# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-013262
**Filing Date:** 2026-6
**Character Count:** 2051565
**Document Hash:** cd41042a123e9393c261aea64f127c9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013262.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002071691-26-013262

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Prime Money Market Fund (Series ID: S000002969)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000008130 | Institutional Class | JINXX           |
| C000008134 | Capital             | CJPXX           |
| C000008135 | Morgan              | VMVXX           |
| C000008136 | Premier             | VPMXX           |
| C000008137 | Reserve             | JRVXX           |
| C000008138 | Agency              | VMIXX           |
| C000115390 | IM                  | JIMXX           |
| C000212345 | Academy             | JPAXX           |
| C000225257 | Empower             | EJPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001217286

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

**Registrant Full Name:** JPMORGAN TRUST I

**CIK Number of Registrant:** 0001217286

**LEI of Registrant:** 549300DM5WZMCZZ70R78

**Name of Series:** JPMorgan Prime Money Market Fund

**LEI of Series:** 549300YD7H8SEEU7VG41

**EDGAR Series Identifier:** S000002969

**Total number of share classes in the series:** 9

**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            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-103022

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 54 days

- **WAL:** 70 days

- **Total Value of Portfolio Securities:** $90613580187.41

- **Amortized Cost of Portfolio Securities:** $1039824250.72

- **Cash:** $2277026908.55

- **Total Other Assets:** $154356425.68

- **Total Liabilities:** $2411621857.16

- **Net Assets of Series:** $90633341664.48

- **Number of Shares Outstanding (Series):** 90615286970.9500

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $23866352441.90           | $46832883456.17            | 25.7300%                  | 50.4800%                   |
| 2026-05-04 | $28733763595.80           | $47965984082.44            | 30.5600%                  | 51.0200%                   |
| 2026-05-05 | $28998100757.58           | $47741264913.92            | 30.8000%                  | 50.7100%                   |
| 2026-05-06 | $28666025545.80           | $49034943172.20            | 29.9800%                  | 51.2800%                   |
| 2026-05-07 | $24284844059.12           | $48232503467.62            | 25.7800%                  | 51.2000%                   |
| 2026-05-08 | $24577475723.23           | $47804589578.03            | 26.2900%                  | 51.1400%                   |
| 2026-05-11 | $29414822789.68           | $49839567234.58            | 31.7100%                  | 53.7200%                   |
| 2026-05-12 | $30183751158.46           | $48461841484.46            | 32.6300%                  | 52.3900%                   |
| 2026-05-13 | $29383108274.40           | $49248276809.90            | 31.5300%                  | 52.8500%                   |
| 2026-05-14 | $27916640335.41           | $50865217225.01            | 29.4900%                  | 53.7300%                   |
| 2026-05-15 | $29515786026.79           | $51067885463.69            | 31.2000%                  | 53.9800%                   |
| 2026-05-18 | $29607133919.29           | $51799183042.95            | 31.2500%                  | 54.6700%                   |
| 2026-05-19 | $31177266166.01           | $51616096432.77            | 32.7600%                  | 54.2300%                   |
| 2026-05-20 | $31758175066.71           | $52522714465.11            | 33.1900%                  | 54.9000%                   |
| 2026-05-21 | $26246555036.55           | $49416445024.83            | 28.1000%                  | 52.9000%                   |
| 2026-05-22 | $27978450831.07           | $49086727826.20            | 29.9600%                  | 52.5600%                   |
| 2026-05-26 | $30746621246.01           | $48866987064.45            | 33.0200%                  | 52.4800%                   |
| 2026-05-27 | $27755423651.09           | $47630429176.96            | 30.2900%                  | 51.9800%                   |
| 2026-05-28 | $25721399384.60           | $47921635654.35            | 27.7100%                  | 51.6300%                   |
| 2026-05-29 | $25132327715.34           | $48682421283.72            | 27.0100%                  | 52.3200%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0002                      |
|  |  |
| 2026-05-04 | 1.0002                      |
|  |  |
| 2026-05-05 | 1.0002                      |
|  |  |
| 2026-05-06 | 1.0002                      |
|  |  |
| 2026-05-07 | 1.0002                      |
|  |  |
| 2026-05-08 | 1.0002                      |
|  |  |
| 2026-05-11 | 1.0002                      |
|  |  |
| 2026-05-12 | 1.0002                      |
|  |  |
| 2026-05-13 | 1.0002                      |
|  |  |
| 2026-05-14 | 1.0002                      |
|  |  |
| 2026-05-15 | 1.0002                      |
|  |  |
| 2026-05-18 | 1.0002                      |
|  |  |
| 2026-05-19 | 1.0002                      |
|  |  |
| 2026-05-20 | 1.0002                      |
|  |  |
| 2026-05-21 | 1.0002                      |
|  |  |
| 2026-05-22 | 1.0002                      |
|  |  |
| 2026-05-26 | 1.0002                      |
|  |  |
| 2026-05-27 | 1.0002                      |
|  |  |
| 2026-05-28 | 1.0002                      |
|  |  |
| 2026-05-29 | 1.0002                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $16331275729.41

- **Number of Shares Outstanding:** 16327952702.2300

- **Expense Reimbursement/Waiver:** 61062.65

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0002          |
|  |  |
| 2026-05-04 | 1.0002          |
|  |  |
| 2026-05-05 | 1.0002          |
|  |  |
| 2026-05-06 | 1.0002          |
|  |  |
| 2026-05-07 | 1.0002          |
|  |  |
| 2026-05-08 | 1.0002          |
|  |  |
| 2026-05-11 | 1.0002          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0002          |
|  |  |
| 2026-05-15 | 1.0002          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 2026-05-19 | 1.0002          |
|  |  |
| 2026-05-20 | 1.0002          |
|  |  |
| 2026-05-21 | 1.0002          |
|  |  |
| 2026-05-22 | 1.0002          |
|  |  |
| 2026-05-26 | 1.0002          |
|  |  |
| 2026-05-27 | 1.0002          |
|  |  |
| 2026-05-28 | 1.0002          |
|  |  |
| 2026-05-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $278853999.46             | $520614490.79           |
| 2026-05-04 | $323688504.50             | $186804770.77           |
| 2026-05-05 | $428213427.85             | $191324138.47           |
| 2026-05-06 | $212641310.55             | $249879382.57           |
| 2026-05-07 | $155035620.32             | $239672798.14           |
| 2026-05-08 | $206334314.61             | $356352845.57           |
| 2026-05-11 | $251358523.54             | $302899329.44           |
| 2026-05-12 | $251529141.75             | $486314190.75           |
| 2026-05-13 | $216736807.50             | $308926612.70           |
| 2026-05-14 | $218306155.68             | $297555912.50           |
| 2026-05-15 | $716739111.72             | $243368705.81           |
| 2026-05-18 | $325960976.72             | $154945263.70           |
| 2026-05-19 | $283928322.10             | $219187905.13           |
| 2026-05-20 | $488608175.10             | $348972621.25           |
| 2026-05-21 | $260135931.34             | $311541663.63           |
| 2026-05-22 | $209628563.33             | $275377610.00           |
| 2026-05-26 | $589653736.47             | $177973618.96           |
| 2026-05-27 | $351102287.66             | $138347116.40           |
| 2026-05-28 | $229877055.34             | $811420949.33           |
| 2026-05-29 | $325847126.36             | $480221251.69           |

**Total Gross Subscriptions (Month):** $6324179091.90

**Total Gross Redemptions (Month):** $6301701177.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6500%           |
| 2026-05-04 | 3.6500%           |
| 2026-05-05 | 3.6500%           |
| 2026-05-06 | 3.6500%           |
| 2026-05-07 | 3.6400%           |
| 2026-05-08 | 3.6400%           |
| 2026-05-11 | 3.6300%           |
| 2026-05-12 | 3.6300%           |
| 2026-05-13 | 3.6300%           |
| 2026-05-14 | 3.6300%           |
| 2026-05-15 | 3.6300%           |
| 2026-05-18 | 3.6200%           |
| 2026-05-19 | 3.6200%           |
| 2026-05-20 | 3.6200%           |
| 2026-05-21 | 3.6100%           |
| 2026-05-22 | 3.6100%           |
| 2026-05-26 | 3.6200%           |
| 2026-05-27 | 3.6200%           |
| 2026-05-28 | 3.6300%           |
| 2026-05-29 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 38.5500%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.8100%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $52913431432.90

- **Number of Shares Outstanding:** 52904810237.3600

- **Expense Reimbursement/Waiver:** 666.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0001          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0001          |
|  |  |
| 2026-05-06 | 1.0002          |
|  |  |
| 2026-05-07 | 1.0002          |
|  |  |
| 2026-05-08 | 1.0002          |
|  |  |
| 2026-05-11 | 1.0002          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0002          |
|  |  |
| 2026-05-15 | 1.0001          |
|  |  |
| 2026-05-18 | 1.0001          |
|  |  |
| 2026-05-19 | 1.0001          |
|  |  |
| 2026-05-20 | 1.0001          |
|  |  |
| 2026-05-21 | 1.0001          |
|  |  |
| 2026-05-22 | 1.0001          |
|  |  |
| 2026-05-26 | 1.0001          |
|  |  |
| 2026-05-27 | 1.0001          |
|  |  |
| 2026-05-28 | 1.0001          |
|  |  |
| 2026-05-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1086015755.42            | $511908230.14           |
| 2026-05-04 | $996793650.62             | $125145622.83           |
| 2026-05-05 | $778594824.21             | $435527750.92           |
| 2026-05-06 | $1286723338.80            | $690245871.21           |
| 2026-05-07 | $401486365.97             | $259113911.80           |
| 2026-05-08 | $730445350.12             | $675106926.79           |
| 2026-05-11 | $349466831.50             | $544570008.03           |
| 2026-05-12 | $658045482.93             | $777195151.81           |
| 2026-05-13 | $448057866.75             | $613343472.07           |
| 2026-05-14 | $484786330.76             | $605044759.56           |
| 2026-05-15 | $460298349.04             | $357980075.15           |
| 2026-05-18 | $685324897.05             | $559682532.08           |
| 2026-05-19 | $519351170.01             | $285277389.06           |
| 2026-05-20 | $667202348.68             | $696582913.13           |
| 2026-05-21 | $347538631.56             | $874016952.48           |
| 2026-05-22 | $390618073.67             | $472589887.03           |
| 2026-05-26 | $651046195.63             | $989404329.38           |
| 2026-05-27 | $590272881.25             | $652493496.29           |
| 2026-05-28 | $450542157.48             | $1110676801.55          |
| 2026-05-29 | $1012075877.56            | $746306856.57           |

**Total Gross Subscriptions (Month):** $12994686379.01

**Total Gross Redemptions (Month):** $11982212937.88

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 24.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 12.6100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8700%          | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $403718164.25

- **Number of Shares Outstanding:** 403169122.6900

- **Expense Reimbursement/Waiver:** 5.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0013          |
|  |  |
| 2026-05-04 | 1.0013          |
|  |  |
| 2026-05-05 | 1.0013          |
|  |  |
| 2026-05-06 | 1.0014          |
|  |  |
| 2026-05-07 | 1.0014          |
|  |  |
| 2026-05-08 | 1.0014          |
|  |  |
| 2026-05-11 | 1.0014          |
|  |  |
| 2026-05-12 | 1.0013          |
|  |  |
| 2026-05-13 | 1.0014          |
|  |  |
| 2026-05-14 | 1.0014          |
|  |  |
| 2026-05-15 | 1.0013          |
|  |  |
| 2026-05-18 | 1.0013          |
|  |  |
| 2026-05-19 | 1.0013          |
|  |  |
| 2026-05-20 | 1.0013          |
|  |  |
| 2026-05-21 | 1.0013          |
|  |  |
| 2026-05-22 | 1.0013          |
|  |  |
| 2026-05-26 | 1.0013          |
|  |  |
| 2026-05-27 | 1.0013          |
|  |  |
| 2026-05-28 | 1.0013          |
|  |  |
| 2026-05-29 | 1.0014          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1812141.62               | $15373798.85            |
| 2026-05-04 | $921538.08                | $7599931.57             |
| 2026-05-05 | $1374023.37               | $3272635.71             |
| 2026-05-06 | $2011307.89               | $12971130.87            |
| 2026-05-07 | $762251.16                | $2528168.06             |
| 2026-05-08 | $1439327.38               | $1740068.58             |
| 2026-05-11 | $1565862.09               | $783783.19              |
| 2026-05-12 | $450051.09                | $1009792.62             |
| 2026-05-13 | $316788.63                | $103266953.96           |
| 2026-05-14 | $1185038.17               | $4633534.44             |
| 2026-05-15 | $826079.63                | $5862554.70             |
| 2026-05-18 | $1149363.47               | $540380.66              |
| 2026-05-19 | $589017.92                | $2155588.11             |
| 2026-05-20 | $4298693.52               | $6742016.30             |
| 2026-05-21 | $1720831.94               | $139834.30              |
| 2026-05-22 | $1486233.23               | $3014075.30             |
| 2026-05-26 | $737748.89                | $2622082.86             |
| 2026-05-27 | $1865708.12               | $2165077.00             |
| 2026-05-28 | $809751.70                | $1883176.36             |
| 2026-05-29 | $4280859.82               | $816539.75              |

**Total Gross Subscriptions (Month):** $29602617.72

**Total Gross Redemptions (Month):** $179121123.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3600%           |
| 2026-05-04 | 3.3500%           |
| 2026-05-05 | 3.3500%           |
| 2026-05-06 | 3.3500%           |
| 2026-05-07 | 3.3400%           |
| 2026-05-08 | 3.3400%           |
| 2026-05-11 | 3.3300%           |
| 2026-05-12 | 3.3300%           |
| 2026-05-13 | 3.3300%           |
| 2026-05-14 | 3.3300%           |
| 2026-05-15 | 3.3300%           |
| 2026-05-18 | 3.3200%           |
| 2026-05-19 | 3.3200%           |
| 2026-05-20 | 3.3200%           |
| 2026-05-21 | 3.3200%           |
| 2026-05-22 | 3.3200%           |
| 2026-05-26 | 3.3200%           |
| 2026-05-27 | 3.3200%           |
| 2026-05-28 | 3.3300%           |
| 2026-05-29 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 21.5800%         | 0.0000%              |
| Non-financial corporation                           |  | 10.4200%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $2758989972.07

- **Number of Shares Outstanding:** 2758097792.8800

- **Expense Reimbursement/Waiver:** 35.14

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0003          |
|  |  |
| 2026-05-04 | 1.0003          |
|  |  |
| 2026-05-05 | 1.0003          |
|  |  |
| 2026-05-06 | 1.0003          |
|  |  |
| 2026-05-07 | 1.0003          |
|  |  |
| 2026-05-08 | 1.0003          |
|  |  |
| 2026-05-11 | 1.0003          |
|  |  |
| 2026-05-12 | 1.0003          |
|  |  |
| 2026-05-13 | 1.0003          |
|  |  |
| 2026-05-14 | 1.0003          |
|  |  |
| 2026-05-15 | 1.0003          |
|  |  |
| 2026-05-18 | 1.0003          |
|  |  |
| 2026-05-19 | 1.0003          |
|  |  |
| 2026-05-20 | 1.0003          |
|  |  |
| 2026-05-21 | 1.0003          |
|  |  |
| 2026-05-22 | 1.0003          |
|  |  |
| 2026-05-26 | 1.0003          |
|  |  |
| 2026-05-27 | 1.0003          |
|  |  |
| 2026-05-28 | 1.0003          |
|  |  |
| 2026-05-29 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $40745144.77              | $17141849.18            |
| 2026-05-04 | $67165893.34              | $19721044.37            |
| 2026-05-05 | $23400667.46              | $18350773.80            |
| 2026-05-06 | $23660663.76              | $28084327.10            |
| 2026-05-07 | $21520399.17              | $24274775.36            |
| 2026-05-08 | $18703083.20              | $20521470.07            |
| 2026-05-11 | $16067446.04              | $20268926.51            |
| 2026-05-12 | $21825023.02              | $18258137.37            |
| 2026-05-13 | $46285346.77              | $17228272.19            |
| 2026-05-14 | $31180426.10              | $14682840.65            |
| 2026-05-15 | $15344435.06              | $12813865.40            |
| 2026-05-18 | $22458598.42              | $14479661.28            |
| 2026-05-19 | $29350315.84              | $27034048.38            |
| 2026-05-20 | $10469103.39              | $23734776.08            |
| 2026-05-21 | $21306585.21              | $15736745.37            |
| 2026-05-22 | $27863681.98              | $21149656.30            |
| 2026-05-26 | $35310608.25              | $34003924.92            |
| 2026-05-27 | $17901441.12              | $34028393.71            |
| 2026-05-28 | $13816967.88              | $17125025.06            |
| 2026-05-29 | $29557540.96              | $44651188.93            |

**Total Gross Subscriptions (Month):** $533933371.74

**Total Gross Redemptions (Month):** $443289702.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4500%           |
| 2026-05-04 | 3.4500%           |
| 2026-05-05 | 3.4400%           |
| 2026-05-06 | 3.4400%           |
| 2026-05-07 | 3.4400%           |
| 2026-05-08 | 3.4300%           |
| 2026-05-11 | 3.4300%           |
| 2026-05-12 | 3.4300%           |
| 2026-05-13 | 3.4300%           |
| 2026-05-14 | 3.4200%           |
| 2026-05-15 | 3.4200%           |
| 2026-05-18 | 3.4200%           |
| 2026-05-19 | 3.4100%           |
| 2026-05-20 | 3.4100%           |
| 2026-05-21 | 3.4100%           |
| 2026-05-22 | 3.4100%           |
| 2026-05-26 | 3.4100%           |
| 2026-05-27 | 3.4200%           |
| 2026-05-28 | 3.4200%           |
| 2026-05-29 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 83.0700%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3100021.42

- **Number of Shares Outstanding:** 3098501.6700

- **Expense Reimbursement/Waiver:** 2215.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0005          |
|  |  |
| 2026-05-04 | 1.0005          |
|  |  |
| 2026-05-05 | 1.0005          |
|  |  |
| 2026-05-06 | 1.0005          |
|  |  |
| 2026-05-07 | 1.0005          |
|  |  |
| 2026-05-08 | 1.0005          |
|  |  |
| 2026-05-11 | 1.0005          |
|  |  |
| 2026-05-12 | 1.0005          |
|  |  |
| 2026-05-13 | 1.0005          |
|  |  |
| 2026-05-14 | 1.0005          |
|  |  |
| 2026-05-15 | 1.0005          |
|  |  |
| 2026-05-18 | 1.0005          |
|  |  |
| 2026-05-19 | 1.0005          |
|  |  |
| 2026-05-20 | 1.0005          |
|  |  |
| 2026-05-21 | 1.0005          |
|  |  |
| 2026-05-22 | 1.0005          |
|  |  |
| 2026-05-26 | 1.0005          |
|  |  |
| 2026-05-27 | 1.0005          |
|  |  |
| 2026-05-28 | 1.0005          |
|  |  |
| 2026-05-29 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $8014.48                  | $0.00                   |
| 2026-05-04 | $0.00                     | $8.96                   |
| 2026-05-05 | $0.00                     | $4000.00                |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.17                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $960.08                   | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $8974.56

**Total Gross Redemptions (Month):** $4009.13

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 6.7800%          | 0.0000%              |
| Broker-dealer |  | 75.3700%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2850615530.82

- **Number of Shares Outstanding:** 2848357679.7100

- **Expense Reimbursement/Waiver:** 14089.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0008          |
|  |  |
| 2026-05-04 | 1.0008          |
|  |  |
| 2026-05-05 | 1.0008          |
|  |  |
| 2026-05-06 | 1.0008          |
|  |  |
| 2026-05-07 | 1.0008          |
|  |  |
| 2026-05-08 | 1.0008          |
|  |  |
| 2026-05-11 | 1.0008          |
|  |  |
| 2026-05-12 | 1.0008          |
|  |  |
| 2026-05-13 | 1.0008          |
|  |  |
| 2026-05-14 | 1.0008          |
|  |  |
| 2026-05-15 | 1.0008          |
|  |  |
| 2026-05-18 | 1.0008          |
|  |  |
| 2026-05-19 | 1.0008          |
|  |  |
| 2026-05-20 | 1.0008          |
|  |  |
| 2026-05-21 | 1.0008          |
|  |  |
| 2026-05-22 | 1.0008          |
|  |  |
| 2026-05-26 | 1.0008          |
|  |  |
| 2026-05-27 | 1.0008          |
|  |  |
| 2026-05-28 | 1.0008          |
|  |  |
| 2026-05-29 | 1.0008          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $148921045.45             | $21361385.35            |
| 2026-05-04 | $21827851.10              | $22050050.09            |
| 2026-05-05 | $426828560.96             | $543121853.59           |
| 2026-05-06 | $4040577.96               | $19007635.42            |
| 2026-05-07 | $12038177.53              | $541613114.51           |
| 2026-05-08 | $43267566.61              | $12019069.59            |
| 2026-05-11 | $33089237.71              | $29307580.41            |
| 2026-05-12 | $20472664.52              | $19770854.12            |
| 2026-05-13 | $746932269.40             | $10347411.66            |
| 2026-05-14 | $255330007.02             | $120732548.06           |
| 2026-05-15 | $39508911.24              | $31619507.96            |
| 2026-05-18 | $316818096.75             | $359650154.35           |
| 2026-05-19 | $684540485.86             | $15148066.66            |
| 2026-05-20 | $106126639.16             | $335202372.83           |
| 2026-05-21 | $173012469.75             | $202306883.57           |
| 2026-05-22 | $45985971.97              | $646958843.96           |
| 2026-05-26 | $9434539.45               | $309119308.52           |
| 2026-05-27 | $29840438.03              | $285763857.63           |
| 2026-05-28 | $18672215.66              | $57235610.93            |
| 2026-05-29 | $12718596.41              | $10717632.37            |

