         | $102598.47         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2035-04-30      | 4.8750%  | 0.0000% | $3491000.00        | $3460619.57        | Corporate Debt Securities |
| PIONEER NAT RES CO                                | 2026-01-15      | 1.1250%  | 0.0000% | $461000.00         | $453854.50         | Corporate Debt Securities |
| PIONEER NAT RES CO                                | 2026-03-29      | 5.1000%  | 0.0000% | $4638000.00        | $4735088.80        | Corporate Debt Securities |
| LINDE INC                                         | 2030-08-10      | 1.1000%  | 0.0000% | $1532000.00        | $1323012.22        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2026-04-23      | 1.0000%  | 0.0000% | $664000.00         | $649931.32         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2026-01-26      | 4.1000%  | 0.0000% | $3000000.00        | $2996008.33        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2035-05-01      | 4.6000%  | 0.0000% | $20000.00          | $20100.80          | Corporate Debt Securities |
| PROSUS NV                                         | 2031-07-13      | 3.0610%  | 0.0000% | $4950000.00        | $4412506.59        | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP       | 2032-10-01      | 5.3690%  | 0.0000% | $2000.00           | $2034.08           | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE           | 2028-07-01      | 4.4000%  | 0.0000% | $1860000.00        | $1872224.33        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2035-03-01      | 5.0500%  | 0.0000% | $741000.00         | $759570.28         | Corporate Debt Securities |
| QUALCOMM INC                                      | 2032-05-20      | 4.7500%  | 0.0000% | $158000.00         | $160653.79         | Corporate Debt Securities |
| RENESAS ELECTRONICS CORP                          | 2026-11-25      | 2.1700%  | 0.0000% | $200000.00         | $194239.61         | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC                     | 2035-04-28      | 5.6250%  | 0.0000% | $1086000.00        | $1110664.42        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2025-11-15      | 0.8750%  | 0.0000% | $30000.00          | $29731.42          | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2035-03-15      | 5.1500%  | 0.0000% | $142000.00         | $146503.96         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2028-03-14      | 4.5000%  | 0.0000% | $11577000.00       | $11823358.56       | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2030-03-14      | 4.8750%  | 0.0000% | $611000.00         | $630953.22         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2035-03-14      | 5.2500%  | 0.0000% | $1704000.00        | $1758772.24        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                | 2034-03-08      | 4.9850%  | 0.0000% | $1000000.00        | $1033081.53        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                | 2029-09-09      | 4.2030%  | 0.0000% | $2021000.00        | $2047330.60        | Corporate Debt Securities |
| ROLLINS INC                                       | 2035-02-24      | 5.2500%  | 0.0000% | $163000.00         | $166392.98         | Corporate Debt Securities |
| ROSS STORES INC                                   | 2026-04-15      | 0.8750%  | 0.0000% | $200000.00         | $195337.28         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2028-04-01      | 5.5000%  | 0.0000% | $290000.00         | $298592.86         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2033-02-01      | 6.0000%  | 0.0000% | $4628000.00        | $4840255.51        | Corporate Debt Securities |
| SK HYNIX INC                                      | 2033-01-17      | 6.5000%  | 0.0000% | $3270000.00        | $3540419.92        | Corporate Debt Securities |
| S&P GLOBAL INC                                    | 2027-01-22      | 2.9500%  | 0.0000% | $78000.00          | $76538.09          | Corporate Debt Securities |
| S&P GLOBAL INC                                    | 2032-03-01      | 2.9000%  | 0.0000% | $43000.00          | $39418.24          | Corporate Debt Securities |
| SMBC AVIATION CAPITAL FINANCE DA                  | 2034-04-03      | 5.5500%  | 0.0000% | $7850000.00        | $8026526.88        | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC                      | 2030-05-15      | 4.5000%  | 0.0000% | $2184000.00        | $2192604.96        | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                       | 2026-05-15      | 2.5000%  | 0.0000% | $132000.00         | $130587.31         | Corporate Debt Securities |
| SAUDI ARABIAN OIL CO                              | 2029-04-16      | 3.5000%  | 0.0000% | $2580000.00        | $2525384.27        | Corporate Debt Securities |
| SAUDI ARABIAN OIL CO                              | 2035-06-02      | 5.3750%  | 0.0000% | $3000000.00        | $3057539.17        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2029-11-07      | 2.3750%  | 0.0000% | $199000.00         | $187218.34         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2030-04-06      | 2.7500%  | 0.0000% | $1090000.00        | $1026621.65        | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2029-11-07      | 2.3750%  | 0.0000% | $5504000.00        | $5123847.90        | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                    | 2028-03-01      | 4.5500%  | 0.0000% | $3904000.00        | $3993668.37        | Corporate Debt Securities |
| SIEMENS FUNDING BV                                | 2028-05-26      | 4.3500%  | 0.0000% | $500000.00         | $505550.83         | Corporate Debt Securities |
| SKYMILES IP LTD                                   | 2028-10-20      | 4.7500%  | 0.0000% | $3818585.00        | $3827785.67        | Corporate Debt Securities |
| SODEXO INC                                        | 2030-08-15      | 5.1500%  | 0.0000% | $2248000.00        | $2295220.49        | Corporate Debt Securities |
| SOLVENTUM CORP                                    | 2031-03-13      | 5.4500%  | 0.0000% | $38000.00          | $40135.28          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2027-06-01      | 4.7000%  | 0.0000% | $25000.00          | $25204.58          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2032-11-01      | 5.9500%  | 0.0000% | $2897000.00        | $3031464.26        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2028-03-01      | 5.3000%  | 0.0000% | $8745000.00        | $9030378.50        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2028-10-01      | 5.6500%  | 0.0000% | $10000.00          | $10421.83          | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2027-03-12      | 2.0000%  | 0.0000% | $84000.00          | $81475.15          | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2030-05-15      | 4.8000%  | 0.0000% | $6003000.00        | $6131564.25        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                         | 2030-03-18      | 5.7500%  | 0.0000% | $2900000.00        | $2965925.86        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                         | 2035-03-18      | 6.4500%  | 0.0000% | $1325000.00        | $1355566.65        | Corporate Debt Securities |
| STRYKER CORP                                      | 2029-09-11      | 4.2500%  | 0.0000% | $340000.00         | $343722.24         | Corporate Debt Securities |
| STRYKER CORP                                      | 2028-02-10      | 4.7000%  | 0.0000% | $6223000.00        | $6421046.98        | Corporate Debt Securities |
| SYNOPSYS INC                                      | 2027-04-01      | 4.5500%  | 0.0000% | $200000.00         | $203687.22         | Corporate Debt Securities |
| TJX COMPANIES INC                                 | 2028-05-15      | 1.1500%  | 0.0000% | $4167000.00        | $3848548.60        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2031-02-15      | 2.5500%  | 0.0000% | $2075000.00        | $1876730.29        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                      | 2028-11-26      | 5.0000%  | 0.0000% | $4755000.00        | $4864645.02        | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                       | 2029-01-15      | 6.8750%  | 0.0000% | $2912000.00        | $2979254.26        | Corporate Debt Securities |
| TARGA RESOURCES CORP                              | 2029-03-01      | 6.1500%  | 0.0000% | $200000.00         | $214419.00         | Corporate Debt Securities |
| TARGA RESOURCES CORP                              | 2027-07-01      | 5.2000%  | 0.0000% | $965000.00         | $980616.92         | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2032-08-16      | 3.6500%  | 0.0000% | $3160000.00        | $3026961.37        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2027-02-08      | 4.6000%  | 0.0000% | $2703000.00        | $2778753.08        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2030-05-23      | 4.5000%  | 0.0000% | $1000000.00        | $1013360.00        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2035-05-23      | 5.1000%  | 0.0000% | $2718000.00        | $2776065.54        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2029-03-15      | 4.9000%  | 0.0000% | $5000.00           | $5150.01           | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2026-07-13      | 5.2750%  | 0.0000% | $1826000.00        | $1844243.51        | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2030-06-30      | 4.4500%  | 0.0000% | $64000.00          | $64149.01          | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2035-06-30      | 5.0530%  | 0.0000% | $1284000.00        | $1290254.15        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-02-13      | 2.1500%  | 0.0000% | $132000.00         | $120959.96         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2028-04-06      | 1.9000%  | 0.0000% | $224000.00         | $212078.60         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2027-03-22      | 3.0500%  | 0.0000% | $996000.00         | $986955.49         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2027-11-10      | 5.4500%  | 0.0000% | $2484000.00        | $2579640.21        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2028-01-12      | 4.6250%  | 0.0000% | $1629000.00        | $1646839.13        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-11-20      | 5.5500%  | 0.0000% | $9000.00           | $9531.68           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-01-09      | 4.9500%  | 0.0000% | $3805000.00        | $3892610.13        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                  | 2033-03-03      | 5.2500%  | 0.0000% | $457000.00         | $478870.88         | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                             | 2028-01-15      | 6.2500%  | 0.0000% | $2645000.00        | $2660652.52        | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                             | 2026-07-28      | 2.0000%  | 0.0000% | $200000.00         | $195733.33         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                | 2029-12-15      | 6.0000%  | 0.0000% | $1623000.00        | $1668113.99        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2028-12-15      | 3.8750%  | 0.0000% | $1625000.00        | $1602967.26        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2029-05-15      | 4.0000%  | 0.0000% | $17000.00          | $16878.19          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2031-01-15      | 4.6500%  | 0.0000% | $2367000.00        | $2381499.85        | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2027-09-15      | 2.1500%  | 0.0000% | $6000.00           | $5759.23           | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2030-02-15      | 5.1500%  | 0.0000% | $166000.00         | $173018.76         | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2030-02-15      | 5.1500%  | 0.0000% | $160000.00         | $166765.07         | Corporate Debt Securities |
| VERISIGN INC                                      | 2032-06-01      | 5.2500%  | 0.0000% | $537000.00         | $547288.92         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2027-03-22      | 3.0000%  | 0.0000% | $60000.00          | $59305.20          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2035-04-02      | 5.2500%  | 0.0000% | $844000.00         | $859431.84         | Corporate Debt Securities |
| VERISK ANALYTICS INC                              | 2034-06-05      | 5.2500%  | 0.0000% | $9548000.00        | $9762607.22        | Corporate Debt Securities |
| VINCI SA                                          | 2029-04-10      | 3.7500%  | 0.0000% | $2000000.00        | $1974956.67        | Corporate Debt Securities |
| EXPAND ENERGY CORP                                | 2029-04-15      | 6.7500%  | 0.0000% | $136000.00         | $139927.00         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2027-03-15      | 3.5000%  | 0.0000% | $1464000.00        | $1466023.57        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2028-09-12      | 5.6500%  | 0.0000% | $800000.00         | $834748.22         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2033-09-12      | 5.9000%  | 0.0000% | $1320000.00        | $1379110.33        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2028-11-16      | 6.2000%  | 0.0000% | $482000.00         | $505582.65         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2035-03-27      | 5.8000%  | 0.0000% | $593000.00         | $605362.73         | Corporate Debt Securities |
| WEC ENERGY GROUP INC                              | 2028-01-15      | 4.7500%  | 0.0000% | $20000.00          | $20193.02          | Corporate Debt Securities |
| WALMART INC                                       | 2026-07-08      | 3.0500%  | 0.0000% | $3900000.00        | $3867234.58        | Corporate Debt Securities |
| WALMART INC                                       | 2026-09-17      | 1.0500%  | 0.0000% | $187000.00         | $181473.84         | Corporate Debt Securities |
| WALMART INC                                       | 2031-09-22      | 1.8000%  | 0.0000% | $30000.00          | $26181.00          | Corporate Debt Securities |
| WALMART INC                                       | 2025-09-09      | 3.9000%  | 0.0000% | $626000.00         | $635066.57         | Corporate Debt Securities |
| WALMART INC                                       | 2030-04-28      | 4.3500%  | 0.0000% | $3347000.00        | $3399506.06        | Corporate Debt Securities |
| WALMART INC                                       | 2035-04-28      | 4.9000%  | 0.0000% | $1449000.00        | $1476934.30        | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2032-03-15      | 4.8000%  | 0.0000% | $446000.00         | $458935.49         | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP          | 2035-05-29      | 5.5000%  | 0.0000% | $100000.00         | $102649.22         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2030-06-30      | 4.6250%  | 0.0000% | $20000000.00       | $19996083.34       | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2030-06-30      | 4.6250%  | 0.0000% | $3457000.00        | $3456323.01        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                  | 2034-09-12      | 5.1000%  | 0.0000% | $2043000.00        | $2018014.11        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                  | 2030-05-19      | 5.4000%  | 0.0000% | $2922000.00        | $2992507.86        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                  | 2028-05-19      | 4.9000%  | 0.0000% | $2950000.00        | $2989305.47        | Corporate Debt Securities |
| XCEL ENERGY INC                                   | 2028-03-21      | 4.7500%  | 0.0000% | $685000.00         | $701339.15         | Corporate Debt Securities |
| XYLEM INC                                         | 2028-01-30      | 1.9500%  | 0.0000% | $195000.00         | $184142.40         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                        | 2035-02-19      | 5.5000%  | 0.0000% | $680000.00         | $710946.80         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                             | 2031-04-06      | 3.0000%  | 0.0000% | $200000.00         | $179530.00         | Corporate Debt Securities |
| SITIOS LATINOAMERICA SAB DE CV                    | 2032-04-04      | 5.3750%  | 0.0000% | $548000.00         | $547862.70         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                | 2029-12-15      | 6.0000%  | 0.0000% | $15000.00          | $15416.95          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                           | 2034-03-05      | 6.4500%  | 0.0000% | $547000.00         | $556768.96         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2029-04-04      | 5.3710%  | 0.0000% | $8000.00           | $8330.93           | Corporate Debt Securities |
| AES ANDES SA                                      | 2032-03-14      | 6.2500%  | 0.0000% | $400000.00         | $416320.44         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2035-07-16      | 5.5020%  | 0.0000% | $3900000.00        | $3962242.70        | Corporate Debt Securities |

### Security 283: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.560000%
- **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):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2034-02-15      | 4.0000%  | 0.0000% | $94907200.00       | $94710698.54       | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT BANKS FUNDING CORP | 2026-01-06      | 4.3700%  | 0.0000% | $59307000.00       | $59490538.69       | Agency Debentures and Agency Strips |
| SALISBURY RECEIVABLES CO LLC           | 2025-10-31      | 0.0000%  | 0.0000% | $119550123.00      | $118197772.01      | Money Market                        |
| TN VLY AUTHORITY                       | 2052-09-15      | 4.2500%  | 0.0000% | $695000.00         | $583616.21         | Agency Debentures and Agency Strips |
| TN VLY AUTHORITY                       | 2055-02-01      | 5.2500%  | 0.0000% | $10000000.00       | $9874461.67        | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                 | 2055-05-15      | 0.0000%  | 0.0000% | $0.02              | $0.00              | U.S. Treasuries (including strips)  |

### Security 284: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.410000%
- **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):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PETROLEOS MEXICANOS                        | 2035-06-15      | 6.6250%  | 0.0000% | $400000.00         | $357484.50         | Corporate Debt Securities |
| FRONTIER NORTH INC                         | 2028-02-15      | 6.7300%  | 0.0000% | $95000.00          | $101294.96         | Corporate Debt Securities |
| KOHLS CORP                                 | 2045-07-17      | 5.5500%  | 0.0000% | $95000.00          | $53167.54          | Corporate Debt Securities |
| COX COMMUNICATIONS INC                     | 2026-09-15      | 3.3500%  | 0.0000% | $44092000.00       | $43970110.12       | Corporate Debt Securities |
| MPT Opt Partner                            | 2027-10-15      | 5.0000%  | 0.0000% | $40000.00          | $37173.29          | Corporate Debt Securities |
| STAPLES INC                                | 2027-04-15      | 10.7500% | 0.0000% | $10000.00          | $9416.53           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC       | 2029-05-01      | 6.7500%  | 0.0000% | $20000.00          | $20521.30          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2028-02-24      | 2.9470%  | 0.0000% | $141000.00         | $139502.89         | Corporate Debt Securities |
| MPLX LP                                    | 2052-03-14      | 4.9500%  | 0.0000% | $43155000.00       | $36283321.46       | Corporate Debt Securities |
| GEO GROUP INC                              | 2031-04-15      | 10.2500% | 0.0000% | $105000.00         | $118582.86         | Corporate Debt Securities |
| KROGER CO                                  | 2054-09-15      | 5.5000%  | 0.0000% | $34063000.00       | $32688482.26       | Corporate Debt Securities |
| LIFEPOINT HEALTH INC                       | 2030-10-15      | 11.0000% | 0.0000% | $89000.00          | $100690.94         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                  | 2032-04-15      | 6.5000%  | 0.0000% | $11000.00          | $11398.74          | Corporate Debt Securities |
| MCGRAW-HILL EDUCATION INC                  | 2029-08-01      | 8.0000%  | 0.0000% | $36000.00          | $37977.84          | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC                    | 2030-09-15      | 7.8750%  | 0.0000% | $110000.00         | $103779.50         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC                     | 2030-02-15      | 9.8980%  | 0.0000% | $158644.00         | $164968.34         | Corporate Debt Securities |
| ESAB CORP                                  | 2029-04-15      | 6.2500%  | 0.0000% | $105000.00         | $109211.84         | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC              | 2029-02-01      | 9.2500%  | 0.0000% | $210000.00         | $228750.90         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC       | 2029-11-01      | 5.8750%  | 0.0000% | $32815.00          | $33613.96          | Corporate Debt Securities |
| HAH GROUP HOLDING COMPANY LLC              | 2031-10-01      | 9.7500%  | 0.0000% | $133000.00         | $133416.29         | Corporate Debt Securities |
| MICHAELS COMPANIES INC                     | 2029-05-01      | 7.8750%  | 0.0000% | $19000.00          | $13011.72          | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                       | 2029-01-15      | 9.0000%  | 0.0000% | $42000.00          | $44142.00          | Corporate Debt Securities |
| OSCAR ACQUISITIONCO LLC                    | 2030-04-15      | 9.5000%  | 0.0000% | $306000.00         | $245174.00         | Corporate Debt Securities |
| PERENTI FINANCE PTY LTD                    | 2029-04-26      | 7.5000%  | 0.0000% | $130000.00         | $136496.53         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2029-02-15      | 4.5000%  | 0.0000% | $77000.00          | $76533.38          | Corporate Debt Securities |
| USI INC                                    | 2032-01-15      | 7.5000%  | 0.0000% | $102000.00         | $107962.24         | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                     | 2029-03-15      | 6.3750%  | 0.0000% | $66000.00          | $69363.58          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                   | 2029-09-30      | 9.0000%  | 0.0000% | $83000.00          | $88443.14          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2033-11-07      | 7.1220%  | 0.0000% | $250000.00         | $262657.00         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                | 2034-07-01      | 5.8750%  | 0.0000% | $34619000.00       | $35495990.63       | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                | 2033-01-15      | 7.3750%  | 0.0000% | $92000.00          | $88860.76          | Corporate Debt Securities |
| AIR CANADA                                 | 2026-08-15      | 3.8750%  | 0.0000% | $140000.00         | $140761.66         | Corporate Debt Securities |
| CONSOLIDATED ENERGY FINANCE SA             | 2031-02-15      | 12.0000% | 0.0000% | $228000.00         | $219746.40         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I           | 2028-07-15      | 5.2500%  | 0.0000% | $70000.00          | $69661.43          | Corporate Debt Securities |
| BROADSTREET PARTNERS INC                   | 2029-04-15      | 5.8750%  | 0.0000% | $77000.00          | $77782.98          | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                  | 2029-10-15      | 4.6250%  | 0.0000% | $6000.00           | $5748.71           | Corporate Debt Securities |
| NORDSTROM INC                              | 2044-01-15      | 5.0000%  | 0.0000% | $150000.00         | $101925.33         | Corporate Debt Securities |
| ATP TOWER HOLDINGS LLC                     | 2030-02-03      | 7.8750%  | 0.0000% | $340000.00         | $357923.95         | Corporate Debt Securities |
| ACRISURE LLC                               | 2029-02-01      | 8.2500%  | 0.0000% | $119000.00         | $128105.88         | Corporate Debt Securities |
| ACRISURE LLC                               | 2032-07-01      | 6.7500%  | 0.0000% | $119000.00         | $121371.37         | Corporate Debt Securities |
| ADVANCED DRAINAGE SYSTEMS INC              | 2030-06-15      | 6.3750%  | 0.0000% | $38000.00          | $38722.13          | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC               | 2029-03-15      | 9.7500%  | 0.0000% | $28000.00          | $31090.45          | Corporate Debt Securities |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC  | 2029-06-15      | 4.6250%  | 0.0000% | $77000.00          | $73266.25          | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC        | 2032-10-15      | 6.6250%  | 0.0000% | $77000.00          | $79914.98          | Corporate Debt Securities |
| AUTODESK INC                               | 2035-06-15      | 5.3000%  | 0.0000% | $35466000.00       | $36189762.54       | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                 | 2032-06-15      | 8.3750%  | 0.0000% | $19000.00          | $20102.95          | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU                  | 2035-07-30      | 6.4500%  | 0.0000% | $45000.00          | $46309.95          | Corporate Debt Securities |
| BLOOMIN BRANDS INC                         | 2029-04-15      | 5.1250%  | 0.0000% | $37000.00          | $35108.57          | Corporate Debt Securities |
| CCO HOLDINGS LLC                           | 2030-08-15      | 4.5000%  | 0.0000% | $112000.00         | $106993.60         | Corporate Debt Securities |
| CCO HOLDINGS LLC                           | 2033-06-01      | 4.5000%  | 0.0000% | $210000.00         | $188391.00         | Corporate Debt Securities |
| CAPITAL POWER US HOLDING INC               | 2028-06-01      | 5.2570%  | 0.0000% | $43037000.00       | $43883697.98       | Corporate Debt Securities |
| CAPSTONE COPPER CORP                       | 2033-03-31      | 6.7500%  | 0.0000% | $84000.00          | $87668.91          | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                   | 2030-11-15      | 7.0500%  | 0.0000% | $13000.00          | $13746.50          | Corporate Debt Securities |
| CHART INDUSTRIES                           | 2031-01-01      | 9.5000%  | 0.0000% | $42000.00          | $45214.96          | Corporate Debt Securities |
| CHEMOURS COMPANY                           | 2033-01-15      | 8.0000%  | 0.0000% | $95000.00          | $90511.78          | Corporate Debt Securities |
| CONAGRA BRANDS INC                         | 2027-11-01      | 1.3750%  | 0.0000% | $29053000.00       | $27117125.98       | Corporate Debt Securities |
| CONDUENT BUSINESS SERVICES LLC             | 2029-11-01      | 6.0000%  | 0.0000% | $95000.00          | $92050.25          | Corporate Debt Securities |
| CORECIVIC INC                              | 2029-04-15      | 8.2500%  | 0.0000% | $55000.00          | $59490.84          | Corporate Debt Securities |
| COREWEAVE INC                              | 2030-06-01      | 9.2500%  | 0.0000% | $234000.00         | $237869.06         | Corporate Debt Securities |
| CORONADO FINANCE PTY LTD                   | 2029-10-01      | 9.2500%  | 0.0000% | $140000.00         | $110869.69         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                     | 2028-09-15      | 5.4500%  | 0.0000% | $33800000.00       | $35237138.44       | Corporate Debt Securities |
| UBS GROUP AG                               | 2031-04-01      | 4.1940%  | 0.0000% | $40200000.00       | $39831506.70       | Corporate Debt Securities |
| CROWDSTRIKE HOLDINGS INC                   | 2029-02-15      | 3.0000%  | 0.0000% | $35000.00          | $33265.87          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                | 2029-03-15      | 8.6250%  | 0.0000% | $49000.00          | $52582.06          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                | 2033-06-30      | 7.3750%  | 0.0000% | $51000.00          | $50737.14          | Corporate Debt Securities |
| DIEBOLD NIXDORF INC                        | 2030-03-31      | 7.7500%  | 0.0000% | $126000.00         | $136555.44         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC               | 2037-09-20      | 5.0000%  | 0.0000% | $71000.00          | $52100.83          | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC               | 2030-05-15      | 3.6250%  | 0.0000% | $47000.00          | $41895.93          | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                      | 2029-12-01      | 6.5000%  | 0.0000% | $91000.00          | $92881.27          | Corporate Debt Securities |
| EMRLD BORROWER LP                          | 2030-12-15      | 6.6250%  | 0.0000% | $57000.00          | $58628.79          | Corporate Debt Securities |
| ENERFLEX LTD                               | 2027-10-15      | 9.0000%  | 0.0000% | $84000.00          | $88678.80          | Corporate Debt Securities |
| F.N.B CORP                                 | 2030-12-11      | 5.7220%  | 0.0000% | $31123000.00       | $31519731.80       | Corporate Debt Securities |
| FTAI INFRA ESCROW HOLDINGS LLC             | 2027-06-01      | 10.5000% | 0.0000% | $72000.00          | $75455.28          | Corporate Debt Securities |
| FORD MOTOR COMPANY                         | 2032-08-19      | 6.1000%  | 0.0000% | $6000.00           | $6136.20           | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                | 2032-06-15      | 7.0000%  | 0.0000% | $98000.00          | $102296.32         | Corporate Debt Securities |
| GCI LLC                                    | 2028-10-15      | 4.7500%  | 0.0000% | $22000.00          | $21488.63          | Corporate Debt Securities |
| GPD COMPANIES INC                          | 2029-12-31      | 12.5000% | 0.0000% | $256000.00         | $226720.00         | Corporate Debt Securities |
| CLUE OPCO LLC                              | 2031-10-15      | 9.5000%  | 0.0000% | $34000.00          | $36927.14          | Corporate Debt Securities |
| GENESEE & WYOMING INC.                     | 2032-04-15      | 6.2500%  | 0.0000% | $91000.00          | $93790.31          | Corporate Debt Securities |
| GENESIS ENERGY                             | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $8675.62           | Corporate Debt Securities |
| GETTY IMAGES INC                           | 2030-02-21      | 11.2500% | 0.0000% | $98000.00          | $96468.75          | Corporate Debt Securities |
| GOEASY LTD                                 | 2028-12-01      | 9.2500%  | 0.0000% | $56000.00          | $59945.18          | Corporate Debt Securities |
| HEALTHEQUITY INC                           | 2029-10-01      | 4.5000%  | 0.0000% | $98000.00          | $95903.78          | Corporate Debt Securities |
| HUNT CO INC                                | 2029-04-15      | 5.2500%  | 0.0000% | $126000.00         | $125057.31         | Corporate Debt Securities |
| HUSKY IMS CANADIAN ESCROW CO-ISSUER LTD    | 2029-02-15      | 9.0000%  | 0.0000% | $12000.00          | $12875.28          | Corporate Debt Securities |
| INGEVITY CORP                              | 2028-11-01      | 3.8750%  | 0.0000% | $91000.00          | $87306.99          | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC                    | 2032-05-15      | 6.6250%  | 0.0000% | $84000.00          | $87374.79          | Corporate Debt Securities |
| IRON MOUNTAIN INC                          | 2033-01-15      | 6.2500%  | 0.0000% | $52000.00          | $53104.88          | Corporate Debt Securities |
| JANE STREET GROUP LLC                      | 2029-11-15      | 4.5000%  | 0.0000% | $130000.00         | $126046.70         | Corporate Debt Securities |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC | 2030-03-15      | 8.5000%  | 0.0000% | $11000.00          | $11956.51          | Corporate Debt Securities |
| KRONOS ACQUISITION HOLDINGS INC            | 2031-06-30      | 8.2500%  | 0.0000% | $66000.00          | $58185.27          | Corporate Debt Securities |
| LABL INC                                   | 2031-10-01      | 8.6250%  | 0.0000% | $88000.00          | $75704.64          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                      | 2030-10-15      | 3.8750%  | 0.0000% | $59632.00          | $51834.00          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC                       | 2032-06-01      | 10.0000% | 0.0000% | $17000.00          | $17929.50          | Corporate Debt Securities |
| MEG ENERGY CORP                            | 2029-02-01      | 5.8750%  | 0.0000% | $70000.00          | $72069.33          | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                  | 2029-09-15      | 6.1250%  | 0.0000% | $2000.00           | $2075.50           | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC               | 2030-12-31      | 6.5000%  | 0.0000% | $12348.00          | $12224.52          | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                   | 2027-03-15      | 3.7550%  | 0.0000% | $189000.00         | $187428.57         | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                   | 2032-03-15      | 4.2790%  | 0.0000% | $207000.00         | $177226.18         | Corporate Debt Securities |
| MAREX GROUP PLC                            | 2028-05-08      | 5.8290%  | 0.0000% | $37686000.00       | $38547018.32       | Corporate Debt Securities |
| MARTIN MDSTRM                              | 2028-02-15      | 11.5000% | 0.0000% | $5000.00           | $5556.14           | Corporate Debt Securities |
| MASTERBRAND INC                            | 2032-07-15      | 7.0000%  | 0.0000% | $10000.00          | $10200.61          | Corporate Debt Securities |
| MONEYGRAM INTL INC                         | 2030-06-01      | 9.0000%  | 0.0000% | $98000.00          | $91315.42          | Corporate Debt Securities |
| MOTION BONDCO DAC                          | 2027-11-15      | 6.6250%  | 0.0000% | $239000.00         | $230676.13         | Corporate Debt Securities |
| NAVIENT CORP                               | 2030-07-25      | 9.3750%  | 0.0000% | $39000.00          | $42770.23          | Corporate Debt Securities |
| NEW FLYER HOLDINGS INC                     | 2030-07-01      | 9.2500%  | 0.0000% | $96000.00          | $103297.28         | Corporate Debt Securities |
| NEWMONT CORPORATION                        | 2034-03-15      | 5.3500%  | 0.0000% | $33391000.00       | $34805813.77       | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC        | 2026-09-16      | 1.8500%  | 0.0000% | $140000.00         | $135262.05         | Corporate Debt Securities |
| GEN DIGITAL INC                            | 2033-04-01      | 6.2500%  | 0.0000% | $20000.00          | $20893.45          | Corporate Debt Securities |
| Novelis                                    | 2026-11-15      | 3.2500%  | 0.0000% | $28000.00          | $27774.07          | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO          | 2029-02-15      | 3.5000%  | 0.0000% | $89000.00          | $85735.63          | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                       | 2030-03-15      | 7.8750%  | 0.0000% | $112000.00         | $121180.64         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                       | 2032-03-15      | 6.7500%  | 0.0000% | $98000.00          | $101868.55         | Corporate Debt Securities |
| OPTION CARE HEALTH INC                     | 2029-10-31      | 4.3750%  | 0.0000% | $63000.00          | $60703.49          | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                      | 2030-07-15      | 6.2000%  | 0.0000% | $32500000.00       | $33163613.89       | Corporate Debt Securities |
| P & L DEVELOPMENT LLC                      | 2029-05-15      | 12.0000% | 0.0000% | $61174.00          | $64406.03          | Corporate Debt Securities |
| VIBRANTZ TECHNOLOGIES INC                  | 2030-02-15      | 9.0000%  | 0.0000% | $305000.00         | $209001.25         | Corporate Debt Securities |
| PARK INTERMEDIATE HOLDINGS LLC             | 2028-10-01      | 5.8750%  | 0.0000% | $22000.00          | $22323.03          | Corporate Debt Securities |
| PARKLAND CORP                              | 2030-05-01      | 4.6250%  | 0.0000% | $154000.00         | $149132.68         | Corporate Debt Securities |
| PARKLAND CORP                              | 2032-08-15      | 6.6250%  | 0.0000% | $175000.00         | $183791.05         | Corporate Debt Securities |
| DOMTAR CORP                                | 2028-10-01      | 6.7500%  | 0.0000% | $214000.00         | $191739.72         | Corporate Debt Securities |
| PETROLEOS MEXICANOS                        | 2027-01-23      | 6.4900%  | 0.0000% | $136000.00         | $136163.46         | Corporate Debt Securities |
| PETROLEOS MEXICANOS                        | 2031-01-28      | 5.9500%  | 0.0000% | $97000.00          | $89801.68          | Corporate Debt Securities |
| PHOENIX AVIATION CAPITAL LTD               | 2030-07-15      | 9.2500%  | 0.0000% | $133000.00         | $139756.40         | Corporate Debt Securities |
| PRECISION DRILLING CORPORATION             | 2029-01-15      | 6.8750%  | 0.0000% | $370000.00         | $370571.50         | Corporate Debt Securities |
| QVC INC                                    | 2043-03-15      | 5.9500%  | 0.0000% | $480000.00         | $211222.93         | Corporate Debt Securities |
| QVC INC                                    | 2029-04-15      | 6.8750%  | 0.0000% | $642000.00         | $303796.36         | Corporate Debt Securities |
| RACKSPACE FINANCE LLC                      | 2028-05-15      | 3.5000%  | 0.0000% | $1.00              | $0.49              | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC             | 2029-01-15      | 5.7500%  | 0.0000% | $218000.00         | $196342.91         | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC             | 2030-04-15      | 7.0000%  | 0.0000% | $105000.00         | $103757.97         | Corporate Debt Securities |
| RESIDEO FUNDING INC                        | 2032-07-15      | 6.5000%  | 0.0000% | $84000.00          | $85112.07          | Corporate Debt Securities |
| ROCKET SOFTWARE INC                        | 2028-11-28      | 9.0000%  | 0.0000% | $30000.00          | $31634.40          | Corporate Debt Securities |
| RYAN SPECIALTY LLC                         | 2032-08-01      | 5.8750%  | 0.0000% | $128000.00         | $132113.28         | Corporate Debt Securities |
| SCIH SALT HOLDINGS INC                     | 2029-05-01      | 6.6250%  | 0.0000% | $60000.00          | $60349.35          | Corporate Debt Securities |
| SABRE GLBL INC                             | 2029-11-15      | 10.7500% | 0.0000% | $169000.00         | $177964.51         | Corporate Debt Securities |
| SCIENTIFIC GAMES HOLDINGS LP               | 2030-03-01      | 6.6250%  | 0.0000% | $47000.00          | $46623.73          | Corporate Debt Securities |
| SEADRILL FINANCE LTD                       | 2030-08-01      | 8.3750%  | 0.0000% | $286000.00         | $304756.56         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD    | 2029-12-15      | 8.2500%  | 0.0000% | $200000.00         | $215238.50         | Corporate Debt Securities |
| SELECT MEDICAL CORP                        | 2032-12-01      | 6.2500%  | 0.0000% | $98000.00          | $98472.03          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC              | 2032-12-31      | 4.3750%  | 0.0000% | $39000.00          | $29241.88          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC              | 2033-02-15      | 8.1250%  | 0.0000% | $89000.00          | $94391.83          | Corporate Debt Securities |
| SOTERA HEALTH HOLDINGS LLC                 | 2031-06-01      | 7.3750%  | 0.0000% | $119000.00         | $124631.28         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                | 2029-04-01      | 7.2500%  | 0.0000% | $5000.00           | $5360.18           | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC                  | 2032-03-15      | 7.2500%  | 0.0000% | $84000.00          | $90794.46          | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                   | 2026-08-01      | 6.8750%  | 0.0000% | $42000.00          | $43444.55          | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDINGS LLC              | 2029-10-31      | 8.6250%  | 0.0000% | $37000.00          | $39186.36          | Corporate Debt Securities |
| SUNCOKE ENERGY INC                         | 2029-06-30      | 4.8750%  | 0.0000% | $98000.00          | $90799.21          | Corporate Debt Securities |
| TENET HEALTHCARE CORP                      | 2028-10-01      | 6.1250%  | 0.0000% | $147000.00         | $150174.71         | Corporate Debt Securities |
| TREEHOUSE FOODS INC                        | 2028-09-01      | 4.0000%  | 0.0000% | $200000.00         | $188111.33         | Corporate Debt Securities |
| TRINET GROUP INC                           | 2029-03-01      | 3.5000%  | 0.0000% | $105000.00         | $99193.85          | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2032-01-15      | 3.7500%  | 0.0000% | $70000.00          | $63952.47          | Corporate Debt Securities |
| UNITI GROUP LP                             | 2028-02-15      | 10.5000% | 0.0000% | $45000.00          | $49369.35          | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC              | 2026-09-01      | 1.6500%  | 0.0000% | $40000000.00       | $38880600.00       | Corporate Debt Securities |
| VFH PARENT LLC                             | 2031-06-15      | 7.5000%  | 0.0000% | $46000.00          | $48260.13          | Corporate Debt Securities |
| VALVOLINE INC                              | 2031-06-15      | 3.6250%  | 0.0000% | $49000.00          | $44196.58          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                     | 2030-01-15      | 7.0000%  | 0.0000% | $2000.00           | $2030.64           | Corporate Debt Securities |
| VERTIV GROUP CORP                          | 2028-11-15      | 4.1250%  | 0.0000% | $77000.00          | $75693.95          | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                 | 2032-04-15      | 7.7500%  | 0.0000% | $84000.00          | $89473.79          | Corporate Debt Securities |
| WAYFAIR LLC                                | 2029-10-31      | 7.2500%  | 0.0000% | $208000.00         | $216148.86         | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                   | 2030-06-15      | 8.5000%  | 0.0000% | $72000.00          | $77119.28          | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC                   | 2029-08-15      | 4.0000%  | 0.0000% | $52000.00          | $47644.19          | Corporate Debt Securities |
| ZEBRA TECH CORP                            | 2032-06-01      | 6.5000%  | 0.0000% | $98000.00          | $101373.49         | Corporate Debt Securities |
| ZIPRECRUITER INC                           | 2030-01-15      | 5.0000%  | 0.0000% | $112000.00         | $85170.65          | Corporate Debt Securities |
| FALABELLA SA                               | 2027-10-30      | 3.7500%  | 0.0000% | $332000.00         | $325222.22         | Corporate Debt Securities |
| INRETAIL SHOPPING MALLS                    | 2028-04-03      | 5.7500%  | 0.0000% | $130000.00         | $132324.08         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC                | 2029-02-15      | 5.6250%  | 0.0000% | $113000.00         | $115463.12         | Corporate Debt Securities |
| HUDBAY MINERALS INC                        | 2029-04-01      | 6.1250%  | 0.0000% | $24000.00          | $24657.76          | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S.A.                | 2031-04-27      | 4.5000%  | 0.0000% | $200000.00         | $185951.00         | Corporate Debt Securities |
| VOLCAN COMPANIA MINERA SAA                 | 2026-02-11      | 4.3750%  | 0.0000% | $600000.00         | $591382.92         | Corporate Debt Securities |
| NEMAK SAB DE CV                            | 2031-06-28      | 3.6250%  | 0.0000% | $344000.00         | $291946.68         | Corporate Debt Securities |
| BBVA BANCOMER SA INSTITUCION DE            | 2039-01-08      | 8.1250%  | 0.0000% | $311000.00         | $325571.99         | Corporate Debt Securities |