**Total Gross Subscriptions (Month):** $3149406322.54

**Total Gross Redemptions (Month):** $3593053741.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6000%           |
| 2026-05-04 | 3.6000%           |
| 2026-05-05 | 3.6000%           |
| 2026-05-06 | 3.6000%           |
| 2026-05-07 | 3.5900%           |
| 2026-05-08 | 3.5900%           |
| 2026-05-11 | 3.5800%           |
| 2026-05-12 | 3.5800%           |
| 2026-05-13 | 3.5800%           |
| 2026-05-14 | 3.5800%           |
| 2026-05-15 | 3.5800%           |
| 2026-05-18 | 3.5700%           |
| 2026-05-19 | 3.5700%           |
| 2026-05-20 | 3.5700%           |
| 2026-05-21 | 3.5600%           |
| 2026-05-22 | 3.5600%           |
| 2026-05-26 | 3.5700%           |
| 2026-05-27 | 3.5700%           |
| 2026-05-28 | 3.5800%           |
| 2026-05-29 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 55.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.0600%         | 0.0000%              |
| Non-financial corporation                           |  | 5.5600%          | 0.0000%              |

### Class: IM

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $13668543296.51

- **Number of Shares Outstanding:** 13666296460.2400

- **Expense Reimbursement/Waiver:** 173.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0001          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0001          |
|  |  |
| 2026-05-06 | 1.0002          |
|  |  |
| 2026-05-07 | 1.0002          |
|  |  |
| 2026-05-08 | 1.0002          |
|  |  |
| 2026-05-11 | 1.0002          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0002          |
|  |  |
| 2026-05-15 | 1.0002          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 2026-05-19 | 1.0002          |
|  |  |
| 2026-05-20 | 1.0002          |
|  |  |
| 2026-05-21 | 1.0001          |
|  |  |
| 2026-05-22 | 1.0002          |
|  |  |
| 2026-05-26 | 1.0001          |
|  |  |
| 2026-05-27 | 1.0002          |
|  |  |
| 2026-05-28 | 1.0001          |
|  |  |
| 2026-05-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1009659895.98            | $889689839.53           |
| 2026-05-04 | $558862476.72             | $476295925.28           |
| 2026-05-05 | $789258267.11             | $1272083021.93          |
| 2026-05-06 | $1492010163.89            | $403365302.06           |
| 2026-05-07 | $155460770.29             | $1069543935.79          |
| 2026-05-08 | $339646767.42             | $863135410.51           |
| 2026-05-11 | $541961832.97             | $1406521690.92          |
| 2026-05-12 | $1053458952.98            | $975982114.79           |
| 2026-05-13 | $586510378.32             | $465083997.21           |
| 2026-05-14 | $1174079113.82            | $403904670.55           |
| 2026-05-15 | $400143422.70             | $1054126731.60          |
| 2026-05-18 | $581343518.88             | $990604231.79           |
| 2026-05-19 | $386240720.54             | $410661622.00           |
| 2026-05-20 | $802115997.20             | $471033285.07           |
| 2026-05-21 | $353723774.81             | $1395769147.97          |
| 2026-05-22 | $1157767110.94            | $434216097.04           |
| 2026-05-26 | $1103544634.68            | $985469965.17           |
| 2026-05-27 | $466068176.90             | $1463997078.84          |
| 2026-05-28 | $1041444770.62            | $503817380.36           |
| 2026-05-29 | $755781606.12             | $800304560.38           |

**Total Gross Subscriptions (Month):** $14749082352.89

**Total Gross Redemptions (Month):** $16735606008.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7500%           |
| 2026-05-04 | 3.7500%           |
| 2026-05-05 | 3.7500%           |
| 2026-05-06 | 3.7400%           |
| 2026-05-07 | 3.7400%           |
| 2026-05-08 | 3.7400%           |
| 2026-05-11 | 3.7300%           |
| 2026-05-12 | 3.7300%           |
| 2026-05-13 | 3.7300%           |
| 2026-05-14 | 3.7300%           |
| 2026-05-15 | 3.7200%           |
| 2026-05-18 | 3.7200%           |
| 2026-05-19 | 3.7100%           |
| 2026-05-20 | 3.7100%           |
| 2026-05-21 | 3.7100%           |
| 2026-05-22 | 3.7100%           |
| 2026-05-26 | 3.7100%           |
| 2026-05-27 | 3.7200%           |
| 2026-05-28 | 3.7200%           |
| 2026-05-29 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.1500%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.2800%         | 0.0000%              |

### Class: Academy

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $1068329883.15

- **Number of Shares Outstanding:** 1068242092.8100

- **Expense Reimbursement/Waiver:** 13.53

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $301896981.99             | $13005.10               |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $45000000.00            |
| 2026-05-11 | $0.00                     | $15000000.00            |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $55.59                  |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $75000000.00              | $0.00                   |
| 2026-05-20 | $0.00                     | $10000000.00            |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $376896981.99

**Total Gross Redemptions (Month):** $70013060.69

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

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 13.2000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 28.0800%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 56.0900%         | 0.0000%              |

### Class: Empower

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $635337633.95

- **Number of Shares Outstanding:** 635262381.3600

- **Expense Reimbursement/Waiver:** 8.20

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $9297778.98               | $2317348.72             |
| 2026-05-04 | $564212.65                | $21035598.58            |
| 2026-05-05 | $3501422.25               | $3361387.80             |
| 2026-05-06 | $1941269.10               | $1800868.80             |
| 2026-05-07 | $19985357.04              | $3838912.09             |
| 2026-05-08 | $11122134.96              | $17029294.94            |
| 2026-05-11 | $1140900.32               | $8185590.59             |
| 2026-05-12 | $766889.37                | $571932.26              |
| 2026-05-13 | $1640397.51               | $1686727.83             |
| 2026-05-14 | $853816.18                | $2924710.31             |
| 2026-05-15 | $668421.26                | $1753109.47             |
| 2026-05-18 | $4549494.84               | $4915298.52             |
| 2026-05-19 | $2558766.30               | $253897.69              |
| 2026-05-20 | $8729041.61               | $3583826.57             |
| 2026-05-21 | $13930023.18              | $29484548.69            |
| 2026-05-22 | $21048023.22              | $2077913.87             |
| 2026-05-26 | $1287893.66               | $2146704.43             |
| 2026-05-27 | $26051086.88              | $3076276.11             |
| 2026-05-28 | $902711.44                | $32275280.74            |
| 2026-05-29 | $2826506.16               | $14750048.64            |

**Total Gross Subscriptions (Month):** $133366146.91

**Total Gross Redemptions (Month):** $157069276.65

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.7500%          | 0.0000%              |
| Broker-dealer                                       |  | 7.7400%          | 0.0000%              |
| Broker-dealer                                       |  | 7.9900%          | 0.0000%              |
| Broker-dealer                                       |  | 8.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.4800%         | 0.0000%              |
| Non-financial corporation                           |  | 7.4400%          | 0.0000%              |
| Non-financial corporation                           |  | 5.4500%          | 0.0000%              |
| Non-profit                                          |  | 8.5500%          | 0.0000%              |
| Pension plan                                        |  | 16.6800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK N.V. DBA ABN AMRO BANK

- **C.1 - Title:** ABN AMRO BANK N.V. DBA ABN AMRO BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3XYFS
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: ABN AMRO BANK N.V. DBA ABN AMRO BANK

- **C.1 - Title:** ABN AMRO BANK N.V. DBA ABN AMRO BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3Y2TM
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 3: ABN AMRO BANK N.V. DBA ABN AMRO BANK

- **C.1 - Title:** ABN AMRO BANK N.V. DBA ABN AMRO BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: ZS3Y9K7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 00851B2S3, C.4 - ISIN: US00851B2S35, C.3 - LEI: 549300E7TSGLCOVSY746
- **C.18 - Value (incl. sponsor support):** $74986170.00
- **C.18.a - Value (excl. sponsor support):** $74986170.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ALASKA ST HSG FIN CORP

- **C.1 - Title:** ALASKA ST HSG FIN CORP
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 011839XT9, C.4 - ISIN: US011839XT95, C.3 - LEI: 549300HJ8NOJNYW6ER36
- **C.18 - Value (incl. sponsor support):** $167000000.00
- **C.18.a - Value (excl. sponsor support):** $167000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: ALBION CAPITAL CORPORATION S.A.

- **C.1 - Title:** ALBION CAPITAL CORPORATION S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329XF53, C.4 - ISIN: US01329XF532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99927860.00
- **C.18.a - Value (excl. sponsor support):** $99927860.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 7: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BHM1, C.4 - ISIN: US03664BHM19, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49552235.00
- **C.18.a - Value (excl. sponsor support):** $49552235.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 8: ANZ NEW ZEALAND INT'L LTD/LONDON

- **C.1 - Title:** ANZ NEW ZEALAND INT'L LTD/LONDON
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3HS6, C.4 - ISIN: US0018A3HS62, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $99087750.00
- **C.18.a - Value (excl. sponsor support):** $99087750.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ASB BANK LIMITED

- **C.1 - Title:** ASB BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACQ1, C.4 - ISIN: US0020NACQ13, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $125015162.50
- **C.18.a - Value (excl. sponsor support):** $125015162.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKV7, C.4 - ISIN: US05253CKV71, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $65914533.00
- **C.18.a - Value (excl. sponsor support):** $65914533.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGW0, C.4 - ISIN: US05253CGW01, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $67560679.20
- **C.18.a - Value (excl. sponsor support):** $67560679.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CL46, C.4 - ISIN: US05253CL466, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $29494380.00
- **C.18.a - Value (excl. sponsor support):** $29494380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CLT1, C.4 - ISIN: US05253CLT17, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $117675516.00
- **C.18.a - Value (excl. sponsor support):** $117675516.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CG26, C.4 - ISIN: US05253CG268, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $114595671.50
- **C.18.a - Value (excl. sponsor support):** $114595671.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CH58, C.4 - ISIN: US05253CH589, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $148935990.00
- **C.18.a - Value (excl. sponsor support):** $148935990.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CKU9, C.4 - ISIN: US05253CKU98, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $30501138.70
- **C.18.a - Value (excl. sponsor support):** $30501138.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CL53, C.4 - ISIN: US05253CL532, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $162201105.00
- **C.18.a - Value (excl. sponsor support):** $162201105.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CH74, C.4 - ISIN: US05253CH746, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $66510591.80
- **C.18.a - Value (excl. sponsor support):** $66510591.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGA8, C.4 - ISIN: US05253CGA80, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $348477745.00
- **C.18.a - Value (excl. sponsor support):** $348477745.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: ZS3XYGS
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 21: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Y2TJ
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 22: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Y9NS
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 23: AUTOMATIC DATA PROCESSING INCORPORATED

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INCORPORATED
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A3F45, C.4 - ISIN: US0530A3F456, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $499695100.00
- **C.18.a - Value (excl. sponsor support):** $499695100.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 24: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UL30, C.4 - ISIN: US05970UL301, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $134651806.30
- **C.18.a - Value (excl. sponsor support):** $134651806.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UK98, C.4 - ISIN: US05970UK980, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $133063357.50
- **C.18.a - Value (excl. sponsor support):** $133063357.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UJ41, C.4 - ISIN: US05970UJ412, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $133588548.00
- **C.18.a - Value (excl. sponsor support):** $133588548.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER S.A.

- **C.1 - Title:** BANCO SANTANDER S.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UK15, C.4 - ISIN: US05970UK154, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $295963530.00
- **C.18.a - Value (excl. sponsor support):** $295963530.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RMA7, C.4 - ISIN: US05973RMA76, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $133019231.80
- **C.18.a - Value (excl. sponsor support):** $133019231.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PVD8, C.4 - ISIN: US06119PVD85, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $135003348.00
- **C.18.a - Value (excl. sponsor support):** $135003348.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PUY3, C.4 - ISIN: US06119PUY32, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $253026843.30
- **C.18.a - Value (excl. sponsor support):** $253026843.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PUZ0, C.4 - ISIN: US06119PUZ07, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $271008753.30
- **C.18.a - Value (excl. sponsor support):** $271008753.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06119PVB2, C.4 - ISIN: US06119PVB20, C.3 - LEI: 254900LPUJ0AL3OPPN30
- **C.18 - Value (incl. sponsor support):** $134003832.40
- **C.18.a - Value (excl. sponsor support):** $134003832.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3K1, C.4 - ISIN: US06367L3K16, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $72015554.16
- **C.18.a - Value (excl. sponsor support):** $72015554.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MG72, C.4 - ISIN: US06369MG724, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $64737205.00
- **C.18.a - Value (excl. sponsor support):** $64737205.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LED7, C.4 - ISIN: US06373LED73, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $79976632.00
- **C.18.a - Value (excl. sponsor support):** $79976632.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3R6, C.4 - ISIN: US06367L3R68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $97971930.00
- **C.18.a - Value (excl. sponsor support):** $97971930.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MJ38, C.4 - ISIN: US06369MJ389, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $113828000.50
- **C.18.a - Value (excl. sponsor support):** $113828000.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3G0, C.4 - ISIN: US06367L3G04, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $110016639.70
- **C.18.a - Value (excl. sponsor support):** $110016639.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4D6, C.4 - ISIN: US06367L4D63, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $65029171.35
- **C.18.a - Value (excl. sponsor support):** $65029171.35
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MF81, C.4 - ISIN: US06369MF817, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $62935966.80
- **C.18.a - Value (excl. sponsor support):** $62935966.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5S9, C.4 - ISIN: US06370B5S94, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50012347.00
- **C.18.a - Value (excl. sponsor support):** $50012347.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DRW7, C.4 - ISIN: US06367DRW73, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100061050.00
- **C.18.a - Value (excl. sponsor support):** $100061050.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5J9, C.4 - ISIN: US06370B5J95, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $25001928.50
- **C.18.a - Value (excl. sponsor support):** $25001928.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3367698928, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: PEB8E07
- **C.18 - Value (incl. sponsor support):** $76992648.00
- **C.18.a - Value (excl. sponsor support):** $76992648.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-05-04
- **C.12 - Maturity Date (WAL):** 2027-05-04
- **C.13 - Final Legal Maturity Date:** 2027-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3373431553, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: PF1AAB4
- **C.18 - Value (incl. sponsor support):** $129877128.00
- **C.18.a - Value (excl. sponsor support):** $129877128.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3293792308, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: YFF20DE
- **C.18 - Value (incl. sponsor support):** $136180142.00
- **C.18.a - Value (excl. sponsor support):** $136180142.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-04
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QJ83, C.4 - ISIN: US06406QJ836, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $98927300.00
- **C.18.a - Value (excl. sponsor support):** $98927300.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QM14, C.4 - ISIN: US06406QM145, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $58811250.00
- **C.18.a - Value (excl. sponsor support):** $58811250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QKF5, C.4 - ISIN: US06406QKF53, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $73896690.00
- **C.18.a - Value (excl. sponsor support):** $73896690.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QF95, C.4 - ISIN: US06406QF958, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $24972087.50
- **C.18.a - Value (excl. sponsor support):** $24972087.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QKU2, C.4 - ISIN: US06406QKU21, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $73793077.50
- **C.18.a - Value (excl. sponsor support):** $73793077.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QJW0, C.4 - ISIN: US06406QJW06, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $91779533.10
- **C.18.a - Value (excl. sponsor support):** $91779533.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EJU5, C.4 - ISIN: US06741EJU55, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98669200.00
- **C.18.a - Value (excl. sponsor support):** $98669200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HSG9, C.4 - ISIN: US06741HSG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $150028260.00
- **C.18.a - Value (excl. sponsor support):** $150028260.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $275021010.00
- **C.18.a - Value (excl. sponsor support):** $275021010.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RF37, C.4 - ISIN: US06744RF372, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149923845.00
- **C.18.a - Value (excl. sponsor support):** $149923845.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 57: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RF11, C.4 - ISIN: US06744RF117, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $349893460.00
- **C.18.a - Value (excl. sponsor support):** $349893460.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 58: BARCLAYS CAPITAL INC