### Security 285: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.690000%
- **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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLOBAL MARINE INC.                             | 2028-06-01      | 7.0000%  | 0.0000% | $12700000.00       | $11895666.67       | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                       | 2028-01-15      | 3.9500%  | 0.0000% | $618000.00         | $577790.17         | Corporate Debt Securities |
| AVATION CAPITAL SA                             | 2026-10-31      | 8.2500%  | 0.0000% | $9637000.00        | $9661068.41        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY             | 2048-03-01      | 4.1250%  | 0.0000% | $1000.00           | $750.85            | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                       | 2027-05-01      | 8.3750%  | 0.0000% | $503.00            | $433.68            | Corporate Debt Securities |
| UNITI GROUP LP                                 | 2029-02-15      | 6.5000%  | 0.0000% | $45000.00          | $45082.45          | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FINANCE USA LLC         | 2029-09-01      | 4.0000%  | 0.0000% | $508000.00         | $466599.69         | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC.                      | 2028-03-01      | 4.8750%  | 0.0000% | $1000.00           | $958.27            | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                   | 2026-01-15      | 0.0000%  | 0.0000% | $5329000.00        | $5182452.50        | Corporate Debt Securities |
| CALUMET SPE                                    | 2027-01-15      | 8.1250%  | 0.0000% | $12924000.00       | $12749411.12       | Corporate Debt Securities |
| RLJ LODGING TRUST LP                           | 2026-07-01      | 3.7500%  | 0.0000% | $2000.00           | $1981.25           | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                            | 2030-07-01      | 4.1250%  | 0.0000% | $301000.00         | $277611.55         | Corporate Debt Securities |
| SAMARCO MINERACAO SA                           | 2031-06-30      | 9.0000%  | 0.0000% | $2.00              | $2.00              | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                           | 2079-12-31      | 3.9500%  | 0.0000% | $1000.00           | $983.11            | Corporate Debt Securities |
| ECHOSTAR CORP                                  | 2029-11-30      | 10.7500% | 0.0000% | $2866372.00        | $3053880.50        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC               | 2031-02-15      | 4.7500%  | 0.0000% | $10567000.00       | $9051827.22        | Corporate Debt Securities |
| AIRCASTLE LTD                                  | 2079-12-31      | 5.2500%  | 0.0000% | $279000.00         | $282963.89         | Corporate Debt Securities |
| ARMOR HOLDCO INC                               | 2029-11-15      | 8.5000%  | 0.0000% | $1795000.00        | $1758228.43        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FINANCE LLC             | 2033-07-15      | 7.5000%  | 0.0000% | $1922000.00        | $1939618.33        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                           | 2079-12-31      | 3.9500%  | 0.0000% | $1556000.00        | $1529724.35        | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2030-03-15      | 5.7500%  | 0.0000% | $390000.00         | $405322.23         | Corporate Debt Securities |
| RRD PARENT INC                                 | 2031-10-15      | 10.0000% | 0.0000% | $1421063.00        | $2553571.26        | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC                        | 2029-11-01      | 12.2500% | 0.0000% | $9461000.00        | $10058887.90       | Corporate Debt Securities |
| CONSOLIDATED ENERGY FINANCE SA                 | 2031-02-15      | 12.0000% | 0.0000% | $899000.00         | $866456.20         | Corporate Debt Securities |
| ECOPETROL SA                                   | 2031-11-02      | 4.6250%  | 0.0000% | $1000.00           | $874.32            | Corporate Debt Securities |
| UCAR Global Ent                                | 2029-12-23      | 9.8750%  | 0.0000% | $54000.00          | $48084.49          | Corporate Debt Securities |
| GRAY MEDIA INC                                 | 2031-11-15      | 5.3750%  | 0.0000% | $407000.00         | $304137.76         | Corporate Debt Securities |
| HP INC                                         | 2031-06-17      | 2.6500%  | 0.0000% | $174000.00         | $154242.11         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC                     | 2031-06-15      | 2.9500%  | 0.0000% | $959000.00         | $813049.26         | Corporate Debt Securities |
| INFRABUILD AUSTRALIA PTY LTD                   | 2028-11-15      | 14.5000% | 0.0000% | $7818000.00        | $8741840.03        | Corporate Debt Securities |
| IRON MOUNTAIN INC                              | 2029-02-15      | 7.0000%  | 0.0000% | $306000.00         | $324396.04         | Corporate Debt Securities |
| KIOXIA HOLDINGS CORP                           | 2033-07-24      | 6.6250%  | 0.0000% | $1956000.00        | $1941885.83        | Corporate Debt Securities |
| LCPR SENIOR SECURED FINANCING DAC              | 2027-10-15      | 6.7500%  | 0.0000% | $3623000.00        | $2843901.02        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC                          | 2027-11-01      | 8.7500%  | 0.0000% | $132000.00         | $126343.14         | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC                   | 2031-03-31      | 6.0000%  | 0.0000% | $6653536.00        | $5106588.88        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC                        | 2029-02-01      | 5.6250%  | 0.0000% | $1486000.00        | $1325608.59        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC                        | 2029-08-01      | 6.7500%  | 0.0000% | $89000.00          | $80751.48          | Corporate Debt Securities |
| RADIATE HOLDCO LLC                             | 2030-03-25      | 6.0000%  | 0.0000% | $416000.00         | $293280.00         | Corporate Debt Securities |
| REALTY INCOME CORP                             | 2032-10-13      | 5.6250%  | 0.0000% | $2000.00           | $2119.57           | Corporate Debt Securities |
| SPIRIT IP CAYMAN LTD                           | 2030-03-06      | 8.0000%  | 0.0000% | $1182856.00        | $760642.12         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2029-09-15      | 7.8750%  | 0.0000% | $214000.00         | $239316.47         | Corporate Debt Securities |
| VAIL RESORTS INC                               | 2030-07-15      | 5.6250%  | 0.0000% | $760000.00         | $767388.15         | Corporate Debt Securities |
| KOSMOS ENERGY LTD                              | 2031-10-01      | 8.7500%  | 0.0000% | $1377000.00        | $1112501.25        | Corporate Debt Securities |

### Security 286: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 TRIB 27                                               | 2027-01-15      | 2.3750%  | 0.0000% | $700000.00         | $1135075.99        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                             | 2032-05-31      | 4.1250%  | 0.0000% | $53369700.00       | $53669904.56       | U.S. Treasuries (including strips) |
| ANTALIS S.A.                                                | 2025-08-12      | 0.0000%  | 0.0000% | $1500000.00        | $1497624.00        | Money Market                       |
| CONCORD MINUTEMEN CAP CO LLC SER C DISC COML PAPER 144A 3C7 | 2025-08-07      | 0.0000%  | 0.0000% | $100086000.00      | $99585570.00       | Money Market                       |

### Security 287: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.880000%
- **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: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.31100 | 2051-11-20      | 2.3110%  | 0.0000% | $21658262.00       | $20858836.90       | Asset-Backed Securities                           |
| CARLYLE US CLO 2023-4 LTD      A-1A   20361027 FLT     | 2036-10-25      | 6.0185%  | 0.0000% | $20000000.00       | $20051461.52       | Asset-Backed Securities                           |
| EAGLE RE LTD 2021-2            M-2    20340425 FLT     | 2034-04-25      | 8.6000%  | 0.0000% | $515000.00         | $532136.80         | Private Label Collateralized Mortgage Obligations |
| GCAT LLC 2019-NQM3             B-1    20591125 FLT     | 2059-11-25      | 3.9520%  | 0.0000% | $1520000.00        | $1300007.87        | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2024-7            A-1    20380120 FLT     | 2038-01-20      | 5.6355%  | 0.0000% | $18000000.00       | $18097477.43       | Asset-Backed Securities                           |
| WESTLAKE AUTMBLE REC TR 2022-2 E      20271215 6.00000 | 2027-12-15      | 6.0000%  | 0.0000% | $49360000.00       | $47675079.96       | Asset-Backed Securities                           |
| ZIPLY FIBER ISSUER LLC 2024-1  A-2    20540420 6.64000 | 2054-04-20      | 6.6400%  | 0.0000% | $8964160.00        | $9185000.05        | Asset-Backed Securities                           |

### Security 288: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.780000%
- **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: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2034-01-20      | 8.2500%  | 0.0000% | $3000.00           | $3424.93           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2037-01-20      | 7.1250%  | 0.0000% | $610000.00         | $656383.89         | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)               | 2027-09-30      | 8.8750%  | 0.0000% | $9000.00           | $10004.52          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                            | 2050-11-18      | 5.6250%  | 0.0000% | $302000.00         | $287307.70         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2045-11-20      | 4.1250%  | 0.0000% | $856.00            | $728.97            | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2028-01-13      | 4.6250%  | 0.0000% | $250000.00         | $249786.01         | Corporate Debt Securities                         |
| A&D MTG TR ADMT_23-NQM5                       | 2068-11-25      | 7.0490%  | 0.0000% | $670000.00         | $532096.75         | Private Label Collateralized Mortgage Obligations |
| BARINGS BDC INC                               | 2029-02-15      | 7.0000%  | 0.0000% | $2775000.00        | $2967606.58        | Corporate Debt Securities                         |
| FSMT_21-12                                    | 2051-11-27      | 0.2158%  | 0.0000% | $396110000.00      | $3908997.39        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM4                                 | 2067-06-25      | 4.9883%  | 0.0000% | $100000.00         | $74551.30          | Asset-Backed Securities                           |
| PERU (REPUBLIC OF)                            | 2060-12-01      | 2.7800%  | 0.0000% | $14000.00          | $7448.79           | Corporate Debt Securities                         |
| WP CAREY INC                                  | 2029-07-15      | 3.8500%  | 0.0000% | $4000000.00        | $3893124.44        | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                            | 2054-08-08      | 5.8750%  | 0.0000% | $385000.00         | $380233.49         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2027-10-27      | 4.3750%  | 0.0000% | $4500.00           | $4552.88           | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2055-04-20      | 4.9750%  | 0.0000% | $230000.00         | $204426.17         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2034-10-28      | 5.7500%  | 0.0000% | $190675.00         | $202533.92         | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE              | 2079-12-31      | 3.7000%  | 0.0000% | $2073000.00        | $2054848.58        | Corporate Debt Securities                         |
| JPMMT_21-3                                    | 2051-07-25      | 0.5780%  | 0.0000% | $35000000.00       | $1079944.97        | Private Label Collateralized Mortgage Obligations |
| PERU (REPUBLIC OF)                            | 2051-03-10      | 3.5500%  | 0.0000% | $16000.00          | $10968.09          | Corporate Debt Securities                         |
| UWM_21-INV5                                   | 2052-01-25      | 0.2298%  | 0.0000% | $144305995.00      | $1358883.89        | Private Label Collateralized Mortgage Obligations |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2031-01-23      | 4.3750%  | 0.0000% | $1162.00           | $1159.20           | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE TRUST AOMT_24-11           | 2069-08-25      | 5.7000%  | 0.0000% | $1415559.00        | $1287619.17        | Private Label Collateralized Mortgage Obligations |
| APOLLO DEBT SOLUTIONS BDC                     | 2031-07-29      | 6.7000%  | 0.0000% | $2000000.00        | $2082224.44        | Corporate Debt Securities                         |
| BX_24-BRBK                                    | 2041-10-15      | 8.3919%  | 0.0000% | $5000000.00        | $5033944.54        | Private Label Collateralized Mortgage Obligations |
| BANK OF NOVA SCOTIA                           | 2081-10-27      | 3.6250%  | 0.0000% | $1500000.00        | $1400943.12        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND                | 2029-11-22      | 5.6000%  | 0.0000% | $4200000.00        | $4276118.00        | Corporate Debt Securities                         |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM5 | 2065-02-25      | 5.4960%  | 0.0000% | $2000000.00        | $1919607.36        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM5                                 | 2065-02-25      | 5.8000%  | 0.0000% | $2000000.00        | $1915300.70        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2050-01-14      | 4.7500%  | 0.0000% | $378000.00         | $265832.70         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2032-01-22      | 6.1250%  | 0.0000% | $250000.00         | $254350.28         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)    | 2030-11-06      | 5.5000%  | 0.0000% | $7400000.00        | $7464277.22        | Corporate Debt Securities                         |
| CHASE_25-6                                    | 2056-04-25      | 0.0000%  | 0.0000% | $92965500.00       | $3677138.16        | Private Label Collateralized Mortgage Obligations |
| CHILE (REPUBLIC OF)                           | 2036-01-05      | 4.9500%  | 0.0000% | $2400000.00        | $2353434.00        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                        | 2030-04-25      | 7.3750%  | 0.0000% | $2000000.00        | $2138923.61        | Corporate Debt Securities                         |
| EFMT_25-INV1                                  | 2070-03-25      | 6.4890%  | 0.0000% | $898978.00         | $909743.71         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                    | 2051-10-25      | 0.1339%  | 0.0000% | $312572452.00      | $1699566.92        | Private Label Collateralized Mortgage Obligations |
| MARVELL TECHNOLOGY INC                        | 2033-09-15      | 5.9500%  | 0.0000% | $338000.00         | $363710.91         | Corporate Debt Securities                         |
| MELLO_22-INV2                                 | 2052-04-25      | 0.1699%  | 0.0000% | $270647994.00      | $1945005.99        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-H4      | 2051-12-15      | 3.0000%  | 0.0000% | $4300000.00        | $3248048.00        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAPITAL HOLDINGS INC           | 2025-08-01      | 0.0000%  | 0.0000% | $650000.00         | $645193.90         | Money Market                                      |
| PMTLT_21-INV1                                 | 2051-07-25      | 0.1891%  | 0.0000% | $149999995.00      | $1254606.35        | Private Label Collateralized Mortgage Obligations |
| PANAMA REPUBLIC OF (GOVERNMENT)               | 2034-04-28      | 8.1250%  | 0.0000% | $11000.00          | $12162.19          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                            | 2072-01-15      | 3.6000%  | 0.0000% | $74000.00          | $44696.00          | Corporate Debt Securities                         |
| RCKT_21-6                                     | 2051-12-26      | 0.0942%  | 0.0000% | $601784000.00      | $2682160.09        | Private Label Collateralized Mortgage Obligations |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2050-06-18      | 5.1000%  | 0.0000% | $300250.00         | $275926.75         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2060-09-10      | 5.2500%  | 0.0000% | $41507.00          | $37950.12          | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2037-02-14      | 5.4420%  | 0.0000% | $100362.00         | $104596.64         | Corporate Debt Securities                         |
| SBCLN_23-MTG1                                 | 2052-02-26      | 9.2052%  | 0.0000% | $2910000.00        | $2404402.05        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1-M3                              | 2052-02-26      | 10.1552% | 0.0000% | $3122000.00        | $2420786.25        | Private Label Collateralized Mortgage Obligations |
| SKY1 TRUST SKY1_25-LINE                       | 2042-04-15      | 7.9987%  | 0.0000% | $5000000.00        | $4991392.45        | Private Label Collateralized Mortgage Obligations |
| STAR_21-1                                     | 2065-05-25      | 2.3630%  | 0.0000% | $2250000.00        | $1976240.63        | Private Label Collateralized Mortgage Obligations |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)   | 2028-01-11      | 3.7500%  | 0.0000% | $860000.00         | $843487.28         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)   | 2032-04-27      | 4.7500%  | 0.0000% | $630000.00         | $604403.62         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)   | 2055-05-13      | 7.3750%  | 0.0000% | $1061000.00        | $1102415.40        | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                | 2033-01-15      | 7.8750%  | 0.0000% | $82373.00          | $97427.60          | Corporate Debt Securities                         |
| VW CREDIT INC                                 | 2025-09-24      | 0.0000%  | 0.0000% | $462000.00         | $458702.24         | Money Market                                      |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| WISCONSIN HSG & ECONOMIC DEV AUTH                                | 2037-09-01      | 4.3200%  | 0.0000% | $295000.00         | $128450.34         | Money Market              |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV                 | 2048-05-15      | 6.5480%  | 0.0000% | $2575000.00        | $2759173.16        | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2032-05-15      | 2.3500%  | 0.0000% | $640000.00         | $240254.79         | Money Market              |
| BAY AREA TOLL AUTHORITY                                          | 2059-04-01      | 2.2000%  | 0.0000% | $31450000.00       | $31505798.39       | Money Market              |
| GREAT LAKES WATER AUTH MICH                                      | 2052-07-01      | 5.2500%  | 0.0000% | $920000.00         | $946187.80         | Other Instrument          |
| KING CNTY WASH SCH DIST NO 403 RENTON                            | 2038-12-01      | 5.0000%  | 0.0000% | $20000.00          | $21517.07          | Other Instrument          |
| ALLEGHENY CNTY PA HIGHER ED BLDG AUTH                            | 2027-08-01      | 5.0000%  | 0.0000% | $45000.00          | $48312.00          | Other Instrument          |
| ALPINE UTAH SCH DIST LEASE                                       | 2043-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15502.07          | Other Instrument          |
| ALPINE UTAH SCH DIST LEASE                                       | 2045-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15346.07          | Other Instrument          |
| ALVIN TEX INDPT SCH DIST                                         | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5101.52           | Other Instrument          |
| ANAHEIM CALIF ELEM SCH DIST                                      | 2031-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5337.75           | Other Instrument          |
| ARLINGTON TEX INDPT SCH DIST                                     | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5101.52           | Other Instrument          |
| ATLANTA GA (CITY OF)                                             | 2042-07-01      | 5.0000%  | 0.0000% | $55000.00          | $57047.47          | Other Instrument          |
| ATLANTA GA (CITY OF)                                             | 2031-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10679.40          | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2037-11-15      | 5.0000%  | 0.0000% | $35000.00          | $38030.49          | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2040-11-15      | 5.0000%  | 0.0000% | $15000.00          | $15943.58          | Other Instrument          |
| AVON GROVE SCH DIST PA                                           | 2032-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10347.76          | Other Instrument          |
| BAY AREA TOLL AUTHORITY                                          | 2042-04-01      | 5.0000%  | 0.0000% | $25000.00          | $27094.17          | Other Instrument          |
| BETHPAGE N Y UN FREE SCH DIST                                    | 2034-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5333.95           | Other Instrument          |
| BLACK BELT ENERGY GAS DIST - NWLIC (SERIES 2025A)                | 2029-05-01      | 5.0000%  | 0.0000% | $2640000.00        | $2697792.53        | Other Instrument          |
| BOSTON MASS                                                      | 2044-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5238.09           | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27261.17          | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2032-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16249.30          | Other Instrument          |
| BUCKS COUNTY COMMUNITY COLLEGE                                   | 2028-06-15      | 3.0000%  | 0.0000% | $40000.00          | $40186.53          | Other Instrument          |
| CALIFORNIA HEALTH FACS FING AUTH                                 | 2036-08-15      | 4.0000%  | 0.0000% | $100000.00         | $101902.44         | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2035-09-01      | 5.1000%  | 0.0000% | $6360000.00        | $6571321.60        | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2033-04-01      | 4.5000%  | 0.0000% | $125000.00         | $125877.50         | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2045-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5173.45           | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2037-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5547.03           | Other Instrument          |
| CAMBRIA CNTY PA                                                  | 2031-08-01      | 3.1660%  | 0.0000% | $250000.00         | $236115.00         | Other Instrument          |
| CENTRAL FLORIDA EXRESSWAY AUTH                                   | 2036-07-01      | 3.0000%  | 0.0000% | $495000.00         | $446133.60         | Other Instrument          |
| CENTRAL FLORIDA EXRESSWAY AUTH                                   | 2044-07-01      | 5.0000%  | 0.0000% | $45000.00          | $45716.70          | Other Instrument          |
| CHICAGO ILL MET WTR RECLAMATION DIST                             | 2038-12-01      | 5.7200%  | 0.0000% | $2420000.00        | $2504708.07        | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2027-01-01      | 5.0000%  | 0.0000% | $35000.00          | $36320.08          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2035-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10864.47          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2041-01-01      | 5.0000%  | 0.0000% | $155000.00         | $161290.93         | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2043-01-01      | 5.0000%  | 0.0000% | $25000.00          | $25639.42          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2059-01-01      | 5.5000%  | 0.0000% | $7150000.00        | $7370172.33        | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2030-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5491.28           | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2048-01-01      | 5.2500%  | 0.0000% | $45000.00          | $45988.88          | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2038-06-01      | 3.0000%  | 0.0000% | $65000.00          | $55788.20          | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2038-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21418.73          | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2041-07-01      | 5.0000%  | 0.0000% | $40000.00          | $41874.27          | Other Instrument          |
| COLLIN CNTY TEX                                                  | 2041-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21238.11          | Other Instrument          |
| COLORADO (STATE OF)                                              | 2028-12-15      | 5.0000%  | 0.0000% | $10000.00          | $10838.99          | Other Instrument          |
| CONCORD CALIF                                                    | 2037-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10275.93          | Other Instrument          |
| CONNECTICUT (STATE OF)                                           | 2038-01-15      | 5.0000%  | 0.0000% | $50000.00          | $54137.11          | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2038-02-15      | 5.0000%  | 0.0000% | $45000.00          | $48994.45          | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                                  | 2040-11-01      | 3.0890%  | 0.0000% | $170000.00         | $137572.93         | Other Instrument          |
| DUBLIN CALIF UNI SCH DIST                                        | 2039-08-01      | 3.1250%  | 0.0000% | $145000.00         | $127983.53         | Other Instrument          |
| EAGLE PASS TEX                                                   | 2036-03-01      | 4.0000%  | 0.0000% | $50000.00          | $51291.33          | Other Instrument          |
| EAST ALLEN MULTI SCH BLDG CORP IND                               | 2028-01-15      | 5.0000%  | 0.0000% | $45000.00          | $47148.85          | Other Instrument          |
| EAST LONGMEADOW MASS                                             | 2041-11-01      | 4.0000%  | 0.0000% | $20000.00          | $19312.33          | Other Instrument          |
| EL PASO CNTY TEX HOSP DIST                                       | 2050-02-15      | 5.5000%  | 0.0000% | $2810000.00        | $2905141.92        | Other Instrument          |
| EL PASO TEX                                                      | 2036-03-01      | 4.0000%  | 0.0000% | $15000.00          | $15242.05          | Other Instrument          |
| FLORIDA ST DEPT TRANSN                                           | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5287.18           | Other Instrument          |
| FRANKLIN CNTY WASH SCH DIST NO 1 PASCO                           | 2036-12-01      | 5.0000%  | 0.0000% | $25000.00          | $27360.58          | Other Instrument          |
| FRANKLIN MASS                                                    | 2036-05-15      | 3.0000%  | 0.0000% | $100000.00         | $90993.33          | Other Instrument          |
| GRAND PARKWAY TRANSPORTATION CORPORATION TEXAS                   | 2042-10-01      | 5.1840%  | 0.0000% | $45000.00          | $45008.10          | Other Instrument          |
| GRAND TRAVERSE CNTY MICH HOSP FIN AUTH                           | 2032-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32620.70          | Other Instrument          |
| HALLANDALE BEACH FLA                                             | 2031-10-01      | 4.0000%  | 0.0000% | $20000.00          | $20423.67          | Other Instrument          |
| HAMILTON WIS SCH DIST                                            | 2032-04-01      | 3.2500%  | 0.0000% | $45000.00          | $45427.20          | Other Instrument          |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP         | 2038-07-01      | 3.1250%  | 0.0000% | $210000.00         | $180791.98         | Other Instrument          |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP         | 2039-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5266.13           | Other Instrument          |
| HARRIS CNTY TEX HOSP DIST                                        | 2030-02-15      | 5.0000%  | 0.0000% | $40000.00          | $41381.82          | Other Instrument          |
| HENNEPIN CNTY MINN                                               | 2031-12-15      | 5.0000%  | 0.0000% | $15000.00          | $15511.78          | Other Instrument          |
| HONOLULU HAWAII                                                  | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5287.57           | Other Instrument          |
| IDAHO HEALTH FACILITIES AUTHORITY                                | 2042-03-01      | 5.0000%  | 0.0000% | $1250000.00        | $1294690.28        | Other Instrument          |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2041-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10763.26          | Other Instrument          |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2040-08-15      | 5.0000%  | 0.0000% | $25000.00          | $27184.89          | Other Instrument          |
| IDAHO STATE BUILDING AUTHORITY                                   | 2026-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5140.37           | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2046-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10259.34          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2042-10-01      | 4.3300%  | 0.0000% | $5555000.00        | $5574397.70        | Money Market              |
| ILLINOIS (STATE OF)                                              | 2047-05-01      | 5.5000%  | 0.0000% | $5070000.00        | $5223316.80        | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2034-07-01      | 5.0000%  | 0.0000% | $140000.00         | $150394.53         | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2036-01-01      | 5.0000%  | 0.0000% | $30000.00          | $30246.80          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2034-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5656.83           | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2036-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16435.90          | Other Instrument          |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK                  | 2027-07-15      | 5.0000%  | 0.0000% | $40000.00          | $41933.69          | Other Instrument          |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK                  | 2033-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5222.78           | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2044-07-01      | 5.2500%  | 0.0000% | $15000.00          | $15328.43          | Other Instrument          |
| IRVING TEX INDPT SCH DIST                                        | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10996.46          | Other Instrument          |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2039-10-01      | 0.0000%  | 0.0000% | $100000.00         | $90872.69          | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2056-05-01      | 0.0000%  | 0.0000% | $122515000.00      | $122581312.08      | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2027-03-20      | 0.0000%  | 0.0000% | $393836.00         | $394902.64         | Money Market              |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                       | 2028-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5265.75           | Other Instrument          |
| KATY TEX INDPT SCH DIST                                          | 2045-02-15      | 4.0000%  | 0.0000% | $140000.00         | $128145.42         | Other Instrument          |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2043-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10395.87          | Other Instrument          |
| KENTUCKY ST TPK AUTH                                             | 2027-07-01      | 5.0000%  | 0.0000% | $130000.00         | $136291.57         | Other Instrument          |
| KING & SNOHOMISH CNTYS WASH SCH DIST NO 417 NORTHSHORE           | 2039-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10601.63          | Other Instrument          |
| LAKELAND FLA                                                     | 2037-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16125.83          | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2032-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5117.77           | Other Instrument          |
| LIBERTY HILL TEX INDPT SCH DIST                                  | 2058-02-01      | 5.0000%  | 0.0000% | $1050000.00        | $1057355.83        | Other Instrument          |
| LION BAY FUNDING LLC                                             | 2025-09-02      | 0.0000%  | 0.0000% | $6075000.00        | $6049910.25        | Money Market              |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2032-05-15      | 5.0000%  | 0.0000% | $15000.00          | $16006.58          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5334.28           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2037-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10646.27          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2042-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15367.45          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2040-07-01      | 5.0000%  | 0.0000% | $35000.00          | $35833.93          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2036-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5270.68           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2034-07-01      | 5.0000%  | 0.0000% | $2880000.00        | $3126576.00        | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15761.05          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2041-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15364.75          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21712.13          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2035-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5541.13           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2036-07-01      | 5.0000%  | 0.0000% | $35000.00          | $38011.98          | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                           | 2031-07-01      | 5.0000%  | 0.0000% | $35000.00          | $36638.23          | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                           | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16092.85          | Other Instrument          |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                         | 2040-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10744.33          | Other Instrument          |
| LOUISIANA (STATE OF)                                             | 2035-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5087.67           | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2037-05-15      | 5.0000%  | 0.0000% | $50000.00          | $53137.28          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2042-05-15      | 5.0000%  | 0.0000% | $20000.00          | $20465.71          | Other Instrument          |
| MANATEE CNTY FLA SCH BRD                                         | 2036-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16195.45          | Other Instrument          |
| MANATEE CNTY FLA SCH BRD                                         | 2038-07-01      | 5.0000%  | 0.0000% | $35000.00          | $36975.63          | Other Instrument          |
| MARION CNTY FLA SCH BRD                                          | 2040-06-01      | 5.0000%  | 0.0000% | $40000.00          | $42080.13          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2045-12-01      | 5.0000%  | 0.0000% | $160000.00         | $165259.73         | Other Instrument          |
| METROPOLITAN ATLANTA RAPID TRAN AUTH GA                          | 2028-07-01      | 5.2500%  | 0.0000% | $5000.00           | $5420.28           | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5511.03           | Other Instrument          |
| MIAMI-DADE CNTY FLA                                              | 2034-10-01      | 3.0000%  | 0.0000% | $250000.00         | $236012.50         | Other Instrument          |
| MIAMI-DADE CNTY FLA                                              | 2041-10-01      | 5.0000%  | 0.0000% | $35000.00          | $37115.98          | Other Instrument          |
| MICHIGAN ST TRUNK LINE                                           | 2037-11-15      | 5.0000%  | 0.0000% | $60000.00          | $65623.53          | Other Instrument          |
| MICHIGAN ST TRUNK LINE                                           | 2041-11-15      | 5.0000%  | 0.0000% | $45000.00          | $47576.50          | Other Instrument          |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN                       | 2044-01-01      | 5.2500%  | 0.0000% | $2500000.00        | $2542587.50        | Other Instrument          |
| MISSOURI JT MUN ELEC UTIL COMMN                                  | 2033-12-01      | 4.0000%  | 0.0000% | $12000000.00       | $12052280.00       | Other Instrument          |
| TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9044 TRUST             | 2031-11-01      | 4.4500%  | 0.0000% | $2160000.00        | $2168010.00        | Money Market              |
| MOBILE ALA                                                       | 2044-02-15      | 5.0000%  | 0.0000% | $40000.00          | $41853.87          | Other Instrument          |
| MONROVIA CALIF FING AUTH                                         | 2029-12-01      | 3.0000%  | 0.0000% | $25000.00          | $25130.75          | Other Instrument          |
| MONTEREY CNTY CALIF FING AUTH                                    | 2034-09-01      | 5.0000%  | 0.0000% | $75000.00          | $80811.25          | Other Instrument          |
| MOUNT LAUREL TWP N J                                             | 2031-04-15      | 4.0000%  | 0.0000% | $5000.00           | $5160.59           | Other Instrument          |
| NEW MEXICO (STATE OF)                                            | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5543.18           | Other Instrument          |
| NEW ORLEANS LA AVIATION BRD                                      | 2045-01-01      | 5.2500%  | 0.0000% | $5730000.00        | $5808415.05        | Other Instrument          |
| NEW YORK CITY OF                                                 | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $25951.33          | Other Instrument          |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)                  | 2031-04-01      | 4.0000%  | 0.0000% | $30000.00          | $30843.70          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2046-10-01      | 5.0000%  | 0.0000% | $5155000.00        | $5461653.77        | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2037-07-01      | 5.0000%  | 0.0000% | $105000.00         | $106163.05         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-08-01      | 4.0000%  | 0.0000% | $75000.00          | $77775.00          | Other Instrument          |
| NEW YORK ST TWY AUTH                                             | 2028-01-01      | 2.5500%  | 0.0000% | $175000.00         | $155045.32         | Other Instrument          |
| NEW YORK POWER AUTHORITY                                         | 2035-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5489.58           | Other Instrument          |
| NEW YORK ST TWY AUTH                                             | 2038-03-15      | 5.0000%  | 0.0000% | $32910000.00       | $35591579.93       | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                        | 2039-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5437.73           | Other Instrument          |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | 2049-01-01      | 6.7180%  | 0.0000% | $1042000.00        | $1145020.80        | Other Instrument          |
| OHIO STATE UNIVERSITY                                            | 2034-12-01      | 2.3000%  | 0.0000% | $4750000.00        | $4759002.02        | Money Market              |
| OHIO STATE UNIVERSITY                                            | 2044-12-01      | 2.3000%  | 0.0000% | $17060000.00       | $17092331.45       | Money Market              |
| OHIO ST WTR DEV AUTH                                             | 2037-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16045.40          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2026-06-01      | 5.0000%  | 0.0000% | $35000.00          | $36035.07          | Other Instrument          |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                          | 2033-07-01      | 4.0000%  | 0.0000% | $65000.00          | $65535.82          | Other Instrument          |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                          | 2028-07-01      | 1.9490%  | 0.0000% | $300000.00         | $281152.25         | Other Instrument          |
| ONONDAGA CNTY N Y                                                | 2038-06-01      | 3.0000%  | 0.0000% | $150000.00         | $129507.00         | Other Instrument          |
| ORANGE CALIF PUB FACS FING AUT                                   | 2036-11-01      | 4.0000%  | 0.0000% | $10000.00          | $10071.90          | Other Instrument          |
| OSCEOLA CNTY FLA                                                 | 2038-10-01      | 0.0000%  | 0.0000% | $55000.00          | $28381.10          | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2026-08-01      | 5.0000%  | 0.0000% | $50000.00          | $51250.00          | Other Instrument          |
| PASCO CNTY FLA SCH BRD                                           | 2039-10-01      | 5.0000%  | 0.0000% | $25000.00          | $26903.92          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2031-12-01      | 3.0930%  | 0.0000% | $1970000.00        | $1829548.85        | Other Instrument          |
| PINELLAS CNTY FLA SCH BRD                                        | 2035-07-01      | 5.0000%  | 0.0000% | $75000.00          | $77095.25          | Other Instrument          |
| PLACENTIA CALIF PUB FING AUTH                                    | 2045-06-01      | 4.5810%  | 0.0000% | $1000000.00        | $886725.00         | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $1810000.00        | $1909853.18        | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2051-10-01      | 4.9260%  | 0.0000% | $490000.00         | $455626.50         | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10424.13          | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                       | 2027-02-01      | 5.0000%  | 0.0000% | $30000.00          | $31102.80          | Other Instrument          |
| PORTLAND ORE                                                     | 2049-10-01      | 5.0000%  | 0.0000% | $2545000.00        | $2620985.22        | Other Instrument          |
| PROSPER TEX                                                      | 2030-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5216.02           | Other Instrument          |
| RACINE WIS UNI SCH DIST                                          | 2038-04-01      | 5.0000%  | 0.0000% | $45000.00          | $48229.50          | Other Instrument          |
| REGIONAL TRANSN DIST COLO                                        | 2035-11-01      | 2.2870%  | 0.0000% | $500000.00         | $205191.73         | Other Instrument          |
| RENO-TAHOE ARPT AUTH NEV ARPT                                    | 2054-07-01      | 5.2500%  | 0.0000% | $4520000.00        | $4486258.20        | Other Instrument          |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                      | 2038-06-01      | 5.0000%  | 0.0000% | $105000.00         | $110968.55         | Other Instrument          |
| RHODE ISLAND COMMERCE CORPORATION                                | 2030-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10236.59          | Other Instrument          |
| ST JOHN IND REDEV AUTH                                           | 2029-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5288.20           | Other Instrument          |
| ST PETERSBURG FLA                                                | 2037-10-01      | 4.0000%  | 0.0000% | $75000.00          | $76260.25          | Other Instrument          |
| SAN ANTONIO TX                                                   | 2029-02-01      | 5.0000%  | 0.0000% | $35000.00          | $36668.10          | Other Instrument          |
| SANTA CLARA VY CALIF TRANSN AUTH                                 | 2055-06-01      | 1.0500%  | 0.0000% | $15655000.00       | $15669518.75       | Money Market              |
| SEATTLE (CITY OF)                                                | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5107.93           | Other Instrument          |
| SEGUIN TEX                                                       | 2059-09-01      | 5.5000%  | 0.0000% | $20000.00          | $21474.69          | Other Instrument          |
| SOUTH BROWARD HOSP DIST FLA                                      | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $20574.20          | Other Instrument          |
| SOUTH GATE CALIF UTIL AUTH                                       | 2035-10-01      | 4.0000%  | 0.0000% | $10000.00          | $10137.03          | Other Instrument          |
| SOUTHEASTERN PA TRANSN AUTH PA                                   | 2040-06-01      | 5.2500%  | 0.0000% | $75000.00          | $79923.75          | Other Instrument          |
| SPARTA MICH AREA SCHS                                            | 2034-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10598.10          | Other Instrument          |
| SPENCER CNTY KY SCH DIST FIN CORP                                | 2034-06-01      | 3.0000%  | 0.0000% | $305000.00         | $286154.05         | Other Instrument          |
| SPRINGFIELD MO SCH DIST NO R-12                                  | 2040-03-01      | 5.0000%  | 0.0000% | $170000.00         | $181096.47         | Other Instrument          |
| SUMTER LANDING CMNTY DEV DIST FLA                                | 2047-10-01      | 4.1720%  | 0.0000% | $120000.00         | $104866.40         | Other Instrument          |
| TAMPA FLA                                                        | 2038-10-01      | 4.0000%  | 0.0000% | $70000.00          | $71290.33          | Other Instrument          |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2055-10-01      | 0.0000%  | 0.0000% | $8000000.00        | $8067037.36        | Money Market              |
| TEXAS A & M UNIVERSITY                                           | 2032-05-15      | 4.0000%  | 0.0000% | $5000.00           | $5069.97           | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2039-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5259.50           | Other Instrument          |
| TOMPKINS CNTY N Y                                                | 2036-07-01      | 3.0000%  | 0.0000% | $50000.00          | $44595.00          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.2500%  | 0.0000% | $11195000.00       | $11481965.17       | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2040-11-15      | 5.2500%  | 0.0000% | $45000.00          | $48821.10          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2035-11-15      | 3.0000%  | 0.0000% | $20000.00          | $18694.27          | Other Instrument          |
| TSASC INC N Y                                                    | 2041-06-01      | 5.0000%  | 0.0000% | $2750000.00        | $2645894.17        | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2035-05-15      | 5.0000%  | 0.0000% | $20000.00          | $21607.91          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2038-05-15      | 5.0000%  | 0.0000% | $90000.00          | $96647.00          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2041-05-15      | 5.0000%  | 0.0000% | $15000.00          | $15891.38          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2041-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10696.06          | Other Instrument          |
| UNIVERSITY OF HOUSTON                                            | 2041-02-15      | 5.0000%  | 0.0000% | $70000.00          | $73545.19          | Other Instrument          |
| UNIVERSITY OF SOUTH CAROLINA                                     | 2033-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5142.80           | Other Instrument          |
| UTAH CNTY UTAH                                                   | 2033-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10579.06          | Other Instrument          |
| UTILITY DEBT SECURITIZATION AUTHORITY                            | 2030-12-15      | 5.0000%  | 0.0000% | $75000.00          | $81254.92          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2027-02-01      | 5.0000%  | 0.0000% | $85000.00          | $90352.45          | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                        | 2029-08-01      | 5.0000%  | 0.0000% | $35000.00          | $37559.90          | Other Instrument          |
| VIRGINIA ST PUB BLDG AUTH                                        | 2043-08-01      | 5.0000%  | 0.0000% | $60000.00          | $63588.20          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2039-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5236.97           | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2044-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15424.40          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2040-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10718.70          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2038-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5492.29           | Other Instrument          |
| WEST DES MOINES IOWA                                             | 2033-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5210.53           | Other Instrument          |
| WESTLAKE OHIO CITY SCH DIST                                      | 2032-12-01      | 4.0000%  | 0.0000% | $15000.00          | $15250.00          | Other Instrument          |
| WESTMONT ILL                                                     | 2033-01-01      | 4.0000%  | 0.0000% | $70000.00          | $71078.23          | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2037-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16254.75          | Other Instrument          |

### Security 290: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.450000%
- **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):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5143458.33        | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $10180000.00       | $12383732.47       | Other Instrument |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $949856.67         | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $7496000.00        | $5985206.19        | Other Instrument |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3108109.50        | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $22056926.05       | Other Instrument |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1297025.58        | Other Instrument |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2756750.00        | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1754282.83        | Other Instrument |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2113340.83        | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $10830000.00       | $8943305.70        | Other Instrument |
| MONROE CNTY N Y INDL DEV CORP                                    | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1005046.67        | Other Instrument |
| NEW JERSEY ST HSG & MTG FIN AGY                                  | 2039-11-01      | 3.5900%  | 0.0000% | $2100000.00        | $2121882.00        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1392853.61        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2053-03-15      | 5.0000%  | 0.0000% | $14510000.00       | $14837909.88       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3816663.42        | Other Instrument |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1711675.56        | Other Instrument |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1647243.96        | Other Instrument |
| SONOMA CNTY CALIF PENSION OBLIG                                  | 2029-12-01      | 6.0000%  | 0.0000% | $1260000.00        | $956113.83         | Other Instrument |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2262166.50        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2886368.42        | Other Instrument |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1251604.10        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2815000.00        | $2897629.63        | Other Instrument |
| PROSPER TEX INDPT SCH DIST                                       | 2054-02-15      | 4.0000%  | 0.0000% | $9325000.00        | $8056281.94        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-05-15      | 5.2500%  | 0.0000% | $5000.00           | $5157.32           | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $12984394.70       | Other Instrument |
| AUSTIN TEX INDPT SCH DIST                                        | 2037-08-01      | 2.0000%  | 0.0000% | $395000.00         | $301124.30         | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $8610000.00        | $10457964.30       | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $9760000.00        | $9939722.27        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.0000%  | 0.0000% | $10330000.00       | $11012147.29       | Other Instrument |
| ANCHORAGE ALASKA                                                 | 2055-02-01      | 4.2500%  | 0.0000% | $2300000.00        | $1947190.22        | Other Instrument |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV          | 2056-01-01      | 5.0000%  | 0.0000% | $11200000.00       | $11645946.67       | Other Instrument |
| CLARK CNTY NEV WTR RECLAMATION DIST                              | 2049-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $5100683.33        | Other Instrument |
| FUQUAY-VARINA N C                                                | 2049-02-01      | 4.0000%  | 0.0000% | $5625000.00        | $5002368.75        | Other Instrument |
| GRAND FORKS N D                                                  | 2047-12-01      | 4.0000%  | 0.0000% | $4600000.00        | $3851058.67        | Other Instrument |
| HAMPTON TWP PA                                                   | 2042-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $920423.33         | Other Instrument |
| LAFAYETTE PARISH LA SCH BRD                                      | 2048-04-01      | 4.0000%  | 0.0000% | $7940000.00        | $6872652.27        | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2048-05-15      | 5.0000%  | 0.0000% | $135000.00         | $138491.10         | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2050-07-01      | 6.6030%  | 0.0000% | $595000.00         | $620830.44         | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2051-02-01      | 4.0000%  | 0.0000% | $14575000.00       | $12615245.50       | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2053-05-01      | 4.0000%  | 0.0000% | $1250000.00        | $1055412.50        | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2053-06-15      | 5.2500%  | 0.0000% | $4490000.00        | $4620471.92        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2050-05-01      | 5.0000%  | 0.0000% | $2905000.00        | $2953833.05        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2055-05-01      | 5.2500%  | 0.0000% | $10000000.00       | $10333216.67       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2051-03-15      | 5.0000%  | 0.0000% | $7010000.00        | $7177250.81        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2055-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5068761.11        | Other Instrument |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2054-01-01      | 5.5000%  | 0.0000% | $6715000.00        | $7066888.38        | Other Instrument |
| PHOENIX ARIZ CIVIC IMPT CORP                                     | 2038-07-01      | 5.0000%  | 0.0000% | $7685000.00        | $8411796.07        | Other Instrument |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $7215000.00        | $8025713.48        | Other Instrument |
| SEGUIN TEX                                                       | 2049-09-01      | 5.5000%  | 0.0000% | $7275000.00        | $7856159.33        | Other Instrument |
| SNOHOMISH CNTY WASH PUB UTIL DIST NO 001                         | 2055-12-01      | 5.2500%  | 0.0000% | $1350000.00        | $1387950.75        | Other Instrument |
| TEXAS WATER DEV BRD                                              | 2047-10-15      | 4.1250%  | 0.0000% | $36425000.00       | $33211798.98       | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 4.1250%  | 0.0000% | $1700000.00        | $1470922.17        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-11-15      | 4.0000%  | 0.0000% | $10000000.00       | $8428444.44        | Other Instrument |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $17557000.00       | $14667937.13       | Other Instrument |
| WASHOE CNTY NEV SCH DIST                                         | 2048-10-01      | 4.0000%  | 0.0000% | $2310000.00        | $2002672.47        | Other Instrument |

### Security 291: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2040-01-11      | 6.0500%  | 0.0000% | $94000.00          | $89365.15          | Corporate Debt Securities                         |
| BOEING CO                                                       | 2033-02-15      | 6.1250%  | 0.0000% | $12000.00          | $12998.92          | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                               | 2044-03-15      | 4.8500%  | 0.0000% | $3000.00           | $2742.88           | Corporate Debt Securities                         |
| LBMLT_03-2                                                      | 2033-06-25      | 5.6967%  | 0.0000% | $1957949.00        | $119443.80         | Asset-Backed Securities                           |
| TYSON FOODS INC                                                 | 2034-08-15      | 4.8750%  | 0.0000% | $1676000.00        | $1668423.08        | Corporate Debt Securities                         |
| SKY GROUP FINANCE LTD                                           | 2035-10-15      | 6.5000%  | 0.0000% | $3000.00           | $3315.23           | Corporate Debt Securities                         |
| AMAZON.COM INC                                                  | 2044-12-05      | 4.9500%  | 0.0000% | $57000.00          | $55173.15          | Corporate Debt Securities                         |
| CITIGROUP INC                                                   | 2079-12-31      | 6.2500%  | 0.0000% | $10816000.00       | $11190227.59       | Corporate Debt Securities                         |
| TPMT_17-6                                                       | 2057-10-25      | 3.3344%  | 0.0000% | $4356479.00        | $3618999.53        | Asset-Backed Securities                           |
| TPMT_16-4                                                       | 2056-07-25      | 4.0027%  | 0.0000% | $4274373.00        | $4045923.40        | Asset-Backed Securities                           |
| INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD                     | 2025-09-21      | 4.8750%  | 0.0000% | $854000.00         | $869046.41         | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2028-03-01      | 4.4000%  | 0.0000% | $200000.00         | $204642.22         | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2029-02-20      | 4.4500%  | 0.0000% | $917000.00         | $939281.06         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                                          | 2049-02-15      | 1.0000%  | 0.0000% | $150700.00         | $138563.78         | U.S. Treasuries (including strips)                |
| AON CORP                                                        | 2028-12-15      | 4.5000%  | 0.0000% | $3000.00           | $3022.71           | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP                                             | 2030-02-15      | 2.5650%  | 0.0000% | $11000.00          | $10237.34          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                              | 2079-12-31      | 9.3750%  | 0.0000% | $200000.00         | $223871.42         | Corporate Debt Securities                         |
| CANADA (GOVERNMENT OF)                                          | 2028-04-26      | 3.7500%  | 0.0000% | $1020000.00        | $1025458.70        | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                                     | 2031-01-13      | 2.2500%  | 0.0000% | $1901000.00        | $1675470.11        | Corporate Debt Securities                         |
| INTEL CORP                                                      | 2031-02-21      | 5.0000%  | 0.0000% | $1606000.00        | $1651100.05        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                             | 2031-03-24      | 4.4930%  | 0.0000% | $257000.00         | $260186.88         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                             | 2079-12-31      | 4.7500%  | 0.0000% | $9017000.00        | $8970422.18        | Corporate Debt Securities                         |
| UBS GROUP AG                                                    | 2079-12-31      | 3.8750%  | 0.0000% | $2352000.00        | $2326323.35        | Corporate Debt Securities                         |
| AEP TEXAS INC                                                   | 2051-05-15      | 3.4500%  | 0.0000% | $947000.00         | $635146.59         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                           | 2043-09-15      | 2.9086%  | 0.0000% | $36190.00          | $29630.38          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                                     | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3146884.71        | Private Label Collateralized Mortgage Obligations |
| TPMT_19-1                                                       | 2058-03-25      | 3.7500%  | 0.0000% | $139834.00         | $114816.86         | Private Label Collateralized Mortgage Obligations |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | 2050-06-18      | 5.1000%  | 0.0000% | $467.00            | $429.17            | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                            | 2028-04-27      | 4.3760%  | 0.0000% | $8871000.00        | $8954087.76        | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                                             | 2027-07-15      | 3.2500%  | 0.0000% | $37000.00          | $35591.20          | Corporate Debt Securities                         |
| AT&T INC                                                        | 2027-06-01      | 2.3000%  | 0.0000% | $3668000.00        | $3545611.07        | Corporate Debt Securities                         |
| AMGEN INC                                                       | 2028-08-15      | 1.6500%  | 0.0000% | $16474000.00       | $15327711.62       | Corporate Debt Securities                         |
| ANTARES HOLDINGS LP                                             | 2027-01-15      | 2.7500%  | 0.0000% | $572000.00         | $550631.35         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                                              | 2034-01-15      | 5.8750%  | 0.0000% | $367000.00         | $379089.39         | Corporate Debt Securities                         |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM                     | 2036-11-15      | 6.1389%  | 0.0000% | $791014.00         | $765486.75         | Private Label Collateralized Mortgage Obligations |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD (SYDNEY BRANCH)       | 2026-05-22      | 0.0000%  | 0.0000% | $4293000.00        | $4292811.11        | Money Market                                      |
| BSPRT_23-FL10-B                                                 | 2035-09-15      | 7.6069%  | 0.0000% | $3474500.00        | $3495211.02        | Asset-Backed Securities                           |
| BANK OF AMERICA CORP                                            | 2029-05-09      | 4.3200%  | 0.0000% | $2303000.00        | $2349336.66        | Corporate Debt Securities                         |
| BOSTON PROP                                                     | 2031-01-30      | 3.2500%  | 0.0000% | $1000.00           | $916.71            | Corporate Debt Securities                         |
| CIM TRUST CIM_23-R4                                             | 2062-05-25      | 5.0000%  | 0.0000% | $151928.00         | $113088.77         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                                                   | 2029-03-04      | 4.7860%  | 0.0000% | $2368000.00        | $2426827.83        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                                  | 2027-03-14      | 4.3600%  | 0.0000% | $2000.00           | $2029.05           | Corporate Debt Securities                         |
| CONE_24-DFW1                                                    | 2041-08-15      | 7.0020%  | 0.0000% | $3197900.00        | $3214971.70        | Private Label Collateralized Mortgage Obligations |
| DIAMONDBACK ENERGY INC                                          | 2052-03-15      | 4.2500%  | 0.0000% | $110000.00         | $84725.91          | Corporate Debt Securities                         |
| EVERGY KANSAS CENTRAL INC                                       | 2050-04-15      | 3.4500%  | 0.0000% | $3442000.00        | $2400204.12        | Corporate Debt Securities                         |
| EXPORT DEVELOPMENT CANADA                                       | 2026-06-29      | 4.3750%  | 0.0000% | $95000.00          | $95447.20          | Corporate Debt Securities                         |
| EXPORT DEVELOPMENT CANADA                                       | 2027-09-07      | 3.7500%  | 0.0000% | $10000.00          | $10100.16          | Corporate Debt Securities                         |
| STACR_23-HQA2                                                   | 2043-06-25      | 8.2000%  | 0.0000% | $194033.00         | $206663.52         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC/THE                                     | 2027-09-10      | 1.5420%  | 0.0000% | $2174000.00        | $2114148.69        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                     | 2042-07-21      | 2.9080%  | 0.0000% | $507000.00         | $361570.99         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO                                   | 2026-09-25      | 4.4500%  | 0.0000% | $291000.00         | $295203.50         | Corporate Debt Securities                         |
| CANADA (GOVERNMENT OF)                                          | 2030-03-18      | 4.0000%  | 0.0000% | $55000.00          | $55840.22          | Corporate Debt Securities                         |
| ING GROEP NV                                                    | 2079-12-31      | 3.8750%  | 0.0000% | $2434000.00        | $2336239.07        | Corporate Debt Securities                         |
| JPMCC_21-1440                                                   | 2036-03-15      | 5.7564%  | 0.0000% | $2593000.00        | $2381132.28        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-4                                                      | 2054-10-26      | 6.5000%  | 0.0000% | $573961.00         | $232715.45         | Private Label Collateralized Mortgage Obligations |
| KREF LTD KREF_22-FL3                                            | 2039-02-17      | 5.8007%  | 0.0000% | $182500.00         | $139434.48         | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC                                            | 2029-03-15      | 5.0500%  | 0.0000% | $223000.00         | $231243.81         | Corporate Debt Securities                         |
| KAMOT_24-1A                                                     | 2027-11-15      | 6.9539%  | 0.0000% | $297000.00         | $298678.91         | Asset-Backed Securities                           |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                        | 2041-08-15      | 6.2020%  | 0.0000% | $1855000.00        | $1862456.69        | Private Label Collateralized Mortgage Obligations |
| KOREA (REPUBLIC OF)                                             | 2031-10-15      | 1.7500%  | 0.0000% | $840000.00         | $734650.70         | Corporate Debt Securities                         |
| KOREA GAS CORP                                                  | 2026-07-18      | 2.2500%  | 0.0000% | $5027000.00        | $4925907.03        | Corporate Debt Securities                         |
| KFW                                                             | 2026-08-07      | 4.6250%  | 0.0000% | $3692000.00        | $3789452.90        | Corporate Debt Securities                         |
| KFW                                                             | 2030-03-18      | 4.6250%  | 0.0000% | $145000.00         | $151534.91         | Corporate Debt Securities                         |
| KFW                                                             | 2028-05-15      | 3.8750%  | 0.0000% | $10000.00          | $10076.23          | Corporate Debt Securities                         |
| MF_22-B1                                                        | 2037-11-20      | 6.3619%  | 0.0000% | $19097000.00       | $19144754.84       | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL14                                                     | 2039-03-19      | 6.5819%  | 0.0000% | $4063008.00        | $4076513.36        | Asset-Backed Securities                           |
| MASTERCARD INC                                                  | 2031-11-18      | 2.0000%  | 0.0000% | $39000.00          | $33916.57          | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                       | 2042-12-31      | 5.1144%  | 0.0000% | $12300000.00       | $3296522.01        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC                                      | 2035-07-10      | 5.5940%  | 0.0000% | $209000.00         | $215524.52         | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                          | 2029-01-12      | 5.0160%  | 0.0000% | $2689000.00        | $2729542.95        | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                          | 2028-05-26      | 4.3600%  | 0.0000% | $9032000.00        | $9147356.20        | Corporate Debt Securities                         |
| MORGAN STANLEY                                                  | 2029-04-20      | 5.1640%  | 0.0000% | $225000.00         | $231958.78         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BANK LTD                                     | 2026-03-23      | 0.0000%  | 0.0000% | $2335000.00        | $2334773.51        | Money Market                                      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                             | 2062-04-20      | 2.8500%  | 0.0000% | $682616.00         | $608623.73         | Asset-Backed Securities                           |
| NOMURA HOLDINGS INC                                             | 2027-07-02      | 5.5940%  | 0.0000% | $2276000.00        | $2329647.34        | Corporate Debt Securities                         |
| OBXT_20-EXP1                                                    | 2060-02-25      | 3.5000%  | 0.0000% | $1854948.00        | $384844.66         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                               | 2039-09-15      | 6.1680%  | 0.0000% | $883000.00         | $640453.25         | Private Label Collateralized Mortgage Obligations |
| PKAIR_25-1                                                      | 2042-11-17      | 5.8110%  | 0.0000% | $4951709.00        | $4875919.97        | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2                           | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $276005.07         | Asset-Backed Securities                           |
| PERU (REPUBLIC OF)                                              | 2031-01-23      | 2.7830%  | 0.0000% | $56000.00          | $50217.50          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                              | 2034-01-15      | 3.0000%  | 0.0000% | $1516000.00        | $1278230.56        | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                                       | 2027-03-29      | 3.2290%  | 0.0000% | $707000.00         | $701353.21         | Corporate Debt Securities                         |
| REALTY INCOME CORP                                              | 2029-02-15      | 4.7500%  | 0.0000% | $218000.00         | $224867.61         | Corporate Debt Securities                         |
| ROLLS-ROYCE PLC                                                 | 2027-10-15      | 5.7500%  | 0.0000% | $2534000.00        | $2633841.71        | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                               | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3122783.40        | Corporate Debt Securities                         |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3                  | 2038-11-18      | 5.6896%  | 0.0000% | $1226000.00        | $915514.25         | Private Label Collateralized Mortgage Obligations |
| SKANDINAVISKA ENSKILDA BANKEN AB                                | 2026-04-28      | 4.7200%  | 0.0000% | $465000.00         | $465556.06         | Money Market                                      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                | 2026-05-14      | 0.0000%  | 0.0000% | $1398000.00        | $1397959.46        | Money Market                                      |
| STANDARD CHARTERED PLC                                          | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2883331.67        | Corporate Debt Securities                         |
| STARBUCKS CORP                                                  | 2027-02-08      | 4.8500%  | 0.0000% | $19000.00          | $19561.96          | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                           | 2027-11-16      | 5.5000%  | 0.0000% | $1000.00           | $1041.09           | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                           | 2032-11-16      | 5.7500%  | 0.0000% | $71000.00          | $75613.54          | Corporate Debt Securities                         |
| STORE MASTER FUNDING LLC STR_18-1A                              | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $180299.44         | Asset-Backed Securities                           |
| SYSCO CORP                                                      | 2029-01-17      | 5.7500%  | 0.0000% | $217000.00         | $226052.40         | Corporate Debt Securities                         |
| UBS GROUP AG                                                    | 2079-12-31      | 3.8750%  | 0.0000% | $1131000.00        | $1118652.94        | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2037-05-13      | 6.8750%  | 0.0000% | $8285000.00        | $8671369.82        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_22-8                           | 2067-09-25      | 6.1270%  | 0.0000% | $2218600.00        | $1701285.30        | Private Label Collateralized Mortgage Obligations |
| WPP CP LLC                                                      | 2025-08-26      | 0.0000%  | 0.0000% | $628143.00         | $625984.07         | Money Market                                      |
| WELLS FARGO & COMPANY                                           | 2026-08-15      | 4.5400%  | 0.0000% | $87000.00          | $88794.33          | Corporate Debt Securities                         |
| RUWAIS POWER COMPANY PJSC                                       | 2036-08-31      | 6.0000%  | 0.0000% | $734000.00         | $774541.27         | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES                                | 2029-07-18      | 4.2500%  | 0.0000% | $317000.00         | $293566.30         | Corporate Debt Securities                         |
| UBS GROUP AG                                                    | 2079-12-31      | 4.8750%  | 0.0000% | $2351000.00        | $2357465.25        | Corporate Debt Securities                         |
| SHINHAN BANK                                                    | 2034-04-15      | 5.7500%  | 0.0000% | $200000.00         | $207536.17         | Corporate Debt Securities                         |
| MLANE_24-A                                                      | 2029-08-15      | 5.9500%  | 0.0000% | $1191000.00        | $1196737.12        | Asset-Backed Securities                           |
| AVCCT_24-1                                                      | 2030-04-15      | 6.0540%  | 0.0000% | $535000.00         | $538353.12         | Asset-Backed Securities                           |

### Security 292: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 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:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SLSLM PRIVATE CREDIT STUDENT LOA                        | 2039-12-15      | 4.8501%  | 0.0000% | $10570000.00       | $2322560.57        | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_04-3                     | 2040-10-25      | 4.9523%  | 0.0000% | $7034000.00        | $1617828.33        | Asset-Backed Securities                           |
| SLMA_06-B                                               | 2039-12-15      | 4.8501%  | 0.0000% | $600000.00         | $132417.28         | Asset-Backed Securities                           |
| AMERICAN AIRLINES 2015-1 PASS THROUGH TRUSTS            | 2028-11-01      | 3.3750%  | 0.0000% | $2854000.00        | $1401078.68        | Corporate Debt Securities                         |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                | 2046-07-01      | 3.8790%  | 0.0000% | $1570000.00        | $1208778.33        | Other Instrument                                  |
| UNITED AIRLINES 2016-1 PASS THROUGH TRUSTS              | 2030-01-07      | 3.4500%  | 0.0000% | $21000.00          | $11548.45          | Corporate Debt Securities                         |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3  | 2028-10-13      | 8.0800%  | 0.0000% | $5500000.00        | $5617375.50        | Asset-Backed Securities                           |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                    | 2047-04-01      | 3.5320%  | 0.0000% | $2500000.00        | $1683858.33        | Other Instrument                                  |
| NAVSL_21-D                                              | 2060-04-15      | 2.6100%  | 0.0000% | $1200000.00        | $533318.26         | Asset-Backed Securities                           |
| PRPM LLC PRPM_22-NQM1                                   | 2067-08-25      | 5.5000%  | 0.0000% | $50000000.00       | $37182004.01       | Private Label Collateralized Mortgage Obligations |
| GCAT LLC GCAT_21-NQM5                                   | 2066-07-25      | 1.2620%  | 0.0000% | $12315000.00       | $5969607.82        | Private Label Collateralized Mortgage Obligations |
| ACMAT_24-1A                                             | 2031-01-21      | 11.4000% | 0.0000% | $1000000.00        | $792755.87         | Asset-Backed Securities                           |
| AMERICAN AIRLINES 2016-1 PASS THROUGH TRUSTS            | 2029-07-15      | 4.1000%  | 0.0000% | $104000.00         | $57367.80          | Corporate Debt Securities                         |
| BSPRT ISSUER LTD BSPRT_23-FL10                          | 2035-09-17      | 7.2009%  | 0.0000% | $17949000.00       | $18038034.54       | Private Label Collateralized Mortgage Obligations |
| BEDFORD ROW FUNDING CORP                                | 2025-10-28      | 0.0000%  | 0.0000% | $17090500.00       | $16903786.29       | Money Market                                      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST               | 2030-12-15      | 3.3500%  | 0.0000% | $888000.00         | $382312.09         | Corporate Debt Securities                         |
| BRITISH AIRWAYS PASS THROUGH CERTIFICATES SERIES 2020-1 | 2034-05-15      | 4.2500%  | 0.0000% | $773000.00         | $334751.76         | Corporate Debt Securities                         |
| CWL_04-8                                                | 2034-12-25      | 5.6667%  | 0.0000% | $16500000.00       | $740146.49         | Asset-Backed Securities                           |
| CRVNA_24-P4                                             | 2031-02-10      | 5.0000%  | 0.0000% | $813000.00         | $821088.27         | Asset-Backed Securities                           |
| CHAOT_24-1A                                             | 2027-04-26      | 5.4800%  | 0.0000% | $424556.00         | $48164.86          | Asset-Backed Securities                           |
| EMORY UNIVERSITY                                        | 2025-10-16      | 4.3800%  | 0.0000% | $307000.00         | $307052.19         | Money Market                                      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-4           | 2030-12-16      | 5.8100%  | 0.0000% | $340000.00         | $342827.86         | Asset-Backed Securities                           |
| FEDERAL EXPRESS CORPORATION 2020-1 PASS THROUGH TRUSTS  | 2035-08-20      | 1.8750%  | 0.0000% | $54000.00          | $35582.24          | Corporate Debt Securities                         |
| FCAT_21-2                                               | 2027-06-15      | 1.2700%  | 0.0000% | $2869000.00        | $386041.62         | Asset-Backed Securities                           |
| GCAT_21-NQM5                                            | 2066-07-26      | 1.4170%  | 0.0000% | $17471000.00       | $8498840.69        | Private Label Collateralized Mortgage Obligations |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                      | 2041-10-07      | 4.6500%  | 0.0000% | $710000.00         | $577653.04         | Corporate Debt Securities                         |
| HENDERSON NEV                                           | 2034-06-01      | 2.7800%  | 0.0000% | $10000.00          | $8653.13           | Other Instrument                                  |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                 | 2026-12-17      | 1.9010%  | 0.0000% | $28275000.00       | $21758770.58       | Private Label Collateralized Mortgage Obligations |
| INDONESIA (REPUBLIC OF)                                 | 2028-01-11      | 3.5000%  | 0.0000% | $200000.00         | $197329.44         | Corporate Debt Securities                         |
| LBZZ_23-1                                               | 2028-08-15      | 6.9200%  | 0.0000% | $502000.00         | $167341.10         | Asset-Backed Securities                           |
| LIME FUNDING LLC                                        | 2025-10-09      | 0.0000%  | 0.0000% | $3230100.00        | $3202156.40        | Money Market                                      |
| LOS ANGELES CALIF HBR DEPT                              | 2026-08-01      | 5.0000%  | 0.0000% | $20000.00          | $21022.40          | Other Instrument                                  |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN              | 2032-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11176.07          | Other Instrument                                  |
| NORTH CAROLINA (STATE OF)                               | 2026-03-01      | 5.0000%  | 0.0000% | $75000.00          | $77644.75          | Other Instrument                                  |
| OBX_22-NQM3                                             | 2062-01-25      | 3.9539%  | 0.0000% | $11000000.00       | $8388478.09        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM4                                             | 2062-04-25      | 3.9910%  | 0.0000% | $20350000.00       | $15387685.22       | Private Label Collateralized Mortgage Obligations |
| PARAGON MORTGAGES PLC PARGN_12A                         | 2038-11-15      | 4.8079%  | 0.0000% | $15228000.00       | $2125466.44        | Asset-Backed Securities                           |
| PHILIPPINES (REPUBLIC OF)                               | 2045-12-10      | 2.6500%  | 0.0000% | $244000.00         | $159739.62         | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                               | 2032-09-29      | 3.5560%  | 0.0000% | $900000.00         | $844858.90         | Corporate Debt Securities                         |
| RANGER FUNDING COMPANY LLC                              | 2025-09-10      | 0.0000%  | 0.0000% | $3100000.00        | $3084022.60        | Money Market                                      |
| SALT LAKE CITY UTAH                                     | 2046-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20226.33          | Other Instrument                                  |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST            | 2029-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5263.78           | Other Instrument                                  |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-A                | 2043-08-17      | 1.0300%  | 0.0000% | $2330000.00        | $805351.61         | Asset-Backed Securities                           |
| SOUTH DAKOTA CONSERVANCY DIST                           | 2044-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5284.50           | Other Instrument                                  |
| TKO_23-1A                                               | 2034-07-15      | 12.7276% | 0.0000% | $5725000.00        | $5738148.54        | Asset-Backed Securities                           |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                    | 2035-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5193.58           | Other Instrument                                  |
| TCN_24-SFR2                                             | 2040-06-17      | 5.9000%  | 0.0000% | $350000.00         | $354721.38         | Private Label Collateralized Mortgage Obligations |
| TAST_24-3A                                              | 2028-06-15      | 5.2200%  | 0.0000% | $6820000.00        | $2696510.66        | Asset-Backed Securities                           |
| UACST_25-1                                              | 2030-06-10      | 5.1500%  | 0.0000% | $1220000.00        | $1225188.86        | Asset-Backed Securities                           |
| VINET_23-SFR1                                           | 2040-12-19      | 4.7500%  | 0.0000% | $12000000.00       | $11100625.62       | Private Label Collateralized Mortgage Obligations |
| ARESDL_5                                                | 2038-04-15      | 5.5902%  | 0.0000% | $34999999.00       | $35092714.00       | Asset-Backed Securities                           |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8UB2
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TURKEY (REPUBLIC OF)                                 | 2040-05-30      | 6.7500%  | 0.0000% | $195000.00         | $183307.80         | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                               | 2045-06-15      | 5.0000%  | 0.0000% | $1300000.00        | $912899.00         | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | 2029-04-01      | 9.3750%  | 0.0000% | $363000.00         | $418335.57         | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC                                 | 2029-04-01      | 5.2000%  | 0.0000% | $315000.00         | $321704.25         | Corporate Debt Securities                         |
| UBSCM_18-C10                                         | 2051-05-15      | 2.2212%  | 0.0000% | $18994175.00       | $995690.85         | Private Label Collateralized Mortgage Obligations |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | 2041-08-14      | 4.2800%  | 0.0000% | $917000.00         | $717310.00         | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                          | 2026-07-15      | 3.6250%  | 0.0000% | $5000000.00        | $4920255.56        | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                      | 2047-12-15      | 0.7057%  | 0.0000% | $83324382.00       | $11193.14          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_21-NQM1            | 2051-09-25      | 4.3780%  | 0.0000% | $2662000.00        | $2299646.79        | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                     | 2030-10-21      | 7.5871%  | 0.0000% | $1850000.00        | $1838451.43        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-1           | 2058-03-25      | 3.5000%  | 0.0000% | $23594000.00       | $19040203.15       | Private Label Collateralized Mortgage Obligations |
| BUILDERS FIRSTSOURCE INC                             | 2030-03-01      | 5.0000%  | 0.0000% | $5758000.00        | $5759746.59        | Corporate Debt Securities                         |
| CARNIVAL CORP                                        | 2029-05-01      | 6.0000%  | 0.0000% | $8493000.00        | $8693378.18        | Corporate Debt Securities                         |
| CHASE_24-RPL4                                        | 2064-12-25      | 3.3750%  | 0.0000% | $3236000.00        | $2660892.28        | Private Label Collateralized Mortgage Obligations |
| CLEVELAND-CLIFFS INC                                 | 2027-03-15      | 7.0000%  | 0.0000% | $988000.00         | $1007952.11        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                               | 2029-03-15      | 4.5000%  | 0.0000% | $340000.00         | $331076.70         | Corporate Debt Securities                         |
| CONSTELLIUM SE                                       | 2032-08-15      | 6.3750%  | 0.0000% | $2521000.00        | $2626324.23        | Corporate Debt Securities                         |
| DLLMT LLC DLLMT_23-1                                 | 2027-03-22      | 5.3400%  | 0.0000% | $730000.00         | $517682.52         | Asset-Backed Securities                           |
| DISCOVERY COMMUNICATIONS LLC                         | 2040-06-01      | 6.3500%  | 0.0000% | $2205000.00        | $1668817.50        | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | 2055-02-24      | 7.1500%  | 0.0000% | $13208000.00       | $13816668.66       | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                     | 2025-08-01      | 0.0000%  | 0.0000% | $1000000.00        | $995720.00         | Money Market                                      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                   | 2031-08-06      | 6.0500%  | 0.0000% | $200000.00         | $209652.33         | Corporate Debt Securities                         |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                   | 2055-08-15      | 6.8750%  | 0.0000% | $1000000.00        | $993514.58         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                              | 2070-04-15      | 4.4500%  | 0.0000% | $872000.00         | $707365.67         | Corporate Debt Securities                         |
| IQVIA INC                                            | 2032-06-01      | 6.2500%  | 0.0000% | $634000.00         | $655470.94         | Corporate Debt Securities                         |
| JPMMT_25-NQM1                                        | 2065-06-25      | 5.5910%  | 0.0000% | $2200000.00        | $2075358.45        | Private Label Collateralized Mortgage Obligations |
| KKR FINANCIAL CLO LTD KKR_14                         | 2031-07-15      | 6.7292%  | 0.0000% | $1000000.00        | $1005630.74        | Asset-Backed Securities                           |
| KKR_25-RR                                            | 2034-07-17      | 5.8975%  | 0.0000% | $1825000.00        | $1828798.07        | Asset-Backed Securities                           |
| LLOYDS BANK PLC                                      | 2026-07-01      | 0.0000%  | 0.0000% | $162000.00         | $155756.03         | Money Market                                      |
| MELLO_21-INV3                                        | 2051-10-25      | 2.5000%  | 0.0000% | $1340000.00        | $838987.24         | Private Label Collateralized Mortgage Obligations |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1      | 2051-06-25      | 2.5000%  | 0.0000% | $7126000.00        | $4230634.10        | Private Label Collateralized Mortgage Obligations |
| MCMLT_21-NMR1                                        | 2060-11-25      | 2.5000%  | 0.0000% | $600000.00         | $499319.60         | Private Label Collateralized Mortgage Obligations |
| NASSAU COMPANIES OF NEW YORK                         | 2030-07-15      | 7.8750%  | 0.0000% | $1900000.00        | $1927236.50        | Corporate Debt Securities                         |
| NRZT_19-2A                                           | 2057-12-25      | 4.2444%  | 0.0000% | $8860000.00        | $5019489.14        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ13                                          | 2065-05-26      | 0.0000%  | 0.0000% | $1309000.00        | $1315080.74        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD PSTAT_25-1A    | 2033-02-15      | 5.1206%  | 0.0000% | $4999999.00        | $5062109.38        | Asset-Backed Securities                           |
| PHILIPPINES (REPUBLIC OF)                            | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $279060.84         | Corporate Debt Securities                         |
| ROMANIA (REPUBLIC OF)                                | 2044-01-22      | 6.1250%  | 0.0000% | $472000.00         | $432569.64         | Corporate Debt Securities                         |
| SHACK_19-14RR                                        | 2034-07-20      | 6.2255%  | 0.0000% | $5950000.00        | $5960289.35        | Asset-Backed Securities                           |
| TRALEE CDO LTD TRAL_13-1A                            | 2029-07-20      | 8.7671%  | 0.0000% | $6500000.00        | $5835025.85        | Asset-Backed Securities                           |
| WFCM_25-DWHP                                         | 2038-04-15      | 6.6834%  | 0.0000% | $28700000.00       | $28774775.24       | Private Label Collateralized Mortgage Obligations |
| ZEBRA TECH CORP                                      | 2032-06-01      | 6.5000%  | 0.0000% | $478000.00         | $494454.35         | Corporate Debt Securities                         |
| DRSLF_17-54X                                         | 2029-10-19      | 7.6871%  | 0.0000% | $7675000.00        | $7497855.67        | Asset-Backed Securities                           |
| JAMES HARDIE INTERNATIONAL FINANCE DAC               | 2028-01-15      | 5.0000%  | 0.0000% | $1200000.00        | $1191772.00        | Corporate Debt Securities                         |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | 2026-10-26      | 1.2500%  | 0.0000% | $300000.00         | $291307.17         | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | 2036-06-01      | 6.6000%  | 0.0000% | $1380000.00        | $1412549.60        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH) | 2079-12-31      | 8.7500%  | 0.0000% | $1553000.00        | $1614862.03        | Corporate Debt Securities                         |
| BW REAL ESTATE INC                                   | 2079-12-31      | 9.5000%  | 0.0000% | $1000000.00        | $1016296.67        | Corporate Debt Securities                         |
| CACI INTL INC                                        | 2033-06-15      | 6.3750%  | 0.0000% | $1320000.00        | $1363557.25        | Corporate Debt Securities                         |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                   | 2055-08-15      | 6.8750%  | 0.0000% | $1985000.00        | $1972126.45        | Corporate Debt Securities                         |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MDC HOLDINGS INC                                            | 2043-01-15      | 6.0000%  | 0.0000% | $10160000.00       | $9271575.73        | Corporate Debt Securities                         |
| JPSMT_14-1                                                  | 2033-05-25      | 0.0665%  | 0.0000% | $319160235.00      | $31834.04          | Private Label Collateralized Mortgage Obligations |
| BINOM_22-INV1                                               | 2057-08-25      | 4.4410%  | 0.0000% | $1571150.00        | $1127671.20        | Private Label Collateralized Mortgage Obligations |
| BELA_21-2                                                   | 2072-01-25      | 5.1667%  | 0.0000% | $235000.00         | $105995.49         | Asset-Backed Securities                           |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                   | 2037-10-15      | 6.3070%  | 0.0000% | $8864000.00        | $8879592.76        | Private Label Collateralized Mortgage Obligations |
| RCKT_22-2                                                   | 2052-02-26      | 0.1640%  | 0.0000% | $162000000.00      | $1245198.86        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-12                                                 | 2052-02-25      | 0.4831%  | 0.0000% | $146691240.00      | $2888492.94        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MORTGAGE TRUST TPMT_20-4                         | 2060-10-25      | 2.5000%  | 0.0000% | $15000000.00       | $12125870.00       | Asset-Backed Securities                           |
| VERUS SECURITIZATION TRUST VERUS_23-INV3                    | 2068-11-25      | 6.8760%  | 0.0000% | $74375000.00       | $58189187.13       | Private Label Collateralized Mortgage Obligations |
| GSMS_21-ROSS                                                | 2026-05-15      | 5.6064%  | 0.0000% | $10107000.00       | $9538400.39        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_23-4                          | 2068-10-25      | 7.1630%  | 0.0000% | $70000000.00       | $46930034.02       | Private Label Collateralized Mortgage Obligations |
| CSAIL_19-C15                                                | 2052-03-15      | 2.1603%  | 0.0000% | $6576000.00        | $396681.83         | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                 | 2032-09-09      | 0.5129%  | 0.0000% | $44140000.00       | $212451.91         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_23-NQM1 | 2068-09-25      | 7.2790%  | 0.0000% | $75000000.00       | $52412292.09       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54           | 2052-12-15      | 1.5144%  | 0.0000% | $3450000.00        | $184830.84         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-LBA                      | 2036-02-15      | 6.0564%  | 0.0000% | $4370000.00        | $4359912.10        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_22-LP2                      | 2039-02-15      | 5.3548%  | 0.0000% | $820000.00         | $435858.43         | Private Label Collateralized Mortgage Obligations |
| BEDFORD ROW FUNDING CORP                                    | 2025-10-28      | 0.0000%  | 0.0000% | $3979900.00        | $3936419.59        | Money Market                                      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B28                       | 2054-08-15      | 2.2237%  | 0.0000% | $2000000.00        | $1727890.17        | Private Label Collateralized Mortgage Obligations |
| BENNINGTON STARK CAPITAL COMPANY LLC                        | 2025-08-01      | 0.0000%  | 0.0000% | $37662800.00       | $37626417.74       | Money Market                                      |
| CREDIT SUISSE MORTGAGE CAPITAL C                            | 2030-12-15      | 5.3390%  | 0.0000% | $9629000.00        | $2445213.92        | Private Label Collateralized Mortgage Obligations |
| COMM_24-277P                                                | 2044-08-10      | 6.3380%  | 0.0000% | $13894999.00       | $14611406.63       | Private Label Collateralized Mortgage Obligations |
| CENTENE CORP                                                | 2027-12-15      | 4.2500%  | 0.0000% | $4128000.00        | $4029755.89        | Corporate Debt Securities                         |
| CHASE_25-5                                                  | 2056-04-25      | 0.3998%  | 0.0000% | $280000000.00      | $2759696.97        | Private Label Collateralized Mortgage Obligations |
| COGENT COMMUNICATIONS GROUP INC                             | 2032-07-01      | 6.5000%  | 0.0000% | $1246000.00        | $1230418.08        | Corporate Debt Securities                         |
| CONCORD MINUTEMEN CAPITAL CO LLC SERIES B                   | 2025-08-27      | 0.0000%  | 0.0000% | $16321000.00       | $16320461.41       | Money Market                                      |
| ELMCL_24-GTWY                                               | 2041-09-15      | 9.3120%  | 0.0000% | $21781000.00       | $20217156.00       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                             | 2033-06-15      | 5.2340%  | 0.0000% | $3240000.00        | $3085537.04        | Private Label Collateralized Mortgage Obligations |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                | 2039-12-15      | 5.7919%  | 0.0000% | $10000000.00       | $10043261.96       | Private Label Collateralized Mortgage Obligations |
| GSMS_23-FUN                                                 | 2028-03-15      | 7.7313%  | 0.0000% | $3150000.00        | $3180511.38        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                               | 2025-08-01      | 0.1200%  | 0.0000% | $294000000.00      | $1222842.62        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                  | 2053-05-13      | 2.5361%  | 0.0000% | $2000000.00        | $1602614.83        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_21-LTV2                      | 2052-05-25      | 2.5195%  | 0.0000% | $27642000.00       | $16333272.29       | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-11                                                 | 2055-04-26      | 6.0000%  | 0.0000% | $1400000.00        | $1069054.60        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL8      | 2037-02-19      | 5.7007%  | 0.0000% | $23090000.00       | $16839358.78       | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV1                                               | 2052-03-25      | 3.0000%  | 0.0000% | $21154800.00       | $14282812.37       | Private Label Collateralized Mortgage Obligations |
| MELLO_21-INV2                                               | 2051-08-25      | 5.0000%  | 0.0000% | $4953000.00        | $3441737.85        | Private Label Collateralized Mortgage Obligations |
| MLMI_04-WMC5                                                | 2035-07-25      | 5.3967%  | 0.0000% | $840000.00         | $249290.53         | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM1            | 2064-03-25      | 6.1290%  | 0.0000% | $10085000.00       | $7006411.91        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM6                                                 | 2062-06-25      | 4.6930%  | 0.0000% | $16292000.00       | $13737641.27       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM11                       | 2064-06-25      | 5.8750%  | 0.0000% | $20000000.00       | $15452401.63       | Private Label Collateralized Mortgage Obligations |
| OBX_23-INV1                                                 | 2052-01-25      | 3.0000%  | 0.0000% | $21165000.00       | $15825521.09       | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_25-12                                           | 2042-12-18      | 0.0000%  | 0.0000% | $3000000.00        | $3001835.21        | Private Label Collateralized Mortgage Obligations |
| PHILIPPINES (REPUBLIC OF)                                   | 2049-09-05      | 5.1750%  | 0.0000% | $400000.00         | $381737.50         | Corporate Debt Securities                         |
| PMTLT_24-INV1                                               | 2059-10-25      | 0.5000%  | 0.0000% | $155999999.00      | $2403425.78        | Private Label Collateralized Mortgage Obligations |
| PRIMO WATER HOLDINGS INC                                    | 2029-04-30      | 4.3750%  | 0.0000% | $4648000.00        | $4534530.70        | Corporate Debt Securities                         |
| SMR MORTGAGE TRUST SMR_22-IND                               | 2039-02-15      | 6.7419%  | 0.0000% | $3000000.00        | $2759748.58        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV3                                                 | 2051-11-25      | 0.4000%  | 0.0000% | $62127000.00       | $1186834.65        | Private Label Collateralized Mortgage Obligations |
| UACST 2022-2                                                | 2028-01-10      | 6.8400%  | 0.0000% | $4000000.00        | $2495541.98        | Asset-Backed Securities                           |
| UWM_21-INV4                                                 | 2051-12-26      | 2.5000%  | 0.0000% | $4736850.00        | $2973538.26        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_25-R1                      | 2065-05-25      | 5.4020%  | 0.0000% | $7129464.00        | $7161202.00        | Private Label Collateralized Mortgage Obligations |
| XPO INC                                                     | 2028-06-01      | 6.2500%  | 0.0000% | $204000.00         | $209146.24         | Corporate Debt Securities                         |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| FASTNET FUNDING CO LLC              | 2025-08-05      | 0.0000%  | 0.0000% | $29999099.00       | $29977229.66       | Money Market |
| IONIC FUNDING LLC                   | 2025-08-20      | 0.0000%  | 0.0000% | $23995000.00       | $23933092.90       | Money Market |
| IONIC FUNDING LLC SERIES II CLASS A | 2025-10-02      | 0.0000%  | 0.0000% | $104936975.00      | $104118046.85      | Money Market |
| VERTO CAPITAL I-B LLC               | 2025-10-02      | 0.0000%  | 0.0000% | $24256800.00       | $24068300.41       | Money Market |
| HQLA FDG LLC                        | 2025-11-05      | 0.0000%  | 0.0000% | $24199900.00       | $23903330.23       | Money Market |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.550000%
- **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:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| UNIVERSITY OF MICHIGAN                                      | 2047-04-01      | 3.5990%  | 0.0000% | $1514000.00        | $1264866.25        | Other Instrument |
| ALBUQUERQUE N MEX                                           | 2033-07-01      | 2.3050%  | 0.0000% | $730000.00         | $621836.51         | Other Instrument |
| CALIFORNIA (STATE OF)                                       | 2050-05-01      | 1.0000%  | 0.0000% | $7690000.00        | $7698062.10        | Money Market     |
| CALIFORNIA STATE UNIVERSITY                                 | 2042-11-01      | 2.8170%  | 0.0000% | $85000.00          | $61153.46          | Other Instrument |
| COLFAX CNTY NEB SCH DIST                                    | 2035-12-15      | 2.0520%  | 0.0000% | $1050000.00        | $805247.10         | Other Instrument |
| DURHAM N C                                                  | 2034-06-01      | 5.0000%  | 0.0000% | $1835000.00        | $2110029.80        | Other Instrument |
| FERRIS TEX                                                  | 2032-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5205.78           | Other Instrument |
| FRANKLIN CNTY OHIO                                          | 2036-11-01      | 2.3500%  | 0.0000% | $11460000.00       | $9050375.28        | Money Market     |
| GTA FUNDING LLC                                             | 2025-11-24      | 0.0000%  | 0.0000% | $84296987.00       | $83096766.50       | Money Market     |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP    | 2050-05-15      | 3.6360%  | 0.0000% | $4900000.00        | $3651215.40        | Other Instrument |
| IDAHO HEALTH FACILITIES AUTHORITY                           | 2043-03-01      | 5.0000%  | 0.0000% | $2875000.00        | $2952890.14        | Other Instrument |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK             | 2049-01-01      | 5.0000%  | 0.0000% | $3810000.00        | $3881234.30        | Other Instrument |
| JUDSON TEX INDPT SCH DIST                                   | 2036-02-01      | 5.0000%  | 0.0000% | $740000.00         | $819328.00         | Other Instrument |
| MAINE MUNICIPAL BOND BANK                                   | 2034-11-01      | 4.0000%  | 0.0000% | $5000.00           | $5180.40           | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY                            | 2047-02-15      | 4.0000%  | 0.0000% | $4880000.00        | $4157049.69        | Other Instrument |
| MILWAUKEE WIS REDEV AUTH                                    | 2032-04-01      | 0.0000%  | 0.0000% | $1465000.00        | $1036927.00        | Other Instrument |
| MINNEAPOLIS MINN                                            | 2048-11-15      | 2.3500%  | 0.0000% | $14625000.00       | $14653640.62       | Money Market     |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5343.50           | Other Instrument |
| OHIO ST TPK COMMN                                           | 2026-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5177.33           | Other Instrument |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2038-01-01      | 4.0000%  | 0.0000% | $5435000.00        | $5361808.67        | Other Instrument |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN             | 2039-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5706.28           | Other Instrument |
| TEXAS PUBLIC FINANCE AUTHORITY                              | 2036-02-01      | 2.2170%  | 0.0000% | $1000000.00        | $796705.00         | Other Instrument |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA                     | 2045-05-15      | 2.3500%  | 0.0000% | $30490000.00       | $29137192.83       | Money Market     |