- **C.1 - Title:** BARCLAYS CAPITAL INC
- **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: 0WC001AA2
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR 2026-NQM1  | 2071-02-25      | 4.9120%  | N/A     | $9407000.00        | $9118267.75        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2026-NQM3  | 2071-04-25      | 5.0800%  | N/A     | $10115671.00       | $9882726.53        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 201 | 2049-07-16      | 1.8394%  | N/A     | $41693000.00       | $2419763.20        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8 X-A205 | 2050-11-17      | 0.7026%  | N/A     | $7999000.00        | $44159.52          | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BN14 X-A206 | 2060-09-17      | 0.4988%  | N/A     | $1000000.00        | $7598.99           | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK13X-A206 | 2061-08-17      | 0.4498%  | N/A     | $3849298.00        | $23610.41          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16X-A205 | 2052-02-16      | 0.9287%  | N/A     | $1648564.00        | $27507.28          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK17X-A205 | 2052-04-17      | 0.9973%  | N/A     | $7420000.00        | $165222.20         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK18X-A206 | 2062-05-17      | 0.8793%  | N/A     | $20061000.00       | $452401.25         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19XA 206 | 2061-08-17      | 0.9350%  | N/A     | $28306000.00       | $667459.58         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK20X-A206 | 2062-09-15      | 0.8050%  | N/A     | $22715000.00       | $453144.11         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21X-A205 | 2052-10-18      | 0.8122%  | N/A     | $2726000.00        | $54560.90          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK22X-A206 | 2062-11-17      | 0.5785%  | N/A     | $3142054.00        | $54160.96          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK23X-A205 | 2052-12-17      | 0.6812%  | N/A     | $2500000.00        | $49224.54          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK25X-A206 | 2063-01-18      | 0.8698%  | N/A     | $6020560.00        | $143315.48         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK26X-A206 | 2063-03-16      | 1.1893%  | N/A     | $18630000.00       | $575135.71         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK27X-A206 | 2063-04-17      | 1.1536%  | N/A     | $34182000.00       | $1214675.61        | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK29X-A205 | 2053-11-18      | 1.2981%  | N/A     | $1730000.00        | $76935.16          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK32X-A205 | 2054-04-17      | 0.7037%  | N/A     | $2470000.00        | $61023.49          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK33X-A206 | 2064-05-16      | 0.9772%  | N/A     | $9518000.00        | $316868.82         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34X-A206 | 2063-06-15      | 0.9572%  | N/A     | $17260000.00       | $578059.01         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK35X-A206 | 2064-06-17      | 1.0220%  | N/A     | $14316000.00       | $525919.59         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK36X-A206 | 2064-09-17      | 0.8652%  | N/A     | $1730000.00        | $49119.12          | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK38X-A206 | 2064-12-17      | 0.8056%  | N/A     | $11421000.00       | $415155.59         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK39X-A205 | 2055-02-18      | 0.4112%  | N/A     | $52540000.00       | $1062393.50        | Private Label Collateralized Mortgage Obligations |
| BANK 2023-BNK46X-A205 | 2056-08-17      | 0.6168%  | N/A     | $3714396.00        | $116870.07         | Private Label Collateralized Mortgage Obligations |
| BANK 2024-BNK48X-A205 | 2057-10-17      | 1.1421%  | N/A     | $1540000.00        | $114848.98         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR10 X-A2 | 2057-10-17      | 1.1870%  | N/A     | $17870300.00       | $623853.41         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR11 X-A2 | 2057-11-19      | 0.4290%  | N/A     | $156510000.00      | $2271853.15        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR5X-A205 | 2057-02-16      | 1.3092%  | N/A     | $11000000.00       | $288050.62         | Private Label Collateralized Mortgage Obligations |
| BANK5 2026-5YR20 X-A2 | 2057-02-16      | 1.3091%  | N/A     | $85000000.00       | $4611246.48        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 20 | 2065-12-25      | 0.0000%  | N/A     | $16205000.00       | $15550354.88       | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2055-09-17      | 1.1489%  | N/A     | $4650000.00        | $271022.50         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-03-16      | 1.1930%  | N/A     | $17780000.00       | $521589.45         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-C4  | 2052-08-16      | 1.5126%  | N/A     | $2827000.00        | $90275.88          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2020-C7  | 2053-04-17      | 1.5864%  | N/A     | $12690000.00       | $475151.97         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C11 | 2054-09-17      | 1.3262%  | N/A     | $1391000.00        | $62955.13          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C12 | 2054-11-18      | 1.0223%  | N/A     | $1631000.00        | $81515.89          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2057-03-16      | 1.3347%  | N/A     | $17800000.00       | $582169.04         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2052-01-18      | 0.6098%  | N/A     | $9025000.00        | $95204.90          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2057-08-17      | 0.9646%  | N/A     | $1750000.00        | $48951.45          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-09-17      | 1.6531%  | N/A     | $5026000.00        | $176226.17         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2054-01-16      | 1.4882%  | N/A     | $573000.00         | $31032.03          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-07-17      | 1.7505%  | N/A     | $14485000.00       | $555344.23         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-06-17      | 0.8430%  | N/A     | $7077241.00        | $201140.32         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-11-18      | 0.7840%  | N/A     | $2122000.00        | $72021.42          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-03-17      | 1.0782%  | N/A     | $1697000.00        | $58066.27          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023 | 2056-07-17      | 0.5726%  | N/A     | $12773664.00       | $420998.06         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024 | 2057-09-17      | 1.3054%  | N/A     | $17915500.00       | $680964.07         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR2022- | 2055-01-15      | 0.4536%  | N/A     | $168390000.00      | $1905819.10        | Private Label Collateralized Mortgage Obligations |
| BIKE 2026-XSTAY PASS  | 2027-12-31      | 0.0100%  | N/A     | $61500000.00       | $61.50             | Private Label Collateralized Mortgage Obligations |
| BIKE 2026-XSTAY PASS  | 2027-12-31      | 0.0100%  | N/A     | $61500000.00       | $61261072.50       | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2024- | 2057-05-17      | 0.5768%  | N/A     | $19538000.00       | $303798.58         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-07-25      | 5.4590%  | N/A     | $300000.00         | $245460.84         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDEN FDG TR  | 2066-03-25      | 5.1830%  | N/A     | $12500000.00       | $12315304.26       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENT FD TR  | 2065-02-25      | 5.4960%  | N/A     | $224000.00         | $149248.51         | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER LLC 2024- | 2031-11-30      | 6.7490%  | N/A     | $24500000.00       | $24635276.06       | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1 X- | 2049-08-12      | 1.2519%  | N/A     | $6355000.00        | $3219.76           | Private Label Collateralized Mortgage Obligations |
| CF MORTGAGE TR 2019-C | 2053-01-17      | 0.6714%  | N/A     | $35417000.00       | $624845.28         | Private Label Collateralized Mortgage Obligations |
| CHASE HME LND MRG TR  | 2055-08-25      | 0.5000%  | N/A     | $47764000.00       | $194115.61         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG 20 | 2054-05-15      | 0.3035%  | N/A     | $85373000.00       | $1247772.19        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2051-11-10      | 0.7207%  | N/A     | $2553000.00        | $34084.55          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-04-16      | 2.0648%  | N/A     | $28044000.00       | $313333.28         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-04-12      | 2.1387%  | N/A     | $26506000.00       | $91212.92          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-02-12      | 1.7979%  | N/A     | $44637000.00       | $69428.48          | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2026-1 | 2071-02-25      | 4.7580%  | N/A     | $100000.00         | $97155.66          | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2 | 2044-08-11      | 0.6610%  | N/A     | $8850000.00        | $190028.32         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE | 2045-10-17      | 1.1437%  | N/A     | $420124.00         | $1496.53           | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-11-13      | 1.4629%  | N/A     | $7593000.00        | $246742.55         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-02-12      | 0.1581%  | N/A     | $12698000.00       | $236030.29         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE | 2048-10-13      | 1.0000%  | N/A     | $24256000.00       | $20830.52          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-DC2  | 2049-02-12      | 0.7500%  | N/A     | $24126000.00       | $15545.18          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-DC2  | 2049-02-12      | 1.8575%  | N/A     | $6374000.00        | $10228.73          | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C1  | 2049-05-12      | 1.2500%  | N/A     | $24277000.00       | $26078.89          | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3  | 2049-08-12      | 0.7500%  | N/A     | $11566000.00       | $259047.55         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM5 A-1207 | 2070-11-25      | 5.0330%  | N/A     | $101000.00         | $87921.94          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SEC TR 20 | 2053-02-14      | 0.6114%  | N/A     | $1000000.00        | $16934.15          | Private Label Collateralized Mortgage Obligations |
| GS MTG -BACK SEC TR 2 | 2051-11-25      | 0.1562%  | N/A     | $107939000.00      | $725604.88         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC TR 2019-GC | 2052-02-12      | 1.0048%  | N/A     | $12850000.00       | $253935.13         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-G | 2046-07-12      | 0.0000%  | N/A     | $253910000.00      | $22.63             | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-G | 2051-07-12      | 0.3224%  | N/A     | $4399000.00        | $26476.21          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2028-05-15      | 7.1930%  | N/A     | $6265000.00        | $1485025.19        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR  | 2037-01-16      | 1.8759%  | N/A     | $28275000.00       | $1075836.21        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2049-03-17      | 0.5000%  | N/A     | $27390000.00       | $53544.41          | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-08-17      | 0.7500%  | N/A     | $13414000.00       | $8643.08           | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-06-17      | 1.2500%  | N/A     | $12471000.00       | $13396.62          | Private Label Collateralized Mortgage Obligations |
| MCR MORTGAGE 2024-TWA | 2039-06-12      | 0.9200%  | N/A     | $5866000.00        | $66476.77          | Private Label Collateralized Mortgage Obligations |
| MF1 2026-FL21 LLCA204 | 2041-02-19      | 4.9751%  | N/A     | $10000000.00       | $10031807.77       | Private Label Collateralized Mortgage Obligations |
| MFA TR 2023-NQM2 B-22 | 2068-03-25      | 0.0000%  | N/A     | $15420000.00       | $919648.80         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I2016 | 2049-08-17      | 1.5000%  | N/A     | $4008000.00        | $40181.99          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I  | 2050-06-17      | 1.2852%  | N/A     | $17855000.00       | $117238.08         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-05-15      | 1.1776%  | N/A     | $4140000.00        | $161729.90         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-10-19      | 1.0541%  | N/A     | $1381000.00        | $47439.69          | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-C | 2030-10-18      | 1.0023%  | N/A     | $1000000.00        | $2523.62           | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023 | 2056-12-15      | 0.9169%  | N/A     | $13423098.00       | $695020.99         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM2 A-12 | 2065-12-25      | 4.8180%  | N/A     | $8285000.00        | $8012597.54        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2024-INV1 | 2059-10-25      | 0.5000%  | N/A     | $48000000.00       | $541826.10         | Private Label Collateralized Mortgage Obligations |
| PRPM 2026-NQM1 TRUST  | 2071-02-25      | 5.1340%  | N/A     | $10145000.00       | $9708114.28        | Private Label Collateralized Mortgage Obligations |
| PRPM TR 2025-NQM6A-12 | 2070-12-25      | 4.9860%  | N/A     | $13143122.00       | $11963974.04       | Private Label Collateralized Mortgage Obligations |
| PRPM TR 2026-NQM2A-12 | 2071-04-25      | 5.2640%  | N/A     | $3000000.00        | $3014285.67        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE X-NCP2 | 2047-02-14      | 0.0000%  | N/A     | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2013-2 | 2043-02-25      | 0.6260%  | N/A     | $278623000.00      | $252384.58         | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2021 | 2041-07-17      | 0.2580%  | N/A     | $5410364.00        | $57504.95          | Private Label Collateralized Mortgage Obligations |
| TRTX 2025-FL7 ISSUER  | 2043-06-18      | 5.0751%  | N/A     | $3738134.00        | $3744730.47        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017- | 2050-10-17      | 1.0764%  | N/A     | $2174000.00        | $16909.72          | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017- | 2050-11-17      | 1.0812%  | N/A     | $2700000.00        | $14695.76          | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017- | 2050-08-17      | 1.0179%  | N/A     | $11525000.00       | $57023.58          | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR  | 2054-11-18      | 1.3278%  | N/A     | $4642994.00        | $194064.47         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 20 | 2054-04-17      | 1.4636%  | N/A     | $20904000.00       | $1050128.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-08-16      | 1.5599%  | N/A     | $12790000.00       | $403177.41         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-08-17      | 1.6507%  | N/A     | $1706000.00        | $637.11            | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-11-18      | 2.0000%  | N/A     | $3314000.00        | $15809.62          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-10-18      | 1.7690%  | N/A     | $3397000.00        | $185176.89         | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2057-10-17      | 0.0554%  | N/A     | $7255000.00        | $79.66             | Private Label Collateralized Mortgage Obligations |

### Security 59: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MK54, C.4 - ISIN: US06945MK541, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $52267683.10
- **C.18.a - Value (excl. sponsor support):** $52267683.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 60: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945PP86, C.4 - ISIN: US06945PP865, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $75008302.50
- **C.18.a - Value (excl. sponsor support):** $75008302.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 61: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MH58, C.4 - ISIN: US06945MH588, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49639850.00
- **C.18.a - Value (excl. sponsor support):** $49639850.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 62: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BLL4, C.4 - ISIN: US07644BLL44, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $196258560.00
- **C.18.a - Value (excl. sponsor support):** $196258560.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 63: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MF41, C.4 - ISIN: US08224MF416, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $99938710.00
- **C.18.a - Value (excl. sponsor support):** $99938710.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 64: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MF17, C.4 - ISIN: US08224MF176, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $149173383.75
- **C.18.a - Value (excl. sponsor support):** $149173383.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 65: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002SC6
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK N.V. FR | 2036-02-26      | 4.8310%  | N/A     | $2845000.00        | $2803178.74        | Corporate Debt Securities |
| AT&T INC GLBL NT 5.4% | 2034-02-15      | 5.4000%  | N/A     | $2827000.00        | $2928602.38        | Corporate Debt Securities |
| BPCE FR 5.203%011827  | 2027-01-18      | 5.2030%  | N/A     | $2880000.00        | $2953161.04        | Corporate Debt Securities |
| DANSKE BK AS FR 4.999 | 2032-03-27      | 4.9990%  | N/A     | $2900000.00        | $2926359.23        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $1637000.00        | $1654931.97        | Corporate Debt Securities |
| ING GROEP N.V. SR GLB | 2027-03-29      | 3.9500%  | N/A     | $2700000.00        | $2712915.00        | Corporate Debt Securities |
| MPLX LPSR GLBL NT 55  | 2055-04-01      | 5.9500%  | N/A     | $3000000.00        | $2941698.33        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK | 2027-06-11      | 4.2590%  | N/A     | $2750000.00        | $2779914.81        | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2027-11-17      | 5.1250%  | N/A     | $2800000.00        | $2836451.33        | Corporate Debt Securities |
| PRUDENTIAL FINL INCJR | 2052-03-01      | 5.1250%  | N/A     | $2500000.00        | $2470962.15        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS | 2044-06-01      | 4.0000%  | N/A     | $3529000.00        | $2888972.72        | Corporate Debt Securities |
| THE CIGNA GROUPSR GLB | 2048-12-15      | 4.9000%  | N/A     | $1954000.00        | $1756044.60        | Corporate Debt Securities |

### Security 66: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002T43
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADT SECURITY CORPORAT | 2029-08-01      | 4.1250%  | N/A     | $2857000.00        | $2777892.05        | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2032-03-31      | 5.6250%  | N/A     | $3000000.00        | $2982123.75        | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2030-02-15      | 4.8750%  | N/A     | $4451000.00        | $4408552.30        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION  | 2029-06-01      | 5.8750%  | N/A     | $2065000.00        | $2142826.98        | Corporate Debt Securities                         |
| ALTAGAS LTDJR SB GLBL | 2054-10-15      | 7.2000%  | N/A     | $4586000.00        | $4815024.84        | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO  | 2054-12-15      | 7.0500%  | N/A     | $2073000.00        | $2219388.35        | Corporate Debt Securities                         |
| ATLAS LUXCO 4 S A R L | 2028-06-01      | 4.6250%  | N/A     | $2259000.00        | $2277338.69        | Corporate Debt Securities                         |
| BALL CORPSR GLBL NT 3 | 2030-08-15      | 2.8750%  | N/A     | $12217000.00       | $11198780.92       | Corporate Debt Securities                         |
| BX COML MTG TR 2024-B | 2041-08-15      | 5.4132%  | N/A     | $8726142.00        | $8734163.79        | Private Label Collateralized Mortgage Obligations |
| COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  | N/A     | $17665000.00       | $8215519.02        | Private Label Collateralized Mortgage Obligations |
| DANA INC SR GLBL NT4. | 2032-02-15      | 4.5000%  | N/A     | $3975000.00        | $3771241.50        | Corporate Debt Securities                         |
| ENOVA INTL INC SR GLB | 2028-12-15      | 11.2500% | N/A     | $2000000.00        | $2214320.00        | Corporate Debt Securities                         |
| FIESTA PURCHASER INC  | 2031-03-01      | 7.8750%  | N/A     | $7512000.00        | $7712946.00        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $2081000.00        | $2125481.38        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL NT | 2032-08-19      | 6.1000%  | N/A     | $5500000.00        | $5726789.44        | Corporate Debt Securities                         |
| FORVIA SESR GLBL 144A | 2033-09-15      | 6.7500%  | N/A     | $7587000.00        | $7728383.75        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY  | 2028-02-15      | 7.7500%  | N/A     | $2199000.00        | $2286407.81        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INT | 2027-07-15      | 4.7500%  | N/A     | $2911000.00        | $2943837.70        | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 202 | 2066-09-25      | 5.1540%  | N/A     | $9000000.00        | $8941836.08        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 4.2475%  | N/A     | $9507649.00        | $9039716.85        | Private Label Collateralized Mortgage Obligations |
| LCM INVESTMENTS HOLDI | 2031-08-01      | 8.2500%  | N/A     | $994000.00         | $1065092.54        | Corporate Debt Securities                         |
| LITHIA MTRS INCSR GLB | 2027-12-15      | 4.6250%  | N/A     | $3497000.00        | $3550292.34        | Corporate Debt Securities                         |
| OLIN CORPSR GLBL NT 2 | 2029-08-01      | 5.6250%  | N/A     | $2671000.00        | $2699145.66        | Corporate Debt Securities                         |
| PG&E CORPJR SB GLBL N | 2056-09-15      | 6.8500%  | N/A     | $5000000.00        | $5070138.89        | Corporate Debt Securities                         |
| PNW TR 2026-ARTE A204 | 2041-04-15      | 5.3384%  | N/A     | $203963.00         | $204007.88         | Private Label Collateralized Mortgage Obligations |
| SCIH SALT HOLDINGS IN | 2029-05-01      | 6.6250%  | N/A     | $2380000.00        | $2374532.61        | Corporate Debt Securities                         |
| TELUS CORPORATIONJR S | 2056-06-09      | 6.3750%  | N/A     | $12297000.00       | $12656615.52       | Corporate Debt Securities                         |
| WAND NEWCO 3 INC SR S | 2032-01-30      | 7.6250%  | N/A     | $3313000.00        | $3498776.01        | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC | 2030-04-15      | 6.6250%  | N/A     | $2403000.00        | $2490702.83        | Corporate Debt Securities                         |

### Security 67: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002T50
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 20 | 2070-08-25      | 7.1261%  | N/A     | $10000000.00       | $9722581.87        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 20 | 2070-08-25      | 7.1261%  | N/A     | $11600000.00       | $10864434.57       | Private Label Collateralized Mortgage Obligations |
| BBCCRE TRUST 2015-GTP | 2033-08-12      | 4.2160%  | N/A     | $15400000.00       | $13876286.36       | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2 | 2042-08-15      | 5.4771%  | N/A     | $14000000.00       | $14047319.72       | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2 | 2036-03-17      | 4.7925%  | N/A     | $288000.00         | $249760.38         | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 X20710 | 2071-06-25      | 0.9799%  | N/A     | $504157990.00      | $7434370.86        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-S | 2028-08-25      | 4.3900%  | N/A     | $10536933.00       | $10042775.95       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORTR 2020 | 2036-12-15      | 7.1500%  | N/A     | $21635000.00       | $15600417.53       | Private Label Collateralized Mortgage Obligations |
| HLTN COML MTG TR 2026 | 2041-04-15      | 5.3271%  | N/A     | $15000000.00       | $15077949.69       | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0425%  | N/A     | $7000000.00        | $6584976.75        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2036-07-15      | 5.2070%  | N/A     | $9851025.00        | $8128267.28        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-12 | 2065-09-25      | 6.7460%  | N/A     | $11147000.00       | $10140881.69       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18XS 2 | 2065-09-25      | 0.0000%  | N/A     | $401302000.00      | $11275191.14       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7B- | 2066-04-25      | 6.5650%  | N/A     | $6527000.00        | $6145575.99        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7B- | 2066-04-25      | 6.5650%  | N/A     | $716862.00         | $665651.62         | Private Label Collateralized Mortgage Obligations |
| SDAL TR2025-DALC20420 | 2042-04-15      | 7.5663%  | N/A     | $8618096.00        | $8672350.70        | Private Label Collateralized Mortgage Obligations |
| VMC FIN LLC 2026-FL6  | 2043-11-19      | 5.2500%  | N/A     | $15000000.00       | $15027848.19       | Private Label Collateralized Mortgage Obligations |

### Security 68: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002TS0
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCE AUTO PARTS IN | 2030-08-01      | 7.0000%  | N/A     | $920000.00         | $965718.89         | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG I | 2033-10-15      | 7.7500%  | N/A     | $25000.00          | $25312.31          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO  | 2056-03-15      | 5.8000%  | N/A     | $25000.00          | $25175.31          | Corporate Debt Securities                         |
| BSPDF ISSUER LLC 2026 | 2043-11-18      | 5.1000%  | N/A     | $20000000.00       | $20039613.33       | Private Label Collateralized Mortgage Obligations |
| BX 2021-PAC MTG TR A2 | 2036-10-15      | 4.4306%  | N/A     | $646000.00         | $646911.64         | Private Label Collateralized Mortgage Obligations |
| CASCADES INC SR GLBL  | 2028-01-15      | 5.3750%  | N/A     | $300000.00         | $304742.08         | Corporate Debt Securities                         |
| DARLING INGREDIENTS I | 2030-06-15      | 6.0000%  | N/A     | $191000.00         | $198304.48         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC COR | 2032-04-01      | 5.3000%  | N/A     | $789000.00         | $810554.60         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2035-10-31      | 5.8690%  | N/A     | $312000.00         | $308210.69         | Corporate Debt Securities                         |
| GS MTG SECS TR 2018-G | 2051-03-10      | 3.0000%  | N/A     | $8500000.00        | $5175100.33        | Private Label Collateralized Mortgage Obligations |
| HOLCIM FINANCE US LLC | 2030-04-07      | 4.9500%  | N/A     | $369000.00         | $374701.05         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE | 2029-02-15      | 9.0000%  | N/A     | $50000.00          | $53479.00          | Corporate Debt Securities                         |
| MOO SEC TR 2026-RM2M- | 2066-06-25      | 4.7500%  | N/A     | $1700000.00        | $1499355.61        | Asset-Backed Securities                           |
| RESH-DRN PG MT AT TR  | 2035-03-26      | 5.8830%  | N/A     | $6000000.00        | $6029123.50        | Asset-Backed Securities                           |
| ROYALTY PHARMA PLC SR | 2027-09-02      | 1.7500%  | N/A     | $2000000.00        | $1942898.33        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2029-07-16      | 3.0400%  | N/A     | $2000000.00        | $1927462.22        | Corporate Debt Securities                         |
| SWITCH ABS ISSUER LLC | 2056-03-27      | 5.6090%  | N/A     | $6400000.00        | $6436551.82        | Asset-Backed Securities                           |
| VELOCITY COM CAP LN T | 2051-10-25      | 6.5400%  | N/A     | $2710000.00        | $1174012.41        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COMM CAP LN  | 2052-02-25      | 5.8164%  | N/A     | $2386510.00        | $1288950.97        | Private Label Collateralized Mortgage Obligations |
| WILLIAMS SCOTSMAN INC | 2031-10-01      | 7.3750%  | N/A     | $17000.00          | $17882.67          | Corporate Debt Securities                         |

### Security 69: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002UP4
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK N.V. SN | 2027-09-18      | 5.4176%  | N/A     | $1300000.00        | $1319477.93        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV  | 2029-01-23      | 4.7500%  | N/A     | $1000000.00        | $1024585.00        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2029-08-01      | 4.7124%  | N/A     | $1345000.00        | $1363199.33        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2030-02-02      | 4.2470%  | N/A     | $1000000.00        | $1003022.75        | Corporate Debt Securities |
| BANK OF AMER CORPVR 0 | 2027-07-22      | 4.6038%  | N/A     | $1450000.00        | $1457990.43        | Corporate Debt Securities |
| BANQUE FED DU CRED MU | 2028-10-16      | 4.5910%  | N/A     | $1049000.00        | $1053955.16        | Corporate Debt Securities |
| BAT CAPITAL CORP 4.39 | 2037-08-15      | 4.3900%  | N/A     | $1500000.00        | $1389738.33        | Corporate Debt Securities |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $1100000.00        | $1008783.84        | Corporate Debt Securities |
| BNP PARIBASSNR NPF RE | 2029-05-09      | 4.7920%  | N/A     | $1150000.00        | $1154085.06        | Corporate Debt Securities |
| BPCE FR 5.125%011828  | 2028-01-18      | 5.1250%  | N/A     | $1000000.00        | $1028979.31        | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2028-09-08      | 4.2430%  | N/A     | $1497000.00        | $1507309.46        | Corporate Debt Securities |
| CANADIAN NATL RY COSR | 2036-07-15      | 6.7120%  | N/A     | $1000000.00        | $1142683.56        | Corporate Debt Securities |
| CANADIAN PAC RY CO NE | 2051-12-02      | 3.1000%  | N/A     | $2000000.00        | $1333063.33        | Corporate Debt Securities |
| CATERPILLAR FINL SVCS | 2028-03-03      | 4.1641%  | N/A     | $1459000.00        | $1474962.42        | Corporate Debt Securities |
| CENTERPOINT ENERGY HO | 2035-03-01      | 5.0500%  | N/A     | $1200000.00        | $1213613.33        | Corporate Debt Securities |
| CHEVRON CORPORATIONSR | 2050-05-11      | 3.0780%  | N/A     | $2000000.00        | $1350758.00        | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 4.4100%  | N/A     | $1398000.00        | $1411650.75        | Corporate Debt Securities |
| COMCAST CORP NEW GLBL | 2051-11-01      | 2.8870%  | N/A     | $2000000.00        | $1165130.89        | Corporate Debt Securities |
| CROWN CASTLE INC SR G | 2029-06-01      | 5.6000%  | N/A     | $1000000.00        | $1052178.89        | Corporate Debt Securities |
| DANSKE BK AS FR 4.999 | 2032-03-27      | 4.9990%  | N/A     | $1246000.00        | $1257325.38        | Corporate Debt Securities |
| DTE ENERGY COSR GLBL  | 2030-04-01      | 5.2000%  | N/A     | $1210000.00        | $1239376.11        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW  | 2046-09-01      | 3.7500%  | N/A     | $2000000.00        | $1510313.33        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC1M | 2037-09-15      | 6.3500%  | N/A     | $1135000.00        | $1243452.40        | Corporate Debt Securities |
| EBAY INC.SR GLBL NT 5 | 2051-05-10      | 3.6500%  | N/A     | $2000000.00        | $1464352.78        | Corporate Debt Securities |
| ELEMENT FLEET MGMT CO | 2028-12-04      | 6.3190%  | N/A     | $1000000.00        | $1068527.36        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI L | 2036-04-15      | 5.0500%  | N/A     | $603000.00         | $598865.26         | Corporate Debt Securities |
| EQUINOR ASASR GLBL NT | 2049-11-18      | 3.2500%  | N/A     | $2000000.00        | $1397666.11        | Corporate Debt Securities |
| GLENCORE FINANCE CANA | 2037-11-15      | 6.9000%  | N/A     | $1300000.00        | $1445552.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-10-24      | 6.4840%  | N/A     | $1100000.00        | $1151869.28        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2032-05-17      | 5.7330%  | N/A     | $1100000.00        | $1136554.10        | Corporate Debt Securities |
| HUMANA INC SR GLBL NT | 2033-03-01      | 5.8750%  | N/A     | $1452000.00        | $1514002.01        | Corporate Debt Securities |
| INTEL CORP SR NT 4%32 | 2032-12-15      | 4.0000%  | N/A     | $1170000.00        | $1124992.70        | Corporate Debt Securities |
| INTERSTATE PWR & LT C | 2039-07-15      | 6.2500%  | N/A     | $1409000.00        | $1525149.35        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD | 2027-01-15      | 2.5000%  | N/A     | $1263000.00        | $1254671.22        | Corporate Debt Securities |
| MET TOWER GLOBAL FUND | 2026-09-14      | 1.2500%  | N/A     | $1185000.00        | $1178605.94        | Corporate Debt Securities |
| MET TOWER GLOBAL FUND | 2027-10-01      | 4.0000%  | N/A     | $1107000.00        | $1108765.05        | Corporate Debt Securities |
| NATIONAL FUEL GAS CO  | 2031-03-01      | 2.9500%  | N/A     | $1605000.00        | $1473680.68        | Corporate Debt Securities |
| NATWEST MKTS PLC US M | 2028-11-06      | 4.1740%  | N/A     | $1080000.00        | $1074088.86        | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2028-04-25      | 4.5137%  | N/A     | $1050000.00        | $1061162.25        | Corporate Debt Securities |
| NSTAR ELEC COSR GLBL  | 2034-06-01      | 5.4000%  | N/A     | $950000.00         | $998184.00         | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2055-05-15      | 4.3750%  | N/A     | $2000000.00        | $1361942.78        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2029-01-15      | 6.1000%  | N/A     | $1200000.00        | $1264110.67        | Corporate Debt Securities |
| PUBLIC SVC CO OKLA SR | 2037-11-15      | 6.6250%  | N/A     | $1200000.00        | $1293415.67        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2026-07-13      | 4.9346%  | N/A     | $1007000.00        | $1014604.74        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2031-07-08      | 4.8258%  | N/A     | $1000000.00        | $1015567.17        | Corporate Debt Securities |
| SVENSKA HANDELSBANKEN | 2027-06-11      | 1.4180%  | N/A     | $1163000.00        | $1169474.81        | Corporate Debt Securities |
| THE CIGNA GROUPSR GLB | 2030-09-15      | 4.5000%  | N/A     | $1000000.00        | $1004760.00        | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2033-07-25      | 4.8970%  | N/A     | $1400000.00        | $1415130.42        | Corporate Debt Securities |
| WESTLAKE CORPORATION  | 2046-08-15      | 5.0000%  | N/A     | $1212000.00        | $1061717.39        | Corporate Debt Securities |
| WESTPAC BKG CORP VR 0 | 2028-05-11      | 4.0720%  | N/A     | $1250000.00        | $1252730.33        | Corporate Debt Securities |
| WYETHSR GLBL NT 37    | 2037-04-01      | 5.9500%  | N/A     | $1000000.00        | $1071546.11        | Corporate Debt Securities |
| XCEL ENERGY INCJR SB  | 2056-12-03      | 5.7500%  | N/A     | $1000000.00        | $1002686.11        | Corporate Debt Securities |

### Security 70: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002UQ2
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| D2 MULTIFAMILY CR ISS | 2043-11-20      | 5.1100%  | N/A     | $40000000.00       | $40160111.08       | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1132%  | N/A     | $18739907.00       | $18804240.63       | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COMM MTG T | 2042-10-15      | 5.3205%  | N/A     | $27657000.00       | $27722880.85       | Private Label Collateralized Mortgage Obligations |

### Security 71: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002V32
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACRES COMMERL RTY ISS | 2044-08-18      | 5.0751%  | N/A     | $3919691.00        | $3925730.11        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-11-18      | 3.3660%  | N/A     | $13306000.00       | $13020905.64       | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR | 2067-02-25      | 3.9940%  | N/A     | $22715000.00       | $12832872.83       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2 | 2066-08-25      | 0.9240%  | N/A     | $22160000.00       | $9754514.29        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2014-USA A-22 | 2037-09-17      | 3.9530%  | N/A     | $11840000.00       | $10987869.93       | Private Label Collateralized Mortgage Obligations |
| EURO BK RECON & DEV E | 2031-05-29      | 4.2500%  | N/A     | $1000000.00        | $1000000.00        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 4.2475%  | N/A     | $492351.00         | $468119.26         | Private Label Collateralized Mortgage Obligations |
| KEHE DISTRS LLC/ KEHE | 2033-04-30      | 7.1250%  | N/A     | $8930000.00        | $9095986.38        | Corporate Debt Securities                         |
| LIFE MORTGAGE TRUST 2 | 2038-05-17      | 5.4210%  | N/A     | $12490000.00       | $11267331.01       | Private Label Collateralized Mortgage Obligations |
| MFA 2021-NQM1 TRUSTA- | 2065-04-25      | 1.1530%  | N/A     | $34792130.00       | $4417866.39        | Private Label Collateralized Mortgage Obligations |
| PRPM TR 2025-NQM6A-12 | 2070-12-25      | 4.9860%  | N/A     | $14376210.00       | $13086434.35       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-11-25      | 1.5000%  | N/A     | $13329000.00       | $9733012.03        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2026- | 2068-01-25      | 5.1900%  | N/A     | $10000000.00       | $9799399.86        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATN TR | 2070-11-25      | 4.9140%  | N/A     | $10550000.00       | $9779374.50        | Private Label Collateralized Mortgage Obligations |

### Security 72: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002VD0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 20 | 2070-08-25      | 7.1261%  | N/A     | $6014770.00        | $4522386.39        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 20 | 2069-08-25      | 7.9545%  | N/A     | $7367633.00        | $5513800.54        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2025-NQM1  | 2070-03-25      | 7.3309%  | N/A     | $6104102.00        | $4504391.76        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2026-NQM3  | 2071-04-25      | 6.5702%  | N/A     | $4985712.00        | $4216462.16        | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2025-CRE11  | 2043-07-20      | 6.3751%  | N/A     | $4700000.00        | $4733448.48        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 7.7280%  | N/A     | $4000000.00        | $4039853.34        | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N B203 | 2038-06-15      | 4.9395%  | N/A     | $150000.00         | $118824.71         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYPE2 | 2035-10-15      | 7.4425%  | N/A     | $390000.00         | $4045.90           | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2 | 2036-03-17      | 4.7925%  | N/A     | $6412000.00        | $5560637.44        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2021-145  | 2036-09-15      | 0.7682%  | N/A     | $56442000.00       | $21942.28          | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTDC203 | 2038-02-18      | 5.6416%  | N/A     | $3428500.00        | $3418365.16        | Private Label Collateralized Mortgage Obligations |
| CFST MORTGAGE TRUST 2 | 2030-10-25      | 9.2750%  | N/A     | $1500000.00        | $1492605.83        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR | 2056-11-25      | 6.2933%  | N/A     | $3534100.00        | $3504624.02        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR | 2056-11-25      | 6.2933%  | N/A     | $500000.00         | $454314.12         | Private Label Collateralized Mortgage Obligations |
| CHNGE MTG TR 2022-2B- | 2067-03-25      | 4.5800%  | N/A     | $282000.00         | $253338.70         | Private Label Collateralized Mortgage Obligations |
| CITICORP MTG SEC REMI | 2038-02-25      | 0.0000%  | N/A     | $2009648.00        | $15392.23          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2033-09-25      | 6.5000%  | N/A     | $43448000.00       | $194686.97         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-LTRT | 2030-10-07      | 3.3996%  | N/A     | $125000.00         | $65274.81          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-LTRT | 2030-10-07      | 0.7827%  | N/A     | $149860000.00      | $39123.30          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE | 2048-10-13      | 3.6813%  | N/A     | $50000.00          | $40548.16          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-PC1  | 2050-07-12      | 4.3880%  | N/A     | $53000.00          | $44171.94          | Private Label Collateralized Mortgage Obligations |
| COMMMORTGAGE TR 2025- | 2041-08-12      | 5.8404%  | N/A     | $962500.00         | $955205.71         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2057-06-15      | 4.1784%  | N/A     | $188000.00         | $165691.89         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2050-11-18      | 4.2716%  | N/A     | $166000.00         | $143138.54         | Private Label Collateralized Mortgage Obligations |
| CSFB COML MTG PTC 200 | 2049-01-15      | 0.0000%  | N/A     | $9250000.00        | $141.70            | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-1D- | 2033-02-25      | 6.6778%  | N/A     | $8696993.00        | $547893.27         | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE B20361 | 2036-12-15      | 5.6994%  | N/A     | $5000000.00        | $4903681.20        | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2010-20R  | 2037-03-27      | 3.5165%  | N/A     | $100804050.00      | $80114.22          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-171-X- | 2035-07-25      | 0.0000%  | N/A     | $300000.00         | $37.09             | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-612-A- | 2035-12-25      | 4.5388%  | N/A     | $18905000.00       | $900122.04         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-12CBA- | 2036-05-25      | 13.8048% | N/A     | $6400000.00        | $549149.29         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-J8X203 | 2037-02-25      | 0.1188%  | N/A     | $452785471.00      | $91459.88          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA2 X- | 2046-05-20      | 0.2124%  | N/A     | $15670000.00       | $6024.12           | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-10-25      | 6.5000%  | N/A     | $30000000.00       | $839955.66         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC ALT 4CB 200 | 2033-04-25      | 5.9977%  | N/A     | $8659000.00        | $417496.29         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C1  | 2049-05-12      | 1.2983%  | N/A     | $17384000.00       | $19553.18          | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-RM1A-220540 | 2054-03-25      | 4.5000%  | N/A     | $3950000.00        | $2959523.19        | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM1 B-1207 | 2071-02-25      | 6.5350%  | N/A     | $695000.00         | $688765.70         | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM3 B-1207 | 2071-03-25      | 6.8440%  | N/A     | $623000.00         | $620658.21         | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 A-IO-S | 2071-06-25      | 0.1800%  | N/A     | $504157990.00      | $1803877.29        | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 B-1207 | 2071-06-25      | 6.7778%  | N/A     | $1210000.00        | $1195628.35        | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 B-2207 | 2071-06-25      | 6.7778%  | N/A     | $429000.00         | $407217.79         | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 B-3207 | 2071-06-25      | 6.7778%  | N/A     | $5797990.00        | $4681868.85        | Private Label Collateralized Mortgage Obligations |
| FRESB MORT TR 2024-SB | 2043-12-25      | 5.0600%  | N/A     | $3810000.00        | $3247036.33        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TR 202 | 2042-07-25      | 1.8900%  | N/A     | $500000.00         | $405788.36         | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TRUST  | 2032-04-25      | 2.1300%  | N/A     | $2000000.00        | $1592354.87        | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE TRUST  | 2041-06-25      | 1.6100%  | N/A     | $2460000.00        | $1887602.98        | Private Label Collateralized Mortgage Obligations |
| FRESB MTG TR 2022-SB9 | 2029-02-25      | 1.7200%  | N/A     | $3500000.00        | $2900205.57        | Private Label Collateralized Mortgage Obligations |
| FRESBMORTGAGE TR 2022 | 2042-05-25      | 1.8200%  | N/A     | $1400000.00        | $1203406.22        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2019 | 2059-02-25      | 5.1739%  | N/A     | $428000.00         | $292127.94         | Private Label Collateralized Mortgage Obligations |
| GLOBAL MTG SEC 2005-A | 2032-04-25      | 5.2500%  | N/A     | $11011000.00       | $5279.86           | Private Label Collateralized Mortgage Obligations |
| GS MRTG-BCK SEC 2022- | 2062-05-25      | 4.0799%  | N/A     | $3213000.00        | $2219676.46        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-G | 2047-09-12      | 4.3762%  | N/A     | $50000.00          | $45420.19          | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-4F | 2036-05-25      | 3.4512%  | N/A     | $61674000.00       | $898227.97         | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-4F | 2036-05-25      | 4.0488%  | N/A     | $13200000.00       | $223611.60         | Private Label Collateralized Mortgage Obligations |
| GSR MTG TR 2005-4F B1 | 2035-05-25      | 5.8818%  | N/A     | $6831000.00        | $665525.74         | Private Label Collateralized Mortgage Obligations |
| HARVEST COML CAP LN T | 2056-10-25      | 8.2727%  | N/A     | $475000.00         | $393352.79         | Private Label Collateralized Mortgage Obligations |
| HARVEST COML CAP LN T | 2057-06-25      | 9.0436%  | N/A     | $5062000.00        | $4919578.65        | Private Label Collateralized Mortgage Obligations |
| HARVEST COML CAP LN T | 2057-06-25      | 6.3848%  | N/A     | $4000000.00        | $3677969.61        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR  | 2034-12-25      | 5.3488%  | N/A     | $709000.00         | $215668.60         | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM2 B- | 2070-02-25      | 7.3682%  | N/A     | $2670000.00        | $2649472.54        | Private Label Collateralized Mortgage Obligations |
| HRBVW 41161PUM3 DEL T | 2045-08-22      | 7.9550%  | N/A     | $62163000.00       | $548747.12         | Private Label Collateralized Mortgage Obligations |
| ICAP 2025-RTL1 TRUST  | 2030-07-25      | 8.1630%  | N/A     | $2000000.00        | $2012784.00        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2053-11-25      | 6.2530%  | N/A     | $2269000.00        | $2032707.40        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTGAGE T | 2054-06-25      | 6.1423%  | N/A     | $1713000.00        | $1333449.43        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2052-04-25      | 3.3450%  | N/A     | $4707650.00        | $3290844.00        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-11-18      | 3.9044%  | N/A     | $4750000.00        | $2157719.70        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-08-17      | 4.5329%  | N/A     | $32088.00          | $25059.30          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-10-19      | 4.2754%  | N/A     | $3112000.00        | $438817.37         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2031-07-08      | 4.1283%  | N/A     | $1250000.00        | $1047763.63        | Private Label Collateralized Mortgage Obligations |
| LUMINENT MTG TR 2006- | 2036-05-25      | 1.0000%  | N/A     | $162097000.00      | $116423.65         | Private Label Collateralized Mortgage Obligations |
| MILE TRUST 2025-STNE  | 2042-07-15      | 8.5271%  | N/A     | $3000000.00        | $2979627.27        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I2015 | 2048-12-17      | 4.3759%  | N/A     | $650000.00         | $258130.96         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2047-02-25      | 7.4988%  | N/A     | $8875000.00        | $772124.11         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2054-10-19      | 0.9161%  | N/A     | $1996000.00        | $88549.65          | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-15X | 2036-11-25      | 6.6898%  | N/A     | $10000000.00       | $4260404.34        | Private Label Collateralized Mortgage Obligations |
| MSRES MTG LN TR 2021- | 2051-03-25      | 2.9544%  | N/A     | $1130666.00        | $435325.50         | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC T | 2055-05-25      | 8.8121%  | N/A     | $1300000.00        | $1360382.84        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2037-12-17      | 0.0067%  | N/A     | $40840500.00       | $9318.82           | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2038-12-16      | 3.7508%  | N/A     | $491000.00         | $428607.30         | Private Label Collateralized Mortgage Obligations |
| NEW RESDTL FDG LN TR  | 2065-11-25      | 6.5900%  | N/A     | $1293000.00        | $1235985.92        | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TR 2024-BPL | 2039-09-25      | 8.0180%  | N/A     | $2250000.00        | $2256554.00        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTA- | 2063-10-25      | 0.0000%  | N/A     | $177078000.00      | $59673.53          | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTB- | 2063-10-25      | 7.5624%  | N/A     | $5312000.00        | $5301035.93        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTB- | 2063-10-25      | 7.5624%  | N/A     | $3188000.00        | $2620638.91        | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTXS | 2063-10-25      | 0.0000%  | N/A     | $177078000.00      | $377472.09         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 A-IO | 2063-07-25      | 0.0000%  | N/A     | $168223000.00      | $20814.42          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 B-32 | 2063-07-25      | 7.5376%  | N/A     | $7210315.00        | $5514943.73        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NMQ6 XS 2 | 2063-07-25      | 0.0000%  | N/A     | $400530315.00      | $4699891.16        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18A-IO | 2065-09-25      | 0.2100%  | N/A     | $401302000.00      | $853681.02         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-22 | 2065-09-25      | 7.1364%  | N/A     | $802000.00         | $653983.80         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18B-32 | 2065-09-25      | 7.1364%  | N/A     | $402000.00         | $277734.62         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7A- | 2066-04-25      | 0.2100%  | N/A     | $932377520.00      | $3741270.01        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7B- | 2066-04-25      | 6.5650%  | N/A     | $4662520.00        | $3946026.47        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7B- | 2066-04-25      | 5.8320%  | N/A     | $3263000.00        | $3217853.50        | Private Label Collateralized Mortgage Obligations |
| PAGAYA AI DEBT 2026-1 | 2033-09-15      | 5.5070%  | N/A     | $14900000.00       | $14902557.00       | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR2 | 2033-12-15      | 6.2010%  | N/A     | $15000000.00       | $15076961.25       | Asset-Backed Securities                           |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 0.0000%  | N/A     | $68340000.00       | $68.34             | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 3.1524%  | N/A     | $34170000.00       | $102029.77         | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 0.0000%  | N/A     | $112500000.00      | $112.50            | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2037-03-25      | 3.4012%  | N/A     | $44732800.00       | $827432.60         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2033-05-25      | 5.7500%  | N/A     | $8400000.00        | $522628.06         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-02-25      | 0.3000%  | N/A     | $186285000.00      | $167956.59         | Private Label Collateralized Mortgage Obligations |
| RMF PROP ISSNC TR 202 | 2061-09-25      | 2.1250%  | N/A     | $4910000.00        | $2959484.25        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.22134  | 2056-04-25      | 5.1343%  | N/A     | $1835000.00        | $1676381.17        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.37134  | 2056-04-25      | 5.2843%  | N/A     | $900000.00         | $895069.22         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.82134  | 2056-04-25      | 5.7343%  | N/A     | $1083000.00        | $1077308.68        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 6.12134  | 2056-04-25      | 6.0343%  | N/A     | $1000000.00        | $995022.86         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALTERNAT | 2059-08-25      | 6.0650%  | N/A     | $2470000.00        | $1793927.45        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-12-25      | 5.9697%  | N/A     | $360000.00         | $284066.96         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-11-25      | 6.4392%  | N/A     | $344000.00         | $295987.58         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2024-9 | 2054-10-25      | 6.5004%  | N/A     | $110000.00         | $82969.23          | Private Label Collateralized Mortgage Obligations |
| STDIO COML MTG TR 202 | 2038-07-16      | 5.5352%  | N/A     | $1500000.00        | $1489017.26        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2037-04-25      | 0.0800%  | N/A     | $352392000.00      | $59360.49          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2037-10-25      | 3.4588%  | N/A     | $4800000.00        | $583871.25         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2035-04-25      | 4.6738%  | N/A     | $5496000.00        | $1490131.08        | Private Label Collateralized Mortgage Obligations |
| SWITCH ABS ISSUER LLC | 2056-03-27      | 5.9010%  | N/A     | $25000000.00       | $25091466.65       | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC | 2056-03-27      | 5.6090%  | N/A     | $31000000.00       | $31177047.88       | Asset-Backed Securities                           |
| TOWD POINT MTG TR 201 | 2059-10-25      | 3.8831%  | N/A     | $6000000.00        | $3270222.28        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COM CAP TR 2 | 2030-03-25      | 8.5180%  | N/A     | $500000.00         | $503000.22         | Private Label Collateralized Mortgage Obligations |
| VELOCITY COML CPT LN  | 2055-12-25      | 9.1900%  | N/A     | $2000000.00        | $1972205.89        | Private Label Collateralized Mortgage Obligations |
| VELOCITY COMMERCIAL C | 2055-09-25      | 9.3500%  | N/A     | $1049000.00        | $1031214.91        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021- | 2066-02-25      | 4.1990%  | N/A     | $110000.00         | $88986.25          | Private Label Collateralized Mortgage Obligations |
| WACHOVIA CMBS 2006-C2 | 2045-01-18      | 0.0000%  | N/A     | $75414433.00       | $0.15              | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2042-10-15      | 9.5639%  | N/A     | $2370000.00        | $2350054.78        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-09-17      | 4.2886%  | N/A     | $128000.00         | $114666.95         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-11-18      | 3.8520%  | N/A     | $27000.00          | $24464.32          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-06-17      | 4.1208%  | N/A     | $259000.00         | $14315.13          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2 | 2050-09-25      | 2.9054%  | N/A     | $358000.00         | $153594.70         | Private Label Collateralized Mortgage Obligations |