### Security 297: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **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:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA (STATE OF)                           | 2034-04-01      | 7.5000%  | 0.0000% | $1995000.00        | $2349371.85        | Other Instrument |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP      | 2047-07-01      | 2.3000%  | 0.0000% | $6535000.00        | $5076662.20        | Money Market     |
| NEW YORK ST HSG FIN AGY                         | 2036-11-15      | 2.3000%  | 0.0000% | $300000.00         | $300303.23         | Money Market     |
| ILLINOIS (STATE OF)                             | 2038-12-01      | 5.6500%  | 0.0000% | $2065000.00        | $1647013.40        | Other Instrument |
| UNIVERSITY OF MICHIGAN                          | 2122-04-01      | 4.4540%  | 0.0000% | $2310000.00        | $1845220.30        | Other Instrument |
| BETHEL OHIO LOC SCH DIST                        | 2045-11-01      | 3.0000%  | 0.0000% | $400000.00         | $269200.00         | Other Instrument |
| BRISTOL VA                                      | 2043-01-15      | 2.9140%  | 0.0000% | $500000.00         | $356272.56         | Other Instrument |
| BUCKS CNTY PA INDL DEV AUTH                     | 2049-09-15      | 3.0000%  | 0.0000% | $500000.00         | $363306.67         | Other Instrument |
| CALIFORNIA STATE PUBLIC WORKS BOARD             | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5363.18           | Other Instrument |
| CONNECTICUT ST HEALTH & EDL FACS A              | 2053-07-01      | 2.0000%  | 0.0000% | $46835000.00       | $46914317.34       | Money Market     |
| ENERGY NORTHWEST                                | 2032-07-01      | 5.0000%  | 0.0000% | $6990000.00        | $7912136.33        | Other Instrument |
| GOLDEN STATE TOBACCO SECURITIZATION CORP        | 2050-06-01      | 3.8500%  | 0.0000% | $320000.00         | $216467.02         | Other Instrument |
| KANSAS CITY MO INDL DEV AUTH                    | 2057-03-01      | 5.0000%  | 0.0000% | $2845000.00        | $2777213.13        | Other Instrument |
| MEDFORD ORE HOSP FACS AUTH                      | 2050-08-15      | 3.0000%  | 0.0000% | $1615000.00        | $1115195.18        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH             | 2036-11-01      | 2.7500%  | 0.0000% | $200000.00         | $126224.51         | Money Market     |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | 2050-06-15      | 5.0000%  | 0.0000% | $17075000.00       | $17135426.53       | Other Instrument |
| NEW YORK ST TWY AUTH                            | 2038-03-15      | 5.0000%  | 0.0000% | $9615000.00        | $10398451.57       | Other Instrument |
| OHIO ST WTR DEV AUTH                            | 2038-12-01      | 5.0000%  | 0.0000% | $2440000.00        | $2653386.13        | Other Instrument |
| PLANO TEX INDPT SCH DIST                        | 2031-02-15      | 5.0000%  | 0.0000% | $2000000.00        | $2253400.00        | Other Instrument |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY       | 2040-11-01      | 5.6470%  | 0.0000% | $615000.00         | $644832.11         | Other Instrument |
| ROUND ROCK TEX INDPT SCH DIST                   | 2036-08-01      | 5.0000%  | 0.0000% | $375000.00         | $425407.08         | Other Instrument |
| SAN DIEGO CALIF CMNTY COLLEGE DIST              | 2043-08-01      | 3.3360%  | 0.0000% | $5920000.00        | $2215022.15        | Other Instrument |

### Security 298: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.560000%
- **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:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7            | 2064-03-25      | 6.2430%  | 0.0000% | $9462603.00        | $6745810.31        | Private Label Collateralized Mortgage Obligations |
| ARDN_25-ARCP                                    | 2030-06-15      | 7.1500%  | 0.0000% | $291376.00         | $292508.32         | Private Label Collateralized Mortgage Obligations |
| AREIT CRE TRUST AREIT_23-CRE8                   | 2041-08-17      | 6.4549%  | 0.0000% | $17000000.00       | $15698338.29       | Private Label Collateralized Mortgage Obligations |
| BDS_22-FL12                                     | 2038-08-19      | 6.4806%  | 0.0000% | $4970000.00        | $2361255.34        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM6   | 2065-06-25      | 5.3330%  | 0.0000% | $14000000.00       | $13605151.44       | Private Label Collateralized Mortgage Obligations |
| COMM_19-521F                                    | 2034-06-15      | 5.2889%  | 0.0000% | $106094.00         | $101307.58         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM2 | 2070-06-25      | 5.5960%  | 0.0000% | $15000000.00       | $14748306.16       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                 | 2033-06-15      | 5.2340%  | 0.0000% | $5000000.00        | $4761631.23        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_25-NQM2                         | 2070-04-25      | 5.6040%  | 0.0000% | $10837590.00       | $10583862.56       | Private Label Collateralized Mortgage Obligations |
| IMPRL_23-NQM1                                   | 2068-02-27      | 8.0505%  | 0.0000% | $5129272.00        | $5173103.41        | Private Label Collateralized Mortgage Obligations |
| PRP ADVISORS LLC PRPM_25-NQM2                   | 2070-04-25      | 5.6880%  | 0.0000% | $15000000.00       | $14787941.66       | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                  | 2042-02-15      | 5.7547%  | 0.0000% | $15000000.00       | $14944770.60       | Private Label Collateralized Mortgage Obligations |
| TPG_24-WLSC                                     | 2041-11-15      | 6.4745%  | 0.0000% | $3544000.00        | $3555881.39        | Private Label Collateralized Mortgage Obligations |

### Security 299: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.580000%
- **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: BRYG3Q7P5
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AHM_07-1                         | 2047-05-25      | 2.0784%  | 0.0000% | $252231000.00      | $5129613.56        | Private Label Collateralized Mortgage Obligations |
| CWALT_05-70CB-A2                 | 2035-12-25      | 0.5333%  | 0.0000% | $115070000.00      | $462842.83         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST  | 2057-06-15      | 4.2567%  | 0.0000% | $1627336.00        | $1491906.66        | Private Label Collateralized Mortgage Obligations |
| AUSTIN TEX INDPT SCH DIST        | 2038-08-01      | 2.0000%  | 0.0000% | $8550000.00        | $6281599.50        | Other Instrument                                  |
| MIDLAND TEX INDPT SCH DIST       | 2054-02-15      | 4.0000%  | 0.0000% | $7625000.00        | $6567217.64        | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA           | 2044-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5121.78           | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST        | 2037-08-01      | 2.0000%  | 0.0000% | $9595000.00        | $7314652.30        | Other Instrument                                  |
| PASADENA TEX INDPT SCH DIST      | 2053-02-15      | 4.2500%  | 0.0000% | $5860000.00        | $5147231.92        | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA           | 2051-11-01      | 2.5840%  | 0.0000% | $11425000.00       | $6907212.25        | Other Instrument                                  |
| TEXAS WATER DEV BRD              | 2047-10-15      | 4.1250%  | 0.0000% | $5635000.00        | $5137913.17        | Other Instrument                                  |
| ALDINE TEX INDPT SCH DIST        | 2054-02-15      | 4.0000%  | 0.0000% | $4740000.00        | $4063575.67        | Other Instrument                                  |
| CIM_21-J1                        | 2051-03-25      | 0.2100%  | 0.0000% | $318878208.00      | $2704693.27        | Private Label Collateralized Mortgage Obligations |
| CWALT_05-62                      | 2035-12-25      | 1.6585%  | 0.0000% | $302185000.00      | $389845.29         | Private Label Collateralized Mortgage Obligations |
| CFLX_07-1                        | 2037-02-25      | 2.1833%  | 0.0000% | $56605595.00       | $962114.30         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ1                     | 2051-06-25      | 0.2200%  | 0.0000% | $356102656.00      | $3009157.72        | Private Label Collateralized Mortgage Obligations |
| INDX_07-AR7                      | 2037-06-25      | 0.5500%  | 0.0000% | $270160000.00      | $529727.04         | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C28                     | 2048-10-15      | 3.8791%  | 0.0000% | $1213122.00        | $1089158.93        | Private Label Collateralized Mortgage Obligations |
| JARRELL TEX INDPT SCH DIST       | 2054-02-15      | 4.0000%  | 0.0000% | $1450000.00        | $1235435.44        | Other Instrument                                  |
| KATY TEX INDPT SCH DIST          | 2053-02-15      | 4.0000%  | 0.0000% | $585000.00         | $508256.45         | Other Instrument                                  |
| MOBILE ALA INDL DEV BRD          | 2054-12-01      | 4.7500%  | 0.0000% | $7460000.00        | $6460782.73        | Other Instrument                                  |
| NCMS_22-RRI                      | 2035-03-15      | 10.2837% | 0.0000% | $4748366.00        | $3516051.84        | Private Label Collateralized Mortgage Obligations |
| PHTIC_21-AX                      | 2072-02-28      | 5.4400%  | 0.0000% | $43981849.00       | $32678396.52       | Private Label Collateralized Mortgage Obligations |
| RALI_06-QS16                     | 2036-11-25      | 2.1333%  | 0.0000% | $69615969.00       | $465528.94         | Private Label Collateralized Mortgage Obligations |
| RAST_07-A5                       | 2037-05-25      | 1.6333%  | 0.0000% | $21913000.00       | $402311.31         | Private Label Collateralized Mortgage Obligations |
| TEXAS CITY TEX INDPT SCH DIST    | 2053-08-15      | 4.0000%  | 0.0000% | $1345000.00        | $1148824.28        | Other Instrument                                  |
| WAXAHACHIE TEX INDPT SCH DIST    | 2053-02-15      | 4.0000%  | 0.0000% | $13150000.00       | $11338251.44       | Other Instrument                                  |
| GS MORTGAGE SECURITIES TRUST GSM | 2048-11-10      | 4.5250%  | 0.0000% | $10000.00          | $8384.70           | Private Label Collateralized Mortgage Obligations |

### Security 300: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICA LLC 4.440000%
- **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:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ELECTRICITE DE FRANCE SA                          | 2039-01-26      | 6.9500%  | 0.0000% | $22000.00          | $24134.27          | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2243.67           | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2031-01-15      | 7.5000%  | 0.0000% | $1581000.00        | $1778029.49        | Corporate Debt Securities |
| HESS CORP                                         | 2031-08-15      | 7.3000%  | 0.0000% | $93000.00          | $109290.91         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2042-04-15      | 4.4500%  | 0.0000% | $6000.00           | $4793.36           | Corporate Debt Securities |
| CITIGROUP INC                                     | 2038-03-05      | 6.8750%  | 0.0000% | $2000.00           | $2293.54           | Corporate Debt Securities |
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1087.28           | Corporate Debt Securities |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA        | 2039-09-30      | 7.3750%  | 0.0000% | $4000.00           | $4814.13           | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2044-04-01      | 4.5000%  | 0.0000% | $2039000.00        | $1789467.18        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2044-02-15      | 4.7500%  | 0.0000% | $1548000.00        | $1280540.86        | Corporate Debt Securities |
| PHILLIPS 66                                       | 2034-11-15      | 4.6500%  | 0.0000% | $4472000.00        | $4310456.45        | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                            | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $391779.60         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2039-11-30      | 5.6000%  | 0.0000% | $1000.00           | $1028.00           | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2043-04-30      | 7.4816%  | 0.0000% | $1000.00           | $1000.27           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2026-02-19      | 3.4500%  | 0.0000% | $103000.00         | $103986.23         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1746.96           | Corporate Debt Securities |
| BOEING CO                                         | 2029-03-01      | 3.2000%  | 0.0000% | $3525000.00        | $3402764.75        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2039-06-15      | 5.1250%  | 0.0000% | $1442000.00        | $1359342.56        | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                      | 2046-02-01      | 4.9000%  | 0.0000% | $1020000.00        | $954893.40         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2039-08-15      | 3.5000%  | 0.0000% | $3800000.00        | $3095703.78        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                      | 2041-05-13      | 3.4390%  | 0.0000% | $334000.00         | $251934.74         | Corporate Debt Securities |
| APPLE INC                                         | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1254.43           | Corporate Debt Securities |
| APPLE INC                                         | 2062-08-08      | 4.1000%  | 0.0000% | $2273000.00        | $1829203.06        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2031-05-14      | 2.7500%  | 0.0000% | $2000.00           | $1814.60           | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2032-01-10      | 7.5070%  | 0.0000% | $1427000.00        | $685407.96         | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2095-11-15      | 7.5000%  | 0.0000% | $2316000.00        | $2506846.12        | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $391679.11         | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2041-06-15      | 3.3000%  | 0.0000% | $6000000.00        | $4506160.00        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2053-02-15      | 3.3000%  | 0.0000% | $529000.00         | $354740.35         | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2040-03-19      | 4.2270%  | 0.0000% | $1688000.00        | $1524076.63        | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL CORP                     | 2030-05-15      | 4.0000%  | 0.0000% | $1831000.00        | $1752714.58        | Corporate Debt Securities |
| FIVE CORNERS FUNDING TRUST II                     | 2030-05-15      | 2.8500%  | 0.0000% | $1000000.00        | $931176.67         | Corporate Debt Securities |
| FLOWSERVE CORPORATION                             | 2030-10-01      | 3.5000%  | 0.0000% | $4383000.00        | $4171374.15        | Corporate Debt Securities |
| GREAT RIVER ENERGY                                | 2038-07-01      | 7.2330%  | 0.0000% | $2586000.00        | $2009630.84        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2042-03-15      | 4.3750%  | 0.0000% | $1666000.00        | $1412747.64        | Corporate Debt Securities |
| HAMPTON ROADS PPV LLC                             | 2053-06-15      | 6.1710%  | 0.0000% | $100000.00         | $79310.42          | Other Instrument          |
| INTEL CORP                                        | 2041-08-12      | 2.8000%  | 0.0000% | $2734000.00        | $1833104.47        | Corporate Debt Securities |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1106848.67        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2030-07-22      | 4.9950%  | 0.0000% | $1264000.00        | $1286244.82        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2040-04-15      | 5.0000%  | 0.0000% | $898000.00         | $846654.36         | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)         | 2035-07-15      | 5.2500%  | 0.0000% | $3855000.00        | $3892252.15        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2040-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2081280.00        | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD                      | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1026337.50        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2049-11-15      | 3.7000%  | 0.0000% | $2000.00           | $1473.80           | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2034-01-10      | 6.6910%  | 0.0000% | $2648000.00        | $2838013.12        | Corporate Debt Securities |
| SOUTHWESTERN PUBLIC SERVICE COMPANY               | 2036-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.00           | Corporate Debt Securities |
| TARGET CORPORATION                                | 2052-01-15      | 2.9500%  | 0.0000% | $4000.00           | $2531.00           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2041-03-22      | 3.4000%  | 0.0000% | $2000.00           | $1562.45           | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP                     | 2030-06-05      | 2.6500%  | 0.0000% | $298000.00         | $272488.88         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                         | 2052-03-15      | 3.5500%  | 0.0000% | $6791000.00        | $4945145.83        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                               | 2033-11-28      | 7.2000%  | 0.0000% | $3500000.00        | $3973725.00        | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                          | 2029-02-02      | 3.0000%  | 0.0000% | $2230000.00        | $2113787.27        | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                       | 2030-10-01      | 1.7000%  | 0.0000% | $64000.00          | $55926.83          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2053-04-25      | 4.6110%  | 0.0000% | $5643000.00        | $4858431.14        | Corporate Debt Securities |
| AEP TEXAS INC                                     | 2051-05-15      | 3.4500%  | 0.0000% | $6435000.00        | $4315911.60        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2051-02-04      | 3.7000%  | 0.0000% | $2000.00           | $1410.98           | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2031-02-01      | 2.5000%  | 0.0000% | $3052000.00        | $2691528.28        | Corporate Debt Securities |
| PUGET SOUND ENRG INC                              | 2049-09-15      | 3.2500%  | 0.0000% | $3000.00           | $2017.67           | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $379124.09         | Corporate Debt Securities |
| SKYMILES IP LTD                                   | 2028-10-20      | 4.7500%  | 0.0000% | $970436.00         | $972774.22         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                           | 2038-03-31      | 4.1250%  | 0.0000% | $3127000.00        | $2258340.61        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2033-04-27      | 4.5710%  | 0.0000% | $14163000.00       | $14098634.67       | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1979.35           | Corporate Debt Securities |
| AES CORP                                          | 2030-07-15      | 3.9500%  | 0.0000% | $2000.00           | $1907.35           | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2019.59           | Corporate Debt Securities |
| ARES FINANCE CO IV LLC                            | 2052-02-01      | 3.6500%  | 0.0000% | $2000.00           | $1413.42           | Corporate Debt Securities |
| ATLANTIC MARINE CORPS COMMUNITIES LLC             | 2048-02-15      | 5.3830%  | 0.0000% | $205000.00         | $136928.48         | Other Instrument          |
| BGC GROUP INC                                     | 2029-06-10      | 6.6000%  | 0.0000% | $2000.00           | $2086.02           | Corporate Debt Securities |
| BANCO SANTANDER SA                                | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $631955.15         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2079-12-31      | 3.7500%  | 0.0000% | $1738000.00        | $1690919.03        | Corporate Debt Securities |
| BELROSE FUNDING TRUST II                          | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $103149.53         | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2031-01-13      | 3.0520%  | 0.0000% | $200000.00         | $186170.24         | Corporate Debt Securities |
| BOEING CO                                         | 2040-05-01      | 5.7050%  | 0.0000% | $6790000.00        | $6840602.48        | Corporate Debt Securities |
| CI FINANCIAL CORP                                 | 2029-05-30      | 7.5000%  | 0.0000% | $5000.00           | $5334.80           | Corporate Debt Securities |
| CIGNA GROUP                                       | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1110509.89        | Corporate Debt Securities |
| COBANK                                            | 2079-12-31      | 4.2500%  | 0.0000% | $2170000.00        | $2105315.92        | Corporate Debt Securities |
| CUBESMART LP                                      | 2031-02-15      | 2.0000%  | 0.0000% | $1759000.00        | $1533711.19        | Corporate Debt Securities |
| EDISON INTL                                       | 2028-11-15      | 5.2500%  | 0.0000% | $51000.00          | $51082.28          | Corporate Debt Securities |
| EDISON INTL                                       | 2030-03-15      | 6.2500%  | 0.0000% | $1000.00           | $1036.29           | Corporate Debt Securities |
| FS KKR CAPITAL CORP                               | 2027-07-15      | 3.2500%  | 0.0000% | $467000.00         | $449218.72         | Corporate Debt Securities |
| FARMERS INS EXCHANGE                              | 2064-10-15      | 7.0000%  | 0.0000% | $1060000.00        | $1103079.58        | Corporate Debt Securities |
| FORTITUDE GROUP HOLDINGS LLC                      | 2030-04-01      | 6.2500%  | 0.0000% | $730000.00         | $763232.03         | Corporate Debt Securities |
| GALAXY PIPELINE ASSETS BIDCO LTD                  | 2040-09-30      | 3.2500%  | 0.0000% | $6768000.00        | $5381800.80        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2032-04-22      | 2.6150%  | 0.0000% | $255000.00         | $228500.72         | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2031-01-15      | 6.1500%  | 0.0000% | $79000.00          | $80171.64          | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2034-07-01      | 6.3750%  | 0.0000% | $2000.00           | $1987.45           | Corporate Debt Securities |
| HYATT HOTELS CORP                                 | 2030-04-23      | 5.7500%  | 0.0000% | $269000.00         | $281697.55         | Corporate Debt Securities |
| INTERPUBLIC GRP OF CO INC                         | 2041-03-01      | 3.3750%  | 0.0000% | $3000.00           | $2268.61           | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                     | 2031-06-01      | 2.7000%  | 0.0000% | $1000.00           | $900.15            | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FUNDING I                | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $150227.46         | Corporate Debt Securities |
| ONEOK INC                                         | 2030-09-01      | 6.5000%  | 0.0000% | $1726000.00        | $1888491.39        | Corporate Debt Securities |
| ONEOK INC                                         | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $152417.06         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2050-07-01      | 4.9500%  | 0.0000% | $2170000.00        | $1758643.95        | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                | 2050-09-02      | 3.5500%  | 0.0000% | $612000.00         | $421150.52         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2035-05-11      | 4.1250%  | 0.0000% | $1226000.00        | $1164168.73        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                         | 2050-02-05      | 3.2500%  | 0.0000% | $2000.00           | $1390.24           | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1430.29           | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2052-05-15      | 4.6250%  | 0.0000% | $4767000.00        | $4054495.05        | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                       | 2031-04-16      | 3.3500%  | 0.0000% | $12464000.00       | $11522853.75       | Corporate Debt Securities |

### Security 301: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.700000%
- **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: 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:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DROP_21-FILE                                     | 2043-10-15      | 5.6064%  | 0.0000% | $8241400.00        | $7994088.40        | Private Label Collateralized Mortgage Obligations |
| GCAR_25-1                                        | 2030-11-15      | 5.0700%  | 0.0000% | $4748000.00        | $4785942.85        | Asset-Backed Securities                           |
| LIME FUNDING LLC                                 | 2025-10-09      | 0.0000%  | 0.0000% | $6546915.00        | $6490277.64        | Money Market                                      |
| MONTANA HIGHER EDUCATION STUDENT                 | 2043-07-20      | 5.5125%  | 0.0000% | $47100000.00       | $28581725.05       | Asset-Backed Securities                           |
| NAVSL_21-D                                       | 2060-04-15      | 5.5100%  | 0.0000% | $21350000.00       | $7252664.99        | Asset-Backed Securities                           |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-1            | 2069-12-26      | 1.3100%  | 0.0000% | $18135000.00       | $7248165.40        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR2          | 2041-04-17      | 3.4000%  | 0.0000% | $5000000.00        | $4723501.67        | Private Label Collateralized Mortgage Obligations |
| ROCK TRUST ROCKT_24-CNTR                         | 2041-11-13      | 7.1091%  | 0.0000% | $18999999.00       | $19819094.33       | Private Label Collateralized Mortgage Obligations |
| SLMA_04-1                                        | 2039-07-25      | 5.3522%  | 0.0000% | $1750000.00        | $1686912.57        | Asset-Backed Securities                           |
| SLM Stud 2006-9                                  | 2041-01-25      | 4.7622%  | 0.0000% | $97956000.00       | $45149939.18       | Asset-Backed Securities                           |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_25-B        | 2053-03-17      | 5.4900%  | 0.0000% | $1500000.00        | $1503115.50        | Asset-Backed Securities                           |
| TRICON RESIDENTIAL TRUST TCN_25-SFR1             | 2030-03-17      | 5.4289%  | 0.0000% | $4000000.00        | $4000305.78        | Private Label Collateralized Mortgage Obligations |
| TRICON RESIDENTIAL TRUST TCN_24-SFR4             | 2029-11-17      | 4.3000%  | 0.0000% | $1640000.00        | $1607541.10        | Private Label Collateralized Mortgage Obligations |
| TCN_21-SFR1                                      | 2038-07-17      | 2.5940%  | 0.0000% | $1150000.00        | $1118932.37        | Private Label Collateralized Mortgage Obligations |
| TCN_23-SFR1                                      | 2040-07-17      | 5.1000%  | 0.0000% | $250000.00         | $249603.00         | Private Label Collateralized Mortgage Obligations |
| TAST_24-3A                                       | 2029-04-16      | 6.3400%  | 0.0000% | $2250000.00        | $2261899.75        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-1 | 2030-11-15      | 5.5400%  | 0.0000% | $5000000.00        | $5074241.12        | Asset-Backed Securities                           |

### Security 302: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.730000%
- **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: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TGIF FUNDING LLC TGIF_17-1A                                     | 2047-04-30      | 6.2020%  | 0.0000% | $939980.00         | $293860.20         | Asset-Backed Securities                           |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                      | 2030-04-07      | 3.1000%  | 0.0000% | $5000.00           | $2936.10           | Corporate Debt Securities                         |
| MVW_9R                                                          | 2031-07-15      | 10.6592% | 0.0000% | $1477046.00        | $979602.62         | Asset-Backed Securities                           |
| SHACKLETON CLO LTD SHACK_15-7RA                                 | 2031-07-15      | 10.7792% | 0.0000% | $900000.00         | $870147.66         | Asset-Backed Securities                           |
| VENTURE CDO LTD VENTR_18-35A                                    | 2031-10-22      | 10.7936% | 0.0000% | $1650169.00        | $1085990.08        | Asset-Backed Securities                           |
| VENTR_13-15A                                                    | 2032-07-15      | 11.7077% | 0.0000% | $1500000.00        | $977026.11         | Asset-Backed Securities                           |
| BBCMS_19-C3                                                     | 2052-05-15      | 1.9278%  | 0.0000% | $2297000.00        | $138509.23         | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                                   | 2051-08-15      | 1.5000%  | 0.0000% | $3418000.00        | $134737.56         | Private Label Collateralized Mortgage Obligations |
| CSAIL_19-C16                                                    | 2052-06-17      | 0.9042%  | 0.0000% | $43675000.00       | $1227570.13        | Private Label Collateralized Mortgage Obligations |
| RAST_07-A5                                                      | 2037-05-25      | 1.6333%  | 0.0000% | $5449000.00        | $100040.82         | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST            | 2027-04-15      | 3.7000%  | 0.0000% | $5721000.00        | $1682609.55        | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST            | 2027-04-15      | 3.7000%  | 0.0000% | $97000.00          | $28528.78          | Corporate Debt Securities                         |
| BANK_25-BNK49                                                   | 2058-03-15      | 0.8335%  | 0.0000% | $2440270.00        | $117446.96         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR7                                                   | 2057-06-11      | 0.5602%  | 0.0000% | $57470910.00       | $3340613.65        | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                    | 2063-01-25      | 0.0000%  | 0.0000% | $450000.00         | $432586.26         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                    | 2063-01-25      | 0.0000%  | 0.0000% | $406000.00         | $338016.03         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                    | 2053-04-01      | 0.1900%  | 0.0000% | $180303.00         | $171.34            | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                                    | 2052-07-25      | 4.4655%  | 0.0000% | $390000.00         | $307245.28         | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                                    | 2052-07-25      | 4.4655%  | 0.0000% | $358000.00         | $266746.66         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                       | 2063-10-25      | 0.0000%  | 0.0000% | $1088.00           | $122.78            | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                                    | 2053-07-25      | 7.3499%  | 0.0000% | $435108.00         | $436913.66         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                                    | 2053-07-25      | 7.3499%  | 0.0000% | $529660.00         | $452941.88         | Private Label Collateralized Mortgage Obligations |
| COOPR_25-CES2                                                   | 2060-06-25      | 7.3230%  | 0.0000% | $1217000.00        | $1225049.84        | Private Label Collateralized Mortgage Obligations |
| CANYC_14-1A                                                     | 2031-01-30      | 12.2716% | 0.0000% | $2500000.00        | $1443597.05        | Asset-Backed Securities                           |
| CHASE_25-7                                                      | 2056-05-25      | 0.0000%  | 0.0000% | $196615645.00      | $1788476.76        | Private Label Collateralized Mortgage Obligations |
| CTM_06-HE2                                                      | 2036-08-25      | 5.0367%  | 0.0000% | $1500000.00        | $1246498.62        | Asset-Backed Securities                           |
| DRMT_21-2                                                       | 2066-04-26      | 3.2818%  | 0.0000% | $203335569.00      | $5723376.78        | Private Label Collateralized Mortgage Obligations |
| DRSLF_18-55A                                                    | 2031-04-15      | 9.9792%  | 0.0000% | $1500000.00        | $1480537.77        | Asset-Backed Securities                           |
| FCBSL _21-1A                                                    | 2033-04-20      | 11.7271% | 0.0000% | $1240000.00        | $1239339.73        | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL LIMITED FCBSL_21-4A                         | 2034-10-15      | 11.7092% | 0.0000% | $1500000.00        | $1451556.11        | Asset-Backed Securities                           |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM2               | 2065-06-25      | 5.6480%  | 0.0000% | $167948.00         | $164675.28         | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-RPL4                                                   | 2025-08-01      | 3.9976%  | 0.0000% | $2562000.00        | $1589814.43        | Private Label Collateralized Mortgage Obligations |
| HERTZ_23-2A                                                     | 2029-09-25      | 9.4000%  | 0.0000% | $820000.00         | $843892.89         | Asset-Backed Securities                           |
| JERSEY MIKES FUNDING LLC JMIKE_25-1                             | 2055-08-16      | 5.6100%  | 0.0000% | $187000.00         | $188176.39         | Asset-Backed Securities                           |
| JETBLUE AIRWAYS 2019-1 PASS THROUGH TRUSTS                      | 2029-11-15      | 2.9500%  | 0.0000% | $230000.00         | $157229.18         | Corporate Debt Securities                         |
| OBX_22-NQM5                                                     | 2062-05-25      | 4.2528%  | 0.0000% | $20609903.00       | $16922337.42       | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                                     | 2065-05-26      | 0.0000%  | 0.0000% | $138259987.00      | $136.91            | Private Label Collateralized Mortgage Obligations |
| OCT26_16-1AR                                                    | 2030-07-15      | 9.9792%  | 0.0000% | $1000000.00        | $951005.18         | Asset-Backed Securities                           |
| PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A                   | 2034-02-14      | 11.3793% | 0.0000% | $1230000.00        | $1243425.63        | Asset-Backed Securities                           |
| SCLGX_25-1A                                                     | 2055-07-25      | 5.6730%  | 0.0000% | $19883000.00       | $19729904.22       | Asset-Backed Securities                           |
| SNDPT_19-3A                                                     | 2034-10-25      | 11.3001% | 0.0000% | $1400000.00        | $1339407.08        | Asset-Backed Securities                           |
| SPIRIT AIRLINES CLASS A PASS THROUGH CERTIFICATES SERIES 2015-1 | 2029-10-01      | 4.1000%  | 0.0000% | $200000.00         | $90680.25          | Corporate Debt Securities                         |
| SASC_06-BC6                                                     | 2037-01-25      | 4.8717%  | 0.0000% | $507070.00         | $311794.77         | Asset-Backed Securities                           |
| UNITED AIRLINES INC                                             | 2038-08-15      | 5.4500%  | 0.0000% | $190918.00         | $196098.07         | Corporate Debt Securities                         |
| VENTR_21-43A                                                    | 2034-04-15      | 11.7292% | 0.0000% | $1000000.00        | $855942.96         | Asset-Backed Securities                           |
| VERUS_25-5                                                      | 2070-06-25      | 7.3450%  | 0.0000% | $700000.00         | $693277.33         | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD VOYA_18-3A                                         | 2031-10-15      | 10.3292% | 0.0000% | $1500000.00        | $1455961.11        | Asset-Backed Securities                           |
| Z CAPITAL CREDIT PARTNERS CLO ZCCP_18-1A                        | 2031-01-16      | 13.5294% | 0.0000% | $875781.00         | $942084.94         | Asset-Backed Securities                           |
| ZCLO3_15-3A                                                     | 2031-07-15      | 11.4892% | 0.0000% | $1435284.00        | $725487.68         | Asset-Backed Securities                           |

### Security 303: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| INTESA SANPAOLO SPA                          | 2079-12-31      | 7.7000%  | 0.0000% | $2007000.00        | $2068448.76        | Corporate Debt Securities |
| CSC HOLDINGS LLC                             | 2030-01-15      | 5.7500%  | 0.0000% | $31490000.00       | $15633070.54       | Corporate Debt Securities |
| VIRGIN MEDIA SECURED FINANCE PLC             | 2029-05-15      | 5.5000%  | 0.0000% | $980000.00         | $968679.37         | Corporate Debt Securities |
| GRUPO TELEVISA SAB                           | 2045-05-13      | 5.0000%  | 0.0000% | $1763000.00        | $1255545.91        | Corporate Debt Securities |
| BANC OF CALIFORNIA                           | 2031-05-01      | 3.2500%  | 0.0000% | $7029000.00        | $6312920.63        | Corporate Debt Securities |
| SABRE GLBL INC                               | 2027-06-01      | 8.6250%  | 0.0000% | $988000.00         | $1043266.25        | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC                       | 2030-02-15      | 9.8980%  | 0.0000% | $29464016.00       | $30638599.00       | Corporate Debt Securities |
| CORNERSTONE BUILDING BRANDS INC              | 2028-08-01      | 8.7500%  | 0.0000% | $16132000.00       | $15025165.56       | Corporate Debt Securities |
| GARRETT MOTION HOLDINGS INC                  | 2032-05-31      | 7.7500%  | 0.0000% | $638000.00         | $669834.07         | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC             | 2028-08-15      | 5.5000%  | 0.0000% | $32111000.00       | $32866607.51       | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL            | 2030-08-15      | 3.3750%  | 0.0000% | $1705000.00        | $1582568.21        | Corporate Debt Securities |
| TRANSDIGM INC                                | 2032-03-01      | 6.6250%  | 0.0000% | $793000.00         | $836435.91         | Corporate Debt Securities |
| ASGN INC                                     | 2028-05-15      | 4.6250%  | 0.0000% | $1366000.00        | $1342551.09        | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                         | 2032-09-01      | 6.6250%  | 0.0000% | $850000.00         | $886443.04         | Corporate Debt Securities |
| QVC INC                                      | 2043-03-15      | 5.9500%  | 0.0000% | $2888000.00        | $1270857.98        | Corporate Debt Securities |
| ADTALEM GLOBAL EDUCATION INC                 | 2028-03-01      | 5.5000%  | 0.0000% | $232000.00         | $235569.71         | Corporate Debt Securities |
| AETHON UNITED BR LP                          | 2029-10-01      | 7.5000%  | 0.0000% | $5124000.00        | $5496668.52        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                          | 2030-02-14      | 9.6250%  | 0.0000% | $30553000.00       | $29770291.54       | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC                  | 2029-05-30      | 7.2500%  | 0.0000% | $1463000.00        | $1051053.34        | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                | 2030-08-01      | 10.3750% | 0.0000% | $7667000.00        | $7514388.37        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC             | 2031-02-15      | 4.7500%  | 0.0000% | $1944000.00        | $1665255.24        | Corporate Debt Securities |
| CALPINE CORP                                 | 2031-02-01      | 5.0000%  | 0.0000% | $6065000.00        | $6151668.85        | Corporate Debt Securities |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | 2029-03-15      | 3.7500%  | 0.0000% | $14594000.00       | $13930799.99       | Corporate Debt Securities |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | 2031-03-15      | 4.0000%  | 0.0000% | $307000.00         | $285811.20         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING             | 2051-04-01      | 3.7000%  | 0.0000% | $2326000.00        | $1518211.21        | Corporate Debt Securities |
| COMMSCOPE LLC                                | 2028-07-01      | 7.1250%  | 0.0000% | $2017000.00        | $1994525.58        | Corporate Debt Securities |
| COMSTOCK RES INC                             | 2030-01-15      | 5.8750%  | 0.0000% | $8401000.00        | $8043210.74        | Corporate Debt Securities |
| ECHOSTAR CORP                                | 2029-11-30      | 10.7500% | 0.0000% | $53450048.00       | $56946571.99       | Corporate Debt Securities |
| EFESTO BIDCO SPA                             | 2032-02-15      | 7.5000%  | 0.0000% | $2455000.00        | $2589002.08        | Corporate Debt Securities |
| ENOVA INTERNATIONAL INC                      | 2028-12-15      | 11.2500% | 0.0000% | $49867000.00       | $53803251.65       | Corporate Debt Securities |
| FAIR ISAAC CORP                              | 2026-05-15      | 5.2500%  | 0.0000% | $1298000.00        | $1308920.51        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                | 2033-11-07      | 7.1220%  | 0.0000% | $8314000.00        | $8734921.19        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC         | 2028-05-01      | 5.0000%  | 0.0000% | $3413000.00        | $3451737.55        | Corporate Debt Securities |
| GETTY IMAGES INC                             | 2027-03-01      | 9.7500%  | 0.0000% | $640000.00         | $649200.00         | Corporate Debt Securities |
| GRUBHUB HOLDINGS INC                         | 2027-07-01      | 5.5000%  | 0.0000% | $4066000.00        | $4003722.43        | Corporate Debt Securities |
| HUDBAY MINERALS INC                          | 2026-04-01      | 4.5000%  | 0.0000% | $5842000.00        | $5885844.21        | Corporate Debt Securities |
| IHS NETHERLANDS HOLDCO BV                    | 2027-09-18      | 8.0000%  | 0.0000% | $250000.00         | $177711.19         | Corporate Debt Securities |
| IRON MOUNTAIN INC                            | 2028-07-15      | 5.0000%  | 0.0000% | $6622000.00        | $6566985.90        | Corporate Debt Securities |
| LAS VEGAS SANDS                              | 2028-06-15      | 5.6250%  | 0.0000% | $5989000.00        | $6159933.55        | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                     | 2052-03-15      | 5.1410%  | 0.0000% | $727000.00         | $462133.22         | Corporate Debt Securities |
| NORDSTROM INC                                | 2044-01-15      | 5.0000%  | 0.0000% | $2337000.00        | $1587996.69        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION             | 2030-07-15      | 8.8750%  | 0.0000% | $2783000.00        | $3184766.25        | Corporate Debt Securities |
| ONE CALL CORP                                | 2028-11-01      | 8.5000%  | 0.0000% | $34718000.00       | $35806409.30       | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                    | 2031-06-01      | 7.1250%  | 0.0000% | $451000.00         | $471287.86         | Corporate Debt Securities |
| PERU LNG SRL                                 | 2030-03-22      | 5.3750%  | 0.0000% | $4073000.00        | $3296783.99        | Corporate Debt Securities |
| PROG HOLDINGS INC                            | 2029-11-15      | 6.0000%  | 0.0000% | $2004000.00        | $1957219.96        | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC                | 2030-12-01      | 11.0000% | 0.0000% | $14083000.00       | $13848283.33       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                | 2033-02-15      | 9.7500%  | 0.0000% | $84873000.00       | $95017091.69       | Corporate Debt Securities |
| TURNING POINT BRANDS INC                     | 2032-03-15      | 7.6250%  | 0.0000% | $5020000.00        | $5424323.35        | Corporate Debt Securities |
| VZ SECURED FINANCING BV                      | 2032-01-15      | 5.0000%  | 0.0000% | $716000.00         | $631836.59         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                       | 2031-06-01      | 8.3750%  | 0.0000% | $3586000.00        | $3741482.98        | Corporate Debt Securities |
| VOYAGER PARENT LLC                           | 2032-07-01      | 9.2500%  | 0.0000% | $426000.00         | $458421.91         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                    | 2027-07-17      | 5.6250%  | 0.0000% | $360000.00         | $360155.25         | Corporate Debt Securities |
| NISSAN MTR CO LTD                            | 2030-09-17      | 4.8100%  | 0.0000% | $8154000.00        | $7640463.35        | Corporate Debt Securities |
| TULLOW OIL PLC                               | 2026-05-15      | 10.2500% | 0.0000% | $2268000.00        | $2067178.05        | Corporate Debt Securities |
| CSC HOLDINGS LLC                             | 2029-01-31      | 11.7500% | 0.0000% | $4240000.00        | $3986320.80        | Corporate Debt Securities |