### Security 73: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002VE8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BMO MORTGAGE TRUST 20 | 2058-05-17      | 5.5784%  | N/A     | $17883000.00       | $18394842.86       | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2025 | 2043-04-17      | 5.0111%  | N/A     | $15000000.00       | $15023267.36       | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM1 A-1207 | 2071-02-25      | 4.7710%  | N/A     | $17306355.00       | $16669159.54       | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM3 A-1207 | 2071-03-25      | 5.0290%  | N/A     | $18446000.00       | $18062149.36       | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5 A-1207 | 2071-06-25      | 5.5580%  | N/A     | $14297918.00       | $14383861.20       | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2066-07-25      | 5.5000%  | N/A     | $15000000.00       | $14307421.47       | Private Label Collateralized Mortgage Obligations |
| MFA 2021-NQM1 TRUSTA- | 2065-04-25      | 1.1530%  | N/A     | $77853670.00       | $9885773.36        | Private Label Collateralized Mortgage Obligations |
| SCG COML MTG TR 2025- | 2035-03-15      | 4.8271%  | N/A     | $1629000.00        | $1631039.84        | Private Label Collateralized Mortgage Obligations |

### Security 74: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002VN8
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BMO MORTGAGE TRUST 20 | 2058-04-17      | 5.7785%  | N/A     | $42252411.00       | $43667207.17       | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1132%  | N/A     | $37230093.00       | $37357902.98       | Private Label Collateralized Mortgage Obligations |

### Security 75: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **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: 0UH002VO6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                |
|:---|:---|:---|:---|:---|:---|:---|
| AAMES MTG TR 2005-2B1 | 2035-07-25      | 8.1988%  | N/A     | $1500000.00        | $1039.85           | Asset-Backed Securities |
| AAMES MTG TR 2005-2M9 | 2035-07-25      | 6.4738%  | N/A     | $3321000.00        | $1824.83           | Asset-Backed Securities |
| AAMES MTG TR 2005-4M6 | 2035-10-25      | 4.7938%  | N/A     | $17964000.00       | $7355.95           | Asset-Backed Securities |
| ACCREDITED MTG LN TR  | 2036-04-25      | 1.5407%  | N/A     | $8000000.00        | $2845.86           | Asset-Backed Securities |
| APEX CREDIT CLO LTD 2 | 2035-04-20      | 10.9852% | N/A     | $5000000.00        | $4512953.33        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD  | 2034-10-16      | 0.0000%  | N/A     | $22300000.00       | $6021000.00        | Asset-Backed Securities |
| BMO SBA COOF 2.6723 2 | 2046-10-25      | 2.6240%  | N/A     | $190372937.00      | $5394702.45        | Asset-Backed Securities |
| BMO SBA COOF TR SE 0. | 2034-10-25      | 2.7675%  | N/A     | $481079769.00      | $7087966.16        | Asset-Backed Securities |
| BMO SBA COOF TR SE 0. | 2046-02-25      | 2.0609%  | N/A     | $486608477.00      | $10373635.27       | Asset-Backed Securities |
| BMO SBA COOF TR SER 2 | 2050-04-25      | 1.9830%  | N/A     | $205000000.00      | $9221257.46        | Asset-Backed Securities |
| BMO SBA COOF TR SER 2 | 2050-04-25      | 1.9555%  | N/A     | $198000000.00      | $5251373.14        | Asset-Backed Securities |
| CARNOW AUTO RECEIVABL | 2027-09-15      | 5.7900%  | N/A     | $5000000.00        | $1271086.69        | Asset-Backed Securities |
| CENTERSQUARE ISSUER L | 2055-03-26      | 5.9000%  | N/A     | $5000000.00        | $4885057.78        | Asset-Backed Securities |
| EXETER AUTO REC TR 20 | 2033-08-15      | 6.6900%  | N/A     | $6050000.00        | $5974651.28        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC  | 2033-06-15      | 7.1500%  | N/A     | $9385000.00        | $9434070.00        | Asset-Backed Securities |
| FBR SEC TRUST 2005-5  | 2035-11-26      | 7.0738%  | N/A     | $1500000.00        | $899.22            | Asset-Backed Securities |
| FHF ISSUER TRUST 2026 | 2030-09-16      | 5.4100%  | N/A     | $10721000.00       | $10788559.57       | Asset-Backed Securities |
| FIELDSTONE MTG INV 20 | 2036-11-25      | 4.2188%  | N/A     | $4207000.00        | $1496.57           | Asset-Backed Securities |
| FIELDSTONE MTG INV 20 | 2037-04-25      | 4.5988%  | N/A     | $6717000.00        | $2893.23           | Asset-Backed Securities |
| FIELDSTONE MTG INV 20 | 2037-04-25      | 4.6988%  | N/A     | $3000000.00        | $1329.70           | Asset-Backed Securities |
| FIELDSTONE MTG INV 20 | 2037-04-25      | 4.2488%  | N/A     | $5000000.00        | $1934.92           | Asset-Backed Securities |
| FIELDSTONE MTG INV 20 | 2036-05-25      | 4.2688%  | N/A     | $9500000.00        | $3474.46           | Asset-Backed Securities |
| FOUNDATION FIN TRUST  | 2052-08-15      | 5.0700%  | N/A     | $5090000.00        | $5040645.67        | Asset-Backed Securities |
| FSMBT TR 2026-RTL1 M2 | 2031-03-25      | 12.0050% | N/A     | $5500000.00        | $5483103.39        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER  | 2033-06-15      | 6.9800%  | N/A     | $12600000.00       | $12603334.80       | Asset-Backed Securities |
| METRONET INFRA ISSUER | 2056-04-20      | 7.1000%  | N/A     | $6000000.00        | $5993502.00        | Asset-Backed Securities |
| MPOWER ED TR 2025-AA2 | 2042-07-21      | 6.6200%  | N/A     | $10300000.00       | $8566361.73        | Asset-Backed Securities |
| MPOWER ED TR 2025-AB2 | 2042-07-21      | 8.4700%  | N/A     | $5000000.00        | $5125232.50        | Asset-Backed Securities |
| OCTAGON INVT PART LTD | 2035-01-22      | 7.2868%  | N/A     | $5000000.00        | $4870670.38        | Asset-Backed Securities |
| PAGA AI DEBT TR 2025- | 2033-01-18      | 5.6880%  | N/A     | $5000000.00        | $5027576.31        | Asset-Backed Securities |
| PAGAYA AI DB TR 2025- | 2032-10-15      | 5.3290%  | N/A     | $5000000.00        | $5009255.75        | Asset-Backed Securities |
| PAGAYA AI DEBT 2025-5 | 2033-03-15      | 5.6400%  | N/A     | $5000000.00        | $5021937.62        | Asset-Backed Securities |
| PAGAYA AI DEBT 2025-5 | 2033-03-15      | 5.1080%  | N/A     | $1729280.00        | $1091402.56        | Asset-Backed Securities |
| PAGAYA AI DEBT 2026-1 | 2033-09-15      | 5.3700%  | N/A     | $14770000.00       | $14740863.71       | Asset-Backed Securities |
| PAGAYA AI DEBT 2026-1 | 2033-09-15      | 5.5070%  | N/A     | $100000.00         | $100017.16         | Asset-Backed Securities |
| PAGAYA AI DEBT GR TR  | 2033-05-16      | 5.2840%  | N/A     | $5994000.00        | $5973387.56        | Asset-Backed Securities |
| PAGAYA AI DEBT GRT TR | 2033-11-15      | 6.0290%  | N/A     | $5000000.00        | $5043989.59        | Asset-Backed Securities |
| PIONEER AIR FIN 2019  | 2044-06-15      | 0.0000%  | N/A     | $9243000.00        | $5202209.96        | Asset-Backed Securities |
| RESEARCH-DRVN MTR AT  | 2035-02-26      | 5.8170%  | N/A     | $10000000.00       | $9978185.84        | Asset-Backed Securities |
| SAXON ASSET SEC TR 20 | 2036-11-25      | 4.2688%  | N/A     | $2600000.00        | $950.91            | Asset-Backed Securities |
| SOTHEBY'S ARTFI MASTE | 2033-06-21      | 4.9213%  | N/A     | $14500000.00       | $14737391.39       | Asset-Backed Securities |
| SOUND POINT CLO LTD 2 | 2034-10-25      | 10.6482% | N/A     | $6000000.00        | $5583102.40        | Asset-Backed Securities |
| SSB SBA 2025 3.46732  | 2036-10-20      | 3.4757%  | N/A     | $145735771.00      | $10731353.63       | Asset-Backed Securities |
| SSB SBA 2025 3.88993  | 2037-02-20      | 3.8819%  | N/A     | $101371522.00      | $7810051.79        | Asset-Backed Securities |
| STIFEL SBA I 1.831 15 | 2038-08-15      | 1.7973%  | N/A     | $172654706.00      | $5411225.86        | Asset-Backed Securities |
| STIFEL SBA I 3.32751  | 2037-01-25      | 3.3327%  | N/A     | $138094202.00      | $11069318.40       | Asset-Backed Securities |
| STIFEL SBA IO TR 2026 | 2037-04-25      | 3.2777%  | N/A     | $115140116.00      | $9439575.63        | Asset-Backed Securities |
| SWITCH ABS ISSUER 202 | 2055-10-25      | 5.1210%  | N/A     | $6740000.00        | $6613645.22        | Asset-Backed Securities |
| TOORAK MTG TR 2024-2  | 2031-10-25      | 8.6470%  | N/A     | $7500000.00        | $7554020.84        | Asset-Backed Securities |
| TWIN HOSPITALITY I LL | 2054-10-26      | 9.0000%  | N/A     | $5800000.00        | $5583667.59        | Asset-Backed Securities |
| UPX HIL ISSUER TR 202 | 2047-01-25      | 7.6700%  | N/A     | $5473000.00        | $5501953.39        | Asset-Backed Securities |

### Security 76: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KLL9, C.4 - ISIN: US09660KLL97, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $128531540.80
- **C.18.a - Value (excl. sponsor support):** $128531540.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KKP1, C.4 - ISIN: US09660KKP11, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $127959442.00
- **C.18.a - Value (excl. sponsor support):** $127959442.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CM96, C.4 - ISIN: US09659CM963, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $163499579.80
- **C.18.a - Value (excl. sponsor support):** $163499579.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05FU3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACRISURE LLC / ACRISU | 2029-06-15      | 8.5000%  | N/A     | $78000.00          | $79940.81          | Corporate Debt Securities |
| AEGEA FIN S A R L S A | 2029-05-20      | 6.7500%  | N/A     | $200000.00         | $185681.50         | Corporate Debt Securities |
| AEGEA FIN S A R L S A | 2031-01-20      | 9.0000%  | N/A     | $300000.00         | $295485.00         | Corporate Debt Securities |
| AEGEA FIN S A R L S A | 2036-01-20      | 7.6250%  | N/A     | $700000.00         | $612045.49         | Corporate Debt Securities |
| AI CANDELARIA SPAIN S | 2033-06-15      | 5.7500%  | N/A     | $1600000.00        | $1483911.11        | Corporate Debt Securities |
| ALGONQUIN POWER & UTI | 2082-01-18      | 4.7500%  | N/A     | $5239000.00        | $5286228.13        | Corporate Debt Securities |
| ALLIED UNIVERSAL HOLD | 2028-06-01      | 4.6250%  | N/A     | $7214000.00        | $7284971.73        | Corporate Debt Securities |
| AMC ENTMT HLDGS INC1L | 2029-02-15      | 7.5000%  | N/A     | $446000.00         | $398557.49         | Corporate Debt Securities |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $4200000.00        | $4540520.83        | Corporate Debt Securities |
| ANDRADE GUTIERREZ INT | 2029-12-28      | 0.0000%  | N/A     | $2000000.00        | $619260.00         | Corporate Debt Securities |
| AP CORE HOLDINGS II L | 2031-05-15      | 11.0000% | N/A     | $7708000.00        | $8107154.50        | Corporate Debt Securities |
| ARDAGH GROUP S A 1LIE | 2030-12-01      | 9.5000%  | N/A     | $4400185.00        | $4744504.37        | Corporate Debt Securities |
| ARGENTINE REPUBLIC GL | 2029-07-09      | 1.0000%  | N/A     | $271080.00         | $171613.22         | Other Instrument          |
| ARGENTINE REPUBLIC GL | 2038-01-09      | 5.0000%  | N/A     | $3649991.00        | $3000089.82        | Other Instrument          |
| ARGENTINE REPUBLIC GL | 2041-07-09      | 3.5000%  | N/A     | $1544025.00        | $1124221.76        | Other Instrument          |
| ASURION LLC / ASURION | 2034-02-01      | 8.3750%  | N/A     | $5047000.00        | $5043992.13        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTDSR | 2030-02-14      | 9.6250%  | N/A     | $736000.00         | $732741.67         | Corporate Debt Securities |
| AZUL SECD FIN LLP1LIE | 2031-02-15      | 9.8750%  | N/A     | $550000.00         | $525017.09         | Corporate Debt Securities |
| AZUL SECD FIN LLP1LIE | 2031-02-15      | 9.8750%  | N/A     | $20263000.00       | $19342584.18       | Corporate Debt Securities |
| BANK OF AMER CORPFR 2 | 2033-02-04      | 2.9720%  | N/A     | $2000.00           | $1826.49           | Corporate Debt Securities |
| BAUSCH HEALTH COS INC | 2028-09-30      | 11.0000% | N/A     | $1000.00           | $1060.08           | Corporate Debt Securities |
| BORR IHC LTD / BORR F | 2028-11-15      | 10.0000% | N/A     | $570000.00         | $491458.21         | Corporate Debt Securities |
| BOSPHORUS LLC 2015-1  | 2028-09-15      | 4.2000%  | N/A     | $6177000.00        | $880902.59         | Asset-Backed Securities   |
| CAESARS ENTERTAINMENT | 2032-10-15      | 6.0000%  | N/A     | $11359000.00       | $10192922.92       | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2032-04-07      | 3.6000%  | N/A     | $122000.00         | $115293.66         | Corporate Debt Securities |
| CD&R SMOKEY BUYER INC | 2029-10-15      | 9.5000%  | N/A     | $7403000.00        | $4535678.27        | Corporate Debt Securities |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $43818000.00       | $23794391.17       | Corporate Debt Securities |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $12370000.00       | $6883217.78        | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  | N/A     | $4668000.00        | $3872710.25        | Corporate Debt Securities |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $8000000.00        | $8239991.11        | Corporate Debt Securities |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $5000000.00        | $5145044.44        | Corporate Debt Securities |
| CONDUENT BUSINESS SVC | 2029-11-01      | 6.0000%  | N/A     | $7208000.00        | $6253853.01        | Corporate Debt Securities |
| CP ATLAS BUYER INC.1L | 2030-07-15      | 9.7500%  | N/A     | $107000.00         | $104042.70         | Corporate Debt Securities |
| DISH DBS CORPORATION  | 2029-06-01      | 5.1250%  | N/A     | $1055000.00        | $982416.29         | Corporate Debt Securities |
| DONNELLEY R R & SONS  | 2031-06-01      | 11.0000% | N/A     | $1214000.00        | $1186219.63        | Corporate Debt Securities |
| DYE & DURHAM CORPSR S | 2029-04-15      | 8.6250%  | N/A     | $8083000.00        | $6794098.29        | Corporate Debt Securities |
| EL SALVADOR REPGLBL R | 2052-07-15      | 9.5000%  | N/A     | $900000.00         | $1033075.00        | Other Instrument          |
| EMPIRE COMMUNITIES CO | 2029-05-01      | 9.7500%  | N/A     | $204000.00         | $211285.52         | Corporate Debt Securities |
| EMPIRE RESORTS INC SR | 2026-11-01      | 7.7500%  | N/A     | $7488000.00        | $7466717.44        | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.5000%  | N/A     | $3000.00           | $3524.19           | Corporate Debt Securities |
| EQUIPMENTSHARE COM IN | 2028-05-15      | 9.0000%  | N/A     | $6344000.00        | $6610701.76        | Corporate Debt Securities |
| EVEREST REINS HLDGS I | 2052-10-15      | 3.1250%  | N/A     | $70000.00          | $43944.56          | Corporate Debt Securities |
| FIRST QUANTUM MINERAL | 2036-02-15      | 6.3750%  | N/A     | $1560000.00        | $1567532.85        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2045-11-19      | 5.5610%  | N/A     | $86000.00          | $83633.69          | Corporate Debt Securities |
| HAH GROUP HLDG CO LLC | 2031-10-01      | 9.7500%  | N/A     | $15753000.00       | $14468789.19       | Corporate Debt Securities |
| HILTON GRAND VACATION | 2031-07-01      | 4.8750%  | N/A     | $6015000.00        | $5717207.38        | Corporate Debt Securities |
| HUGHES SATELLITE S SR | 2026-08-01      | 6.6250%  | N/A     | $27170000.00       | $17571254.10       | Corporate Debt Securities |
| ISLAMIC REP PAKISTAN  | 2036-03-31      | 7.8750%  | N/A     | $2100000.00        | $2050831.13        | Other Instrument          |
| JOHN DEERE CAPITAL CO | 2031-09-08      | 4.4000%  | N/A     | $1000.00           | $1002.81           | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE | 2033-04-30      | 7.1250%  | N/A     | $3076000.00        | $3133175.15        | Corporate Debt Securities |
| KOBE US MIDCO 2 INCOR | 2026-11-01      | 9.2500%  | N/A     | $741000.00         | $598131.08         | Corporate Debt Securities |
| KOSMOS ENERGY LTDSR G | 2031-10-01      | 8.7500%  | N/A     | $200000.00         | $186319.44         | Corporate Debt Securities |
| LIBERTY MEDIA CORP DE | 2030-02-01      | 0.0000%  | N/A     | $88000.00          | $7549.67           | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2036-06-13      | 6.0680%  | N/A     | $400000.00         | $422408.09         | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC | 2032-02-15      | 8.7500%  | N/A     | $810000.00         | $863069.40         | Corporate Debt Securities |
| LUNA 1 5 S A R L SR G | 2032-07-01      | 12.0000% | N/A     | $10468000.00       | $11720217.05       | Corporate Debt Securities |
| MICHAELS COS INC 1LIE | 2033-03-15      | 8.5000%  | N/A     | $2869000.00        | $2850504.51        | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER | 2030-04-15      | 8.2500%  | N/A     | $550000.00         | $579080.33         | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER | 2031-04-15      | 11.8750% | N/A     | $11331000.00       | $12487939.17       | Corporate Debt Securities |
| MOODYS CORPSR GLBL NT | 2032-08-08      | 4.2500%  | N/A     | $691000.00         | $681460.17         | Corporate Debt Securities |
| MULTI-COLOR CORP SR S | 2033-05-11      | 8.5000%  | N/A     | $2753605.00        | $2397453.73        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $5000000.00        | $5238023.61        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC  | 2029-04-15      | 9.2900%  | N/A     | $6934000.00        | $7168746.72        | Corporate Debt Securities |
| NEW FORTRESS ENERGY I | 2029-03-15      | 8.7500%  | N/A     | $1551000.00        | $330341.46         | Corporate Debt Securities |
| NEW FORTRESS ENERGY I | 2026-09-30      | 6.5000%  | N/A     | $3000.00           | $609.37            | Corporate Debt Securities |
| OCEANICA LUX 1LIEN GL | 2031-05-08      | 11.2500% | N/A     | $300000.00         | $305508.75         | Corporate Debt Securities |
| OFFICE PPTYS INCOME T | 2029-03-31      | 0.0000%  | N/A     | $2313000.00        | $2320031.52        | Corporate Debt Securities |
| OLYMPUS WTR US HLDG C | 2033-02-15      | 7.2500%  | N/A     | $8942000.00        | $8922869.09        | Corporate Debt Securities |
| OLYMPUS WTR US HLDG C | 2028-10-01      | 4.2500%  | N/A     | $3795000.00        | $3718520.21        | Corporate Debt Securities |
| PAGAYA U S HLDG CO LL | 2030-08-01      | 8.8750%  | N/A     | $5850000.00        | $4675438.63        | Corporate Debt Securities |
| PAMPA ENERGIA SA SR 2 | 2037-11-14      | 7.7500%  | N/A     | $100000.00         | $101292.92         | Corporate Debt Securities |
| PARK RIVER HOLDINGS I | 2031-03-15      | 8.0000%  | N/A     | $3374000.00        | $3465585.36        | Corporate Debt Securities |
| PENN ENTERTAINMENT IN | 2031-04-01      | 6.7500%  | N/A     | $4051000.00        | $4084491.64        | Corporate Debt Securities |
| PODS LLC SR SEC 144A  | 2031-05-15      | 8.7500%  | N/A     | $4713000.00        | $4633095.01        | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIA | 2029-09-15      | 9.7500%  | N/A     | $3481000.00        | $3702223.35        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE  | 2035-01-17      | 5.7000%  | N/A     | $554000.00         | $325973.60         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE  | 2054-03-05      | 6.9500%  | N/A     | $4674000.00        | $2685992.00        | Corporate Debt Securities |
| RITHM CAPITAL CORP SR | 2029-04-01      | 8.0000%  | N/A     | $15713000.00       | $15991416.90       | Corporate Debt Securities |
| RITHM CAPITAL CORP SR | 2031-06-01      | 8.5000%  | N/A     | $8042000.00        | $8044667.26        | Corporate Debt Securities |
| ROCKET SOFTWARE INCSR | 2028-11-28      | 9.0000%  | N/A     | $1455000.00        | $1474846.20        | Corporate Debt Securities |
| RRD PARENT INC PERP J | 2099-01-01      | 12.0000% | N/A     | $79642000.00       | $98727939.83       | Corporate Debt Securities |
| RRD PARENT INC SR GLB | 2031-10-15      | 10.0000% | N/A     | $22711293.00       | $40388905.49       | Corporate Debt Securities |
| SABRE GLBL INC SR SEC | 2030-03-15      | 10.7500% | N/A     | $11532000.00       | $10388339.53       | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $1000000.00        | $1250.00           | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 0.0000%  | N/A     | $2000000.00        | $5000.00           | Corporate Debt Securities |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $11331000.00       | $10505423.34       | Corporate Debt Securities |
| SERVICE PPTYS TR SR G | 2032-06-15      | 8.8750%  | N/A     | $4201000.00        | $4515663.07        | Corporate Debt Securities |
| SGUS LLC SR SEC 144A  | 2029-12-15      | 0.0000%  | N/A     | $2444909.00        | $366736.35         | Corporate Debt Securities |
| SURINAME REP SR GLBL  | 2030-11-06      | 7.7000%  | N/A     | $5100000.00        | $5278089.17        | Other Instrument          |
| SURINAME REP SR GLBL  | 2035-11-06      | 8.5000%  | N/A     | $5000000.00        | $5386352.78        | Other Instrument          |
| TALEN ENERGY SUPPLY L | 2031-05-01      | 6.1250%  | N/A     | $1547000.00        | $1554447.52        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2033-05-01      | 6.3750%  | N/A     | $108000.00         | $107975.43         | Corporate Debt Securities |
| TELESAT CDA / TELESAT | 2026-12-06      | 5.6250%  | N/A     | $12963000.00       | $11443898.44       | Corporate Debt Securities |
| TELESAT CDA / TELESAT | 2027-06-01      | 4.8750%  | N/A     | $1142000.00        | $971915.28         | Corporate Debt Securities |
| TKC HOLDINGS INCORPOR | 2030-08-15      | 8.5000%  | N/A     | $7288000.00        | $7624146.85        | Corporate Debt Securities |
| TRANSPORTADORA DE GAS | 2031-07-24      | 8.5000%  | N/A     | $200000.00         | $219374.78         | Corporate Debt Securities |
| TRUCK HERO INC 2LIEN  | 2031-07-31      | 6.2500%  | N/A     | $584000.00         | $91250.00          | Corporate Debt Securities |
| US BANCORP FR 5.033%0 | 2037-01-26      | 5.0330%  | N/A     | $1000.00           | $1000.61           | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2099-01-01      | 9.0000%  | N/A     | $15794000.00       | $15854491.02       | Corporate Debt Securities |
| VISTAJET MALTA FIN P  | 2030-02-01      | 6.3750%  | N/A     | $4733000.00        | $4507926.13        | Corporate Debt Securities |
| WELLS FARGO & CO FR 5 | 2036-04-23      | 5.6050%  | N/A     | $2000.00           | $2061.51           | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS  | 2027-10-31      | 13.0000% | N/A     | $4740052.00        | $5878191.15        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA  | 2029-06-27      | 8.5000%  | N/A     | $4820000.00        | $5140524.64        | Corporate Debt Securities |
| ZIGGO BD CO BV SR GLB | 2030-02-28      | 5.1250%  | N/A     | $8894000.00        | $7920519.58        | Corporate Debt Securities |