### Security 304: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NOVA CHEMICALS CORP                            | 2027-06-01      | 5.2500%  | 0.0000% | $27147000.00       | $27263030.80       | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2026-10-01      | 3.1500%  | 0.0000% | $32940000.00       | $32638351.95       | Corporate Debt Securities |
| ENBRIDGE INC                                   | 2078-03-01      | 6.2500%  | 0.0000% | $27700000.00       | $28448123.15       | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD                      | 2026-04-20      | 5.5000%  | 0.0000% | $89659000.00       | $22449218.91       | Corporate Debt Securities |
| CALPINE CORP                                   | 2028-03-15      | 5.1250%  | 0.0000% | $30000000.00       | $30413433.33       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                  | 2033-02-15      | 9.7500%  | 0.0000% | $30000000.00       | $33585625.00       | Corporate Debt Securities |
| AIR CANADA                                     | 2026-08-15      | 3.8750%  | 0.0000% | $132221000.00      | $132940337.33      | Corporate Debt Securities |
| CENTENE CORP                                   | 2028-07-15      | 2.4500%  | 0.0000% | $43600000.00       | $39847735.56       | Corporate Debt Securities |
| MPT Opt Partner                                | 2032-02-15      | 8.5000%  | 0.0000% | $34100000.00       | $36664888.33       | Corporate Debt Securities |
| MARYLAND (STATE OF)                            | 2036-06-01      | 5.0000%  | 0.0000% | $11265000.00       | $12644624.55       | Other Instrument          |
| NOVA CHEMICALS CORP                            | 2029-05-15      | 4.2500%  | 0.0000% | $26708000.00       | $25746890.37       | Corporate Debt Securities |
| SS&C TECH INC                                  | 2027-09-30      | 5.5000%  | 0.0000% | $27600000.00       | $28065704.00       | Corporate Debt Securities |
| TENET HEALTHCARE CORP                          | 2027-02-01      | 6.2500%  | 0.0000% | $44600000.00       | $46039688.00       | Corporate Debt Securities |

### Security 305: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.740000%
- **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: 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:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-14
- **C.13 - Final Legal Maturity Date:** 2025-09-14
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLSTATE CORP                                      | 2067-05-15      | 6.5000%  | 0.0000% | $365000.00         | $378009.41         | Corporate Debt Securities                         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2042-10-11      | 4.5000%  | 0.0000% | $1192420.00        | $136448.39         | Agency Mortgage-Backed Securities                 |
| AMERICAN AIRLINES 2017-1 PASS THROUGH TRUSTS       | 2030-08-15      | 4.0000%  | 0.0000% | $1524000.00        | $910824.06         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.               | 2054-12-15      | 7.0500%  | 0.0000% | $10000.00          | $10517.98          | Corporate Debt Securities                         |
| PANAMA GENERATION                                  | 2030-05-31      | 0.0000%  | 0.0000% | $14021000.00       | $12167192.91       | Money Market                                      |
| EMPRESAS PUBLICAS DE MEDELLIN ES                   | 2029-07-18      | 4.2500%  | 0.0000% | $1845000.00        | $1708611.45        | Corporate Debt Securities                         |
| AES PANAMA GENERATION HOLDINGS SRL                 | 2030-05-31      | 4.3750%  | 0.0000% | $685000.00         | $594431.72         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.               | 2054-12-15      | 6.9500%  | 0.0000% | $366000.00         | $388417.70         | Corporate Debt Securities                         |
| B3 SA BRASIL BOLSA BALCAO                          | 2031-09-20      | 4.1250%  | 0.0000% | $2200000.00        | $2045000.83        | Corporate Debt Securities                         |
| CMS ENERGY CORP                                    | 2050-06-01      | 4.7500%  | 0.0000% | $232000.00         | $226022.91         | Corporate Debt Securities                         |
| CMS ENERGY CORP                                    | 2050-12-01      | 3.7500%  | 0.0000% | $7000.00           | $6339.62           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                             | 2055-05-15      | 6.7000%  | 0.0000% | $1022000.00        | $1048617.42        | Corporate Debt Securities                         |
| CROWN CASTLE TOWERS LLC                            | 2048-07-15      | 4.2410%  | 0.0000% | $25000.00          | $24583.25          | Asset-Backed Securities                           |
| FREDDIE MAC GOLD                                   | 2036-08-01      | 3.0000%  | 0.0000% | $1012134.00        | $288743.42         | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2032-03-01      | 3.5000%  | 0.0000% | $2825000.00        | $177035.06         | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2043-08-01      | 3.0000%  | 0.0000% | $25000.00          | $5506.72           | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2044-08-01      | 4.5000%  | 0.0000% | $6552400.00        | $645797.49         | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2046-10-01      | 3.0000%  | 0.0000% | $100000.00         | $22982.92          | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2041-09-01      | 2.0000%  | 0.0000% | $100000.00         | $58931.94          | Agency Mortgage-Backed Securities                 |
| FREDDIE MAC GOLD                                   | 2042-11-01      | 3.5000%  | 0.0000% | $500000.00         | $99124.29          | Agency Mortgage-Backed Securities                 |
| FREDDIE MAC GOLD                                   | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $64502.08          | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2050-08-01      | 3.0000%  | 0.0000% | $45574.00          | $21164.85          | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2052-10-01      | 5.5000%  | 0.0000% | $135000.00         | $111703.33         | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2053-06-01      | 5.0000%  | 0.0000% | $37030.00          | $30334.01          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2043-01-01      | 3.0000%  | 0.0000% | $59343.00          | $10486.35          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-03-01      | 2.5000%  | 0.0000% | $44200.00          | $9571.02           | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2048-06-01      | 5.0000%  | 0.0000% | $46595.00          | $10526.94          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2049-09-01      | 3.5000%  | 0.0000% | $891480.00         | $275743.93         | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2051-11-01      | 2.5000%  | 0.0000% | $150000.00         | $90017.17          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2036-12-01      | 5.5000%  | 0.0000% | $1298794.00        | $28507.06          | Agency Mortgage-Backed Securities                 |
| KKR FINANCIAL CLO LTD KKR-35A                      | 2038-01-20      | 6.1755%  | 0.0000% | $2000000.00        | $1999530.83        | Asset-Backed Securities                           |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 2043-01-05      | 4.5343%  | 0.0000% | $12734000.00       | $10744945.06       | Private Label Collateralized Mortgage Obligations |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $179081216.00      | $120537666.42      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 3.0000%  | 0.0000% | $4129048.00        | $2748873.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1085441.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 7.5000%  | 0.0000% | $1493694.00        | $1557654.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-03-15      | 5.6500%  | 0.0000% | $10371488.00       | $10329507.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1166913.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-10-20      | 6.5000%  | 0.0000% | $252903.00         | $222976.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | 0.0000% | $1187130.00        | $1155357.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-09-20      | 6.0000%  | 0.0000% | $69121.00          | $69660.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-09-20      | 4.5000%  | 0.0000% | $74227.00          | $69653.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.3600%  | 0.0000% | $2665412.00        | $2699789.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $1331294.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $22237088.00       | $22901710.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $35350656.00       | $36396363.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3613392.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2000181.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4977305.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $2155232.00        | $2264870.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1093134.00        | $1106468.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4546202.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $3421500.00        | $3614423.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $3800724.00        | $3833084.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $13236256.00       | $13348953.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $4260096.00        | $4427948.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $9393984.00        | $9734929.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $10976080.00       | $11327698.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $7997304.00        | $8246140.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $1658870.00        | $1723264.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1858020.00        | $1873839.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $7852584.00        | $8108491.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1317934.00        | $1384980.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $636894.00         | $676322.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8202579.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $2132024.00        | $2150963.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $10963280.00       | $11262018.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5762110.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $2134500.00        | $2133004.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $15080288.00       | $15611551.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $5707510.00        | $5876332.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | 0.0000% | $3225412.00        | $3138782.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1357173.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $2276128.00        | $2377972.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $3747671.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $4257824.00        | $4303494.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $5274888.00        | $5319800.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $5676976.00        | $5725311.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $10175808.00       | $10290584.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $10200040.00       | $10309449.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $14983536.00       | $15111110.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $4733416.00        | $4799888.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $90438447.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $2289140.00        | $2356857.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11942915.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | 0.0000% | $3425400.00        | $3333402.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4282865.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $308992000.00      | $309078784.43      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | 0.0000% | $865481.00         | $900477.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $1000628.00        | $1037753.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1704678.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | 0.0000% | $1032724.00        | $1044686.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $3104504.00        | $3203370.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1534597.54        | Agency Mortgage-Backed Securities |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BERKSHIRE HATHAWAY ENERGY CO                | 2036-04-01      | 6.1250%  | 0.0000% | $4542000.00        | $4936775.50        | Corporate Debt Securities |
| ALTRIA GROUP INC                            | 2042-08-09      | 4.2500%  | 0.0000% | $18000.00          | $14892.22          | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP                  | 2036-11-03      | 6.4500%  | 0.0000% | $35000.00          | $36607.08          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO          | 2042-09-15      | 3.6000%  | 0.0000% | $2246000.00        | $1746804.04        | Corporate Debt Securities |
| NEVADA PWR CO                               | 2041-05-15      | 5.4500%  | 0.0000% | $96000.00          | $95606.93          | Corporate Debt Securities |
| VOTORANTIM CIMENTOS INTERNATIONAL SA        | 2041-04-05      | 7.2500%  | 0.0000% | $218000.00         | $246278.90         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY            | 2043-06-15      | 4.6000%  | 0.0000% | $29000.00          | $23240.54          | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV         | 2042-09-19      | 6.7500%  | 0.0000% | $200000.00         | $191554.50         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE BV                | 2044-03-15      | 4.8750%  | 0.0000% | $8000.00           | $6810.01           | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                      | 2038-05-15      | 6.5000%  | 0.0000% | $106000.00         | $119664.70         | Corporate Debt Securities |
| SYSCO CORP                                  | 2035-09-21      | 5.3750%  | 0.0000% | $214000.00         | $219645.26         | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                    | 2042-09-01      | 4.8000%  | 0.0000% | $324000.00         | $287277.84         | Corporate Debt Securities |
| KINROSS GOLD CORP                           | 2041-09-01      | 6.8750%  | 0.0000% | $77000.00          | $82800.78          | Corporate Debt Securities |
| WR BERKLEY CORP                             | 2044-08-01      | 4.7500%  | 0.0000% | $700000.00         | $627774.00         | Corporate Debt Securities |
| CENOVUS ENERGY INC                          | 2037-09-15      | 6.8000%  | 0.0000% | $9214000.00        | $9937943.98        | Corporate Debt Securities |
| BAE SYSTEMS HOLDINGS INC                    | 2044-10-07      | 4.7500%  | 0.0000% | $616000.00         | $562944.95         | Corporate Debt Securities |
| BPCE SA                                     | 2026-04-01      | 4.8750%  | 0.0000% | $313000.00         | $318275.48         | Corporate Debt Securities |
| TANGER PROPERTIES LP                        | 2027-07-15      | 3.8750%  | 0.0000% | $725000.00         | $715467.86         | Corporate Debt Securities |
| CITIGROUP INC                               | 2028-01-10      | 3.8870%  | 0.0000% | $522000.00         | $517838.31         | Corporate Debt Securities |
| VALERO ENERGY CORP                          | 2026-09-15      | 3.4000%  | 0.0000% | $2962000.00        | $2960443.30        | Corporate Debt Securities |
| DOLLAR TREE INC                             | 2028-05-15      | 4.2000%  | 0.0000% | $6572000.00        | $6566129.02        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV   | 2038-06-21      | 4.7500%  | 0.0000% | $150000.00         | $141743.37         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                | 2028-08-01      | 3.8000%  | 0.0000% | $15444000.00       | $15528633.12       | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                    | 2028-09-21      | 4.5000%  | 0.0000% | $8741000.00        | $8854501.89        | Corporate Debt Securities |
| MPLX LP                                     | 2038-04-15      | 4.5000%  | 0.0000% | $1078000.00        | $963753.56         | Corporate Debt Securities |
| MPLX LP                                     | 2047-03-01      | 5.2000%  | 0.0000% | $915000.00         | $812215.00         | Corporate Debt Securities |
| LOWES COMPANIES INC                         | 2047-05-03      | 4.0500%  | 0.0000% | $903000.00         | $704249.70         | Corporate Debt Securities |
| WALT DISNEY CO                              | 2037-11-15      | 6.6500%  | 0.0000% | $714000.00         | $820313.81         | Corporate Debt Securities |
| CNO FINANCIAL GROUP INC                     | 2029-05-30      | 5.2500%  | 0.0000% | $96000.00          | $97509.12          | Corporate Debt Securities |
| CENOVUS ENERGY INC                          | 2029-04-15      | 4.4000%  | 0.0000% | $15176000.00       | $15154955.94       | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                       | 2050-01-15      | 6.3900%  | 0.0000% | $200000.00         | $171054.50         | Corporate Debt Securities |
| ENI SPA                                     | 2054-05-15      | 5.9500%  | 0.0000% | $3902000.00        | $3792610.68        | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV   | 2028-01-14      | 3.7500%  | 0.0000% | $300000.00         | $292193.00         | Corporate Debt Securities |
| ST MARYS CEMENT INC                         | 2034-04-02      | 5.7500%  | 0.0000% | $200000.00         | $206827.44         | Corporate Debt Securities |
| VISA INC                                    | 2031-02-15      | 1.1000%  | 0.0000% | $4769000.00        | $4068015.29        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                       | 2035-01-23      | 5.4990%  | 0.0000% | $15884000.00       | $16277001.93       | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV   | 2048-01-14      | 4.8750%  | 0.0000% | $307000.00         | $229380.17         | Corporate Debt Securities |
| INVERSIONES LA CONSTRUCCION SA              | 2032-02-07      | 4.7500%  | 0.0000% | $230000.00         | $222600.07         | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                      | 2036-01-09      | 5.3750%  | 0.0000% | $495000.00         | $490210.74         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                      | 2034-09-01      | 5.4500%  | 0.0000% | $10000000.00       | $10003983.33       | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                      | 2027-05-01      | 3.8500%  | 0.0000% | $80000.00          | $79853.20          | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FUNDING I          | 2033-03-28      | 5.1500%  | 0.0000% | $623000.00         | $644210.55         | Corporate Debt Securities |
| MICROSOFT CORP                              | 2030-09-15      | 1.3500%  | 0.0000% | $112000.00         | $98228.48          | Corporate Debt Securities |
| ONEOK INC                                   | 2033-09-01      | 6.0500%  | 0.0000% | $2239000.00        | $2400831.19        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE     | 2034-01-08      | 5.9500%  | 0.0000% | $340000.00         | $349073.28         | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV              | 2030-07-28      | 7.0000%  | 0.0000% | $352000.00         | $374274.17         | Corporate Debt Securities |
| AIA GROUP LTD                               | 2040-09-16      | 3.2000%  | 0.0000% | $200000.00         | $155198.22         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2026-04-03      | 4.4500%  | 0.0000% | $460000.00         | $465732.75         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2029-09-10      | 4.6250%  | 0.0000% | $25663000.00       | $26032960.66       | Corporate Debt Securities |
| ALEXANDER FUNDING TRUST II                  | 2028-07-31      | 7.4670%  | 0.0000% | $250000.00         | $265670.00         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY            | 2032-06-15      | 5.9000%  | 0.0000% | $83000.00          | $85732.27          | Corporate Debt Securities |
| STERIS IRISH FINCO UNLIMITED CO             | 2031-03-15      | 2.7000%  | 0.0000% | $1938000.00        | $1752601.23        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY         | 2034-01-15      | 5.0000%  | 0.0000% | $5016000.00        | $4992385.79        | Corporate Debt Securities |
| YARA INTERNATIONAL ASA                      | 2028-06-01      | 4.7500%  | 0.0000% | $430000.00         | $433166.83         | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV              | 2028-01-17      | 6.9500%  | 0.0000% | $400000.00         | $417891.89         | Corporate Debt Securities |
| ROP SUKUK TRUST                             | 2029-06-06      | 5.0450%  | 0.0000% | $400000.00         | $410923.00         | Corporate Debt Securities |
| XCEL ENERGY INC                             | 2028-03-21      | 4.7500%  | 0.0000% | $6555000.00        | $6711354.96        | Corporate Debt Securities |
| AEP TEXAS INC                               | 2030-07-01      | 2.1000%  | 0.0000% | $49000.00          | $43537.48          | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                | 2048-09-15      | 4.2500%  | 0.0000% | $2671000.00        | $2191223.11        | Corporate Debt Securities |
| AES CORP                                    | 2031-01-15      | 2.4500%  | 0.0000% | $18020000.00       | $15967321.78       | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2056-01-31      | 6.5000%  | 0.0000% | $739000.00         | $747313.75         | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                  | 2028-01-15      | 3.9500%  | 0.0000% | $5028000.00        | $4964675.14        | Corporate Debt Securities |
| AMERICAN TOWER CORP                         | 2028-03-15      | 5.5000%  | 0.0000% | $12584000.00       | $13153020.52       | Corporate Debt Securities |
| AMERICAN TOWER CORP                         | 2035-01-31      | 5.4000%  | 0.0000% | $4467000.00        | $4535255.76        | Corporate Debt Securities |
| AMERICAN TOWER CORP                         | 2030-03-15      | 4.9000%  | 0.0000% | $1313000.00        | $1349445.23        | Corporate Debt Securities |
| APA CORP (US)                               | 2030-01-15      | 4.2500%  | 0.0000% | $2599000.00        | $2504159.60        | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                    | 2027-06-15      | 2.8750%  | 0.0000% | $66000.00          | $64101.42          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                  | 2028-03-15      | 5.7000%  | 0.0000% | $25607000.00       | $26282854.09       | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                         | 2085-04-27      | 7.3500%  | 0.0000% | $223000.00         | $227643.42         | Corporate Debt Securities |
| BAYER US FINANCE LLC                        | 2026-11-21      | 6.1250%  | 0.0000% | $480000.00         | $493123.07         | Corporate Debt Securities |
| BIOGEN INC                                  | 2031-01-15      | 5.0500%  | 0.0000% | $5795000.00        | $5934844.62        | Corporate Debt Securities |
| BNP PARIBAS SA                              | 2031-05-09      | 5.0850%  | 0.0000% | $2795000.00        | $2852915.89        | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP                      | 2039-03-01      | 4.5500%  | 0.0000% | $1108000.00        | $1054326.63        | Corporate Debt Securities |
| BROWN & BROWN INC                           | 2029-03-15      | 4.5000%  | 0.0000% | $50000.00          | $50606.50          | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY            | 2028-06-01      | 4.0000%  | 0.0000% | $16212000.00       | $16148214.79       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                        | 2030-02-01      | 5.7000%  | 0.0000% | $7607000.00        | $8064180.70        | Corporate Debt Securities |
| EXPAND ENERGY CORP                          | 2029-02-01      | 5.8750%  | 0.0000% | $13993000.00       | $14426153.32       | Corporate Debt Securities |
| DELTA AIR LINES INC                         | 2029-10-28      | 3.7500%  | 0.0000% | $12160000.00       | $11765620.80       | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC            | 2030-09-11      | 4.9990%  | 0.0000% | $8538000.00        | $8772041.04        | Corporate Debt Securities |
| DOMINION ENERGY INC                         | 2032-12-15      | 6.7500%  | 0.0000% | $1750000.00        | $1916083.75        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                    | 2040-01-27      | 5.6000%  | 0.0000% | $2016000.00        | $1980773.76        | Corporate Debt Securities |
| EDISON INTL                                 | 2032-03-15      | 5.2500%  | 0.0000% | $4462000.00        | $4332795.35        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                    | 2035-01-13      | 5.7500%  | 0.0000% | $3314000.00        | $3382882.41        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV               | 2028-04-06      | 3.5000%  | 0.0000% | $1295000.00        | $1274854.12        | Corporate Debt Securities |
| ESSENT GROUP LTD                            | 2029-07-01      | 6.2500%  | 0.0000% | $13000.00          | $13535.01          | Corporate Debt Securities |
| EXPERIAN FINANCE PLC                        | 2035-08-17      | 5.2500%  | 0.0000% | $925000.00         | $933871.52         | Corporate Debt Securities |
| FMC CORP                                    | 2026-10-01      | 3.2000%  | 0.0000% | $4296000.00        | $4265827.76        | Corporate Debt Securities |
| FERGUSON ENTERPRISES INC                    | 2034-10-03      | 5.0000%  | 0.0000% | $9773000.00        | $9787355.45        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                     | 2038-03-31      | 4.1250%  | 0.0000% | $34466000.00       | $24891578.95       | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC              | 2031-01-15      | 4.8000%  | 0.0000% | $4939000.00        | $4997642.39        | Corporate Debt Securities |
| HF SINCLAIR CORP                            | 2028-02-01      | 5.0000%  | 0.0000% | $1292000.00        | $1321108.76        | Corporate Debt Securities |
| HP INC                                      | 2026-06-17      | 1.4500%  | 0.0000% | $1398000.00        | $1362647.69        | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                   | 2029-06-11      | 5.9500%  | 0.0000% | $5091000.00        | $5217683.88        | Corporate Debt Securities |
| HORIZON MUTUAL HOLDINGS INC                 | 2034-11-15      | 6.2000%  | 0.0000% | $22157000.00       | $21804457.51       | Corporate Debt Securities |
| INDIANA UNIVERSITY FOUNDATION INC           | 2051-10-01      | 2.8200%  | 0.0000% | $124000.00         | $76281.08          | Corporate Debt Securities |
| INTERCORP PERU LTD                          | 2029-08-15      | 3.8750%  | 0.0000% | $376000.00         | $360651.84         | Corporate Debt Securities |
| INTL PAPER CO                               | 2035-09-15      | 5.0000%  | 0.0000% | $63000.00          | $63412.58          | Corporate Debt Securities |
| JOHNSON & JOHNSON                           | 2035-03-01      | 5.0000%  | 0.0000% | $2085000.00        | $2172885.07        | Corporate Debt Securities |
| KEMPER CORP                                 | 2032-02-23      | 3.8000%  | 0.0000% | $49000.00          | $45262.17          | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC           | 2035-05-15      | 6.1500%  | 0.0000% | $12093000.00       | $12550155.71       | Corporate Debt Securities |
| MARATHON PETROLEUM CORP                     | 2028-04-01      | 3.8000%  | 0.0000% | $205000.00         | $203931.27         | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                  | 2028-10-15      | 5.5500%  | 0.0000% | $1104000.00        | $1157413.36        | Corporate Debt Securities |
| MICROCHIP TECH INC                          | 2030-02-15      | 5.0500%  | 0.0000% | $14721000.00       | $15222487.22       | Corporate Debt Securities |
| MOODYS CORP                                 | 2032-08-08      | 4.2500%  | 0.0000% | $792000.00         | $784819.42         | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                      | 2027-10-15      | 4.4470%  | 0.0000% | $12795000.00       | $12946159.42       | Corporate Debt Securities |
| MORGAN STANLEY                              | 2035-01-18      | 5.4660%  | 0.0000% | $5763000.00        | $5908307.32        | Corporate Debt Securities |
| NRG ENERGY INC                              | 2029-06-15      | 4.4500%  | 0.0000% | $9685000.00        | $9577361.99        | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FUNDING                | 2031-08-01      | 1.8500%  | 0.0000% | $540000.00         | $467812.80         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FUNDING                | 2035-01-23      | 5.3500%  | 0.0000% | $4832000.00        | $4941294.47        | Corporate Debt Securities |
| NEXA RESOURCES SA                           | 2037-04-08      | 6.6000%  | 0.0000% | $15250000.00       | $15741863.33       | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                     | 2052-09-16      | 5.7830%  | 0.0000% | $440000.00         | $434216.75         | Corporate Debt Securities |
| NORDEA BANK ABP                             | 2079-12-31      | 6.3000%  | 0.0000% | $253000.00         | $256146.06         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                | 2035-05-01      | 5.1000%  | 0.0000% | $50000.00          | $50767.42          | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FUNDING          | 2031-05-28      | 5.1600%  | 0.0000% | $74000.00          | $76376.14          | Corporate Debt Securities |
| NUCOR CORP                                  | 2030-06-01      | 4.6500%  | 0.0000% | $4261000.00        | $4369605.79        | Corporate Debt Securities |
| OMEGA HLTHCARE INVESTORS INC                | 2030-07-01      | 5.2000%  | 0.0000% | $4990000.00        | $5034871.19        | Corporate Debt Securities |
| OVINTIV INC                                 | 2033-07-15      | 6.2500%  | 0.0000% | $1671000.00        | $1730734.54        | Corporate Debt Securities |
| PERTAMINA PERSERO PT                        | 2048-11-07      | 6.5000%  | 0.0000% | $230000.00         | $243994.61         | Corporate Debt Securities |
| PERTAMINA PERSERO PT                        | 2049-07-30      | 4.7000%  | 0.0000% | $380000.00         | $313952.20         | Corporate Debt Securities |
| PERTAMINA PERSERO PT                        | 2050-01-21      | 4.1750%  | 0.0000% | $400000.00         | $302905.50         | Corporate Debt Securities |
| PINNACLE WEST CAPITAL CORPORATION           | 2028-05-15      | 4.9000%  | 0.0000% | $2336000.00        | $2381165.26        | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY              | 2043-11-15      | 4.9500%  | 0.0000% | $166000.00         | $150515.52         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                     | 2037-02-25      | 6.7000%  | 0.0000% | $1060000.00        | $1060219.66        | Corporate Debt Securities |
| RTX CORP                                    | 2027-03-15      | 3.5000%  | 0.0000% | $92000.00          | $91941.32          | Corporate Debt Securities |
| RTX CORP                                    | 2043-12-15      | 4.8000%  | 0.0000% | $745000.00         | $673340.93         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                        | 2085-08-24      | 6.7500%  | 0.0000% | $1683000.00        | $1707719.06        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                 | 2032-03-15      | 6.2500%  | 0.0000% | $23360000.00       | $24523503.20       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                        | 2031-02-04      | 5.1530%  | 0.0000% | $6294000.00        | $6589464.48        | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                 | 2040-05-15      | 5.3500%  | 0.0000% | $290000.00         | $286689.49         | Corporate Debt Securities |
| SOCIETE GENERALE SA                         | 2026-12-14      | 1.4880%  | 0.0000% | $50000000.00       | $49462566.67       | Corporate Debt Securities |
| SOCIETE GENERALE SA                         | 2029-04-13      | 5.5000%  | 0.0000% | $2919000.00        | $3012137.18        | Corporate Debt Securities |
| SOCIETE GENERALE SA                         | 2035-01-19      | 6.0660%  | 0.0000% | $16050000.00       | $16567026.68       | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION    | 2051-09-30      | 3.1500%  | 0.0000% | $1030000.00        | $663381.80         | Corporate Debt Securities |
| STATE STREET CORP                           | 2034-11-01      | 3.0310%  | 0.0000% | $250000.00         | $232694.38         | Corporate Debt Securities |
| STEEL DYNAMICS INC                          | 2035-05-15      | 5.2500%  | 0.0000% | $4420000.00        | $4501243.28        | Corporate Debt Securities |
| SYNOPSYS INC                                | 2027-04-01      | 4.5500%  | 0.0000% | $625000.00         | $636522.57         | Corporate Debt Securities |
| HUNTINGTON NATL BK                          | 2030-05-06      | 9.6121%  | 0.0000% | $13000000.00       | $13307218.48       | Corporate Debt Securities |
| TR FINANCE LLC                              | 2035-08-15      | 5.5000%  | 0.0000% | $80000.00          | $82475.29          | Corporate Debt Securities |
| THAIOIL TREASURY CENTER CO LTD              | 2049-10-17      | 3.5000%  | 0.0000% | $200000.00         | $127970.78         | Corporate Debt Securities |
| THERMO FISHER                               | 2043-08-10      | 5.4040%  | 0.0000% | $175000.00         | $177810.33         | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIVERSITY            | 2030-07-01      | 4.6470%  | 0.0000% | $1106000.00        | $1136701.73        | Corporate Debt Securities |
| UNIVERSITY OF SOUTHERN CALIFORNIA           | 2047-10-01      | 3.8410%  | 0.0000% | $126000.00         | $100243.50         | Corporate Debt Securities |
| VITALITY RE III LTD                         | 2026-01-06      | 6.1519%  | 0.0000% | $3880000.00        | $3885432.00        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC     | 2028-03-27      | 5.0500%  | 0.0000% | $631000.00         | $644891.11         | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY           | 2037-08-15      | 6.3750%  | 0.0000% | $430000.00         | $478614.01         | Corporate Debt Securities |
| XYLEM INC                                   | 2028-01-30      | 1.9500%  | 0.0000% | $17244000.00       | $16283854.08       | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE     | 2043-10-18      | 5.6250%  | 0.0000% | $400000.00         | $372171.00         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE     | 2049-02-05      | 4.3750%  | 0.0000% | $492000.00         | $378430.34         | Corporate Debt Securities |
| AKER BP ASA                                 | 2030-01-15      | 3.7500%  | 0.0000% | $300000.00         | $286671.75         | Corporate Debt Securities |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT     | 2050-05-15      | 5.8000%  | 0.0000% | $300000.00         | $287986.00         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                  | 2030-09-10      | 2.6250%  | 0.0000% | $2471000.00        | $2256117.72        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                       | 2028-09-01      | 3.5000%  | 0.0000% | $2900000.00        | $2830504.72        | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD | 2051-01-08      | 3.1000%  | 0.0000% | $250000.00         | $179841.11         | Corporate Debt Securities |
| SK HYNIX INC                                | 2031-01-19      | 2.3750%  | 0.0000% | $200000.00         | $177003.14         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                        | 2061-04-28      | 3.4040%  | 0.0000% | $870000.00         | $577313.83         | Corporate Debt Securities |
| HIGHMARK INC                                | 2026-05-10      | 1.4500%  | 0.0000% | $10000.00          | $9765.93           | Corporate Debt Securities |
| RELIANCE INDUSTRIES LTD                     | 2052-01-12      | 3.6250%  | 0.0000% | $250000.00         | $175345.63         | Corporate Debt Securities |
| GCC SAB de CV                               | 2032-04-20      | 3.6140%  | 0.0000% | $300000.00         | $266534.67         | Corporate Debt Securities |
| SOCIEDAD DE TRANSMISION AUSTRAL SA          | 2032-01-27      | 4.0000%  | 0.0000% | $300000.00         | $280687.00         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                       | 2052-04-14      | 6.2000%  | 0.0000% | $200000.00         | $205055.11         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC     | 2029-06-08      | 4.6000%  | 0.0000% | $200000.00         | $198776.44         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                        | 2028-05-08      | 5.4000%  | 0.0000% | $690000.00         | $712031.70         | Corporate Debt Securities |
| EMPRESA DE ENERGIA DE BOGOTA SA             | 2033-11-09      | 7.8500%  | 0.0000% | $904000.00         | $1038734.42        | Corporate Debt Securities |
| BAYER US FINANCE LLC                        | 2033-11-21      | 6.5000%  | 0.0000% | $5020000.00        | $5415871.62        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                          | 2035-01-10      | 6.2510%  | 0.0000% | $500000.00         | $519411.39         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE     | 2036-01-26      | 6.4400%  | 0.0000% | $590000.00         | $618771.68         | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                       | 2037-01-23      | 8.2500%  | 0.0000% | $27690000.00       | $29534269.38       | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV            | 2037-01-22      | 6.6580%  | 0.0000% | $2809000.00        | $2912875.57        | Corporate Debt Securities |
| NEXA RESOURCES SA                           | 2037-04-08      | 6.6000%  | 0.0000% | $4216000.00        | $4351980.05        | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                       | 2028-04-07      | 4.7000%  | 0.0000% | $400000.00         | $407665.33         | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC               | 2030-04-28      | 5.0000%  | 0.0000% | $900000.00         | $915090.00         | Corporate Debt Securities |

### Security 308: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RTX CORP                                | 2042-06-01      | 4.5000%  | 0.0000% | $38626000.00       | $34248129.16       | Corporate Debt Securities |
| ABBVIE INC                              | 2036-05-14      | 4.3000%  | 0.0000% | $16880000.00       | $15975185.11       | Corporate Debt Securities |
| CARGILL INC                             | 2026-02-02      | 0.7500%  | 0.0000% | $700000.00         | $689499.42         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC           | 2062-06-15      | 5.2000%  | 0.0000% | $25747000.00       | $22406029.22       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC      | 2049-12-01      | 5.2120%  | 0.0000% | $1000.00           | $962.88            | Asset-Backed Securities   |
| CNO FINANCIAL GROUP INC                 | 2034-06-15      | 6.4500%  | 0.0000% | $22929000.00       | $24036050.34       | Corporate Debt Securities |
| ALTRIA GROUP INC                        | 2051-02-04      | 3.7000%  | 0.0000% | $15699000.00       | $11075513.68       | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC              | 2041-10-29      | 3.8500%  | 0.0000% | $28100000.00       | $22643034.63       | Corporate Debt Securities |
| AIR LEASE CORPORATION                   | 2026-08-15      | 1.8750%  | 0.0000% | $10000000.00       | $9811858.33        | Corporate Debt Securities |
| ALLSTATE CORP                           | 2030-12-15      | 1.4500%  | 0.0000% | $7000000.00        | $5937139.45        | Corporate Debt Securities |
| AMEREN CORPORATION                      | 2035-03-15      | 5.3750%  | 0.0000% | $17000000.00       | $17439280.00       | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC               | 2047-12-15      | 4.0800%  | 0.0000% | $262000.00         | $206318.01         | Corporate Debt Securities |
| BANK OF AMERICA CORP                    | 2028-04-27      | 4.3760%  | 0.0000% | $19000000.00       | $19177958.22       | Corporate Debt Securities |
| FOX CORP                                | 2039-01-25      | 5.4760%  | 0.0000% | $7228000.00        | $7029321.55        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2031-08-18      | 2.3570%  | 0.0000% | $19807000.00       | $17818109.81       | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC           | 2029-05-15      | 3.7000%  | 0.0000% | $1000000.00        | $977971.11         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-05-01      | 4.0500%  | 0.0000% | $1000.00           | $800.34            | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-11-01      | 4.1500%  | 0.0000% | $1000.00           | $817.89            | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2046-03-01      | 3.8000%  | 0.0000% | $1000.00           | $788.90            | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY      | 2043-10-01      | 4.6500%  | 0.0000% | $1000.00           | $834.06            | Corporate Debt Securities |
| UNION PACIFIC CORPORATION               | 2053-05-15      | 4.9500%  | 0.0000% | $1000.00           | $904.39            | Corporate Debt Securities |
| WALMART INC                             | 2026-07-08      | 3.0500%  | 0.0000% | $11145000.00       | $11051366.52       | Corporate Debt Securities |

### Security 309: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.730000%
- **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: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ONCOR ELECTRIC DELIVERY COMPANY LLC     | 2038-09-01      | 7.5000%  | 0.0000% | $12500000.00       | $15232750.00       | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                | 2048-03-01      | 3.9500%  | 0.0000% | $18513000.00       | $14941256.05       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                    | 2034-06-08      | 6.3770%  | 0.0000% | $32000000.00       | $34386827.55       | Corporate Debt Securities |
| MSCI INC                                | 2031-02-15      | 3.8750%  | 0.0000% | $3000000.00        | $2834485.00        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-05-01      | 4.0500%  | 0.0000% | $1000.00           | $800.34            | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2046-03-01      | 3.8000%  | 0.0000% | $1000.00           | $788.90            | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY      | 2043-10-01      | 4.6500%  | 0.0000% | $1000.00           | $834.06            | Corporate Debt Securities |
| UNION PACIFIC CORPORATION               | 2053-05-15      | 4.9500%  | 0.0000% | $1000.00           | $904.39            | Corporate Debt Securities |
| AUTOZONE INC                            | 2031-01-15      | 1.6500%  | 0.0000% | $3000.00           | $2560.90           | Corporate Debt Securities |
| BPCE SA                                 | 2036-01-14      | 6.2930%  | 0.0000% | $400000.00         | $421118.76         | Corporate Debt Securities |
| CHEVRON USA INC.                        | 2027-02-26      | 4.6982%  | 0.0000% | $1850000.00        | $1869020.60        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 2026-03-02      | 1.4500%  | 0.0000% | $420000.00         | $415006.78         | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC                 | 2049-06-01      | 3.8500%  | 0.0000% | $2360000.00        | $1758003.33        | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)       | 2034-02-14      | 5.0000%  | 0.0000% | $2664000.00        | $2723259.20        | Corporate Debt Securities |
| NASDAQ INC                              | 2053-08-15      | 5.9500%  | 0.0000% | $24736000.00       | $25771352.76       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2026-09-15      | 2.2500%  | 0.0000% | $3496000.00        | $3445482.80        | Corporate Debt Securities |
| T-MOBILE USA INC                        | 2053-01-15      | 5.6500%  | 0.0000% | $33970000.00       | $32713487.44       | Corporate Debt Securities |

### Security 310: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS 4.350000%
- **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: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $7263900.00        | $9200555.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $900.00            | $846.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $500.00            | $491.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $400.00            | $411.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $2000.00           | $2029.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $921.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $219888000.00      | $217723642.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $300.00            | $308.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $3996000.00        | $4117861.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $9011900.00        | $9396847.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $47058000.00       | $47858984.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $2000.00           | $2032.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $15853200.00       | $15644894.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $2571900.00        | $2403337.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $11045600.00       | $11054022.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $400.00            | $414.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1100.00           | $1090.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $4692500.00        | $4717324.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $71319900.00       | $74037618.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $9221800.00        | $9434399.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $12540400.00       | $12600775.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $300.00            | $299.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $198.58            | U.S. Treasuries (including strips) |

### Security 311: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.730000%
- **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: 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:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| VALE OVERSEAS LTD                           | 2036-11-21      | 6.8750%  | 0.0000% | $69000.00          | $76028.83          | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                 | 2027-10-15      | 7.5000%  | 0.0000% | $1000.00           | $1075.55           | Corporate Debt Securities |
| PANAMA REPUBLIC OF (GOVERNMENT)             | 2026-01-29      | 7.1250%  | 0.0000% | $2028000.00        | $2050263.22        | Corporate Debt Securities |
| PERU (REPUBLIC OF)                          | 2037-03-14      | 6.5500%  | 0.0000% | $25000.00          | $27612.36          | Corporate Debt Securities |
| MURPHY OIL CORP                             | 2042-12-01      | 5.8750%  | 0.0000% | $5544000.00        | $4596484.20        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2026-04-07      | 6.0000%  | 0.0000% | $800000.00         | $821786.67         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2027-05-15      | 5.5000%  | 0.0000% | $1364000.00        | $1399738.32        | Corporate Debt Securities |
| ENERGUATE TRUST                             | 2027-05-03      | 5.8750%  | 0.0000% | $200000.00         | $201879.58         | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2027-10-01      | 5.5000%  | 0.0000% | $740000.00         | $751241.01         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2027-03-01      | 5.7500%  | 0.0000% | $1010000.00        | $1031733.52        | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH                         | 2049-04-03      | 7.0000%  | 0.0000% | $610000.00         | $627293.50         | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                | 2035-04-25      | 6.6450%  | 0.0000% | $1217000.00        | $1337142.24        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2034-03-08      | 6.1250%  | 0.0000% | $732000.00         | $726941.78         | Corporate Debt Securities |
| ORAZUL ENERGY PERU SA                       | 2027-04-28      | 5.6250%  | 0.0000% | $724000.00         | $725828.10         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2032-02-01      | 6.6250%  | 0.0000% | $3836000.00        | $4063493.98        | Corporate Debt Securities |
| BANK OF MONTREAL                            | 2031-06-04      | 5.5110%  | 0.0000% | $297000.00         | $311684.47         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                         | 2030-06-15      | 5.8750%  | 0.0000% | $2288000.00        | $2308699.41        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION            | 2034-10-01      | 5.5500%  | 0.0000% | $1000000.00        | $998400.00         | Corporate Debt Securities |
| ROBLOX CORP                                 | 2030-05-01      | 3.8750%  | 0.0000% | $2800000.00        | $2652349.00        | Corporate Debt Securities |
| UNITED AIRLINES INC                         | 2029-04-15      | 4.6250%  | 0.0000% | $1099000.00        | $1086238.47        | Corporate Debt Securities |
| ALSEA SAB DE CV                             | 2026-12-14      | 7.7500%  | 0.0000% | $587000.00         | $596757.57         | Corporate Debt Securities |
| DAVITA INC                                  | 2031-02-15      | 3.7500%  | 0.0000% | $1700000.00        | $1568167.83        | Corporate Debt Securities |
| GENESIS ENERGY                              | 2032-05-15      | 7.8750%  | 0.0000% | $4486000.00        | $4702247.63        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2029-06-01      | 6.5000%  | 0.0000% | $1350000.00        | $1406488.50        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                     | 2027-10-15      | 4.7500%  | 0.0000% | $1049000.00        | $1051849.20        | Corporate Debt Securities |
| CENTRAIS ELETRICAS BRASILEIRAS SA           | 2030-02-04      | 4.6250%  | 0.0000% | $700000.00         | $680687.78         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2030-02-15      | 4.2500%  | 0.0000% | $1889000.00        | $1865741.16        | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                    | 2026-08-01      | 6.8750%  | 0.0000% | $5900000.00        | $6102924.76        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2037-05-13      | 6.8750%  | 0.0000% | $599000.00         | $626934.28         | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                        | 2032-09-01      | 6.6250%  | 0.0000% | $2566000.00        | $2676015.11        | Corporate Debt Securities |
| CVS HEALTH CORP                             | 2054-12-10      | 6.7500%  | 0.0000% | $2500000.00        | $2524056.25        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                   | 2029-10-15      | 4.6250%  | 0.0000% | $459000.00         | $439776.19         | Corporate Debt Securities |
| CIVITAS RESOURCES INC                       | 2033-06-15      | 9.6250%  | 0.0000% | $1295000.00        | $1360665.49        | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                      | 2053-11-14      | 8.7500%  | 0.0000% | $999000.00         | $1033767.42        | Corporate Debt Securities |
| DAVITA INC                                  | 2030-06-01      | 4.6250%  | 0.0000% | $1600000.00        | $1535821.33        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV              | 2035-02-11      | 5.9800%  | 0.0000% | $3000.00           | $3127.96           | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR SA                     | 2032-06-30      | 8.4990%  | 0.0000% | $200000.00         | $203661.03         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                  | 2033-03-01      | 8.0000%  | 0.0000% | $241000.00         | $255568.99         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2028-02-16      | 2.9000%  | 0.0000% | $3370000.00        | $3204841.92        | Corporate Debt Securities |
| HECLA MIN CO                                | 2028-02-15      | 7.2500%  | 0.0000% | $2800000.00        | $2921661.56        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2028-06-15      | 5.1250%  | 0.0000% | $1155000.00        | $1156141.85        | Corporate Debt Securities |
| HUNTINGTON INGALLS INDUSTRIES INC           | 2028-08-16      | 2.0430%  | 0.0000% | $300000.00         | $280861.13         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2033-01-15      | 7.3750%  | 0.0000% | $175000.00         | $169028.61         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2034-01-15      | 8.3750%  | 0.0000% | $2800000.00        | $2792805.94        | Corporate Debt Securities |
| INSULET CORP                                | 2033-04-01      | 6.5000%  | 0.0000% | $2300000.00        | $2418410.39        | Corporate Debt Securities |
| JETBLUE AIRWAYS CORP                        | 2031-09-20      | 9.8750%  | 0.0000% | $1115000.00        | $1087065.38        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                     | 2029-02-15      | 7.2500%  | 0.0000% | $512000.00         | $542054.68         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC               | 2027-05-15      | 6.5000%  | 0.0000% | $5000000.00        | $5133961.11        | Corporate Debt Securities |
| GEN DIGITAL INC                             | 2027-09-30      | 6.7500%  | 0.0000% | $2000000.00        | $2074380.00        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION            | 2030-09-01      | 6.6250%  | 0.0000% | $3667000.00        | $3974493.23        | Corporate Debt Securities |
| PIONEER NAT RES CO                          | 2031-01-15      | 2.1500%  | 0.0000% | $3000.00           | $2656.43           | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                     | 2032-04-01      | 6.5000%  | 0.0000% | $500000.00         | $521748.33         | Corporate Debt Securities |
| SM ENERGY CO                                | 2032-08-01      | 7.0000%  | 0.0000% | $975000.00         | $999150.75         | Corporate Debt Securities |
| SAAVI ENERGIA LUXEMBOURG SARL               | 2035-02-10      | 8.8750%  | 0.0000% | $500000.00         | $542264.86         | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD             | 2032-10-15      | 7.1250%  | 0.0000% | $3692000.00        | $3781609.46        | Corporate Debt Securities |
| TOYOTA MTR CORP                             | 2027-06-30      | 4.1860%  | 0.0000% | $3999000.00        | $4006911.35        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC          | 2034-01-15      | 6.5000%  | 0.0000% | $1000000.00        | $1027555.56        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                      | 2031-06-01      | 8.3750%  | 0.0000% | $1315000.00        | $1372016.21        | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                    | 2033-03-15      | 6.2500%  | 0.0000% | $1276000.00        | $1309062.58        | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2026-01-15      | 5.5000%  | 0.0000% | $900000.00         | $900712.50         | Corporate Debt Securities |
| XEROX HOLDINGS CORP                         | 2025-08-15      | 5.0000%  | 0.0000% | $2650000.00        | $2705956.22        | Corporate Debt Securities |
| EMPRESA GENERADORA DE ELECTRICIDAD HAINA SA | 2028-11-08      | 5.6250%  | 0.0000% | $435000.00         | $422303.44         | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S.A.                 | 2032-04-02      | 7.3750%  | 0.0000% | $277000.00         | $291025.51         | Corporate Debt Securities |
| CENTRAIS ELETRICAS BRASILEIRAS SA           | 2035-01-11      | 6.5000%  | 0.0000% | $500000.00         | $494615.28         | Corporate Debt Securities |
| TERMOCANDELARIA POWER SA                    | 2031-09-17      | 7.7500%  | 0.0000% | $404000.00         | $426273.31         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                     | 2032-07-08      | 6.2500%  | 0.0000% | $965000.00         | $956623.26         | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR SA                     | 2032-06-30      | 8.4990%  | 0.0000% | $233000.00         | $237265.10         | Corporate Debt Securities |

### Security 312: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.740000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-08
- **C.13 - Final Legal Maturity Date:** 2025-11-08
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MCDONALDS CORP                                                   | 2038-03-01      | 6.3000%  | 0.0000% | $175000.00         | $193686.50         | Corporate Debt Securities                         |
| KINDER MORGAN INC                                                | 2031-08-01      | 7.8000%  | 0.0000% | $68000.00          | $80554.16          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                           | 2041-11-15      | 4.6250%  | 0.0000% | $28000.00          | $25002.71          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2025-11-18      | 3.9500%  | 0.0000% | $38000.00          | $38226.47          | Corporate Debt Securities                         |
| TWDC ENTERPRISES 18 CORP                                         | 2041-12-01      | 4.1250%  | 0.0000% | $17000.00          | $14459.10          | Corporate Debt Securities                         |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18          | 2047-02-15      | 4.6532%  | 0.0000% | $4000000.00        | $1967644.33        | Private Label Collateralized Mortgage Obligations |
| WILLIAMS COMPANIES INC                                           | 2025-09-15      | 4.0000%  | 0.0000% | $53000.00          | $53754.78          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2026-04-19      | 3.5000%  | 0.0000% | $601000.00         | $602740.90         | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                                        | 2026-05-11      | 2.9500%  | 0.0000% | $16000.00          | $15907.16          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2027-11-25      | 4.1830%  | 0.0000% | $130000.00         | $130291.05         | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 1.0729%  | 0.0000% | $65730000.00       | $423007.22         | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $10670000.00       | $9573049.31        | Private Label Collateralized Mortgage Obligations |
| AVALONBAY COMMUNITIES INC                                        | 2026-10-15      | 2.9000%  | 0.0000% | $2230000.00        | $2208879.42        | Corporate Debt Securities                         |
| COLGATE-PALMOLIVE CO                                             | 2045-08-15      | 4.0000%  | 0.0000% | $614000.00         | $517156.51         | Corporate Debt Securities                         |
| MCDONALDS CORP                                                   | 2028-04-01      | 3.8000%  | 0.0000% | $31000.00          | $31047.02          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2038-07-22      | 3.9710%  | 0.0000% | $18000.00          | $15743.21          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2029-01-24      | 3.7720%  | 0.0000% | $136000.00         | $133812.23         | Corporate Debt Securities                         |
| TWDC ENTERPRISES 18 CORP                                         | 2026-02-13      | 3.0000%  | 0.0000% | $113000.00         | $113679.13         | Corporate Debt Securities                         |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 5.6600%  | 0.0000% | $15475000.00       | $14123174.57       | Private Label Collateralized Mortgage Obligations |
| THAIOIL TREASURY CENTER CO LTD                                   | 2048-11-20      | 5.3750%  | 0.0000% | $5400000.00        | $4626403.50        | Corporate Debt Securities                         |
| US BANCORP                                                       | 2029-07-30      | 3.0000%  | 0.0000% | $196000.00         | $184920.12         | Corporate Debt Securities                         |
| BANK BANK_17-BNK8                                                | 2050-11-15      | 4.2268%  | 0.0000% | $2000000.00        | $1643421.68        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-09-15      | 3.4180%  | 0.0000% | $1000000.00        | $969961.33         | Private Label Collateralized Mortgage Obligations |
| BX_21-VIEW                                                       | 2036-06-15      | 5.7364%  | 0.0000% | $3400000.00        | $3406542.73        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA CORP                                             | 2036-09-21      | 2.4820%  | 0.0000% | $2000.00           | $1717.63           | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2027-04-26      | 4.9470%  | 0.0000% | $1028000.00        | $1044514.39        | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                                        | 2027-05-15      | 3.3500%  | 0.0000% | $17000.00          | $16825.79          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2029-04-25      | 5.2020%  | 0.0000% | $206000.00         | $212716.01         | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2029-10-25      | 6.3170%  | 0.0000% | $10000.00          | $10728.95          | Corporate Debt Securities                         |
| BANK_21-BN33                                                     | 2064-05-15      | 0.5944%  | 0.0000% | $22000000.00       | $671702.31         | Private Label Collateralized Mortgage Obligations |
| COLGATE-PALMOLIVE CO                                             | 2047-08-01      | 3.7000%  | 0.0000% | $24000.00          | $18939.84          | Corporate Debt Securities                         |
| UBS AG (STAMFORD BRANCH)                                         | 2028-02-15      | 7.5000%  | 0.0000% | $2414000.00        | $2677741.57        | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                             | 2033-05-02      | 5.0000%  | 0.0000% | $33000.00          | $33821.44          | Corporate Debt Securities                         |
| TRUIST BANK                                                      | 2025-11-03      | 4.0500%  | 0.0000% | $1905000.00        | $1920468.60        | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2029-10-30      | 7.1610%  | 0.0000% | $836000.00         | $917378.33         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2034-09-15      | 5.8720%  | 0.0000% | $1409000.00        | $1514679.38        | Corporate Debt Securities                         |
| BANK BANK_22-BNK42                                               | 2055-06-11      | 2.5000%  | 0.0000% | $1500000.00        | $1070379.50        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 3.0416%  | 0.0000% | $565000.00         | $512085.31         | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2036-10-15      | 5.8218%  | 0.0000% | $5000000.00        | $4966809.00        | Private Label Collateralized Mortgage Obligations |
| US BANCORP                                                       | 2030-01-23      | 5.3840%  | 0.0000% | $4000.00           | $4112.95           | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2028-04-06      | 1.9000%  | 0.0000% | $27000.00          | $25563.04          | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.8298%  | 0.0000% | $27311533.00       | $303528.85         | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                                 | 2033-03-10      | 3.4543%  | 0.0000% | $15500000.00       | $14442222.69       | Private Label Collateralized Mortgage Obligations |
| COREBRIDGE GLOBAL FUNDING                                        | 2029-12-03      | 4.9000%  | 0.0000% | $46000.00          | $46810.72          | Corporate Debt Securities                         |
| AIR LEASE CORPORATION                                            | 2028-09-01      | 2.1000%  | 0.0000% | $2961000.00        | $2780793.54        | Corporate Debt Securities                         |
| AIR LEASE CORPORATION                                            | 2031-07-15      | 5.2000%  | 0.0000% | $6000.00           | $6116.95           | Corporate Debt Securities                         |
| ALA TRUST ALA_25-OANA                                            | 2040-06-15      | 6.0846%  | 0.0000% | $8100000.00        | $8167467.17        | Private Label Collateralized Mortgage Obligations |
| ALIMENTATION COUCHE-TARD INC                                     | 2025-08-13      | 0.0000%  | 0.0000% | $33284386.00       | $33117964.07       | Money Market                                      |
| AMERICAN HONDA FINANCE CORPORATION                               | 2028-11-15      | 5.6500%  | 0.0000% | $2000.00           | $2092.76           | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE TRUST AOMT_23-7                               | 2067-11-25      | 4.8000%  | 0.0000% | $1000000.00        | $843170.08         | Private Label Collateralized Mortgage Obligations |
| ARES_25-IND3                                                     | 2042-04-15      | 5.8419%  | 0.0000% | $1465000.00        | $1470633.54        | Private Label Collateralized Mortgage Obligations |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | 2035-11-25      | 2.5700%  | 0.0000% | $5000000.00        | $4401801.39        | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | 2029-12-16      | 4.3600%  | 0.0000% | $478000.00         | $486699.05         | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                                        | 2031-01-15      | 2.4500%  | 0.0000% | $1324000.00        | $1186527.61        | Corporate Debt Securities                         |
| BAT CAPITAL CORP                                                 | 2040-09-25      | 3.7340%  | 0.0000% | $30000.00          | $23896.47          | Corporate Debt Securities                         |
| BDS_24-FL13                                                      | 2039-09-19      | 6.0007%  | 0.0000% | $15764000.00       | $15832704.87       | Private Label Collateralized Mortgage Obligations |
| BPCE SA                                                          | 2046-01-14      | 6.9150%  | 0.0000% | $500000.00         | $523541.67         | Corporate Debt Securities                         |
| BNP PARIBAS SA                                                   | 2025-09-28      | 4.3750%  | 0.0000% | $2739000.00        | $2776897.87        | Corporate Debt Securities                         |
| BPR TRUST BPR_25-ALDR                                            | 2042-06-05      | 5.6720%  | 0.0000% | $10000000.00       | $10200156.67       | Private Label Collateralized Mortgage Obligations |
| BXMT LTD BXMT_20-FL3                                             | 2037-11-15      | 5.8576%  | 0.0000% | $10000000.00       | $3320118.46        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA CORP                                             | 2052-03-13      | 3.4830%  | 0.0000% | $186000.00         | $134162.08         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2027-03-11      | 1.6580%  | 0.0000% | $48000.00          | $47448.85          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2033-04-27      | 4.5710%  | 0.0000% | $1373000.00        | $1366760.25        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2036-01-24      | 5.5110%  | 0.0000% | $31000.00          | $31742.81          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2029-05-09      | 4.6230%  | 0.0000% | $1965000.00        | $1993139.13        | Corporate Debt Securities                         |
| BANK OF MONTREAL                                                 | 2026-09-15      | 1.2500%  | 0.0000% | $47000.00          | $45581.42          | Corporate Debt Securities                         |
| BANK OF MONTREAL                                                 | 2027-03-08      | 2.6500%  | 0.0000% | $13000.00          | $12812.84          | Corporate Debt Securities                         |
| BANK OF MONTREAL                                                 | 2027-06-04      | 5.3700%  | 0.0000% | $25000.00          | $25658.08          | Corporate Debt Securities                         |
| BANK OF MONTREAL                                                 | 2027-09-10      | 4.5670%  | 0.0000% | $15000.00          | $15266.56          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2028-01-29      | 3.4000%  | 0.0000% | $1000.00           | $980.79            | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2028-07-21      | 4.8900%  | 0.0000% | $18682000.00       | $18920538.00       | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2036-06-06      | 5.3160%  | 0.0000% | $8257000.00        | $8451708.32        | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                              | 2029-08-01      | 5.4500%  | 0.0000% | $93000.00          | $98801.21          | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                              | 2026-12-07      | 5.3500%  | 0.0000% | $531000.00         | $541076.46         | Corporate Debt Securities                         |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.7263%  | 0.0000% | $7560000.00        | $60281.87          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_18-BN11                                                | 2061-03-15      | 4.0100%  | 0.0000% | $550000.00         | $305258.43         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK4                                                | 2050-05-15      | 3.3620%  | 0.0000% | $750000.00         | $735048.79         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_24-BNK48                                               | 2057-10-15      | 5.6570%  | 0.0000% | $100000.00         | $99310.42          | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR6                                              | 2057-05-15      | 6.2250%  | 0.0000% | $112000.00         | $117920.26         | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR10                                             | 2057-10-15      | 5.6370%  | 0.0000% | $125000.00         | $127717.94         | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR9                                              | 2057-08-15      | 5.6136%  | 0.0000% | $100000.00         | $103591.90         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS BANK PLC                                                | 2029-06-04      | 0.0000%  | 0.0000% | $125000.00         | $153245.37         | Corporate Debt Securities                         |
| BDS LTD BDS_25-FL14                                              | 2042-10-21      | 5.6325%  | 0.0000% | $30560000.00       | $30489056.06       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $2872578.33        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM7                    | 2064-10-25      | 5.5540%  | 0.0000% | $10324000.00       | $8357815.22        | Private Label Collateralized Mortgage Obligations |
| BX_25-GW                                                         | 2042-07-15      | 7.0500%  | 0.0000% | $2000000.00        | $2011296.00        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST CIM_21-J1                                              | 2051-03-25      | 2.5000%  | 0.0000% | $2791000.00        | $1552856.91        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                                      | 2051-07-01      | 2.5000%  | 0.0000% | $750000.00         | $448694.83         | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                                      | 2051-07-01      | 2.5000%  | 0.0000% | $240000.00         | $142417.65         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-CR25                                 | 2048-08-10      | 4.6788%  | 0.0000% | $1450000.00        | $1421485.06        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE CAPITAL C                                 | 2030-12-15      | 5.3390%  | 0.0000% | $1370000.00        | $347901.46         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | 2048-10-10      | 3.7005%  | 0.0000% | $2547000.00        | $2201854.00        | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 5.5233%  | 0.0000% | $7200000.00        | $454755.97         | Private Label Collateralized Mortgage Obligations |
| CAIXABANK SA                                                     | 2031-07-03      | 4.8850%  | 0.0000% | $6000000.00        | $6033442.50        | Corporate Debt Securities                         |
| CANADIAN NATURAL RESOURCES LTD                                   | 2027-06-01      | 3.8500%  | 0.0000% | $72000.00          | $71553.58          | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                              | 2027-01-08      | 4.5000%  | 0.0000% | $2000.00           | $2012.31           | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                              | 2027-05-14      | 5.0000%  | 0.0000% | $3000.00           | $3073.00           | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                              | 2027-11-15      | 4.6000%  | 0.0000% | $2000.00           | $2037.20           | Corporate Debt Securities                         |
| CHASE_23-1                                                       | 2054-06-25      | 0.3078%  | 0.0000% | $281374500.00      | $1651783.18        | Private Label Collateralized Mortgage Obligations |
| CHASE_25-6                                                       | 2056-04-25      | 0.3822%  | 0.0000% | $515958500.00      | $4745467.71        | Private Label Collateralized Mortgage Obligations |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-SFT                         | 2042-04-15      | 5.4822%  | 0.0000% | $30310000.00       | $30844106.66       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                            | 2026-08-10      | 0.0000%  | 0.0000% | $150000.00         | $145563.15         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                                   | 2028-03-14      | 4.3600%  | 0.0000% | $60000.00          | $60613.98          | Corporate Debt Securities                         |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | 2052-10-15      | 2.7050%  | 0.0000% | $3960000.00        | $328019.91         | Private Label Collateralized Mortgage Obligations |
| CAFL_20-2                                                        | 2052-05-15      | 4.8450%  | 0.0000% | $160000.00         | $157611.54         | Private Label Collateralized Mortgage Obligations |
| CAFL_20-3                                                        | 2053-08-15      | 3.6601%  | 0.0000% | $5079000.00        | $9488.61           | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.7851%  | 0.0000% | $6000000.00        | $5313749.84        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST DCOT_19-MTC                                      | 2045-09-15      | 3.1744%  | 0.0000% | $3476000.00        | $2964040.82        | Private Label Collateralized Mortgage Obligations |
| DANSKE BANK A/S                                                  | 2028-03-01      | 5.4270%  | 0.0000% | $1045000.00        | $1082841.28        | Corporate Debt Securities                         |
| DBS GROUP HOLDINGS LTD                                           | 2030-03-21      | 4.3000%  | 0.0000% | $800000.00         | $805122.17         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                          | 2029-03-07      | 3.4500%  | 0.0000% | $63000.00          | $62186.04          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                          | 2027-03-08      | 2.3500%  | 0.0000% | $190000.00         | $186311.10         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                          | 2027-06-11      | 4.9000%  | 0.0000% | $44000.00          | $44871.00          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                          | 2034-06-12      | 5.0500%  | 0.0000% | $5000.00           | $5112.37           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                          | 2028-06-05      | 4.2500%  | 0.0000% | $155000.00         | $156201.42         | Corporate Debt Securities                         |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-15      | 4.2710%  | 0.0000% | $3250000.00        | $3046004.54        | Private Label Collateralized Mortgage Obligations |
| F&G GLOBAL FUNDING                                               | 2027-06-10      | 5.8750%  | 0.0000% | $4000.00           | $4117.89           | Corporate Debt Securities                         |
| FS_24-HULA                                                       | 2039-08-15      | 6.1229%  | 0.0000% | $2000000.00        | $2010467.37        | Private Label Collateralized Mortgage Obligations |
| EFMT_19-2                                                        | 2059-11-25      | 2.7390%  | 0.0000% | $43360000.00       | $3975085.08        | Private Label Collateralized Mortgage Obligations |
| FSMT_19-2                                                        | 2049-12-25      | 4.0004%  | 0.0000% | $125000.00         | $98607.05          | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                                     | 2054-06-25      | 0.8051%  | 0.0000% | $273250000.00      | $3447526.68        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                                          | 2062-05-25      | 4.2500%  | 0.0000% | $1000000.00        | $810914.72         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2035-10-10      | 3.9322%  | 0.0000% | $5739000.00        | $5727838.61        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2035-10-10      | 3.9322%  | 0.0000% | $1780000.00        | $1774872.12        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                                     | 2034-05-10      | 2.8555%  | 0.0000% | $5600000.00        | $4194190.03        | Private Label Collateralized Mortgage Obligations |
| GSMBS_20-NQM1                                                    | 2060-09-25      | 5.1430%  | 0.0000% | $6808000.00        | $6616088.16        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR1                  | 2051-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $757709.77         | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ5                                                     | 2054-02-25      | 0.5000%  | 0.0000% | $192000000.00      | $1796623.74        | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-PJ1                                                     | 2054-06-25      | 0.5630%  | 0.0000% | $294960000.00      | $1292767.13        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP            | 2038-09-10      | 4.4664%  | 0.0000% | $710000.00         | $707936.70         | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-PJ11                                                    | 2055-05-25      | 1.0000%  | 0.0000% | $250000000.00      | $5816286.46        | Private Label Collateralized Mortgage Obligations |
| HIH TRUST HIH_24-61P                                             | 2041-10-15      | 6.1839%  | 0.0000% | $6675000.00        | $6598754.68        | Private Label Collateralized Mortgage Obligations |
| HHT_25-MAUI                                                      | 2042-03-15      | 5.7348%  | 0.0000% | $6417000.00        | $6433355.68        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAPITAL AMERICA                                          | 2029-03-19      | 5.3500%  | 0.0000% | $5000.00           | $5188.83           | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                          | 2030-06-24      | 5.1000%  | 0.0000% | $340000.00         | $344999.13         | Corporate Debt Securities                         |
| IFUND_14-1                                                       | 2047-08-26      | 6.2327%  | 0.0000% | $1500000.00        | $1236103.43        | Private Label Collateralized Mortgage Obligations |
| INTERNATIONAL FINANCE CORP                                       | 2027-07-30      | 4.6091%  | 0.0000% | $10000000.00       | $10007563.92       | Corporate Debt Securities                         |
| JPMMT_23-6                                                       | 2053-12-26      | 0.2933%  | 0.0000% | $260000000.00      | $976939.79         | Private Label Collateralized Mortgage Obligations |
| JPMCC_22-NLP                                                     | 2037-04-15      | 0.0000%  | 0.0000% | $270000.00         | $261616.93         | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.8212%  | 0.0000% | $105206000.00      | $539334.21         | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-HYB1                                                    | 2049-10-25      | 4.9392%  | 0.0000% | $5679000.00        | $4962809.68        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OP | 2039-01-05      | 3.3765%  | 0.0000% | $2591000.00        | $2319952.25        | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-3                                                       | 2053-10-25      | 5.0000%  | 0.0000% | $1000000.00        | $718894.70         | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.5110%  | 0.0000% | $350273000.00      | $4249217.13        | Private Label Collateralized Mortgage Obligations |
| JAPAN TOBACCO INC                                                | 2035-06-15      | 5.8500%  | 0.0000% | $310000.00         | $327363.88         | Corporate Debt Securities                         |
| KEYCORP                                                          | 2025-10-29      | 4.1500%  | 0.0000% | $198000.00         | $199717.76         | Corporate Debt Securities                         |
| KEYCORP                                                          | 2027-04-06      | 2.2500%  | 0.0000% | $25000.00          | $24237.69          | Corporate Debt Securities                         |
| MASSMUTUAL GLOBAL FUNDING II                                     | 2030-05-07      | 4.5500%  | 0.0000% | $10840000.00       | $10957686.27       | Corporate Debt Securities                         |
| MCDONALDS CORP                                                   | 2030-03-01      | 2.1250%  | 0.0000% | $15000.00          | $13688.91          | Corporate Debt Securities                         |
| MCDONALDS CORP                                                   | 2029-05-17      | 5.0000%  | 0.0000% | $83000.00          | $85684.04          | Corporate Debt Securities                         |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | 2026-12-18      | 3.4500%  | 0.0000% | $308000.00         | $305194.38         | Corporate Debt Securities                         |
| MSC_13-ALTM                                                      | 2035-02-05      | 3.8282%  | 0.0000% | $1775000.00        | $1627940.79        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                                                   | 2026-12-10      | 0.9850%  | 0.0000% | $121000.00         | $119549.87         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2052-01-25      | 2.8020%  | 0.0000% | $50000.00          | $30891.35          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2036-09-16      | 2.4840%  | 0.0000% | $580000.00         | $499208.90         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2033-01-21      | 2.9430%  | 0.0000% | $182000.00         | $162676.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2027-01-28      | 5.0500%  | 0.0000% | $983000.00         | $985202.74         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2031-04-17      | 5.1920%  | 0.0000% | $185000.00         | $191789.34         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2036-01-18      | 5.5870%  | 0.0000% | $1678000.00        | $1723855.59        | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $134942.21         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L7                         | 2054-10-16      | 2.3220%  | 0.0000% | $17600000.00       | $15373529.60       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-PLZA                       | 2043-11-09      | 2.5740%  | 0.0000% | $106900.00         | $90639.12          | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                     | 2054-01-26      | 0.4195%  | 0.0000% | $304491150.00      | $1662625.79        | Private Label Collateralized Mortgage Obligations |
| MSC_24-BPR2                                                      | 2054-10-15      | 7.2910%  | 0.0000% | $3192567.00        | $3306377.01        | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.5490%  | 0.0000% | $165907000.00      | $3267374.12        | Private Label Collateralized Mortgage Obligations |
| NBN CO LTD                                                       | 2028-10-06      | 5.7500%  | 0.0000% | $200000.00         | $211479.67         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2027-02-05      | 4.8000%  | 0.0000% | $10000.00          | $10293.17          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2027-09-16      | 4.1200%  | 0.0000% | $46000.00          | $46551.08          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2028-02-07      | 4.7500%  | 0.0000% | $5000.00           | $5156.89           | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                                      | 2027-10-18      | 6.5570%  | 0.0000% | $2100000.00        | $2184605.15        | Corporate Debt Securities                         |
| NRZT_17-2A                                                       | 2057-03-26      | 5.2110%  | 0.0000% | $5687650.00        | $2320000.79        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                 | 2057-12-25      | 3.5000%  | 0.0000% | $33370000.00       | $6303509.26        | Private Label Collateralized Mortgage Obligations |
| NORDEA BANK ABP                                                  | 2025-08-28      | 0.7500%  | 0.0000% | $2500000.00        | $2499766.67        | Corporate Debt Securities                         |
| NORDIC INVESTMENT BANK                                           | 2026-05-12      | 5.3372%  | 0.0000% | $8040000.00        | $8185768.95        | Corporate Debt Securities                         |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.0670%  | 0.0000% | $22262000.00       | $15581752.06       | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM4                                                      | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $1057683.88        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-07-15      | 5.3700%  | 0.0000% | $1805000.00        | $1405935.16        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-06-25      | 5.1160%  | 0.0000% | $21644000.00       | $16867324.38       | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                                      | 2065-05-25      | 5.4530%  | 0.0000% | $10000000.00       | $9936441.09        | Private Label Collateralized Mortgage Obligations |
| PACCAR FINANCIAL CORP                                            | 2026-11-09      | 5.2000%  | 0.0000% | $3000.00           | $3071.20           | Corporate Debt Securities                         |
| PRKCM TRUST PRKCM_23-AFC4                                        | 2058-11-25      | 7.2250%  | 0.0000% | $1000000.00        | $711999.30         | Asset-Backed Securities                           |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $162994.39         | Private Label Collateralized Mortgage Obligations |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | 2034-08-01      | 4.8500%  | 0.0000% | $5000.00           | $5097.70           | Corporate Debt Securities                         |
| RCKT_24-INV1                                                     | 2054-06-25      | 6.9355%  | 0.0000% | $11223000.00       | $11389076.28       | Private Label Collateralized Mortgage Obligations |
| RATE_25-J1                                                       | 2055-03-25      | 0.0000%  | 0.0000% | $18375000.00       | $199187.83         | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4712%  | 0.0000% | $351685000.00      | $2928344.43        | Private Label Collateralized Mortgage Obligations |
| RMLT_20-2                                                        | 2060-05-25      | 3.5650%  | 0.0000% | $3783333.00        | $3584620.37        | Private Label Collateralized Mortgage Obligations |
| ROYAL BANK OF CANADA                                             | 2028-03-27      | 4.7150%  | 0.0000% | $1205000.00        | $1229798.40        | Corporate Debt Securities                         |
| SHR TRUST SHR_24-LXRY                                            | 2041-10-15      | 7.9419%  | 0.0000% | $8429000.00        | $8456122.42        | Private Label Collateralized Mortgage Obligations |
| SFO_21-555                                                       | 2038-05-17      | 6.2565%  | 0.0000% | $2000000.00        | $1990613.32        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-03-15      | 6.1541%  | 0.0000% | $5550000.00        | $5530550.41        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-5                                                        | 2055-06-25      | 0.5000%  | 0.0000% | $45000000.00       | $412883.84         | Private Label Collateralized Mortgage Obligations |
| SEMT_25-4                                                        | 2055-05-25      | 0.5000%  | 0.0000% | $21375000.00       | $201937.05         | Private Label Collateralized Mortgage Obligations |
| THAIOIL TREASURY CENTER CO LTD                                   | 2050-06-18      | 3.7500%  | 0.0000% | $500000.00         | $329682.50         | Corporate Debt Securities                         |
| 3M CO                                                            | 2037-03-15      | 5.7000%  | 0.0000% | $149000.00         | $158801.72         | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2031-09-10      | 2.0000%  | 0.0000% | $9000.00           | $7914.04           | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2032-06-08      | 4.4560%  | 0.0000% | $248000.00         | $244695.76         | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2026-07-17      | 5.5320%  | 0.0000% | $1418000.00        | $1434785.81        | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2026-12-11      | 5.2640%  | 0.0000% | $8000.00           | $8146.28           | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2028-01-31      | 4.8610%  | 0.0000% | $100000.00         | $101063.00         | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2029-01-08      | 3.6500%  | 0.0000% | $2000.00           | $1961.74           | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2027-09-20      | 4.5500%  | 0.0000% | $18000.00          | $18388.74          | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2031-10-10      | 4.6000%  | 0.0000% | $120000.00         | $121550.80         | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2027-08-03      | 1.1250%  | 0.0000% | $137000.00         | $129384.51         | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2028-06-06      | 4.1230%  | 0.0000% | $2000.00           | $2002.66           | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2026-10-28      | 5.9000%  | 0.0000% | $1603000.00        | $1631664.31        | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2027-06-08      | 6.0470%  | 0.0000% | $2647000.00        | $2698517.31        | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2031-05-20      | 5.0710%  | 0.0000% | $1541000.00        | $1577384.77        | Corporate Debt Securities                         |
| US BANCORP                                                       | 2026-04-27      | 3.1000%  | 0.0000% | $343000.00         | $341972.52         | Corporate Debt Securities                         |
| US BANCORP                                                       | 2028-07-22      | 4.5480%  | 0.0000% | $4000.00           | $4009.03           | Corporate Debt Securities                         |
| US BANCORP                                                       | 2029-06-12      | 5.7750%  | 0.0000% | $190000.00         | $198109.28         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2029-02-08      | 3.8750%  | 0.0000% | $100000.00         | $100263.15         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2048-12-15      | 5.0000%  | 0.0000% | $2000.00           | $1781.54           | Corporate Debt Securities                         |
| VERUS_25-INV1                                                    | 2070-02-25      | 5.9530%  | 0.0000% | $3000000.00        | $2867732.37        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $599663.22         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_25-R1                           | 2065-05-25      | 5.4020%  | 0.0000% | $15000000.00       | $15066775.00       | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.9960%  | 0.0000% | $54372838.00       | $644989.43         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.5366%  | 0.0000% | $1000000.00        | $10138.58          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                | 2051-08-15      | 4.3820%  | 0.0000% | $90000.00          | $88389.24          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C51                | 2052-06-15      | 3.1600%  | 0.0000% | $300000.00         | $228437.02         | Private Label Collateralized Mortgage Obligations |
| WFMBS_20-1                                                       | 2049-12-27      | 3.3629%  | 0.0000% | $1000000.00        | $770708.06         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C56                | 2053-06-15      | 2.4480%  | 0.0000% | $220000.00         | $199309.00         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C58                | 2053-07-15      | 1.8490%  | 0.0000% | $74000.00          | $69300.10          | Private Label Collateralized Mortgage Obligations |
| WFMBS_22-INV1                                                    | 2052-03-25      | 3.0000%  | 0.0000% | $1600000.00        | $1057614.30        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61                | 2054-11-15      | 2.5250%  | 0.0000% | $530000.00         | $491818.89         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C3                | 2058-01-15      | 6.3900%  | 0.0000% | $1500000.00        | $1580791.50        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-NYCH                                                     | 2042-06-15      | 6.0842%  | 0.0000% | $5190000.00        | $5197546.81        | Private Label Collateralized Mortgage Obligations |
| HUTAMA KARYA PERSERO PT                                          | 2030-05-11      | 3.7500%  | 0.0000% | $4150000.00        | $4006780.04        | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD                                             | 2032-01-28      | 2.4800%  | 0.0000% | $200000.00         | $175531.56         | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                      | 2035-09-30      | 5.2040%  | 0.0000% | $483000.00         | $482186.95         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST BANK LTD                                   | 2030-03-13      | 4.7000%  | 0.0000% | $1500000.00        | $1536144.17        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST BANK LTD                                   | 2035-03-13      | 5.0500%  | 0.0000% | $1930000.00        | $1954179.15        | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD                                             | 2055-04-03      | 5.8480%  | 0.0000% | $18022000.00       | $18466350.43       | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-01-15      | 1.5066%  | 0.0000% | $17014000.00       | $27722.72          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2048-07-15      | 2.9310%  | 0.0000% | $150000.00         | $147466.72         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 1.1205%  | 0.0000% | $4661000.00        | $47435.05          | Private Label Collateralized Mortgage Obligations |

### Security 313: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BEAZER HOMES USA INC                    | 2027-10-15      | 5.8750%  | 0.0000% | $3500000.00        | $3548085.14        | Corporate Debt Securities |
| FERRELLGAS LP                           | 2029-04-01      | 5.8750%  | 0.0000% | $3218000.00        | $3040666.75        | Corporate Debt Securities |
| KINETIK HOLDINGS LP                     | 2028-12-15      | 6.6250%  | 0.0000% | $1839000.00        | $1893830.30        | Corporate Debt Securities |
| BWAY HOLDING CO                         | 2027-04-15      | 7.8750%  | 0.0000% | $3316000.00        | $3459491.61        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                | 2029-02-15      | 8.1250%  | 0.0000% | $2979000.00        | $3006415.08        | Corporate Debt Securities |
| ALGOMA STEEL INC                        | 2029-04-15      | 9.1250%  | 0.0000% | $4000000.00        | $3724338.33        | Corporate Debt Securities |
| AMYNTA AGENCY BORROWER INC              | 2033-07-15      | 7.5000%  | 0.0000% | $3000000.00        | $3011540.00        | Corporate Debt Securities |
| ARIS WATER HOLDINGS LLC                 | 2030-04-01      | 7.2500%  | 0.0000% | $3436000.00        | $3610050.58        | Corporate Debt Securities |
| BEAZER HOMES USA INC                    | 2029-10-15      | 7.2500%  | 0.0000% | $3200000.00        | $3306647.11        | Corporate Debt Securities |
| BROADSTREET PARTNERS INC                | 2029-04-15      | 5.8750%  | 0.0000% | $3500000.00        | $3535590.14        | Corporate Debt Securities |
| CTR PARTNERSHIP LP                      | 2028-06-30      | 3.8750%  | 0.0000% | $1881000.00        | $1810498.55        | Corporate Debt Securities |
| CNX RESOURCES CORP                      | 2031-01-15      | 7.3750%  | 0.0000% | $3169000.00        | $3284027.66        | Corporate Debt Securities |
| CNX MIDSTREAM PARTNERS LP               | 2030-04-15      | 4.7500%  | 0.0000% | $3000000.00        | $2874648.33        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                | 2029-09-30      | 9.0000%  | 0.0000% | $3000000.00        | $3196740.00        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HOLDINGS INC     | 2032-04-15      | 6.7500%  | 0.0000% | $2969000.00        | $3112165.18        | Corporate Debt Securities |
| SK INVICTUS INTERMEDIATE II SARL        | 2029-10-30      | 5.0000%  | 0.0000% | $3149000.00        | $3094868.69        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP                   | 2030-10-01      | 12.2500% | 0.0000% | $2107000.00        | $2419538.33        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC    | 2030-05-15      | 8.7500%  | 0.0000% | $3400000.00        | $3623013.56        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP          | 2029-09-01      | 6.7500%  | 0.0000% | $3100000.00        | $3242677.50        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP            | 2030-02-15      | 4.2500%  | 0.0000% | $3600000.00        | $3555674.00        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC    | 2032-07-15      | 7.3750%  | 0.0000% | $3371000.00        | $3498584.86        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH                    | 2032-11-15      | 8.0000%  | 0.0000% | $3400000.00        | $3547072.67        | Corporate Debt Securities |
| MARTIN MDSTRM                           | 2028-02-15      | 11.5000% | 0.0000% | $3000000.00        | $3333683.33        | Corporate Debt Securities |
| MOSS CREEK RESOURCES HOLDINGS INC       | 2031-09-01      | 8.2500%  | 0.0000% | $3000000.00        | $3032505.00        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I        | 2028-07-15      | 5.2500%  | 0.0000% | $3500000.00        | $3483071.67        | Corporate Debt Securities |
| RYAN SPECIALTY LLC                      | 2030-02-01      | 4.3750%  | 0.0000% | $3098000.00        | $3042499.33        | Corporate Debt Securities |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | 2028-04-01      | 4.8750%  | 0.0000% | $3200000.00        | $3200128.00        | Corporate Debt Securities |
| TRANSOCEAN TITAN FINANCING LTD          | 2028-02-01      | 8.3750%  | 0.0000% | $3470000.00        | $3349596.76        | Corporate Debt Securities |
| UKG INC                                 | 2031-02-01      | 6.8750%  | 0.0000% | $3375000.00        | $3590949.38        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC            | 2028-08-15      | 8.0000%  | 0.0000% | $2782000.00        | $2958459.17        | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC                 | 2031-10-01      | 8.2500%  | 0.0000% | $2808000.00        | $3022194.24        | Corporate Debt Securities |