### Security 80: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05G57
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALGONQUIN POWER & UTI | 2082-01-18      | 4.7500%  | N/A     | $2194000.00        | $2213778.30        | Corporate Debt Securities |
| CLYDESDALE ACQUISITIO | 2030-01-15      | 6.8750%  | N/A     | $30000000.00       | $30130208.33       | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2030-10-15      | 9.7500%  | N/A     | $26843000.00       | $28962165.37       | Corporate Debt Securities |
| GETTY IMAGES INC 1LIE | 2030-11-15      | 10.5000% | N/A     | $41768000.00       | $36936416.99       | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/ | 2029-11-15      | 10.0000% | N/A     | $33807000.00       | $33906355.02       | Corporate Debt Securities |
| LEVEL 3 FING INC SR 1 | 2037-02-15      | 7.5000%  | N/A     | $10.00             | $10.26             | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $36000.00          | $40793.16          | Corporate Debt Securities |
| MULTI-COLOR CORP SR S | 2033-05-11      | 8.5000%  | N/A     | $1842912.00        | $1604549.76        | Corporate Debt Securities |
| NEXSTAR BROADCASTING  | 2034-04-15      | 7.2500%  | N/A     | $34850000.00       | $35416631.96       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2031-05-01      | 6.1250%  | N/A     | $12113000.00       | $12171314.00       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2033-05-01      | 6.3750%  | N/A     | $63619000.00       | $63604526.68       | Corporate Debt Securities |
| ZIGGO B V1LIEN GLBL 3 | 2030-01-15      | 4.8750%  | N/A     | $32000000.00       | $30090826.67       | Corporate Debt Securities |

### Security 81: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05GM0
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INCPERP -Z  | 2099-01-01      | 7.3750%  | N/A     | $12723000.00       | $13137363.37       | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $13758000.00       | $14372780.05       | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $38000.00          | $43059.45          | Corporate Debt Securities |

### Security 82: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05HT4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADT SECURITY CORPORAT | 2032-07-15      | 4.8750%  | N/A     | $400000.00         | $385118.33         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2032-03-15      | 3.5000%  | N/A     | $119000.00         | $105006.13         | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2030-04-15      | 3.9000%  | N/A     | $774000.00         | $724600.74         | Corporate Debt Securities                         |
| AMKOR TECHNOLOGY INC  | 2033-10-01      | 5.8750%  | N/A     | $13000.00          | $13177.91          | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 9.7500%  | N/A     | $1075000.00        | $1169381.42        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $1902688.00        | $1930858.35        | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3 SR | 2029-11-01      | 7.8750%  | N/A     | $377000.00         | $378253.53         | Corporate Debt Securities                         |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $36990000.00       | $41713715.48       | Corporate Debt Securities                         |
| ATI INCSR GLBL NT 27  | 2027-12-01      | 5.8750%  | N/A     | $127000.00         | $130718.38         | Corporate Debt Securities                         |
| ATI INCSR GLBL NT 30  | 2030-08-15      | 7.2500%  | N/A     | $486000.00         | $514593.54         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL N | 2099-01-01      | 5.8750%  | N/A     | $26230000.00       | $26164210.06       | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE  | 2050-11-15      | 2.8390%  | N/A     | $1000.00           | $628.35            | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTIT | 2033-01-18      | 5.1250%  | N/A     | $987000.00         | $983655.72         | Corporate Debt Securities                         |
| BRINKER INTL INC SR G | 2030-07-15      | 8.2500%  | N/A     | $876000.00         | $941137.90         | Corporate Debt Securities                         |
| BRISTOW GROUP INCSR S | 2033-02-01      | 6.7500%  | N/A     | $187000.00         | $192647.87         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P  | 2027-12-01      | 4.1250%  | N/A     | $54000.00          | $54350.24          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P  | 2043-11-15      | 5.8500%  | N/A     | $200000.00         | $182017.00         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT | 2032-02-15      | 6.5000%  | N/A     | $22122000.00       | $21825073.60       | Corporate Debt Securities                         |
| CANPACK SAC / CANPACK | 2029-11-15      | 3.8750%  | N/A     | $300000.00         | $283877.08         | Corporate Debt Securities                         |
| CARNIVAL CORP LTDSR 1 | 2032-08-01      | 5.7500%  | N/A     | $1287000.00        | $1318257.66        | Corporate Debt Securities                         |
| CARNIVAL CORP LTDSR 1 | 2030-03-15      | 5.7500%  | N/A     | $1775000.00        | $1811067.01        | Corporate Debt Securities                         |
| CARNIVAL CORP LTDSR G | 2028-01-15      | 6.6500%  | N/A     | $723000.00         | $755421.33         | Corporate Debt Securities                         |
| CARNIVAL CORP LTDSR G | 2031-06-15      | 5.8750%  | N/A     | $107000.00         | $111203.38         | Corporate Debt Securities                         |
| CARVANA CO 1LIEN GLBL | 2031-06-01      | 9.0000%  | N/A     | $1382999.00        | $1582889.99        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2031-04-30      | 4.1250%  | N/A     | $19000.00          | $17865.76          | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI | 2028-11-15      | 4.6250%  | N/A     | $19986000.00       | $19837076.54       | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2 | 2052-02-25      | 0.0800%  | N/A     | $110281.00         | $390.39            | Private Label Collateralized Mortgage Obligations |
| CNX MIDSTREAM PARTNER | 2030-04-15      | 4.7500%  | N/A     | $1645000.00        | $1598916.24        | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MIC | 2028-12-15      | 9.2500%  | N/A     | $534000.00         | $580404.01         | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MIC | 2030-03-15      | 6.6250%  | N/A     | $476000.00         | $485242.99         | Corporate Debt Securities                         |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $1333000.00        | $1302522.44        | Corporate Debt Securities                         |
| DANA INC SR GLBL NT 3 | 2030-09-01      | 4.2500%  | N/A     | $200000.00         | $192771.78         | Corporate Debt Securities                         |
| DANA INC SR GLBL NT4. | 2032-02-15      | 4.5000%  | N/A     | $2100000.00        | $1992354.00        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATI | 2055-09-15      | 4.0000%  | N/A     | $1000000.00        | $500722.22         | Corporate Debt Securities                         |
| EDGED COMPUTE LLCSR S | 2031-04-30      | 7.5000%  | N/A     | $971000.00         | $979768.13         | Corporate Debt Securities                         |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.5000%  | N/A     | $20992000.00       | $24659908.84       | Corporate Debt Securities                         |
| ENERFLEX INC SR GLBL  | 2031-01-15      | 6.8750%  | N/A     | $536000.00         | $567320.27         | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR  | 2032-06-30      | 8.4990%  | N/A     | $600000.00         | $624857.35         | Corporate Debt Securities                         |
| EUROPEAN INVT BK SR G | 2036-02-08      | 4.2500%  | N/A     | $1000.00           | $997.60            | Corporate Debt Securities                         |
| EVERFORTH INCSR GLBL  | 2028-05-15      | 4.6250%  | N/A     | $18000.00          | $16683.63          | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD | 2030-05-15      | 8.0000%  | N/A     | $505000.00         | $535810.61         | Corporate Debt Securities                         |
| FEDERAL HOME LOAN MOR | 2029-04-25      | 2.1200%  | N/A     | $1000.00           | $940.64            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2030-01-25      | 2.0690%  | N/A     | $1000.00           | $924.57            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2028-04-25      | 3.9000%  | N/A     | $1000.00           | $996.00            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 4.0500%  | N/A     | $1001.00           | $996.86            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2031-06-25      | 5.4300%  | N/A     | $1000.00           | $1030.54           | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2027-04-25      | 3.2430%  | N/A     | $1000.00           | $994.64            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2026-08-25      | 2.7240%  | N/A     | $1000.00           | $997.50            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2026-07-25      | 2.2820%  | N/A     | $1000.00           | $487.06            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2029-12-25      | 3.9500%  | N/A     | $1027.00           | $164.36            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2028-10-25      | 4.0600%  | N/A     | $1000.00           | $995.90            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2027-09-25      | 3.3500%  | N/A     | $1000.00           | $45.30             | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2033-04-25      | 3.7500%  | N/A     | $1000.00           | $950.34            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2034-04-25      | 3.0590%  | N/A     | $1000.00           | $897.02            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2032-11-25      | 4.1180%  | N/A     | $1000.00           | $981.17            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2027-06-25      | 3.1170%  | N/A     | $1000.00           | $978.85            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2032-07-25      | 3.5000%  | N/A     | $1000.00           | $948.12            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2030-05-25      | 0.8630%  | N/A     | $1000.00           | $662.91            | Agency Collateralized Mortgage Obligation         |
| FEDERAL HOME LOAN MOR | 2034-03-25      | 3.5420%  | N/A     | $2000.00           | $1862.25           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K- | 2029-06-25      | 2.7850%  | N/A     | $1000.00           | $959.37            | Agency Collateralized Mortgage Obligation         |
| GFL ENVIRONMENTAL INC | 2029-06-15      | 4.7500%  | N/A     | $1772000.00        | $1777881.07        | Corporate Debt Securities                         |
| GGAM FIN LTD SR 144A  | 2029-04-15      | 6.8750%  | N/A     | $1865000.00        | $1918791.78        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-01-21      | 4.5945%  | N/A     | $1000.00           | $1002.82           | Corporate Debt Securities                         |
| GULFPORT ENERGY CORP  | 2029-09-01      | 6.7500%  | N/A     | $921000.00         | $961164.81         | Corporate Debt Securities                         |
| KOHLS CORP SR SEC GLB | 2030-06-01      | 10.0000% | N/A     | $206000.00         | $234352.70         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PART | 2031-05-15      | 7.1250%  | N/A     | $1366000.00        | $1361222.42        | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC | 2032-01-31      | 4.3750%  | N/A     | $165000.00         | $156712.35         | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC | 2028-05-15      | 4.8750%  | N/A     | $108000.00         | $107403.39         | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC | 2030-01-31      | 4.1250%  | N/A     | $1107000.00        | $1071515.58        | Corporate Debt Securities                         |
| LAND O LAKES INC PERP | 2079-12-31      | 7.2500%  | N/A     | $1000.00           | $924.90            | Corporate Debt Securities                         |
| LAND O LAKES INC PERP | 2079-12-31      | 8.0000%  | N/A     | $1746000.00        | $1757252.00        | Corporate Debt Securities                         |
| LEVEL 3 FING INC SR 1 | 2037-02-15      | 7.5000%  | N/A     | $10.00             | $10.26             | Corporate Debt Securities                         |
| LGI HOMES INCSR GLBL  | 2029-07-15      | 4.0000%  | N/A     | $1432000.00        | $1330082.97        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $3447000.00        | $3905945.07        | Corporate Debt Securities                         |
| LIFE TIME FITNESSSR S | 2031-11-15      | 6.0000%  | N/A     | $14000.00          | $14221.67          | Corporate Debt Securities                         |
| MCAFEE CORPSR 144A NT | 2030-02-15      | 7.3750%  | N/A     | $79000.00          | $68697.26          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2056-05-15      | 6.3000%  | N/A     | $3000.00           | $3035.63           | Corporate Debt Securities                         |
| MEXICO REMITTANCES FD | 2031-10-15      | 12.5000% | N/A     | $700000.00         | $765329.44         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2036-04-22      | 7.5000%  | N/A     | $300000.00         | $290762.50         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2036-04-22      | 7.5000%  | N/A     | $500000.00         | $484604.17         | Corporate Debt Securities                         |
| MURPHY OIL CORPCR SEN | 2042-12-01      | 5.8750%  | N/A     | $2080000.00        | $1887472.31        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP M | 2030-02-15      | 9.0000%  | N/A     | $155000.00         | $167382.95         | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $1400000.00        | $1357390.22        | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2031-08-15      | 3.8750%  | N/A     | $694000.00         | $637837.66         | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2033-08-15      | 6.3750%  | N/A     | $201000.00         | $206181.11         | Corporate Debt Securities                         |
| OLIN CORPSR GLBL NT 5 | 2030-02-01      | 5.0000%  | N/A     | $100000.00         | $98418.89          | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $1574000.00        | $1471689.56        | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INCSR | 2031-12-01      | 4.1250%  | N/A     | $680000.00         | $605802.37         | Corporate Debt Securities                         |
| OWENS BROCKWAY SR GLB | 2032-06-01      | 7.3750%  | N/A     | $2000.00           | $1991.95           | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2028-10-01      | 5.8750%  | N/A     | $4087000.00        | $4127401.13        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2028-02-15      | 6.0000%  | N/A     | $170000.00         | $173062.27         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2030-09-15      | 7.8750%  | N/A     | $23000.00          | $23874.86          | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2029-08-01      | 4.2500%  | N/A     | $86000.00          | $84396.15          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $300000.00         | $334518.25         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSSR | 2045-01-23      | 6.3750%  | N/A     | $2549000.00        | $2181669.98        | Corporate Debt Securities                         |
| POINSETTIA FIN LTD SR | 2031-06-17      | 6.6250%  | N/A     | $200000.00         | $135448.00         | Corporate Debt Securities                         |
| PRA GROUP INCSR 144A  | 2030-01-31      | 8.8750%  | N/A     | $101000.00         | $106259.76         | Corporate Debt Securities                         |
| PRA GROUP INCSR GLBL  | 2028-02-01      | 8.3750%  | N/A     | $1554000.00        | $1620964.02        | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN SR | 2028-01-15      | 5.1250%  | N/A     | $878000.00         | $891447.79         | Corporate Debt Securities                         |
| RAKUTEN GROUP INCSR 1 | 2027-02-15      | 11.2500% | N/A     | $720000.00         | $770364.00         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP F | 2032-04-01      | 6.5000%  | N/A     | $1386000.00        | $1434360.62        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE  | 2030-07-15      | 5.8750%  | N/A     | $553000.00         | $575318.00         | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE  | 2029-12-15      | 8.2500%  | N/A     | $864000.00         | $934660.80         | Corporate Debt Securities                         |
| SEASPAN CORP SR GLBL  | 2029-08-01      | 5.5000%  | N/A     | $2000000.00        | $1969175.56        | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2032-10-15      | 5.7500%  | N/A     | $355000.00         | $359575.16         | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2027-04-01      | 7.5000%  | N/A     | $20000.00          | $20631.47          | Corporate Debt Securities                         |
| SIMPAR EUROPESR GLBL  | 2031-01-26      | 5.2000%  | N/A     | $4179000.00        | $3637262.30        | Corporate Debt Securities                         |
| SIRIUS XM RADIO LLCSR | 2030-07-01      | 4.1250%  | N/A     | $100000.00         | $95704.83          | Corporate Debt Securities                         |
| SM ENERGY COMPANYSR G | 2032-08-01      | 7.0000%  | N/A     | $2698000.00        | $2827381.09        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2033-08-01      | 6.2500%  | N/A     | $142000.00         | $144794.01         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2034-03-15      | 5.8750%  | N/A     | $500000.00         | $492903.19         | Corporate Debt Securities                         |
| STENA INTL SASR SEC G | 2031-01-15      | 7.2500%  | N/A     | $538000.00         | $565581.17         | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC SR | 2029-06-30      | 4.8750%  | N/A     | $1782000.00        | $1739779.22        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2031-05-15      | 6.7500%  | N/A     | $200000.00         | $206481.00         | Corporate Debt Securities                         |
| TRINET GROUP INC SR G | 2031-08-15      | 7.1250%  | N/A     | $2235000.00        | $2292648.10        | Corporate Debt Securities                         |
| TRUSTEES OF DARTMOUTH | 2046-06-01      | 3.4740%  | N/A     | $2000.00           | $1528.79           | Corporate Debt Securities                         |
| TUPY OVERSEAS S ASR G | 2031-02-16      | 4.5000%  | N/A     | $200000.00         | $165225.00         | Corporate Debt Securities                         |
| V F CORP SR GLBL NT 3 | 2037-11-01      | 6.4500%  | N/A     | $618000.00         | $593092.54         | Corporate Debt Securities                         |
| VALARIS LTD2LIEN 144A | 2030-04-30      | 8.3750%  | N/A     | $1654000.00        | $1731368.38        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $1500000.00        | $1593920.42        | Corporate Debt Securities                         |
| VIKING CRUISES LTD SR | 2029-02-15      | 7.0000%  | N/A     | $1178000.00        | $1204590.08        | Corporate Debt Securities                         |
| VIKING CRUISES LTD SR | 2031-07-15      | 9.1250%  | N/A     | $1736000.00        | $1888169.56        | Corporate Debt Securities                         |
| WEATHERFORD INTL LTD  | 2030-04-30      | 8.6250%  | N/A     | $633000.00         | $668844.15         | Corporate Debt Securities                         |
| WELLS FARGO & CO SR N | 2026-10-23      | 3.0000%  | N/A     | $1000.00           | $998.37            | Corporate Debt Securities                         |
| WESCO DISTR INCGLBL 1 | 2028-06-15      | 7.2500%  | N/A     | $2001000.00        | $2068769.42        | Corporate Debt Securities                         |
| WINNEBAGO INDS INC 1L | 2028-07-15      | 6.2500%  | N/A     | $693000.00         | $708512.04         | Corporate Debt Securities                         |
| WRANGLER HOLDCO CORP  | 2032-04-01      | 6.6250%  | N/A     | $293000.00         | $303874.29         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2031-03-15      | 3.6250%  | N/A     | $377000.00         | $353664.22         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2030-01-15      | 4.7500%  | N/A     | $100000.00         | $100238.06         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2032-01-31      | 4.6250%  | N/A     | $793000.00         | $764873.39         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2032-04-01      | 5.3750%  | N/A     | $50000.00          | $50263.99          | Corporate Debt Securities                         |
| YUM BRANDS INC SR NT  | 2043-11-01      | 5.3500%  | N/A     | $655000.00         | $625807.38         | Corporate Debt Securities                         |

### Security 83: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05MX9
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIESGL | 2028-01-30      | 1.1500%  | N/A     | $88000.00          | $84134.28          | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2029-03-09      | 3.7000%  | N/A     | $83000.00          | $82259.82          | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2031-03-15      | 4.0000%  | N/A     | $311000.00         | $306555.46         | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2036-11-30      | 4.7500%  | N/A     | $372000.00         | $371645.88         | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2056-03-15      | 5.5000%  | N/A     | $83000.00          | $81821.58          | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2043-04-15      | 4.7500%  | N/A     | $400000.00         | $369366.22         | Corporate Debt Securities                         |
| ABBVIE INC SR GLBL NT | 2035-03-15      | 4.5500%  | N/A     | $9000.00           | $8812.10           | Corporate Debt Securities                         |
| ABBVIE INC SR GLBL NT | 2028-03-03      | 3.7750%  | N/A     | $76000.00          | $76034.44          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2047-12-01      | 3.7500%  | N/A     | $100000.00         | $77248.17          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2049-09-15      | 3.1500%  | N/A     | $24000.00          | $16037.64          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2049-06-15      | 3.8000%  | N/A     | $80000.00          | $60982.49          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO L | 2052-06-15      | 4.5000%  | N/A     | $100000.00         | $84885.00          | Corporate Debt Securities                         |
| AG TRUST 2024-NLPD204 | 2041-08-15      | 8.2814%  | N/A     | $4154000.00        | $2819327.68        | Private Label Collateralized Mortgage Obligations |
| AIG GLOBAL FDG SR SEC | 2029-12-03      | 4.9000%  | N/A     | $8000.00           | $8205.56           | Corporate Debt Securities                         |
| AIRBUS SESR GLBL REGS | 2027-04-10      | 3.1500%  | N/A     | $350000.00         | $348704.13         | Corporate Debt Securities                         |
| ALCAN INCSR GLBL NT 3 | 2033-12-15      | 6.1250%  | N/A     | $537000.00         | $589085.12         | Corporate Debt Securities                         |
| ALLEGHANY CORP MDSR G | 2051-08-15      | 3.2500%  | N/A     | $100000.00         | $67139.89          | Corporate Debt Securities                         |
| ALLIANZ SE PERP RSTR  | 2099-01-01      | 6.5000%  | N/A     | $400000.00         | $403002.44         | Corporate Debt Securities                         |
| ALLSTATE CORPSR GLBL  | 2029-06-24      | 5.0500%  | N/A     | $100000.00         | $103637.31         | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2029-02-15      | 3.7000%  | N/A     | $100000.00         | $99685.44          | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2047-08-22      | 4.0500%  | N/A     | $215000.00         | $174860.04         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2035-11-20      | 4.6500%  | N/A     | $270000.00         | $263787.97         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2032-12-01      | 4.7000%  | N/A     | $21000.00          | $21671.77          | Corporate Debt Securities                         |
| AMEREN ILL CO1M GLBL  | 2033-06-01      | 4.9500%  | N/A     | $203000.00         | $208741.86         | Corporate Debt Securities                         |
| AMEREN ILL COSR SEC G | 2046-03-15      | 4.1500%  | N/A     | $196000.00         | $160651.51         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2029-07-20      | 4.4449%  | N/A     | $226000.00         | $227735.78         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2029-07-27      | 5.2820%  | N/A     | $31000.00          | $32022.80          | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2031-10-30      | 6.4890%  | N/A     | $11000.00          | $11823.54          | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL  | 2030-06-03      | 5.2500%  | N/A     | $170000.00         | $174263.03         | Corporate Debt Securities                         |
| AMERICAN TRANSMISSION | 2056-04-01      | 5.7500%  | N/A     | $86000.00          | $86085.12          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2034-03-01      | 5.1500%  | N/A     | $1160000.00        | $1193429.91        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2029-06-01      | 4.6250%  | N/A     | $735000.00         | $738539.94         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITA | 2050-09-10      | 3.9500%  | N/A     | $6450000.00        | $4872381.96        | Corporate Debt Securities                         |
| ANZ BK NEW ZEALAND LT | 2032-08-11      | 5.5480%  | N/A     | $370000.00         | $379258.88         | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2028-08-14      | 5.3550%  | N/A     | $200000.00         | $207215.75         | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP  | 2029-02-15      | 4.8720%  | N/A     | $2415000.00        | $2453699.57        | Corporate Debt Securities                         |
| APPLIED MATLS INCSR G | 2030-06-01      | 1.7500%  | N/A     | $50000.00          | $45392.64          | Corporate Debt Securities                         |
| APPLIED MATLS INCSR G | 2031-01-15      | 4.0000%  | N/A     | $186000.00         | $184736.85         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2036-05-19      | 5.3750%  | N/A     | $300000.00         | $298311.92         | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS  | 2031-06-15      | 3.1500%  | N/A     | $500000.00         | $471340.00         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2033-03-03      | 4.8750%  | N/A     | $34000.00          | $34884.88          | Corporate Debt Securities                         |
| ASTRAZENECA PLCNT 3.1 | 2027-06-12      | 3.1250%  | N/A     | $269000.00         | $270785.23         | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR GLB | 2050-08-06      | 2.1250%  | N/A     | $100000.00         | $56180.01          | Corporate Debt Securities                         |
| ASTRAZENECA PLCSR NT  | 2042-09-18      | 4.0000%  | N/A     | $155000.00         | $132952.63         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG144A | 2027-03-08      | 3.2050%  | N/A     | $207000.00         | $205348.40         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGREGS | 2027-03-08      | 3.2050%  | N/A     | $48000.00          | $47617.02          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGREGS | 2027-07-09      | 5.3490%  | N/A     | $22000.00          | $22568.30          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2030-11-19      | 2.5500%  | N/A     | $234000.00         | $208392.99         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2026-08-27      | 4.8600%  | N/A     | $235000.00         | $238163.10         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2028-03-24      | 2.5000%  | N/A     | $9000.00           | $8648.58           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2026-10-02      | 1.7300%  | N/A     | $77000.00          | $76506.37          | Corporate Debt Securities                         |
| ATMOS ENERGY CORPSR G | 2048-10-01      | 4.3000%  | N/A     | $200000.00         | $165767.56         | Corporate Debt Securities                         |
| AXA SA SB GLBL NT8.6% | 2030-12-15      | 8.6000%  | N/A     | $100000.00         | $118325.78         | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LL | 2036-06-15      | 5.0000%  | N/A     | $16294000.00       | $16187002.73       | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC  | 2056-06-01      | 6.0500%  | N/A     | $7830000.00        | $8060956.73        | Corporate Debt Securities                         |
| BAMLL COML MTG TR 202 | 2032-01-15      | 2.6270%  | N/A     | $2479000.00        | $2285720.36        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA SN | 2030-01-17      | 5.5650%  | N/A     | $400000.00         | $417822.00         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2031-09-22      | 4.3500%  | N/A     | $39000.00          | $38712.80          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2030-07-26      | 4.5960%  | N/A     | $59000.00          | $60033.86          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-06-09      | 4.3199%  | N/A     | $57000.00          | $57595.60          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-07-14      | 1.6500%  | N/A     | $53000.00          | $50522.65          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2033-10-25      | 5.8340%  | N/A     | $22000.00          | $23308.12          | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 2 | 2029-06-14      | 2.0870%  | N/A     | $3000.00           | $2884.67           | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 2 | 2032-04-22      | 2.6870%  | N/A     | $285000.00         | $259341.92         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2032-02-06      | 4.4560%  | N/A     | $83000.00          | $82839.55          | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2044-01-21      | 5.0000%  | N/A     | $149000.00         | $142735.71         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2034-09-15      | 5.8720%  | N/A     | $83000.00          | $87862.99          | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2036-05-09      | 5.4640%  | N/A     | $16000.00          | $16341.21          | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2037-02-06      | 5.0450%  | N/A     | $524000.00         | $523830.06         | Corporate Debt Securities                         |
| BANK OF AMER CORPSR N | 2028-01-20      | 3.8240%  | N/A     | $436000.00         | $440496.32         | Corporate Debt Securities                         |
| BANK OF AMER CORPSR N | 2028-07-21      | 3.5930%  | N/A     | $2000.00           | $2007.27           | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2027-01-23      | 5.0880%  | N/A     | $212000.00         | $216869.22         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2028-07-13      | 5.7900%  | N/A     | $267000.00         | $279066.62         | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2030-03-12      | 5.6900%  | N/A     | $721000.00         | $746747.11         | Corporate Debt Securities                         |
| BASIN ELECTRIC POWER  | 2055-10-15      | 5.8500%  | N/A     | $400000.00         | $397412.00         | Corporate Debt Securities                         |
| BAT CAPITAL CORP SR G | 2047-08-15      | 4.5400%  | N/A     | $362000.00         | $302641.25         | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-BWA | 2034-11-15      | 4.6975%  | N/A     | $1277000.00        | $866417.63         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 20 | 2036-08-25      | 4.0388%  | N/A     | $161421.00         | $5896.66           | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FI | 2048-08-15      | 4.2000%  | N/A     | $148000.00         | $123473.93         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY IN | 2043-02-11      | 4.5000%  | N/A     | $54000.00          | $49788.54          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2043-09-30      | 5.0000%  | N/A     | $529000.00         | $502917.36         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2032-02-21      | 5.1250%  | N/A     | $71000.00          | $73486.52          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2031-03-30      | 1.6000%  | N/A     | $231000.00         | $199683.84         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2051-08-05      | 2.8500%  | N/A     | $500000.00         | $305917.50         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2052-01-30      | 3.2000%  | N/A     | $500000.00         | $330818.89         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN  | 2028-08-05      | 1.6250%  | N/A     | $209000.00         | $197324.39         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORP | 2031-08-15      | 6.3000%  | N/A     | $100000.00         | $99598.00          | Corporate Debt Securities                         |
| BMW US CAP LLC 144A N | 2034-04-02      | 5.1500%  | N/A     | $254000.00         | $255748.58         | Corporate Debt Securities                         |
| BMW US CAP LLC 144A N | 2029-04-02      | 4.9000%  | N/A     | $14000.00          | $14220.20          | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2034-04-02      | 5.1500%  | N/A     | $160000.00         | $161163.87         | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2029-04-02      | 4.9000%  | N/A     | $29000.00          | $29456.12          | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2028-08-14      | 3.9500%  | N/A     | $295000.00         | $294879.30         | Corporate Debt Securities                         |
| BMW US CAP LLC REGS N | 2028-03-21      | 4.7500%  | N/A     | $158000.00         | $160153.89         | Corporate Debt Securities                         |
| BMW US CAP LLC SR 144 | 2026-08-13      | 4.6500%  | N/A     | $321000.00         | $325844.43         | Corporate Debt Securities                         |
| BMW US CAP LLC SR 144 | 2027-08-13      | 4.6000%  | N/A     | $300000.00         | $305107.33         | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2029-04-18      | 3.6250%  | N/A     | $382000.00         | $373431.16         | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2030-04-09      | 4.1500%  | N/A     | $198000.00         | $194909.99         | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2030-04-09      | 4.1500%  | N/A     | $70000.00          | $68907.57          | Corporate Debt Securities                         |
| BOOKING HOLDINGS INC  | 2036-05-07      | 5.3750%  | N/A     | $6730000.00        | $6755740.38        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON I | 2033-08-04      | 5.9500%  | N/A     | $921000.00         | $957312.22         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC COR | 2030-06-01      | 2.6500%  | N/A     | $7724000.00        | $7282208.66        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2051-06-04      | 2.9390%  | N/A     | $24000.00          | $15604.48          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $200000.00         | $153770.00         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2027-01-16      | 3.0170%  | N/A     | $196000.00         | $196836.16         | Corporate Debt Securities                         |
| BPCE SNR PREF GLBL 29 | 2029-10-01      | 2.7000%  | N/A     | $309000.00         | $291556.95         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL | 2027-04-09      | 5.5500%  | N/A     | $225000.00         | $227731.13         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2050-11-13      | 2.5500%  | N/A     | $79000.00          | $46595.25          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2026-06-15      | 3.2000%  | N/A     | $80000.00          | $81135.82          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2031-02-01      | 5.7500%  | N/A     | $71000.00          | $75733.37          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2048-02-20      | 4.5500%  | N/A     | $270000.00         | $234463.28         | Corporate Debt Securities                         |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $7315000.00        | $7231657.77        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2033-04-15      | 3.4190%  | N/A     | $8190000.00        | $7503176.59        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2035-11-15      | 3.1370%  | N/A     | $12223000.00       | $10408128.28       | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2041-02-15      | 3.5000%  | N/A     | $1080000.00        | $872414.40         | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2032-11-15      | 4.3000%  | N/A     | $11994000.00       | $11640323.59       | Corporate Debt Securities                         |
| BROWN FORMAN CORPSR G | 2033-04-15      | 4.7500%  | N/A     | $119000.00         | $117976.07         | Corporate Debt Securities                         |
| BRYANT PK FDG LTD 202 | 2038-10-18      | 5.5252%  | N/A     | $500000.00         | $502342.83         | Asset-Backed Securities                           |
| BSREP COMM MTG TR 202 | 2038-08-16      | 5.6425%  | N/A     | $4348151.00        | $3138978.76        | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SAN | 2027-06-15      | 3.2500%  | N/A     | $355000.00         | $357188.77         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2042-09-01      | 4.3750%  | N/A     | $100000.00         | $89007.44          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2041-09-15      | 4.9500%  | N/A     | $340000.00         | $328462.10         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2051-09-15      | 3.3000%  | N/A     | $300000.00         | $206365.00         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $198000.00         | $163723.34         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2045-04-01      | 4.1500%  | N/A     | $100000.00         | $83667.61          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2046-08-01      | 3.9000%  | N/A     | $7000.00           | $5605.41           | Corporate Debt Securities                         |
| CAMERON LNG LLCSR SEC | 2038-01-15      | 3.4020%  | N/A     | $327000.00         | $288997.04         | Corporate Debt Securities                         |
| CAMERON LNG LLCSR SEC | 2035-01-15      | 3.3020%  | N/A     | $250000.00         | $220995.19         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2027-04-07      | 3.4500%  | N/A     | $308000.00         | $307779.27         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2031-09-08      | 4.5800%  | N/A     | $3000.00           | $3003.92           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2029-04-08      | 5.2600%  | N/A     | $232000.00         | $238169.27         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2030-01-29      | 4.2830%  | N/A     | $7000.00           | $7034.00           | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2053-11-01      | 6.1250%  | N/A     | $82000.00          | $87081.04          | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2049-01-20      | 4.4500%  | N/A     | $73000.00          | $62984.83          | Corporate Debt Securities                         |
| CARGILL INCSR 144A NT | 2051-05-25      | 3.1250%  | N/A     | $310000.00         | $205913.54         | Corporate Debt Securities                         |
| CARGILL INCSR GLBL 14 | 2055-10-23      | 5.3750%  | N/A     | $100000.00         | $95618.50          | Corporate Debt Securities                         |
| CARGILL INCSR GLBL 14 | 2030-04-23      | 2.1250%  | N/A     | $300000.00         | $274579.50         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2028-05-15      | 4.2000%  | N/A     | $200000.00         | $200180.67         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2027-01-08      | 1.7000%  | N/A     | $39000.00          | $38706.27          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2029-02-23      | 3.7500%  | N/A     | $2000.00           | $1989.83           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2027-05-14      | 5.0000%  | N/A     | $1000.00           | $1011.54           | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2035-05-15      | 5.2000%  | N/A     | $100000.00         | $102332.22         | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC  | 2032-03-16      | 3.0000%  | N/A     | $100000.00         | $92474.33          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INCSR | 2030-09-15      | 1.3750%  | N/A     | $41000.00          | $36030.24          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INCSR | 2036-05-20      | 5.3000%  | N/A     | $1183000.00        | $1198455.90        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INCSR | 2034-03-15      | 5.0000%  | N/A     | $211000.00         | $213913.44         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INCSR | 2035-08-15      | 4.9000%  | N/A     | $218000.00         | $217953.25         | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2031-02-26      | 4.9500%  | N/A     | $60000.00          | $62024.25          | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2028-02-24      | 4.5500%  | N/A     | $265000.00         | $269957.34         | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2040-01-15      | 5.5000%  | N/A     | $216000.00         | $224960.16         | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2 | 2049-04-16      | 4.8688%  | N/A     | $1564540.00        | $43128.66          | Private Label Collateralized Mortgage Obligations |
| CITIZENS FINL GROUP I | 2032-07-23      | 5.7180%  | N/A     | $8188000.00        | $8565409.48        | Corporate Debt Securities                         |
| CK HUTCHISON INTL (16 | 2026-10-03      | 2.7500%  | N/A     | $227000.00         | $226745.26         | Corporate Debt Securities                         |
| CK HUTCHISON INTL 17  | 2027-04-05      | 3.5000%  | N/A     | $267000.00         | $266770.38         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2027-05-25      | 2.9000%  | N/A     | $267000.00         | $264413.36         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2031-03-05      | 2.0000%  | N/A     | $7000.00           | $6319.65           | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2050-03-25      | 4.2000%  | N/A     | $363000.00         | $302218.07         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2027-06-01      | 1.4500%  | N/A     | $46000.00          | $45222.57          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO  | 2027-08-15      | 3.1000%  | N/A     | $45000.00          | $44925.10          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO  | 2047-08-01      | 3.7000%  | N/A     | $97000.00          | $76181.64          | Corporate Debt Securities                         |
| COLT 2025-11 MTG LN T | 2070-11-25      | 5.0530%  | N/A     | $3080000.00        | $2842808.44        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $110000.00         | $84071.17          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2054-06-01      | 5.6500%  | N/A     | $29000.00          | $29160.26          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2048-03-01      | 4.0000%  | N/A     | $116000.00         | $91929.74          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR  | 2044-04-15      | 4.3000%  | N/A     | $90000.00          | $76289.90          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPAN | 2042-03-15      | 3.7580%  | N/A     | $200000.00         | $164360.96         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPAN | 2044-11-15      | 4.3000%  | N/A     | $368000.00         | $310394.10         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO1M | 2043-05-15      | 3.9500%  | N/A     | $373000.00         | $303475.08         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LO | 2026-07-05      | 4.9256%  | N/A     | $300000.00         | $302489.64         | Corporate Debt Securities                         |
| CUMMINS INCSR GLBL NT | 2035-05-09      | 5.3000%  | N/A     | $348000.00         | $356165.63         | Corporate Debt Securities                         |
| DANAHER CORP DEL SR G | 2050-10-01      | 2.6000%  | N/A     | $498000.00         | $301872.11         | Corporate Debt Securities                         |
| DH EUROPE FIN II S A  | 2049-11-15      | 3.4000%  | N/A     | $100000.00         | $71092.22          | Corporate Debt Securities                         |
| DISNEY WALT CO FR 7%0 | 2032-03-01      | 7.0000%  | N/A     | $141000.00         | $159881.47         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2027-03-23      | 3.7000%  | N/A     | $66000.00          | $66254.98          | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2026-11-15      | 3.3750%  | N/A     | $3000.00           | $2995.69           | Corporate Debt Securities                         |
| DLLAD LLC 2024-1 A-32 | 2029-07-20      | 5.3000%  | N/A     | $2935774.00        | $2974966.58        | Asset-Backed Securities                           |
| DOMINION ENERGY GAS H | 2029-11-15      | 3.0000%  | N/A     | $82000.00          | $76558.21          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH | 2031-12-01      | 2.3000%  | N/A     | $88000.00          | $78871.08          | Corporate Debt Securities                         |
| DTE ELEC CO1LIEN E BD | 2044-07-01      | 4.3000%  | N/A     | $204000.00         | $175235.55         | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -A | 2030-03-01      | 2.2500%  | N/A     | $100000.00         | $92877.00          | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -B | 2050-03-01      | 2.9500%  | N/A     | $100000.00         | $65443.11          | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -B | 2026-12-01      | 4.8500%  | N/A     | $78000.00          | $80220.70          | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -D | 2027-05-14      | 4.2500%  | N/A     | $200000.00         | $200768.17         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2035-03-15      | 5.2500%  | N/A     | $189000.00         | $194354.69         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2026-12-01      | 2.9500%  | N/A     | $200000.00         | $201781.22         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2040-02-15      | 5.3000%  | N/A     | $171000.00         | $171920.17         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2042-09-30      | 4.0000%  | N/A     | $226000.00         | $188424.24         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2049-08-15      | 3.2000%  | N/A     | $89000.00          | $60711.75          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2045-06-01      | 3.7500%  | N/A     | $544000.00         | $429804.43         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2052-03-15      | 3.5500%  | N/A     | $100000.00         | $71691.72          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2046-03-15      | 3.8750%  | N/A     | $100000.00         | $78639.53          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2035-12-01      | 4.8500%  | N/A     | $279000.00         | $280669.58         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC1M | 2050-04-01      | 2.7500%  | N/A     | $380000.00         | $234551.41         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC1M | 2053-04-01      | 5.4000%  | N/A     | $100000.00         | $95366.00          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC1M | 2055-05-15      | 5.9000%  | N/A     | $285000.00         | $288253.12         | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC  | 2049-02-01      | 4.3000%  | N/A     | $100000.00         | $81688.44          | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC  | 2029-02-01      | 3.6500%  | N/A     | $5000.00           | $4969.47           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2051-08-15      | 2.9000%  | N/A     | $200000.00         | $125589.56         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2044-03-30      | 4.3750%  | N/A     | $100000.00         | $85295.01          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS  | 2053-03-15      | 5.3500%  | N/A     | $161000.00         | $153316.63         | Corporate Debt Securities                         |