### Security 314: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.730000%
- **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: 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:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1    | 2036-04-25      | 0.4733%  | 0.0000% | $44944000.00       | $16978.46          | Private Label Collateralized Mortgage Obligations |
| PRIME_07-1                                          | 2037-03-25      | 0.3245%  | 0.0000% | $82317000.00       | $14383.60          | Private Label Collateralized Mortgage Obligations |
| PRIME MORTGAGE TRUST PRIME_07-2                     | 2037-04-25      | 0.2969%  | 0.0000% | $40230000.00       | $13865.33          | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C24                                        | 2047-11-15      | 0.5000%  | 0.0000% | $19697937.00       | $206368.73         | Private Label Collateralized Mortgage Obligations |
| COMM_14_CCRE20                                      | 2047-11-10      | 1.6062%  | 0.0000% | $16586000.00       | $610305.52         | Private Label Collateralized Mortgage Obligations |
| JPMCC_15-FL7                                        | 2028-05-15      | 10.7500% | 0.0000% | $6265000.00        | $2011836.81        | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC35                                       | 2048-11-10      | 1.3649%  | 0.0000% | $20357705.00       | $150844.59         | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P3                                         | 2049-04-15      | 2.2647%  | 0.0000% | $33553954.00       | $548543.16         | Private Label Collateralized Mortgage Obligations |
| `WFCM_16-C36                                        | 2059-11-15      | 0.0000%  | 0.0000% | $10080779.00       | $125515.00         | Private Label Collateralized Mortgage Obligations |
| ALLEG_18-1A                                         | 2031-06-13      | 0.0000%  | 0.0000% | $8000000.00        | $80000.00          | Asset-Backed Securities                           |
| JPMDB_16-C2                                         | 2026-05-15      | 1.2500%  | 0.0000% | $12471000.00       | $110052.42         | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE25                                      | 2025-08-10      | 0.7500%  | 0.0000% | $16251095.00       | $13813.43          | Private Label Collateralized Mortgage Obligations |
| CD_16-CD2                                           | 2049-11-04      | 1.2500%  | 0.0000% | $12334689.00       | $161604.99         | Private Label Collateralized Mortgage Obligations |
| GSMS_15-GC34                                        | 2048-10-10      | 1.7973%  | 0.0000% | $30886651.00       | $712011.65         | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE27                                      | 2048-10-30      | 1.0000%  | 0.0000% | $24256000.00       | $20843.99          | Private Label Collateralized Mortgage Obligations |
| CCMT_16-GC36                                        | 2049-02-10      | 2.0551%  | 0.0000% | $52265939.00       | $361349.82         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                    | 2048-11-10      | 1.2570%  | 0.0000% | $14498252.00       | $57752.56          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                     | 2049-11-15      | 2.0000%  | 0.0000% | $6676000.00        | $145928.46         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                     | 2057-09-15      | 0.8804%  | 0.0000% | $3000000.00        | $714.59            | Private Label Collateralized Mortgage Obligations |
| ACHV ABS TRUST ACHV_24-2PL                          | 2031-10-27      | 5.4300%  | 0.0000% | $116000.00         | $51245.77          | Asset-Backed Securities                           |
| ABT_24-A                                            | 2031-08-18      | 11.2500% | 0.0000% | $633000.00         | $638021.90         | Asset-Backed Securities                           |
| AMSR_23-SFR2                                        | 2040-08-17      | 3.9500%  | 0.0000% | $2830000.00        | $2672987.83        | Private Label Collateralized Mortgage Obligations |
| ADMT_23-NQM3                                        | 2068-07-25      | 8.1313%  | 0.0000% | $1938800.00        | $1962354.15        | Private Label Collateralized Mortgage Obligations |
| APLPT_23-1                                          | 2053-09-15      | 21.0991% | 0.0000% | $19107759.00       | $440682.40         | Asset-Backed Securities                           |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB    | 2036-11-25      | 0.1831%  | 0.0000% | $246657000.00      | $84306.30          | Private Label Collateralized Mortgage Obligations |
| BHMS_18-ATLS                                        | 2035-07-15      | 6.8890%  | 0.0000% | $18000000.00       | $17983868.00       | Private Label Collateralized Mortgage Obligations |
| BACM_16-UB10                                        | 2049-06-15      | 1.9131%  | 0.0000% | $41693000.00       | $2422903.94        | Private Label Collateralized Mortgage Obligations |
| BARC_21-NPL1                                        | 2060-12-27      | 0.0000%  | 0.0000% | $3456458.00        | $1107129.48        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_22-RPL1           | 2028-02-25      | 0.0000%  | 0.0000% | $3699859.00        | $1179242.29        | Asset-Backed Securities                           |
| BATLN_15                                            | 2033-01-17      | 0.0000%  | 0.0000% | $2250000.00        | $1143058.50        | Asset-Backed Securities                           |
| BMARK_19-B13                                        | 2057-08-15      | 1.0977%  | 0.0000% | $1750000.00        | $59340.93          | Private Label Collateralized Mortgage Obligations |
| CAFL_25-RTL1                                        | 2040-05-28      | 5.6840%  | 0.0000% | $3000000.00        | $3005522.00        | Private Label Collateralized Mortgage Obligations |
| COMM_14-CR15                                        | 2047-02-10      | 0.1961%  | 0.0000% | $27210000.00       | $532099.43         | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                         | 2026-02-10      | 0.7500%  | 0.0000% | $24126000.00       | $45405.13          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                         | 2026-02-10      | 2.0835%  | 0.0000% | $12748000.00       | $76208.26          | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_12-CR4                     | 2045-10-15      | 1.2885%  | 0.0000% | $420124.00         | $1007.74           | Private Label Collateralized Mortgage Obligations |
| CANYC_16-1                                          | 2031-07-15      | 0.0000%  | 0.0000% | $2611500.00        | $1245293.77        | Asset-Backed Securities                           |
| COINSTAR FUNDING LLC COIN_17-1A                     | 2047-04-25      | 5.2160%  | 0.0000% | $364000.00         | $307108.57         | Asset-Backed Securities                           |
| CPS_24-A                                            | 2031-08-15      | 8.4200%  | 0.0000% | $1033000.00        | $1093484.45        | Asset-Backed Securities                           |
| DBJPM_16-C1                                         | 2049-05-10      | 1.2500%  | 0.0000% | $24277000.00       | $125601.11         | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C3                                         | 2049-09-10      | 0.7500%  | 0.0000% | $11566000.00       | $258939.61         | Private Label Collateralized Mortgage Obligations |
| DATABANK ISSUER LLC COLO_21-2                       | 2051-10-25      | 2.7900%  | 0.0000% | $1075000.00        | $1028305.23        | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_18-2A                        | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $200.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                        | 2119-04-15      | 0.0000%  | 0.0000% | $5000000.00        | $500.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                        | 2029-04-15      | 0.0000%  | 0.0000% | $3750000.00        | $118076.33         | Asset-Backed Securities                           |
| FATFZ_21-1                                          | 2051-07-25      | 7.0000%  | 0.0000% | $1000000.00        | $965765.03         | Asset-Backed Securities                           |
| FREED_22-1FP                                        | 2029-03-19      | 3.3500%  | 0.0000% | $325000.00         | $91593.91          | Asset-Backed Securities                           |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1    | 2059-06-25      | 7.3300%  | 0.0000% | $2500000.00        | $2584811.67        | Asset-Backed Securities                           |
| GWOLF_5                                             | 2027-04-26      | 0.0000%  | 0.0000% | $1628000.00        | $712048.13         | Asset-Backed Securities                           |
| HOA_21-1                                            | 2051-08-21      | 7.4320%  | 0.0000% | $2482000.00        | $1988085.86        | Asset-Backed Securities                           |
| HTAP_25-1                                           | 2035-11-15      | 6.5000%  | 0.0000% | $2000000.00        | $1937855.08        | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C45                                        | 2048-11-15      | 0.5000%  | 0.0000% | $4901898.00        | $2106.18           | Private Label Collateralized Mortgage Obligations |
| JPMCC_16-JP2                                        | 2049-08-15      | 0.7500%  | 0.0000% | $13414000.00       | $73803.83          | Private Label Collateralized Mortgage Obligations |
| JPMBB_16-C1                                         | 2049-03-15      | 0.5000%  | 0.0000% | $27390000.00       | $70602.30          | Private Label Collateralized Mortgage Obligations |
| KKR_31                                              | 2034-04-20      | 0.0000%  | 0.0000% | $3000000.00        | $1200000.00        | Asset-Backed Securities                           |
| LOANPAL SOLAR LOAN LTD LPSLT_21-2GS                 | 2048-03-20      | 2.2200%  | 0.0000% | $1385000.00        | $670835.84         | Asset-Backed Securities                           |
| LONGF_1R-R                                          | 2029-04-15      | 13.0792% | 0.0000% | $1000000.00        | $129495.16         | Asset-Backed Securities                           |
| MADPF_18A                                           | 2026-10-21      | 0.0000%  | 0.0000% | $1667000.00        | $607573.16         | Asset-Backed Securities                           |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST          | 2029-07-20      | 7.4300%  | 0.0000% | $1100000.00        | $1106406.71        | Asset-Backed Securities                           |
| MSC_15-UBS8                                         | 2048-12-15      | 1.5069%  | 0.0000% | $25718468.00       | $145634.71         | Private Label Collateralized Mortgage Obligations |
| MSBAM 2015-C20                                      | 2048-02-15      | 1.7436%  | 0.0000% | $15735000.00       | $131105.44         | Private Label Collateralized Mortgage Obligations |
| MSBAM_16-C31                                        | 2049-11-15      | 1.3951%  | 0.0000% | $5943856.00        | $81529.67          | Private Label Collateralized Mortgage Obligations |
| MSC_16-UBS11                                        | 2049-08-15      | 1.5000%  | 0.0000% | $12786000.00       | $128197.18         | Private Label Collateralized Mortgage Obligations |
| ENVA_23-A                                           | 2027-12-20      | 7.7800%  | 0.0000% | $20450000.00       | $2171070.22        | Asset-Backed Securities                           |
| ENVA LLC ENVA_24-A                                  | 2030-10-21      | 7.4300%  | 0.0000% | $3000000.00        | $515193.42         | Asset-Backed Securities                           |
| OAKCL_19-3A                                         | 2031-07-21      | 0.0000%  | 0.0000% | $3500000.00        | $1890997.50        | Asset-Backed Securities                           |
| OLIT_24-HB1                                         | 2037-02-25      | 3.0000%  | 0.0000% | $5000000.00        | $1701512.83        | Private Label Collateralized Mortgage Obligations |
| OLIT_24-HB1                                         | 2037-02-25      | 3.0000%  | 0.0000% | $500000.00         | $476449.50         | Private Label Collateralized Mortgage Obligations |
| OPORTUN FUNDING LLC OPTN_21-B                       | 2031-05-08      | 3.6500%  | 0.0000% | $1050000.00        | $344484.95         | Asset-Backed Securities                           |
| OPTN_22-1                                           | 2029-06-15      | 6.0000%  | 0.0000% | $11051000.00       | $1384491.68        | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_23-1             | 2031-02-15      | 7.8790%  | 0.0000% | $960000.00         | $850249.27         | Asset-Backed Securities                           |
| PAID_24-10                                          | 2032-06-15      | 10.4120% | 0.0000% | $2000000.00        | $2068067.90        | Asset-Backed Securities                           |
| PAID_24-1                                           | 2031-07-15      | 8.3440%  | 0.0000% | $1500000.00        | $860180.16         | Asset-Backed Securities                           |
| PROG_25-SFR2                                        | 2042-04-17      | 3.7250%  | 0.0000% | $2000000.00        | $1822020.33        | Private Label Collateralized Mortgage Obligations |
| REGT4_10                                            | 2031-01-17      | 0.0000%  | 0.0000% | $1250000.00        | $462116.25         | Asset-Backed Securities                           |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_23-3 | 2032-01-25      | 7.1300%  | 0.0000% | $71900.00          | $32045.38          | Asset-Backed Securities                           |
| RIDET_25-SHRE                                       | 2047-02-14      | 0.0000%  | 0.0000% | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| SNVA_24-1A                                          | 2059-01-30      | 5.6500%  | 0.0000% | $1900000.00        | $1702324.62        | Asset-Backed Securities                           |
| SNVA_18-1                                           | 2048-07-20      | 7.7100%  | 0.0000% | $5000000.00        | $2285009.16        | Asset-Backed Securities                           |
| SUNRUN CALLISTO SUNRN_19-1A                         | 2054-06-30      | 3.9800%  | 0.0000% | $3000000.00        | $1547432.82        | Asset-Backed Securities                           |
| THRUST ENGINE LEASING DAC THRST_21-1A               | 2040-07-15      | 6.1210%  | 0.0000% | $1175000.00        | $972425.41         | Asset-Backed Securities                           |
| TRNTS_11                                            | 2032-07-15      | 0.0000%  | 0.0000% | $2000000.00        | $735404.00         | Asset-Backed Securities                           |
| UNLOK_24-2                                          | 2039-10-25      | 7.5000%  | 0.0000% | $570000.00         | $562079.85         | Private Label Collateralized Mortgage Obligations |
| UNLOK_24-1                                          | 2039-04-25      | 7.0000%  | 0.0000% | $752000.00         | $723798.75         | Private Label Collateralized Mortgage Obligations |
| VMC FINANCE LLC VMC_21-FL4                          | 2036-06-16      | 7.9564%  | 0.0000% | $2500000.00        | $2331364.97        | Private Label Collateralized Mortgage Obligations |
| VENTR_34                                            | 2031-10-15      | 0.0000%  | 0.0000% | $12711750.00       | $844886.46         | Asset-Backed Securities                           |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES2       | 2054-10-25      | 7.4980%  | 0.0000% | $600000.00         | $605235.80         | Private Label Collateralized Mortgage Obligations |
| ZAXBY_21-1A                                         | 2051-07-30      | 3.2380%  | 0.0000% | $200000.00         | $178725.31         | Asset-Backed Securities                           |
| CANYC_16-1R                                         | 2031-07-15      | 10.3292% | 0.0000% | $1500000.00        | $1499363.61        | Asset-Backed Securities                           |
| MAGNE_21-29X                                        | 2037-07-15      | 5.6676%  | 0.0000% | $250000.00         | $243903.25         | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                     | 2049-10-06      | 0.0000%  | 0.0000% | $6794000.00        | $371041.86         | Private Label Collateralized Mortgage Obligations |

### Security 315: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.430000%
- **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):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BERK HATH FIN                                             | 2049-01-15      | 4.2500%  | 0.0000% | $4060000.00        | $3385304.69        | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                                | 2034-03-15      | 2.9500%  | 0.0000% | $132000.00         | $112597.91         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                                  | 2033-05-01      | 4.9000%  | 0.0000% | $36000.00          | $36091.80          | Corporate Debt Securities                         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082       | 2028-09-25      | 3.9200%  | 0.0000% | $1500000.00        | $1490933.50        | Agency Collateralized Mortgage Obligation         |
| QUALCOMM INC                                              | 2028-05-20      | 1.3000%  | 0.0000% | $32000.00          | $29738.36          | Corporate Debt Securities                         |
| STATE STREET CORP                                         | 2030-01-24      | 2.4000%  | 0.0000% | $46000.00          | $42634.49          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                       | 2034-06-01      | 5.3000%  | 0.0000% | $2000.00           | $2055.61           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                       | 2034-06-01      | 5.3500%  | 0.0000% | $12937000.00       | $13377073.62       | Corporate Debt Securities                         |
| T-MOBILE USA INC                                          | 2034-04-15      | 5.1500%  | 0.0000% | $6000.00           | $6129.32           | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                                | 2030-12-15      | 4.9000%  | 0.0000% | $9000.00           | $9100.00           | Corporate Debt Securities                         |
| STACR_24-HQA1                                             | 2044-03-25      | 5.6000%  | 0.0000% | $19950000.00       | $11253177.59       | Private Label Collateralized Mortgage Obligations |
| TRUIST FINANCIAL CORP                                     | 2027-06-08      | 6.0470%  | 0.0000% | $2757000.00        | $2810658.19        | Corporate Debt Securities                         |
| AG CC FUNDING AGCCM_21-1A                                 | 2038-04-25      | 3.2500%  | 0.0000% | $11000000.00       | $10178263.34       | Asset-Backed Securities                           |
| BANK OF AMERICA CORP                                      | 2079-12-31      | 6.2500%  | 0.0000% | $6000.00           | $5983.11           | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_23-B39                     | 2056-07-15      | 5.7536%  | 0.0000% | $5000000.00        | $5254893.29        | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_16-C7               | 2049-11-15      | 4.5054%  | 0.0000% | $307040.00         | $258443.47         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_25-4                        | 2070-04-25      | 7.5581%  | 0.0000% | $2829000.00        | $2895760.86        | Private Label Collateralized Mortgage Obligations |
| CHAOT_23-AA                                               | 2029-01-25      | 5.6800%  | 0.0000% | $1150000.00        | $1116680.09        | Asset-Backed Securities                           |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                | 2028-02-15      | 5.8300%  | 0.0000% | $3000000.00        | $2659420.08        | Asset-Backed Securities                           |
| CITIGROUP INC                                             | 2036-03-27      | 5.3330%  | 0.0000% | $29000.00          | $29620.58          | Corporate Debt Securities                         |
| CAS_25-R04                                                | 2045-05-25      | 5.8500%  | 0.0000% | $500000.00         | $501275.50         | Private Label Collateralized Mortgage Obligations |
| CRNPT_21-11A                                              | 2038-02-28      | 5.5824%  | 0.0000% | $21000000.00       | $21105649.59       | Asset-Backed Securities                           |
| ENEL FINANCE INTERNATIONAL NV                             | 2052-10-14      | 7.7500%  | 0.0000% | $3100000.00        | $3786245.28        | Corporate Debt Securities                         |
| FHMS_16-K058                                              | 2026-07-25      | 2.3400%  | 0.0000% | $2725.00           | $580.14            | Agency Collateralized Mortgage Obligation         |
| FHMS_18-K157                                              | 2033-05-25      | 3.9900%  | 0.0000% | $2900000.00        | $2858393.70        | Agency Collateralized Mortgage Obligation         |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081        | 2028-08-25      | 3.9000%  | 0.0000% | $2000000.00        | $1987584.00        | Agency Collateralized Mortgage Obligation         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K139 | 2032-01-25      | 2.5900%  | 0.0000% | $1000000.00        | $897527.33         | Agency Collateralized Mortgage Obligation         |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146 | 2032-06-25      | 2.9200%  | 0.0000% | $49998.00          | $45472.30          | Agency Collateralized Mortgage Obligation         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K163       | 2034-03-25      | 5.0000%  | 0.0000% | $500000.00         | $513729.33         | Agency Collateralized Mortgage Obligation         |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-A                   | 2028-06-15      | 4.7200%  | 0.0000% | $1393000.00        | $1403221.52        | Asset-Backed Securities                           |
| GMF FLOORPLAN OWNER REVOLVING TRUST                       | 2030-03-15      | 4.6400%  | 0.0000% | $10717000.00       | $10807121.63       | Asset-Backed Securities                           |
| GOLUB CAPITAL PRIVATE CREDIT FUND                         | 2028-08-15      | 5.4500%  | 0.0000% | $2400000.00        | $2394098.67        | Corporate Debt Securities                         |
| HMH TRUST HMH_17-NSS                                      | 2031-07-05      | 3.0622%  | 0.0000% | $229223.00         | $195419.91         | Private Label Collateralized Mortgage Obligations |
| HOMES_24-NQM2                                             | 2069-10-25      | 5.7170%  | 0.0000% | $1939372.00        | $1654801.83        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE COMMERCIAL MORTGA                          | 2049-08-15      | 2.8704%  | 0.0000% | $1985000.00        | $1943465.86        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO                                      | 2032-03-15      | 5.2000%  | 0.0000% | $62000.00          | $63747.37          | Corporate Debt Securities                         |
| MONDELEZ INTERNATIONAL INC                                | 2032-10-15      | 1.8750%  | 0.0000% | $95000.00          | $79905.53          | Corporate Debt Securities                         |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-B            | 2027-06-15      | 4.7196%  | 0.0000% | $1000000.00        | $808210.88         | Asset-Backed Securities                           |
| OCP_16-11R3                                               | 2038-07-26      | 0.0000%  | 0.0000% | $13294536.00       | $13334026.41       | Asset-Backed Securities                           |
| OHIO POWER CO                                             | 2030-04-01      | 2.6000%  | 0.0000% | $2000.00           | $1853.39           | Corporate Debt Securities                         |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_25-1          | 2035-04-16      | 5.3600%  | 0.0000% | $1050000.00        | $1079436.87        | Asset-Backed Securities                           |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_24-1               | 2041-05-14      | 5.7900%  | 0.0000% | $2500000.00        | $2604995.42        | Asset-Backed Securities                           |
| SBCLN_24-B                                                | 2033-01-18      | 4.9650%  | 0.0000% | $250000.00         | $250424.92         | Asset-Backed Securities                           |
| SBCLN_24-A B                                              | 2032-06-15      | 5.6220%  | 0.0000% | $250000.00         | $204598.72         | Asset-Backed Securities                           |
| JM SMUCKER CO                                             | 2053-11-15      | 6.5000%  | 0.0000% | $64000.00          | $69038.86          | Corporate Debt Securities                         |
| SRPT_14-STAR                                              | 2027-11-15      | 6.6175%  | 0.0000% | $2978646.00        | $1384550.23        | Private Label Collateralized Mortgage Obligations |
| TRUIST FINANCIAL CORP                                     | 2035-01-24      | 5.7110%  | 0.0000% | $12000.00          | $12405.49          | Corporate Debt Securities                         |
| UDR INC                                                   | 2030-01-15      | 3.2000%  | 0.0000% | $172000.00         | $163003.06         | Corporate Debt Securities                         |
| US BANCORP                                                | 2036-02-12      | 5.4240%  | 0.0000% | $10000.00          | $10408.83          | Corporate Debt Securities                         |
| UNITED STATES TREASURY                                    | 2032-06-30      | 4.0000%  | 0.0000% | $41033500.00       | $40800001.54       | U.S. Treasuries (including strips)                |
| UNITED STATES TREASURY                                    | 2030-07-31      | 3.8750%  | 0.0000% | $243771700.00      | $242760778.76      | U.S. Treasuries (including strips)                |
| VERUS SECURITIZATION TRUST VERUS_23-INV1                  | 2068-02-25      | 7.4792%  | 0.0000% | $2240000.00        | $2244521.90        | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_24-A                    | 2027-06-21      | 5.2100%  | 0.0000% | $1275000.00        | $1285681.88        | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2048-02-15      | 3.8940%  | 0.0000% | $1111000.00        | $975770.95         | Private Label Collateralized Mortgage Obligations |
| WESTPAC BANKING CORP                                      | 2030-01-16      | 2.6500%  | 0.0000% | $88000.00          | $82208.77          | Corporate Debt Securities                         |

### Security 316: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.620000%
- **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:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-3              | 2060-09-15      | 3.0000%  | 0.0000% | $6175000.00        | $4198857.97        | Private Label Collateralized Mortgage Obligations |
| SG COMMERCIAL MORTGAGE SECURITIE                                 | 2048-10-10      | 4.9709%  | 0.0000% | $1165000.00        | $1093912.96        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD BXMT_21-FL4                                             | 2038-05-15      | 5.5076%  | 0.0000% | $20705000.00       | $13019112.26       | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM7                                                    | 2063-09-25      | 7.9260%  | 0.0000% | $4200000.00        | $4286596.72        | Private Label Collateralized Mortgage Obligations |
| NYT_19-NYT                                                       | 2035-12-15      | 6.3390%  | 0.0000% | $8100000.00        | $7862713.20        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                                     | 2052-04-25      | 3.5000%  | 0.0000% | $384642000.00      | $4674791.79        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 6.5000%  | 0.0000% | $1525000.00        | $1306851.67        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 7.0264%  | 0.0000% | $7425000.00        | $7293816.61        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                     | 2054-01-26      | 0.2669%  | 0.0000% | $122377000.00      | $754639.23         | Private Label Collateralized Mortgage Obligations |
| MELLO_21-INV2                                                    | 2051-08-25      | 0.0000%  | 0.0000% | $94097000.00       | $2493051.71        | Private Label Collateralized Mortgage Obligations |
| OBX_20-INV1                                                      | 2049-12-27      | 4.3260%  | 0.0000% | $9927000.00        | $7838460.13        | Private Label Collateralized Mortgage Obligations |
| OBX_23-INV1                                                      | 2052-01-25      | 3.2357%  | 0.0000% | $5038000.00        | $3655973.41        | Private Label Collateralized Mortgage Obligations |
| TPG REAL ESTATE FINANCE TRTX_22-FL5                              | 2039-02-15      | 5.9931%  | 0.0000% | $32950000.00       | $29186662.01       | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                                     | 2054-09-15      | 1.6323%  | 0.0000% | $3175000.00        | $252167.26         | Private Label Collateralized Mortgage Obligations |
| BMARK_18-B3                                                      | 2051-04-12      | 0.7153%  | 0.0000% | $7245720.00        | $61815.45          | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                     | 2051-11-15      | 0.6701%  | 0.0000% | $6312560.00        | $71277.03          | Private Label Collateralized Mortgage Obligations |
| MTN COMMERCIAL MORTGAGE TRUST MTN_22-LPFL                        | 2039-03-15      | 6.7362%  | 0.0000% | $4000000.00        | $4013241.86        | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.8390%  | 0.0000% | $12342500.00       | $12225037.80       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_21-NQM4                                            | 2061-10-25      | 2.3670%  | 0.0000% | $8063000.00        | $4541298.73        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                     | 2054-06-25      | 0.4355%  | 0.0000% | $16818000.00       | $137332.42         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                     | 2043-11-25      | 8.6010%  | 0.0000% | $566000.00         | $580664.21         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 1.0607%  | 0.0000% | $325732000.00      | $8489913.76        | Private Label Collateralized Mortgage Obligations |
| ALLO_24-1A                                                       | 2054-07-20      | 7.1500%  | 0.0000% | $1500000.00        | $1541699.58        | Asset-Backed Securities                           |
| BAMLL_24-BHP                                                     | 2039-08-15      | 8.8420%  | 0.0000% | $46178000.00       | $46568563.27       | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                                     | 2055-12-16      | 2.3502%  | 0.0000% | $2195000.00        | $309158.59         | Private Label Collateralized Mortgage Obligations |
| BBSG_16-MRP                                                      | 2036-06-06      | 3.2750%  | 0.0000% | $15180000.00       | $11715607.76       | Private Label Collateralized Mortgage Obligations |
| BBCMS_18-CBM                                                     | 2037-07-15      | 5.5800%  | 0.0000% | $10600000.00       | $10119175.09       | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C12                                                     | 2054-11-15      | 1.1467%  | 0.0000% | $4547000.00        | $259603.97         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-C9                                     | 2057-07-15      | 5.7715%  | 0.0000% | $1930000.00        | $2032536.24        | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD BATLN_20-17                                    | 2034-03-09      | 7.8371%  | 0.0000% | $2175000.00        | $2138779.67        | Asset-Backed Securities                           |
| BBIRD_21-1A                                                      | 2046-07-16      | 3.4460%  | 0.0000% | $4169000.00        | $2605050.29        | Asset-Backed Securities                           |
| BRAVO_19-2                                                       | 2044-10-25      | 4.0199%  | 0.0000% | $14055000.00       | $6241737.78        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                                    | 2063-05-25      | 5.0957%  | 0.0000% | $34402000.00       | $32407282.59       | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                                    | 2062-05-25      | 4.5000%  | 0.0000% | $815907.00         | $643234.44         | Private Label Collateralized Mortgage Obligations |
| CIM_22-R2                                                        | 2061-12-27      | 4.0795%  | 0.0000% | $19311000.00       | $12781692.46       | Private Label Collateralized Mortgage Obligations |
| CIM_22-R1                                                        | 2061-01-25      | 4.0000%  | 0.0000% | $10175000.00       | $7328254.14        | Private Label Collateralized Mortgage Obligations |
| COLT_25-7                                                        | 2070-06-25      | 0.0000%  | 0.0000% | $5750000.00        | $5802944.08        | Private Label Collateralized Mortgage Obligations |
| EFMT_24-INV1                                                     | 2069-03-25      | 7.0010%  | 0.0000% | $2029000.00        | $1660460.63        | Private Label Collateralized Mortgage Obligations |
| FSMT_21-2                                                        | 2051-04-25      | 0.0800%  | 0.0000% | $427393000.00      | $1234882.80        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2025-08-01      | 0.0000%  | 0.0000% | $371000.00         | $364516.18         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2025-08-01      | 0.0000%  | 0.0000% | $328000.00         | $315619.66         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 6.0000%  | 0.0000% | $14084000.00       | $14037371.99       | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 6.0000%  | 0.0000% | $829000.00         | $822678.84         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 0.0000%  | 0.0000% | $298237000.00      | $4494058.35        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 0.0000%  | 0.0000% | $382000.00         | $379818.78         | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                                     | 2053-02-14      | 2.8500%  | 0.0000% | $1000000.00        | $707293.00         | Private Label Collateralized Mortgage Obligations |
| GALAXY CLO LTD GALXY_23-31A                                      | 2038-07-15      | 0.0000%  | 0.0000% | $500000.00         | $504831.73         | Asset-Backed Securities                           |
| GCAT_24-INV4                                                     | 2054-12-25      | 0.0000%  | 0.0000% | $1376000.00        | $1244583.49        | Private Label Collateralized Mortgage Obligations |
| GCAT_23-INV1                                                     | 2053-08-25      | 6.3155%  | 0.0000% | $207000.00         | $201859.09         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                                     | 2052-08-26      | 0.3992%  | 0.0000% | $238023000.00      | $2674183.64        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-12                                                      | 2052-02-25      | 4.0510%  | 0.0000% | $40000000.00       | $966608.64         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC | 2039-03-15      | 6.1396%  | 0.0000% | $2500000.00        | $2508384.30        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-15                                                      | 2052-06-25      | 4.0010%  | 0.0000% | $60000000.00       | $1600363.66        | Private Label Collateralized Mortgage Obligations |
| KKR FINANCIAL CLO LTD KKR_18                                     | 2030-07-18      | 6.1906%  | 0.0000% | $10493800.00       | $10527752.67       | Asset-Backed Securities                           |
| MCR_24-HTL                                                       | 2037-02-15      | 8.2473%  | 0.0000% | $1605000.00        | $1299492.38        | Private Label Collateralized Mortgage Obligations |
| MF1_25-FL19                                                      | 2042-05-19      | 7.7516%  | 0.0000% | $460000.00         | $461283.44         | Private Label Collateralized Mortgage Obligations |
| MHCT_21-MHC2                                                     | 2038-05-15      | 0.0927%  | 0.0000% | $25038845.00       | $16364.65          | Private Label Collateralized Mortgage Obligations |
| MSRM_24-NQM1                                                     | 2068-12-26      | 6.4050%  | 0.0000% | $3000000.00        | $1916441.19        | Private Label Collateralized Mortgage Obligations |
| NCMF_25-MFS                                                      | 2033-06-10      | 6.6180%  | 0.0000% | $12000000.00       | $12203976.00       | Private Label Collateralized Mortgage Obligations |
| NRZT_21-INV2                                                     | 2051-10-25      | 2.0000%  | 0.0000% | $1250000.00        | $95742.47          | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM3                 | 2065-05-25      | 5.5300%  | 0.0000% | $20640000.00       | $20113334.82       | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0538%  | 0.0000% | $4803000.00        | $3594934.33        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0538%  | 0.0000% | $3522000.00        | $2551677.17        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                      | 2051-10-25      | 0.1804%  | 0.0000% | $439988000.00      | $3400822.52        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                      | 2051-10-25      | 0.5500%  | 0.0000% | $39999000.00       | $1042651.41        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                                      | 2055-05-25      | 6.5980%  | 0.0000% | $11503600.00       | $11720803.30       | Private Label Collateralized Mortgage Obligations |
| NYMT_25-CP1                                                      | 2069-11-25      | 3.7500%  | 0.0000% | $2044000.00        | $1807505.11        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 6.5292%  | 0.0000% | $4559000.00        | $4035011.53        | Private Label Collateralized Mortgage Obligations |
| OBX_21-J3                                                        | 2051-10-25      | 2.8682%  | 0.0000% | $1361000.00        | $678416.86         | Private Label Collateralized Mortgage Obligations |
| 1166 AVENUE OF THE AMERICAS CO AACMT_05-C6                       | 2037-10-13      | 5.6896%  | 0.0000% | $200000.00         | $171395.58         | Private Label Collateralized Mortgage Obligations |
| PRPM_24-RCF1                                                     | 2054-01-26      | 4.0000%  | 0.0000% | $1950000.00        | $1830320.05        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV3                                                    | 2056-03-27      | 6.8378%  | 0.0000% | $4388000.00        | $3811341.37        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV5                                                    | 2056-05-25      | 6.8894%  | 0.0000% | $7279000.00        | $7106798.96        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J1                                                      | 2056-06-25      | 0.0000%  | 0.0000% | $10000000.00       | $128880.39         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV2                                                    | 2059-12-25      | 6.6183%  | 0.0000% | $7489000.00        | $7247538.86        | Private Label Collateralized Mortgage Obligations |
| PRETSL_23                                                        | 2036-12-22      | 5.7301%  | 0.0000% | $6800000.00        | $4496244.13        | Asset-Backed Securities                           |
| PFMLT_21-INV2                                                    | 2051-11-27      | 2.6811%  | 0.0000% | $276300.00         | $197911.60         | Private Label Collateralized Mortgage Obligations |
| PRPM ADVISORS LLC PRPM_25-NQM1                                   | 2069-11-25      | 6.6450%  | 0.0000% | $375332.00         | $381024.47         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES4                                                     | 2044-06-27      | 6.3210%  | 0.0000% | $913000.00         | $924757.16         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                                     | 2044-10-25      | 5.9200%  | 0.0000% | $1071000.00        | $1070260.30        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                                     | 2044-11-25      | 5.9084%  | 0.0000% | $1026000.00        | $1028200.43        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                                     | 2044-11-25      | 6.1077%  | 0.0000% | $889000.00         | $888302.83         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES7                                                     | 2055-07-26      | 0.0000%  | 0.0000% | $1117000.00        | $1122739.15        | Private Label Collateralized Mortgage Obligations |
| SLMA_03-14                                                       | 2065-10-25      | 5.2023%  | 0.0000% | $600000.00         | $357628.44         | Asset-Backed Securities                           |
| SCULPTOR CLO LTD SCUL_20-29                                      | 2034-10-22      | 6.8936%  | 0.0000% | $410000.00         | $412211.29         | Asset-Backed Securities                           |
| SEMT_21-7                                                        | 2051-11-25      | 2.5000%  | 0.0000% | $1000000.00        | $617325.09         | Private Label Collateralized Mortgage Obligations |
| TXT_24-HOU                                                       | 2039-06-15      | 7.5508%  | 0.0000% | $2951000.00        | $2957608.20        | Private Label Collateralized Mortgage Obligations |
| UBSCM_18-C12                                                     | 2051-08-17      | 1.0095%  | 0.0000% | $13220999.00       | $226103.10         | Private Label Collateralized Mortgage Obligations |
| VINET_23-SFR1                                                    | 2040-12-19      | 4.7500%  | 0.0000% | $5000000.00        | $4748676.66        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-12-15      | 3.1713%  | 0.0000% | $3000000.00        | $2719187.51        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C42                | 2050-12-15      | 4.2970%  | 0.0000% | $3513000.00        | $3137322.71        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C3                | 2058-01-15      | 6.0960%  | 0.0000% | $10000000.00       | $10560990.00       | Private Label Collateralized Mortgage Obligations |

### Security 317: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF_18-K732                              | 2025-09-25      | 0.0000%  | 0.0000% | $81182764.00       | $78788359.56       | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                              | 2026-06-25      | 0.0000%  | 0.0000% | $21497542.00       | $19093579.37       | Agency Collateralized Mortgage Obligation |
| FREMF_21-K127                              | 2054-03-25      | 0.0000%  | 0.0000% | $5893665.00        | $3105207.07        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93A                                | 2054-12-25      | 0.6500%  | 0.0000% | $230000000.00      | $5628371.42        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                | 2054-12-25      | 0.7500%  | 0.0000% | $282000000.00      | $7807485.03        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                | 2054-12-25      | 0.7000%  | 0.0000% | $205000000.00      | $5499195.49        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                | 2053-10-25      | 6.6000%  | 0.0000% | $13247339.00       | $11909347.42       | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                | 2034-10-25      | 5.4934%  | 0.0000% | $10636777.00       | $3922883.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                | 2055-03-25      | 0.7668%  | 0.0000% | $595000000.00      | $20990266.93       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                | 2055-06-25      | 0.6500%  | 0.0000% | $86126620.00       | $2753104.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                | 2055-07-25      | 0.0000%  | 0.0000% | $24678986.00       | $18241028.51       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.0000%  | 0.0000% | $487061.00         | $445642.18         | Agency Mortgage-Backed Securities         |
| GNMA_25-120B                               | 2055-07-20      | 0.8900%  | 0.0000% | $50000000.00       | $2635147.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                               | 2054-06-20      | 1.0520%  | 0.0000% | $78781849.00       | $3136813.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                               | 2055-05-20      | 0.6520%  | 0.0000% | $40359058.00       | $1243471.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                               | 2053-04-20      | 1.8020%  | 0.0000% | $19039162.00       | $1403312.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120M                               | 2052-06-20      | 4.5000%  | 0.0000% | $16360096.00       | $3148320.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                               | 2055-07-20      | 0.8400%  | 0.0000% | $50000000.00       | $2505433.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113C                               | 2055-07-20      | 1.5807%  | 0.0000% | $145036036.00      | $7751161.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                               | 2055-07-20      | 0.1744%  | 0.0000% | $570000000.00      | $11416689.44       | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                               | 2055-07-20      | 0.0000%  | 0.0000% | $636364.00         | $509088.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-147B                               | 2054-09-20      | 1.5520%  | 0.0000% | $2671225.00        | $152984.31         | Agency Collateralized Mortgage Obligation |

### Security 318: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **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:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CONMED CORP              | 2027-06-15      | 2.2500%  | 0.0000% | $52726000.00       | $50104199.65       | Corporate Debt Securities |
| ENPHASE ENERGY INC       | 2028-03-01      | 0.0000%  | 0.0000% | $17390000.00       | $14390225.00       | Corporate Debt Securities |
| GAMESTOP CORP            | 2032-06-15      | 0.0000%  | 0.0000% | $37024000.00       | $37616384.00       | Corporate Debt Securities |
| GROUPON INC              | 2030-06-30      | 4.8750%  | 0.0000% | $10525000.00       | $10552018.55       | Corporate Debt Securities |
| IRHYTHM TECHNOLOGIES INC | 2029-09-01      | 1.5000%  | 0.0000% | $7170000.00        | $8721444.60        | Corporate Debt Securities |
| NCL CORPORATION LTD      | 2027-02-15      | 2.5000%  | 0.0000% | $80590000.00       | $84414667.06       | Corporate Debt Securities |
| SEMLER SCIENTIFIC INC    | 2030-08-01      | 4.2500%  | 0.0000% | $22395000.00       | $18702157.81       | Corporate Debt Securities |
| SOFI TECHNOLOGIES INC    | 2029-03-15      | 1.2500%  | 0.0000% | $61307000.00       | $147493129.89      | Corporate Debt Securities |
| BLOCK INC                | 2027-11-01      | 0.2500%  | 0.0000% | $45761000.00       | $41121978.63       | Corporate Debt Securities |
| TRANSOCEAN INC           | 2025-12-15      | 4.0000%  | 0.0000% | $13658000.00       | $14057633.08       | Corporate Debt Securities |