| ELI LILLY & CO SR NT  | 2056-05-20      | 5.6000%  | N/A     | $2000.00           | $2004.42           | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2035-03-15      | 5.0000%  | N/A     | $185000.00         | $187794.94         | Corporate Debt Securities                         |
| EMPOWER FINANCE 2020  | 2051-09-17      | 3.0750%  | N/A     | $141000.00         | $91067.67          | Corporate Debt Securities                         |
| ENI SPAGLBL 144A NT 3 | 2034-05-15      | 5.5000%  | N/A     | $17459000.00       | $17857220.39       | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC  | 2051-06-15      | 2.6500%  | N/A     | $1000.00           | $600.14            | Corporate Debt Securities                         |
| ENTERGY LA LLC 1M GLB | 2051-03-15      | 2.9000%  | N/A     | $100000.00         | $63144.11          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI L | 2036-04-15      | 5.0500%  | N/A     | $79000.00          | $78458.30          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2029-07-31      | 3.1250%  | N/A     | $8541000.00        | $8300740.48        | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL | 2032-09-15      | 4.7000%  | N/A     | $24000.00          | $23591.07          | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL | 2028-06-09      | 4.6500%  | N/A     | $9000.00           | $9186.92           | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL | 2032-09-15      | 4.7000%  | N/A     | $72000.00          | $70773.20          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INCSR | 2048-04-20      | 5.0000%  | N/A     | $1669000.00        | $1473304.19        | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2041-06-29      | 2.5000%  | N/A     | $775000.00         | $570792.67         | Other Instrument                                  |
| FISERV INC SR GLBL NT | 2026-07-01      | 3.2000%  | N/A     | $6893000.00        | $6977960.05        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2040-03-01      | 5.6900%  | N/A     | $100000.00         | $104189.89         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2034-06-15      | 5.3000%  | N/A     | $4000.00           | $4193.98           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2033-05-15      | 4.8000%  | N/A     | $242000.00         | $242647.75         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2044-10-01      | 4.0500%  | N/A     | $7000.00           | $5770.42           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2042-12-15      | 3.8000%  | N/A     | $14000.00          | $11548.76          | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRU | 2030-09-18      | 4.5000%  | N/A     | $200000.00         | $194973.00         | Corporate Debt Securities                         |
| GE AEROSPACE SR GLBL  | 2030-05-01      | 3.6250%  | N/A     | $277000.00         | $267833.92         | Corporate Debt Securities                         |
| GE AEROSPACE SR NT 4. | 2044-03-11      | 4.5000%  | N/A     | $79000.00          | $71068.40          | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP | 2031-06-01      | 2.2500%  | N/A     | $20000.00          | $18195.50          | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP | 2026-08-15      | 2.1250%  | N/A     | $5000.00           | $5010.94           | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP | 2027-11-15      | 2.6250%  | N/A     | $124000.00         | $121518.86         | Corporate Debt Securities                         |
| GEORGIA PWR CO SR GLB | 2055-10-01      | 5.5000%  | N/A     | $3737000.00        | $3644625.51        | Corporate Debt Securities                         |
| GEORGIA PWR CO SR NT  | 2042-03-15      | 4.3000%  | N/A     | $75000.00          | $65703.67          | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2031-05-20      | 4.6000%  | N/A     | $2912000.00        | $2914213.12        | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2028-05-20      | 4.2500%  | N/A     | $9808000.00        | $9804493.64        | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2029-05-20      | 4.4000%  | N/A     | $13700000.00       | $13704932.00       | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP I | 2028-05-15      | 3.8750%  | N/A     | $152000.00         | $151297.30         | Corporate Debt Securities                         |
| GLOBE LIFE INC SR GLB | 2032-06-15      | 4.8000%  | N/A     | $173000.00         | $174407.64         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2042-07-21      | 2.9080%  | N/A     | $330000.00         | $241130.85         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-04-23      | 4.9370%  | N/A     | $314000.00         | $316796.80         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2034-10-24      | 6.5610%  | N/A     | $140000.00         | $152989.03         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $262000.00         | $236294.56         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $13000.00          | $13142.40          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2030-03-15      | 3.8000%  | N/A     | $18000.00          | $17591.42          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-09-10      | 1.5420%  | N/A     | $94000.00          | $93579.24          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2038-10-31      | 4.0170%  | N/A     | $79000.00          | $69525.21          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2035-04-25      | 5.8510%  | N/A     | $4238000.00        | $4429031.85        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.5545%  | N/A     | $300000.00         | $302604.53         | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2 | 2052-07-12      | 3.1600%  | N/A     | $2999656.00        | $2861017.23        | Private Label Collateralized Mortgage Obligations |
| HARTFORD INSURANCE GR | 2029-08-19      | 2.8000%  | N/A     | $8922000.00        | $8509337.67        | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP  | 2054-06-15      | 5.8750%  | N/A     | $638000.00         | $625344.56         | Corporate Debt Securities                         |
| HENNEMAN TRSR GLBL 14 | 2055-05-15      | 6.5800%  | N/A     | $711000.00         | $735834.44         | Corporate Debt Securities                         |
| HERSHEY CO GLBL NT 3. | 2049-11-15      | 3.1250%  | N/A     | $500000.00         | $337147.64         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2029-04-15      | 4.9000%  | N/A     | $101000.00         | $103137.05         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2049-12-15      | 3.1250%  | N/A     | $65000.00          | $44269.30          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2028-03-15      | 0.9000%  | N/A     | $182000.00         | $172321.24         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2035-09-15      | 4.6500%  | N/A     | $77000.00          | $75496.06          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2026-06-25      | 5.1500%  | N/A     | $2000.00           | $2045.76           | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2031-03-15      | 1.3750%  | N/A     | $3000.00           | $2605.01           | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2052-04-15      | 3.6250%  | N/A     | $80000.00          | $57787.24          | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2026-09-15      | 2.1250%  | N/A     | $207000.00         | $206769.83         | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2043-04-01      | 4.2000%  | N/A     | $105000.00         | $90030.85          | Corporate Debt Securities                         |
| HONEYWELL INTL INC SR | 2054-03-01      | 5.2500%  | N/A     | $11000.00          | $10595.79          | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2030-05-12      | 4.7110%  | N/A     | $2890000.00        | $2888539.51        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2035-03-04      | 5.7190%  | N/A     | $4404000.00        | $4590039.03        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 2 | 2027-10-15      | 2.3750%  | N/A     | $9000000.00        | $8767645.00        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 5 | 2032-03-29      | 5.4000%  | N/A     | $16511000.00       | $16932690.94       | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 20 | 2067-10-25      | 7.1000%  | N/A     | $5535270.00        | $5549424.91        | Private Label Collateralized Mortgage Obligations |
| INDIANA MICH PWR COSR | 2046-03-15      | 4.5500%  | N/A     | $35000.00          | $30151.55          | Corporate Debt Securities                         |
| INDIANA MICH PWR COSR | 2051-05-01      | 3.2500%  | N/A     | $381000.00         | $252080.18         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2036-05-15      | 5.3000%  | N/A     | $900000.00         | $900818.50         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2039-11-30      | 5.6000%  | N/A     | $1000.00           | $1045.09           | Corporate Debt Securities                         |
| ISRAEL ST$GLBL BD 5.7 | 2054-03-12      | 5.7500%  | N/A     | $4435000.00        | $4266774.29        | Other Instrument                                  |
| ISRAEL ST$GLBL BD3.37 | 2050-01-15      | 3.3750%  | N/A     | $716000.00         | $483022.55         | Other Instrument                                  |
| JAPAN TOBACCO INCFR 5 | 2035-06-15      | 5.8500%  | N/A     | $150000.00         | $160926.00         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL G | 2036-02-15      | 5.5000%  | N/A     | $965000.00         | $956275.86         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2033-09-08      | 5.1500%  | N/A     | $11000.00          | $11397.73          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-04-15      | 4.3750%  | N/A     | $165000.00         | $164073.91         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-03-07      | 4.9000%  | N/A     | $30000.00          | $30767.73          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2027-03-05      | 4.8500%  | N/A     | $35000.00          | $35621.48          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2034-04-11      | 5.1000%  | N/A     | $110000.00         | $112282.50         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2029-01-18      | 4.1250%  | N/A     | $1000.00           | $998.50            | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2027-01-08      | 4.5000%  | N/A     | $290000.00         | $295960.95         | Corporate Debt Securities                         |
| KELLANOVAGLBL NT 5.75 | 2054-05-16      | 5.7500%  | N/A     | $200000.00         | $197383.28         | Corporate Debt Securities                         |
| KELLANOVASR GLBL -B D | 2031-04-01      | 7.4500%  | N/A     | $61000.00          | $69092.43          | Corporate Debt Securities                         |
| KENVUE INC SR GLBL NT | 2028-03-22      | 5.0500%  | N/A     | $43000.00          | $43896.49          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP3. | 2029-04-25      | 3.2000%  | N/A     | $100000.00         | $97102.22          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPSR | 2030-03-26      | 3.1000%  | N/A     | $200000.00         | $191499.00         | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT4. | 2034-02-01      | 4.7000%  | N/A     | $91000.00          | $91619.31          | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2029-09-14      | 1.7500%  | N/A     | $626000.00         | $583629.71         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  | N/A     | $245000.00         | $248880.53         | Other Instrument                                  |
| LAM RESEARCH CORPSR G | 2030-06-15      | 1.9000%  | N/A     | $171000.00         | $156241.94         | Corporate Debt Securities                         |
| LAM RESEARCH CORPSR G | 2050-06-15      | 2.8750%  | N/A     | $183000.00         | $119544.24         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC  | 2053-05-15      | 5.1500%  | N/A     | $10413000.00       | $9400052.29        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  | N/A     | $2037000.00        | $2138577.04        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2036-05-15      | 4.5000%  | N/A     | $75000.00          | $72962.25          | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2050-10-15      | 3.0000%  | N/A     | $1006000.00        | $635657.87         | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2047-05-03      | 4.0500%  | N/A     | $779000.00         | $609563.61         | Corporate Debt Securities                         |
| LSEG FINANCE PLC FR 3 | 2041-04-06      | 3.2000%  | N/A     | $378000.00         | $287076.30         | Corporate Debt Securities                         |
| MACQUARIE BK LTD FR 4 | 2029-03-29      | 4.5290%  | N/A     | $149000.00         | $150640.87         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2027-09-23      | 1.6290%  | N/A     | $3000.00           | $2981.03           | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2034-12-07      | 6.2550%  | N/A     | $243000.00         | $266047.34         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2030-01-15      | 5.0330%  | N/A     | $23000.00          | $23600.16          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2034-06-15      | 5.8870%  | N/A     | $26000.00          | $27838.94          | Corporate Debt Securities                         |
| MANULIFE FINL CORP SR | 2027-05-19      | 2.4840%  | N/A     | $2381000.00        | $2343332.58        | Corporate Debt Securities                         |
| MARS INC SR GLBL 144A | 2032-07-16      | 1.6250%  | N/A     | $100000.00         | $84242.35          | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2028-03-15      | 4.5500%  | N/A     | $3000.00           | $3044.59           | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2026-11-21      | 2.9500%  | N/A     | $3000.00           | $2986.37           | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2028-01-15      | 4.1000%  | N/A     | $29000.00          | $29439.67          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $633000.00         | $584841.89         | Corporate Debt Securities                         |
| MCR TR 2024-HF1C20411 | 2041-12-16      | 6.4681%  | N/A     | $600000.00         | $545003.80         | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ FIN NOR | 2028-03-31      | 4.7500%  | N/A     | $261000.00         | $264120.18         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2030-03-10      | 2.6250%  | N/A     | $330000.00         | $308421.44         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2027-01-06      | 3.4500%  | N/A     | $355000.00         | $358363.33         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2029-02-22      | 4.3000%  | N/A     | $274000.00         | $274790.79         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2063-05-17      | 5.1500%  | N/A     | $89000.00          | $80834.84          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2027-09-15      | 3.8500%  | N/A     | $88000.00          | $88500.18          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2040-06-24      | 2.3500%  | N/A     | $275000.00         | $198194.72         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2033-05-17      | 4.5000%  | N/A     | $154000.00         | $152871.18         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2028-12-10      | 1.9000%  | N/A     | $16000.00          | $15256.95          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2031-03-15      | 4.1500%  | N/A     | $55000.00          | $54545.73          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2030-05-17      | 4.3000%  | N/A     | $32000.00          | $31887.15          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2027-09-15      | 4.0983%  | N/A     | $84000.00          | $84842.43          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2056-05-15      | 6.3000%  | N/A     | $14000000.00       | $14166250.00       | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2068-04-08      | 9.2500%  | N/A     | $14745000.00       | $17409482.94       | Corporate Debt Securities                         |
| METLIFE INCSR GLBL NT | 2046-05-13      | 4.6000%  | N/A     | $6924000.00        | $6096197.33        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY CO | 2027-05-01      | 3.1000%  | N/A     | $2000.00           | $1987.30           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY CO | 2049-07-15      | 4.2500%  | N/A     | $20000.00          | $16505.39          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY CO | 2048-08-01      | 3.6500%  | N/A     | $223000.00         | $167643.35         | Corporate Debt Securities                         |
| MITSUBISHI CORPSR REG | 2028-07-05      | 5.0000%  | N/A     | $200000.00         | $205982.00         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2039-07-18      | 3.7510%  | N/A     | $200000.00         | $172619.89         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2029-03-07      | 3.7410%  | N/A     | $200000.00         | $198290.23         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2032-05-22      | 2.1720%  | N/A     | $278000.00         | $244674.01         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A | 2028-01-14      | 4.9520%  | N/A     | $325000.00         | $332306.00         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2032-09-13      | 4.2950%  | N/A     | $8019000.00        | $5858285.09        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 1.9 | 2032-04-28      | 1.9280%  | N/A     | $189000.00         | $164808.04         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $200000.00         | $177578.05         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.8 | 2052-01-25      | 2.8020%  | N/A     | $318000.00         | $202102.14         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.9 | 2033-01-21      | 2.9430%  | N/A     | $110000.00         | $100188.44         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.2 | 2042-04-22      | 3.2170%  | N/A     | $9000.00           | $6888.21           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.9 | 2038-07-22      | 3.9710%  | N/A     | $89000.00          | $79460.87          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.1 | 2029-10-18      | 4.1330%  | N/A     | $70000.00          | $69478.99          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.4 | 2032-01-16      | 4.4930%  | N/A     | $279000.00         | $278651.23         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.7 | 2032-03-12      | 4.7080%  | N/A     | $1000.00           | $1000.10           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.0 | 2030-07-19      | 5.0420%  | N/A     | $10000.00          | $10266.47          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.1 | 2029-04-20      | 5.1640%  | N/A     | $99000.00          | $100508.20         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.2 | 2031-01-15      | 5.2300%  | N/A     | $15000.00          | $15512.51          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2034-07-21      | 5.4240%  | N/A     | $326000.00         | $338151.76         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.9 | 2047-03-13      | 5.9000%  | N/A     | $130000.00         | $133434.02         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2028-11-17      | 4.4141%  | N/A     | $343000.00         | $344013.09         | Corporate Debt Securities                         |
| MORGAN STANLEY SR GLB | 2032-04-01      | 7.2500%  | N/A     | $1000.00           | $1141.70           | Corporate Debt Securities                         |
| MOUNT NITTANY MED CTR | 2052-11-15      | 3.7990%  | N/A     | $455000.00         | $335256.46         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2029-02-09      | 4.0500%  | N/A     | $200000.00         | $200507.00         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2027-04-25      | 3.0500%  | N/A     | $15000.00          | $14907.31          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2032-04-15      | 2.7500%  | N/A     | $77000.00          | $69297.78          | Corporate Debt Securities                         |
| NATWEST GROUP PLCALT  | 2099-01-01      | 8.1250%  | N/A     | $1453000.00        | $1606794.20        | Corporate Debt Securities                         |
| NATWEST GROUP PLCSR G | 2028-05-22      | 3.0730%  | N/A     | $9000000.00        | $8884057.75        | Corporate Debt Securities                         |
| NESTLE CAP CORP DISC  | 2034-03-12      | 4.8750%  | N/A     | $150000.00         | $152323.06         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2035-03-15      | 5.4500%  | N/A     | $50000.00          | $51430.64          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2030-06-01      | 2.2500%  | N/A     | $30000.00          | $27681.75          | Corporate Debt Securities                         |
| NIKE INC SR GLBL NT 2 | 2026-11-01      | 2.3750%  | N/A     | $30000.00          | $29851.42          | Corporate Debt Securities                         |
| NIKE INC SR GLBL NT 2 | 2027-03-27      | 2.7500%  | N/A     | $127000.00         | $126336.57         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORPSR | 2050-05-15      | 3.0500%  | N/A     | $100000.00         | $65160.61          | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD  | 2035-09-09      | 5.3590%  | N/A     | $253000.00         | $254500.01         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO M | 2047-09-15      | 3.6000%  | N/A     | $331000.00         | $249544.21         | Corporate Debt Securities                         |
| NORTHERN TR CORP SR G | 2027-05-10      | 4.0000%  | N/A     | $184000.00         | $184243.08         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2031-03-18      | 4.4000%  | N/A     | $44000.00          | $44138.06          | Corporate Debt Securities                         |
| NSTAR ELEC COGLBL DEB | 2051-06-01      | 3.1000%  | N/A     | $321000.00         | $214822.12         | Corporate Debt Securities                         |
| NSTAR ELEC COSR DEB 4 | 2044-03-01      | 4.4000%  | N/A     | $152000.00         | $131471.72         | Corporate Debt Securities                         |
| OMNIS FDG TR SR 144A  | 2055-05-15      | 6.7220%  | N/A     | $17494000.00       | $18313840.76       | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY C | 2052-10-01      | 5.3500%  | N/A     | $75000.00          | $70544.96          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY C | 2049-09-15      | 3.1000%  | N/A     | $190000.00         | $126065.42         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY C | 2049-06-01      | 3.8000%  | N/A     | $468000.00         | $356456.36         | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2030-09-01      | 6.5000%  | N/A     | $2258000.00        | $2420821.87        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP | 2028-08-10      | 4.9500%  | N/A     | $137000.00         | $140983.62         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR N | 2031-06-01      | 4.9500%  | N/A     | $9410000.00        | $9435171.75        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR N | 2036-06-01      | 5.5500%  | N/A     | $8472000.00        | $8481050.92        | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2032-07-23      | 4.6500%  | N/A     | $42000.00          | $42902.37          | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2026-10-06      | 2.3750%  | N/A     | $30000.00          | $29947.10          | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2028-02-18      | 3.6000%  | N/A     | $300000.00         | $300177.00         | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2035-02-07      | 5.0000%  | N/A     | $99000.00          | $101405.26         | Corporate Debt Securities                         |
| PEPSICO INCSR GLBL NT | 2026-11-10      | 5.1250%  | N/A     | $200000.00         | $201344.97         | Corporate Debt Securities                         |
| PEPSICO INCSR NT 5.5% | 2040-01-15      | 5.5000%  | N/A     | $2000.00           | $2093.70           | Corporate Debt Securities                         |
| PERU REP GLBL BD 3.23 | 2121-07-28      | 3.2300%  | N/A     | $334000.00         | $185155.03         | Other Instrument                                  |
| PERU REP SR GLBL BD 3 | 2033-11-21      | 8.7500%  | N/A     | $58000.00          | $70681.38          | Other Instrument                                  |
| PERUSAHAAN PENERBIT S | 2035-12-01      | 5.0000%  | N/A     | $5500000.00        | $5333295.00        | Other Instrument                                  |
| PFIZER INC GLBL NT 1. | 2030-05-28      | 1.7000%  | N/A     | $9000.00           | $8093.59           | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2030-11-15      | 4.2000%  | N/A     | $79000.00          | $78271.09          | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2046-12-15      | 4.1250%  | N/A     | $200000.00         | $167888.33         | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2032-11-15      | 4.5000%  | N/A     | $100000.00         | $98724.00          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2063-05-19      | 5.3400%  | N/A     | $94000.00          | $86673.95          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2033-05-19      | 4.7500%  | N/A     | $218000.00         | $216783.44         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2028-10-27      | 3.8750%  | N/A     | $165000.00         | $163741.78         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2043-03-04      | 4.1250%  | N/A     | $200000.00         | $169297.92         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2029-11-17      | 5.6250%  | N/A     | $17000.00          | $17605.12          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2044-11-10      | 4.2500%  | N/A     | $99000.00          | $83162.