### Security 319: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.500000%
- **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):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CATERPILLAR INC                COM     | 2500-12-31      | 0.0000%  | 0.0000% | $120824.00         | $52452114.88       | Corporate Debt Securities |
| INTEL CORP                     COM     | 2500-12-31      | 0.0000%  | 0.0000% | $5694342.00        | $115822916.28      | Corporate Debt Securities |
| KEYCORP                        COM     | 2500-12-31      | 0.0000%  | 0.0000% | $403000.00         | $7318480.00        | Corporate Debt Securities |
| ELI LILLY & CO                 COM     | 2500-12-31      | 0.0000%  | 0.0000% | $2696.00           | $2049175.68        | Corporate Debt Securities |
| METLIFE INC                    COM     | 2500-12-31      | 0.0000%  | 0.0000% | $488940.00         | $36567822.60       | Corporate Debt Securities |
| MICROSOFT CORP                 COM     | 2500-12-31      | 0.0000%  | 0.0000% | $148095.00         | $76008277.80       | Corporate Debt Securities |
| MORGAN STANLEY                 COM NEW | 2500-12-31      | 0.0000%  | 0.0000% | $80419.00          | $11655929.86       | Corporate Debt Securities |
| TRUECAR INC                    COM     | 2500-12-31      | 0.0000%  | 0.0000% | $323981.00         | $625283.33         | Corporate Debt Securities |

### Security 320: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.770000%
- **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: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $43300000.00
- **C.18.a - Value (excl. sponsor support):** $43300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2029-08-31      | 3.6250%  | 0.0000% | $8024000.00        | $8060808.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-09-15      | 3.3750%  | 0.0000% | $1652000.00        | $1655433.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-06-30      | 4.6250%  | 0.0000% | $16851700.00       | $16980650.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-07-31      | 0.3750%  | 0.0000% | $1351600.00        | $1260231.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-09-09      | 0.0000%  | 0.0000% | $11656000.00       | $11602219.22       | U.S. Treasuries (including strips) |
| AMERICAN WATER CAPITAL CORP                | 2026-06-15      | 3.6250%  | 0.0000% | $3000.00           | $3031.90           | Corporate Debt Securities          |
| BURLINGTON STORES INC                      | 2027-12-15      | 1.2500%  | 0.0000% | $78000.00          | $114082.58         | Corporate Debt Securities          |
| ECHOSTAR CORP                              | 2030-11-30      | 3.8750%  | 0.0000% | $1430556.00        | $1827475.69        | Corporate Debt Securities          |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-02-01      | 3.0000%  | 0.0000% | $122828.00         | $9766.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-04-01      | 2.5000%  | 0.0000% | $17000.00          | $6044.04           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-02-01      | 2.0000%  | 0.0000% | $4094640.00        | $2216423.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-12-01      | 4.5000%  | 0.0000% | $100000.00         | $5030.71           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-11-01      | 3.5000%  | 0.0000% | $178470.00         | $21347.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 3.0000%  | 0.0000% | $312503.00         | $267611.52         | Agency Mortgage-Backed Securities  |
| GLOBAL PAYMENTS INC.                       | 2031-03-01      | 1.5000%  | 0.0000% | $5000.00           | $4576.25           | Corporate Debt Securities          |
| HAEMONETICS CORP                           | 2026-03-01      | 0.0000%  | 0.0000% | $3000.00           | $2906.40           | Corporate Debt Securities          |
| ON SEMICONDUCTOR CORP                      | 2029-03-01      | 0.5000%  | 0.0000% | $5000.00           | $4801.87           | Corporate Debt Securities          |
| POST HOLDINGS INC                          | 2027-08-15      | 2.5000%  | 0.0000% | $15000.00          | $17190.42          | Corporate Debt Securities          |
| Q2 HOLDINGS INC                            | 2026-06-01      | 0.7500%  | 0.0000% | $110000.00         | $127737.50         | Corporate Debt Securities          |
| SHIFT4 PAYMENTS INC                        | 2027-08-01      | 0.5000%  | 0.0000% | $65000.00          | $71215.95          | Corporate Debt Securities          |
| UPSTART HOLDINGS INC                       | 2030-11-15      | 1.0000%  | 0.0000% | $93000.00          | $111378.76         | Corporate Debt Securities          |

### Security 321: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC - SCRT SCRT_17-3                 | 2056-07-25      | 4.7500%  | 0.0000% | $916495.00         | $813333.65         | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TRUST WPT_17-WWP             | 2036-11-10      | 3.5263%  | 0.0000% | $100002.00         | $71795.29          | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14 | 2051-11-15      | 5.0397%  | 0.0000% | $4939000.00        | $3977803.33        | Private Label Collateralized Mortgage Obligations |
| GSMS_21-ROSS                                 | 2026-05-15      | 5.6064%  | 0.0000% | $3240549.00        | $3058242.20        | Private Label Collateralized Mortgage Obligations |
| GSMS_17-GS8                                  | 2050-11-10      | 1.7592%  | 0.0000% | $2190176.00        | $72554.63          | Private Label Collateralized Mortgage Obligations |
| MFRA_22-RPL1                                 | 2061-08-25      | 4.3619%  | 0.0000% | $2700000.00        | $2218670.03        | Private Label Collateralized Mortgage Obligations |
| AMSR_25-SFR1                                 | 2042-06-19      | 3.6550%  | 0.0000% | $1400000.00        | $1234824.97        | Private Label Collateralized Mortgage Obligations |
| AJAX MORTGAGE LOAN TRUST AJAXM_22-A          | 2061-10-04      | 3.0000%  | 0.0000% | $323199.00         | $295592.31         | Private Label Collateralized Mortgage Obligations |
| ARDN_25-ARCP                                 | 2030-06-15      | 7.1500%  | 0.0000% | $100492.00         | $100882.53         | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515             | 2033-03-10      | 3.4543%  | 0.0000% | $6742552.00        | $6282415.32        | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B37                                 | 2032-10-15      | 2.7500%  | 0.0000% | $6000000.00        | $4442404.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10        | 2062-03-17      | 4.0294%  | 0.0000% | $5000000.00        | $3724707.79        | Private Label Collateralized Mortgage Obligations |
| CASCADE FUNDING MORTGAGE TRUST CFMT_24-HB15  | 2034-08-25      | 4.0000%  | 0.0000% | $2500000.00        | $2399611.67        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K755                                | 2064-02-25      | 0.1000%  | 0.0000% | $723999115.00      | $3149637.96        | Agency Collateralized Mortgage Obligation         |
| FLEXENTIAL ISSUER LLC FLX_21-1               | 2051-11-27      | 3.2500%  | 0.0000% | $3523000.00        | $3403318.99        | Asset-Backed Securities                           |
| GSTNE_25-FL4                                 | 2043-01-15      | 7.2919%  | 0.0000% | $4000000.00        | $4003293.70        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                | 2025-08-01      | 5.0000%  | 0.0000% | $13849536.00       | $12561034.84       | Private Label Collateralized Mortgage Obligations |
| MFRA_22-NQM1                                 | 2066-12-25      | 4.2271%  | 0.0000% | $1000000.00        | $829384.63         | Private Label Collateralized Mortgage Obligations |
| ENVA LLC ENVA_24-A                           | 2030-10-21      | 8.3100%  | 0.0000% | $124000.00         | $121926.50         | Asset-Backed Securities                           |
| NRZT_20-RP1                                  | 2059-11-25      | 3.8440%  | 0.0000% | $102634.00         | $82919.33          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7         | 2064-03-25      | 6.2430%  | 0.0000% | $9421397.00        | $6716434.90        | Private Label Collateralized Mortgage Obligations |
| OPEN TRUST OPEN_23-AIR                       | 2040-11-15      | 7.4310%  | 0.0000% | $1327018.00        | $155654.92         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_23-10                            | 2038-09-16      | 6.7081%  | 0.0000% | $110500.00         | $81245.79          | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM3                                 | 2070-05-27      | 5.6060%  | 0.0000% | $13911033.00       | $13931245.73       | Private Label Collateralized Mortgage Obligations |
| PMIT_23-1A                                   | 2029-07-15      | 8.2900%  | 0.0000% | $1900000.00        | $1923775.55        | Asset-Backed Securities                           |
| UWM_21-INV4                                  | 2051-12-25      | 5.0000%  | 0.0000% | $112689.00         | $81531.36          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_21-6        | 2066-10-25      | 1.6300%  | 0.0000% | $9109400.00        | $4186325.01        | Private Label Collateralized Mortgage Obligations |

### Security 322: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDNLLNN6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNLLXF2
- **C.18 - Value (incl. sponsor support):** $1163000000.00
- **C.18.a - Value (excl. sponsor support):** $1163000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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 324: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDNQXVJ5
- **C.18 - Value (incl. sponsor support):** $88000000.00
- **C.18.a - Value (excl. sponsor support):** $88000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXVL0
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXVQ9
- **C.18 - Value (incl. sponsor support):** $871000000.00
- **C.18.a - Value (excl. sponsor support):** $871000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXVR7
- **C.18 - Value (incl. sponsor support):** $484000000.00
- **C.18.a - Value (excl. sponsor support):** $484000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 328: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXVV8
- **C.18 - Value (incl. sponsor support):** $2421000000.00
- **C.18.a - Value (excl. sponsor support):** $2421000000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXVZ9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 330: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXW05
- **C.18 - Value (incl. sponsor support):** $2471000000.00
- **C.18.a - Value (excl. sponsor support):** $2471000000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 331: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDNQXW13
- **C.18 - Value (incl. sponsor support):** $940000000.00
- **C.18.a - Value (excl. sponsor support):** $940000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDNQXW21
- **C.18 - Value (incl. sponsor support):** $1092000000.00
- **C.18.a - Value (excl. sponsor support):** $1092000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.360000%
- **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: BYDNR9ZG9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $2600.00           | $2606.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $400.00            | $402.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $14251700.00       | $14228726.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $110.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1224500.00        | $1212670.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $205800.00         | $213195.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $21100.00          | $21252.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $60144900.00       | $61815060.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $278215100.00      | $279506079.00      | U.S. Treasuries (including strips) |

### Security 334: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.360000%
- **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: BYDNR9ZH7
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $14998900.00       | $15119105.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $300.00            | $295.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $14193300.00       | $14469504.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $89483000.00       | $89901959.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $20536000.00       | $20266163.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $12600.00          | $12400.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $450796000.00      | $464543401.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $359527000.00      | $366590064.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $385715700.00      | $396339375.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $50000000.00       | $50315408.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $994200.00         | $986931.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $222176300.00      | $225185036.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $230800000.00      | $223440711.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $118477100.00      | $119680806.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $2500.00           | $2479.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $52588000.00       | $53142303.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $2000.00           | $2019.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $1900.00           | $1929.24           | U.S. Treasuries (including strips) |

### Security 335: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 4.370000%
- **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: BYDNR9ZL8
- **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:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $101510900.00      | $102000013.32      | U.S. Treasuries (including strips) |

### Security 336: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.360000%
- **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: BYDNR9ZP9
- **C.18 - Value (incl. sponsor support):** $153000000.00
- **C.18.a - Value (excl. sponsor support):** $153000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $7227236.00        | $6755304.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $4984587.00        | $4747260.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $15516980.00       | $15498431.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $4618738.00        | $4355687.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $7181769.00        | $7328074.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $5232880.00        | $5336766.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $58236670.00       | $58700525.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $53141260.00       | $53337953.95       | U.S. Treasuries (including strips) |

### Security 337: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.370000%
- **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: BYDNR9ZX2
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_07-1     | 2037-02-25      | 2.0355%  | 0.0000% | $245485323.00      | $120853.13         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F   | 2054-12-25      | 0.7500%  | 0.0000% | $72017600.00       | $2646949.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A   | 2054-12-25      | 0.6500%  | 0.0000% | $97019000.00       | $2234636.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108A  | 2052-06-20      | 0.0000%  | 0.0000% | $60000000.00       | $1610238.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C    | 2055-01-20      | 1.5520%  | 0.0000% | $95000000.00       | $3049194.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43E   | 2055-03-20      | 1.0020%  | 0.0000% | $50000000.00       | $2938128.83        | Agency Collateralized Mortgage Obligation |

### Security 338: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.370000%
- **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: BYDNR9ZY0
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANKS                | 2025-09-12      | 3.1250%  | 0.0000% | $155000.00         | $156468.78         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2025-09-12      | 2.6250%  | 0.0000% | $330000.00         | $332465.57         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                 | 2044-05-15      | 4.6250%  | 0.0000% | $330948700.00      | $323128153.86      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                 | 2053-11-15      | 4.7500%  | 0.0000% | $450000000.00      | $442151486.55      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                 | 2041-02-15      | 1.8750%  | 0.0000% | $867055600.00      | $597409169.12      | U.S. Treasuries (including strips)  |
| FEDERAL HOME LOAN BANKS                | 2025-10-01      | 0.0000%  | 0.0000% | $4353000.00        | $4320918.39        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2025-10-29      | 0.0000%  | 0.0000% | $4146000.00        | $4101886.56        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2025-10-01      | 0.0000%  | 0.0000% | $1499000.00        | $1487952.37        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2025-10-27      | 0.5400%  | 0.0000% | $3943000.00        | $3911534.86        | Agency Debentures and Agency Strips |

### Security 339: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.360000%
- **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: BYDNRA017
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $15833236.00       | $16147565.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $58721809.00       | $60352451.47       | U.S. Treasuries (including strips) |

### Security 340: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.370000%
- **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: BYDNRA066
- **C.18 - Value (incl. sponsor support):** $660000000.00
- **C.18.a - Value (excl. sponsor support):** $660000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHSTR_406                                  | 2053-10-25      | 0.0000%  | 0.0000% | $5117693.00        | $2897327.84        | Agency Collateralized Mortgage Obligation |
| FHSTR_375                                  | 2051-01-25      | 2.5000%  | 0.0000% | $7301000.00        | $626725.97         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $5429469.55        | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                  | 2053-09-25      | 5.5000%  | 0.0000% | $136435644.00      | $29147330.72       | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2052-06-25      | 3.0000%  | 0.0000% | $883419.00         | $115737.98         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2052-11-25      | 3.0000%  | 0.0000% | $879519.00         | $100223.91         | Agency Collateralized Mortgage Obligation |
| FHSTR_405                                  | 2052-05-25      | 3.0000%  | 0.0000% | $312201.00         | $51457.35          | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                  | 2053-09-25      | 6.0000%  | 0.0000% | $49824790.00       | $9333779.42        | Agency Collateralized Mortgage Obligation |
| FHSTR_414                                  | 2054-05-25      | 6.0000%  | 0.0000% | $50000000.00       | $10219173.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.5000%  | 0.0000% | $5855442.00        | $5511577.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $5585244.00        | $5897974.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 7.0000%  | 0.0000% | $8809012.00        | $9355024.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.5000%  | 0.0000% | $7876078.00        | $7471657.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $5317109.00        | $5500763.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | 0.0000% | $8686772.00        | $8761443.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $7033785.00        | $7275294.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $6522152.00        | $6751110.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | 0.0000% | $5150164.00        | $5334824.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | 0.0000% | $7312053.00        | $7600929.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $9148340.00        | $9388927.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $6409048.00        | $6590096.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $6380338.00        | $6718583.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.5000%  | 0.0000% | $7893063.00        | $8476365.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $5289404.00        | $5506656.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $5104755.00        | $5314142.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $5366220.00        | $5585505.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | 0.0000% | $5346604.00        | $5479552.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $6255238.00        | $6627141.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $6216692.00        | $6483521.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $7029637.00        | $7421063.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $5086970.00        | $5237782.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $8957866.00        | $9291505.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5980869.00        | $6248486.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $5123904.00        | $5170676.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.5000%  | 0.0000% | $4982715.00        | $5367450.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $8823383.00        | $9403055.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $5165830.00        | $5353506.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $6755527.00        | $6941076.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $5363741.00        | $5566285.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5479939.00        | $5638430.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $5028266.00        | $5240292.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5160907.00        | $5467747.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.5000%  | 0.0000% | $5423271.00        | $5732053.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5525938.00        | $5683254.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5234893.00        | $5356780.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5153631.00        | $5276862.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5186489.00        | $5322405.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $5142206.00        | $5288647.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5139815.00        | $5369799.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $5215916.00        | $5444920.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $6325037.00        | $6525679.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5128944.00        | $5358431.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $7766194.00        | $7879009.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $5452587.00        | $5817859.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $4987399.00        | $5299851.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $7741804.00        | $8230589.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 4.5000%  | 0.0000% | $8737175.00        | $8278306.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $5372081.00        | $5415837.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $5729812.00        | $6022240.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.5000%  | 0.0000% | $6123823.00        | $6602982.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $5805499.00        | $6063389.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $6228022.00        | $6286791.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $7245458.00        | $7310713.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $7879749.00        | $7946839.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5061420.00        | $5349400.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5271025.00        | $5565901.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5045896.00        | $5237162.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.5000%  | 0.0000% | $5572550.00        | $6039316.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $8654255.00        | $9041486.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5452282.00        | $5763071.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $8738238.00        | $9129236.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $7392980.00        | $7850654.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.5000%  | 0.0000% | $7215785.00        | $7695526.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $7281194.00        | $7508808.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $9080624.00        | $9074261.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $8521825.00        | $8622658.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $6103185.00        | $6376276.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $8028662.00        | $8119219.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $4099376.00        | $4443609.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $6972374.00        | $7230964.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $6272462.00        | $6500333.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5167290.00        | $5363424.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $5377842.00        | $5618466.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $8243120.00        | $8611947.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $7366192.00        | $7717010.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5456563.00        | $5797113.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5734077.00        | $6119751.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $5233123.00        | $5597371.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $5302750.00        | $5599504.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $5021871.00        | $5329219.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $5960280.00        | $6055782.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $5295267.00        | $5511847.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $5635094.00        | $5871470.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $5973717.00        | $6143813.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $7212389.00        | $7417940.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $9137311.00        | $9421238.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | 0.0000% | $6039781.00        | $5908628.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $8000000.00        | $8264998.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $8962097.00        | $8903985.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $5590378.00        | $5776699.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $5952876.00        | $6143704.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $6645111.00        | $6933877.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.0000%  | 0.0000% | $27247010.00       | $7827706.86        | Agency Mortgage-Backed Securities         |

### Security 341: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.360000%
- **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: BYDNRA090
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $172307900.00      | $178500042.84      | U.S. Treasuries (including strips) |

### Security 342: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.360000%
- **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: BYDNRA0G4
- **C.18 - Value (incl. sponsor support):** $3880000000.00
- **C.18.a - Value (excl. sponsor support):** $3880000000.00
- **C.19 - Percentage of Net Assets:** 4.6500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $509000.00         | $527520.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $238300.00         | $255621.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $199900000.00      | $195681552.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $13656800.00       | $10448014.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $389900.00         | $291812.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $500.00            | $485.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $5099900.00        | $5200515.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $339198200.00      | $214461938.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $6414100.00        | $5467006.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $433000.00         | $398156.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $177.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $8952700.00        | $5562795.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $14849700.00       | $9919909.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $139135200.00      | $125938968.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $162.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1794400.00        | $1765981.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $10799200.00       | $10626606.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $215679200.00      | $201103671.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $500.00            | $464.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $8000.00           | $8013.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $2377900.00        | $2446038.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $224950000.00      | $224814505.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $159514400.00      | $162095688.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $11932000.00       | $12109804.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $208662800.00      | $210150057.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $15363600.00       | $15434077.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $5452000.00        | $5463330.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $34013000.00       | $34681200.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $300002000.00      | $303164171.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $75040000.00       | $70121863.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $13480700.00       | $13251298.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $67884200.00       | $68197394.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $489029100.00      | $493997550.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $93878400.00       | $93834183.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $298579000.00      | $293765906.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $80400.00          | $79764.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $350000000.00      | $353938783.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $350000000.00      | $352034900.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $11438400.00       | $11526750.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $214313300.00      | $216432787.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $233025500.00      | $232400059.56      | U.S. Treasuries (including strips) |

### Security 343: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 4.370000%
- **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: BYDNRA0M1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $1040.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.5000%  | 0.0000% | $1024.00           | $20.59             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $26.63             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $2048.00           | $8.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $12.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | 0.0000% | $2045.00           | $2.47              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-11-01      | 5.5000%  | 0.0000% | $21806848.00       | $582348.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.0000%  | 0.0000% | $1000.00           | $7.91              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $2048.00           | $29.40             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | 0.0000% | $2238.00           | $2.58              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2037-12-01      | 5.5000%  | 0.0000% | $1422.00           | $64.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $169.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $1024.00           | $3.28              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 5.5000%  | 0.0000% | $2030.00           | $11.14             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $4.13              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $2064.00           | $21.51             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $569920.00         | $1698.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $3434.00           | $8.43              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $153.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $10.17             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $289.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $377.65            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $192.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $45.77             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 6.5000%  | 0.0000% | $2064.00           | $9.70              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $95.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $5.03              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $857.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.5000%  | 0.0000% | $150000.00         | $75053.27          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2026-06-30      | 4.6250%  | 0.0000% | $1067900.00        | $1076071.63        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $13000.00          | $9575.02           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | 0.0000% | $1042.00           | $20.04             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2034-01-01      | 5.5000%  | 0.0000% | $13505.00          | $48.09             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2026-11-01      | 3.5000%  | 0.0000% | $4794.00           | $14.59             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-05-01      | 3.5000%  | 0.0000% | $6687.00           | $781.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.5000%  | 0.0000% | $1000.00           | $43.63             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-10-01      | 4.0000%  | 0.0000% | $1476997.00        | $266250.19         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 2.5000%  | 0.0000% | $313000.00         | $44697.98          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 2.5000%  | 0.0000% | $1000.00           | $720.21            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | 0.0000% | $9000.00           | $6332.73           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $904.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 3.5000%  | 0.0000% | $1000.00           | $941.72            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-12-01      | 3.5000%  | 0.0000% | $1000.00           | $918.74            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 5.0000%  | 0.0000% | $28000.00          | $26207.38          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 6.0000%  | 0.0000% | $18000.00          | $15070.98          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $400.09            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $1008.00           | $661.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 6.0000%  | 0.0000% | $33000.00          | $26281.86          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $100000.00         | $75864.48          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $781.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $1173000.00        | $890887.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $925.02            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $559000.00         | $410391.04         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $72000.00          | $49952.74          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $17744679.00       | $15560126.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.5000%  | 0.0000% | $3350684.00        | $340893.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $2140000.00        | $578470.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1170260.00        | $805261.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1225684.00        | $1122798.73        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $862.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $1871792.00        | $1566765.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $648.34            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $630.20            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $1369688.00        | $721961.13         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 1.5000%  | 0.0000% | $275000.00         | $146812.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $23000.00          | $15436.30          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $721.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $799.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $737.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $823.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $857.62            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $879.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $902.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $869.04            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $699.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 2.0000%  | 0.0000% | $10137438.00       | $5422758.90        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $560.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $2144.00           | $1304.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $579.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $974.44            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $892.61            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $2013559.00        | $1559492.51        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $833.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $880.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1569773.00        | $1536609.01        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $61.54             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $37.67             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $95.36             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $22.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 4.5000%  | 0.0000% | $1024.00           | $61.60             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $169.73            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | 0.0000% | $1000.00           | $75.41             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.85            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $94.38             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $240.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $930.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $171.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $107.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $161.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $74.01             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $217.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $239.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $500000.00         | $78834.88          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $756.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $835.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $958.42            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $791.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $904.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.11           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $980.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $486479.00         | $488118.60         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $232.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $148.25            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $25540272.00       | $19654010.57       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $283.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.5000%  | 0.0000% | $426205.00         | $136829.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 2.5000%  | 0.0000% | $1008.00           | $661.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $768.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $798.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 4.5000%  | 0.0000% | $1000.00           | $805.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $188.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $235.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $633.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 3.5000%  | 0.0000% | $107000.00         | $26718.69          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $666.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $375.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $2744480.00        | $854785.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $181.47            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $373.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $4743624.00        | $734477.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $307.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $585.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $88.23             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $588.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $2657040.00        | $996390.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $264.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $125.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $514.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $257.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $468.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $466.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $506.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $538.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $8046.00           | $1202.18           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $181.71            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $974.43            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $406.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1116.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $348.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $756.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $755.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $663.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $703.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $711.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1844.37           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $763.08            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $880.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $490.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $520.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $547.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $721.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1548.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $692.94            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $822.41            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1666.26           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $807.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $708.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $566.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $694.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1240.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1260.39           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $705.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1201.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1730.43           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1199.13           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $795.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1423.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $893.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $915.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $726.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1942.20           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $987.37            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1449.02           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $639.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.0000%  | 0.0000% | $1286146.00        | $1016013.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $645.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $888.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1068.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1596.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1624.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $784.02            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $660.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1530.63           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $819.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1791.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2068.61           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $931.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $924.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $861.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $806.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $728.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $645.74            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $924.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $517.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $188.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $284.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $393.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $4331315.00        | $2110330.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $610.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $270759680.00      | $151100540.18      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $196460957.00      | $114523126.67      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $250476157.00      | $141975675.08      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $74845316.00       | $42402032.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 1.5000%  | 0.0000% | $18490739.00       | $10369727.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $573.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $84466540.00       | $52876904.19       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $99997653.00       | $54777925.72       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $556.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $733.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $704.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $5072704.00        | $3431161.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $512363.00         | $391217.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $743.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $5321565.00        | $4186714.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $755.29            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $678.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $830.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1901098.00        | $1485754.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $875.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $41234182.00       | $37225280.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $17382519.00       | $15045767.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $851.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $41082880.00       | $36622422.23       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $923.15            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $3149289.00        | $2943550.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $819.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.66            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $952.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $58394897.00       | $53864420.60       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $977.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $37407592.00       | $34634341.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $956.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $65072706.00       | $60467444.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $945.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $3510000.00        | $998284.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $613.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1287.55           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-11-01      | 2.5000%  | 0.0000% | $25000.00          | $17337.56          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | 0.0000% | $50000.00          | $38130.63          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $5438460.00        | $4678636.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1816.54           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 4.5000%  | 0.0000% | $50000.00          | $45408.11          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 2.5000%  | 0.0000% | $339999.00         | $259990.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $9040640.00        | $8575054.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $42000.00          | $36060.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $54989632.00       | $54463937.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $1024.00           | $6.05              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1.88              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $2000.00           | $16.65             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $1000.00           | $3.61              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $1000.00           | $2.68              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.5000%  | 0.0000% | $1024.00           | $10.21             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $2048.00           | $16.15             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $14.55             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | 0.0000% | $2048.00           | $3.59              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.36              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 6.5000%  | 0.0000% | $1024.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 6.0000%  | 0.0000% | $1024.00           | $5.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $2047.00           | $5.04              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.6600%  | 0.0000% | $1024.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $9.98              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.5000%  | 0.0000% | $1024.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $2048.00           | $40.58             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $2016.00           | $132.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | 0.0000% | $2000.00           | $533.80            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $2000.00           | $345.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $2080.00           | $270.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $103.26            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1125000.00        | $201141.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $2000.00           | $292.68            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $2000.00           | $465.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | 0.0000% | $334935.00         | $100838.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $1901377.00        | $217187.47         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-01-01      | 2.0000%  | 0.0000% | $250000.00         | $82145.09          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $17000.00          | $14086.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $944.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $72336839.00       | $67222115.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $31.27             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $967.17            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $905.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $994.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $998.48            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1091840.00        | $1130226.78        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $999.79            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $424835.00         | $435792.35         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $27440.00          | $28271.65          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.0000%  | 0.0000% | $1024.00           | $1083.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $981.28            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $963.94            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $994.31            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $15959.00          | $16128.75          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $973.60            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1059.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.82           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $1040.00           | $856.45            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1070430.00        | $1056836.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $979.70            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $985.14            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $953.40            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2030-07-31      | 3.8750%  | 0.0000% | $12763600.00       | $12729342.50       | U.S. Treasuries (including strips) |

### Security 344: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.370000%
- **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: BYDNRA0Q2
- **C.18 - Value (incl. sponsor support):** $206000000.00
- **C.18.a - Value (excl. sponsor support):** $206000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 5.0000%  | 0.0000% | $3250000.00        | $16526.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | 0.0000% | $302666424.00      | $207152960.08      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 5.0000%  | 0.0000% | $250000.00         | $37062.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 2.5000%  | 0.0000% | $6272920.00        | $1257036.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-08-20      | 4.0000%  | 0.0000% | $107944.00         | $13137.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 6.0000%  | 0.0000% | $50000.00          | $5581.39           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $747083.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 5.0000%  | 0.0000% | $1091508.00        | $890611.89         | Agency Mortgage-Backed Securities |

### Security 345: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.360000%
- **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: BYDNRA0W9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $454350600.00      | $737391359.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $232715100.00      | $282608667.50      | U.S. Treasuries (including strips) |

### Security 346: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.370000%
- **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: BYDNRA0Y5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | 0.0000% | $163217818.00      | $153000000.49      | Agency Mortgage-Backed Securities |

### Security 347: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 4.370000%
- **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: BYDNRA1A6
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-12-20      | 3.5000%  | 0.0000% | $5051800.00        | $39992.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | 0.0000% | $19235700.00       | $13529131.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | 0.0000% | $149931280.00      | $105441329.60      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-06-15      | 3.5000%  | 0.0000% | $125300.00         | $108538.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.5000%  | 0.0000% | $299400.00         | $265715.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $500000.00         | $428219.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786843 C                      | 2052-03-20      | 0.0000%  | 0.0000% | $2500000.00        | $1757358.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-11-01      | 5.0000%  | 0.0000% | $118171981.00      | $109651284.61      | Agency Mortgage-Backed Securities         |
| FHLMC_5071T                                | 2051-02-25      | 4.0000%  | 0.0000% | $7533984.00        | $3661299.84        | Agency Collateralized Mortgage Obligation |
| FHSTR_401                                  | 2053-06-25      | 5.5000%  | 0.0000% | $25000000.00       | $5175044.06        | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                  | 2053-07-25      | 5.0000%  | 0.0000% | $6109475.00        | $1246786.64        | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                  | 2053-08-25      | 5.5000%  | 0.0000% | $5300710.00        | $1075456.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | 0.0000% | $1040900.00        | $910271.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 5.0000%  | 0.0000% | $17800.00          | $13271.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | 0.0000% | $30150000.00       | $23060599.91       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | 0.0000% | $82356000.00       | $62766347.80       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | 0.0000% | $110323934.00      | $85785610.13       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | 0.0000% | $99626700.00       | $60227508.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | 0.0000% | $41802900.00       | $37719123.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | 0.0000% | $3703000.00        | $3344734.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.0000%  | 0.0000% | $20000000.00       | $18226119.81       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 3.0000%  | 0.0000% | $381600.00         | $292719.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-09-15      | 4.6300%  | 0.0000% | $5886000.00        | $5599173.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | 0.0000% | $2507100.00        | $1782604.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $478200.00         | $332576.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | 0.0000% | $707300.00         | $619395.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $105000000.00      | $101089237.18      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $2913500.00        | $2737705.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.0000%  | 0.0000% | $2099300.00        | $2027428.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-10-15      | 5.1800%  | 0.0000% | $2000000.00        | $2000697.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | 0.0000% | $145300.00         | $140187.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | 0.0000% | $8181400.00        | $7913129.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | 0.0000% | $60897700.00       | $56898162.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | 0.0000% | $19499200.00       | $18672739.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $77039163.00       | $75267654.08       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.5000%  | 0.0000% | $28287800.00       | $26975104.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | 0.0000% | $22181800.00       | $18900472.02       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | 0.0000% | $15276600.00       | $13040731.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786817 C                      | 2052-12-20      | 0.0000%  | 0.0000% | $77900.00          | $53679.61          | Agency Mortgage-Backed Securities         |

### Security 348: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.370000%
- **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: BYDNRA1K4
- **C.18 - Value (incl. sponsor support):** $725000000.00
- **C.18.a - Value (excl. sponsor support):** $725000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** 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 | 2039-09-20      | 5.0000%  | 0.0000% | $721000.00         | $18822.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 4.0000%  | 0.0000% | $500000.00         | $1154.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 3.0000%  | 0.0000% | $514061672.00      | $54047770.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1941.54           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 4.0000%  | 0.0000% | $6503279.00        | $520588.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.0000%  | 0.0000% | $50000.00          | $761.44            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.5000%  | 0.0000% | $43938500.00       | $3517492.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.0000%  | 0.0000% | $67197267.00       | $3772776.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 3.5000%  | 0.0000% | $1152758.00        | $189340.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 4.0000%  | 0.0000% | $800000.00         | $85660.52          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 5.0000%  | 0.0000% | $12727653.00       | $1195694.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 5.5000%  | 0.0000% | $18810459.00       | $1458582.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | 0.0000% | $179979.00         | $7101.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 6.0000%  | 0.0000% | $222231.00         | $4032.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | 0.0000% | $1664448.00        | $1369297.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 5.5000%  | 0.0000% | $1100000.00        | $531743.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 4.5000%  | 0.0000% | $2000.00           | $1730.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 4.5000%  | 0.0000% | $2576199.00        | $1548935.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | 0.0000% | $12473509.00       | $10270889.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-12-20      | 3.5000%  | 0.0000% | $245000.00         | $2121.67           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-11-20      | 3.0000%  | 0.0000% | $4393020.00        | $604910.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $13013.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 5.0000%  | 0.0000% | $4000000.00        | $324301.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $594341.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 5.5000%  | 0.0000% | $1074021.00        | $125684.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-04-20      | 4.0000%  | 0.0000% | $274000.00         | $34422.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 6.0000%  | 0.0000% | $52000.00          | $14460.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 1.5000%  | 0.0000% | $74752013.00       | $39188940.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | 0.0000% | $2400000.00        | $344780.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 1.5000%  | 0.0000% | $9064736.00        | $5326409.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 5.0000%  | 0.0000% | $125000.00         | $79151.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $919823.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | 0.0000% | $33645788.00       | $22025556.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 5.0000%  | 0.0000% | $42103428.00       | $18356159.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7736292.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | 0.0000% | $66000.00          | $48087.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 7.0000%  | 0.0000% | $6000000.00        | $2027506.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 3.5000%  | 0.0000% | $1000000.00        | $733988.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | 0.0000% | $20000000.00       | $14143052.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $93762.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 4.0000%  | 0.0000% | $418995.00         | $371156.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | 0.0000% | $1639430.00        | $525028.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.5000%  | 0.0000% | $1586162.00        | $522582.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 4.0000%  | 0.0000% | $2031010.00        | $104876.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 4.0000%  | 0.0000% | $5048594.00        | $2249339.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $100000.00         | $51474.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $1117573.00        | $850321.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | 0.0000% | $295000.00         | $206340.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 4.0000%  | 0.0000% | $4108582.00        | $3708434.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.5000%  | 0.0000% | $300000.00         | $272596.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | 0.0000% | $3230369.00        | $2464616.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.0000%  | 0.0000% | $190000.00         | $191180.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $1047657.00        | $204857.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | 0.0000% | $1669179.00        | $786099.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.5000%  | 0.0000% | $1686047.00        | $1157203.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | 0.0000% | $2198152.00        | $1959284.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 7.0000%  | 0.0000% | $1197090.00        | $850918.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 7.0000%  | 0.0000% | $1138582.00        | $1198377.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.0000%  | 0.0000% | $1618155.00        | $1536952.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | 0.0000% | $1798649.00        | $1574435.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.0000%  | 0.0000% | $1411703.00        | $1250561.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 7.0000%  | 0.0000% | $1861709.00        | $1318798.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | 0.0000% | $1802828.00        | $1890433.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.0000%  | 0.0000% | $2340699.00        | $1763897.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 7.0000%  | 0.0000% | $4222877.00        | $1672576.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | 0.0000% | $1174402.00        | $1220950.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | 0.0000% | $1999208.00        | $1540936.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $1426946.00        | $1482487.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $1020591.00        | $1016754.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | 0.0000% | $1078319.00        | $1086465.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $1083433.00        | $1092263.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | 0.0000% | $3141445.00        | $3287244.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $1594250.00        | $1669549.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $1977302.00        | $2072361.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $1921500.00        | $1935817.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $1302839.00        | $1059538.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1097797.00        | $1114561.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $8196934.00        | $8420894.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $6670479.00        | $6861761.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $1336988.00        | $1403783.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $1771896.00        | $1851178.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $9352739.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $56460079.00       | $53083394.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | 0.0000% | $399106.00         | $388522.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $51806.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $210716451.00      | $210273748.00      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 4.5000%  | 0.0000% | $759444.00         | $748675.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $203064801.00      | $207388050.62      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $1073379.00        | $1127987.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 4.0000%  | 0.0000% | $120000.00         | $5096.68           | Agency Mortgage-Backed Securities |

### Security 349: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.400000%
- **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: BYDNRKMU7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| IRON MOUNTAIN INC                              | 2027-09-15      | 4.8750%  | 0.0000% | $9300000.00        | $9403943.00        | Corporate Debt Securities |
| PRECISION DRILLING CORPORATION                 | 2026-01-15      | 7.1250%  | 0.0000% | $1100000.00        | $1098513.63        | Corporate Debt Securities |
| CENTENE CORP                                   | 2030-02-15      | 3.3750%  | 0.0000% | $10000000.00       | $9164125.00        | Corporate Debt Securities |
| TEXAS CAPITAL                                  | 2031-05-06      | 4.0000%  | 0.0000% | $8567000.00        | $8474514.48        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                       | 2032-02-15      | 8.3750%  | 0.0000% | $4091000.00        | $4071283.65        | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC           | 2027-08-31      | 3.3750%  | 0.0000% | $9700000.00        | $9401264.25        | Corporate Debt Securities |
| ASGN INC                                       | 2028-05-15      | 4.6250%  | 0.0000% | $7984000.00        | $7846945.77        | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC              | 2032-10-01      | 7.3750%  | 0.0000% | $4738000.00        | $4992067.35        | Corporate Debt Securities |
| AMERIGAS PARTNERS LP                           | 2028-06-01      | 9.3750%  | 0.0000% | $7492000.00        | $7854275.66        | Corporate Debt Securities |
| ANGLOGOLD ASHANTI HOLDINGS PLC                 | 2030-10-01      | 3.7500%  | 0.0000% | $8300000.00        | $7877993.41        | Corporate Debt Securities |
| CARPENTER TECH CORP                            | 2030-03-15      | 7.6250%  | 0.0000% | $7310000.00        | $7765526.71        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                   | 2030-05-15      | 3.6250%  | 0.0000% | $10000000.00       | $8914027.78        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY LP                | 2028-01-15      | 10.5000% | 0.0000% | $7861321.00        | $8142572.86        | Corporate Debt Securities |
| GYP HOLDINGS III CORP                          | 2029-05-01      | 4.6250%  | 0.0000% | $9032000.00        | $9226120.26        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                           | 2030-06-15      | 9.0000%  | 0.0000% | $228000.00         | $224135.40         | Corporate Debt Securities |
| NCR ATLEOS CORP                                | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9240196.33        | Corporate Debt Securities |
| PAGAYA US HOLDING COMPANY LLC                  | 2030-08-01      | 8.8750%  | 0.0000% | $8000000.00        | $7951116.67        | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC           | 2028-01-15      | 6.2500%  | 0.0000% | $8998000.00        | $9031632.52        | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2028-02-15      | 4.7500%  | 0.0000% | $9845000.00        | $9829767.60        | Corporate Debt Securities |
| TRINET GROUP INC                               | 2031-08-15      | 7.1250%  | 0.0000% | $8824000.00        | $9364859.73        | Corporate Debt Securities |
| US FOODS INC                                   | 2033-04-15      | 5.7500%  | 0.0000% | $62000.00          | $62515.87          | Corporate Debt Securities |
| VM CONSOLIDATED INC                            | 2029-04-15      | 5.5000%  | 0.0000% | $233000.00         | $232460.48         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2031-01-15      | 4.9500%  | 0.0000% | $10000000.00       | $9801500.00        | Corporate Debt Securities |
| WAYFAIR LLC                                    | 2030-09-15      | 7.7500%  | 0.0000% | $8000000.00        | $8431746.67        | Corporate Debt Securities |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDNSEXB0
- **C.18 - Value (incl. sponsor support):** $479000000.00
- **C.18.a - Value (excl. sponsor support):** $479000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-08-06

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer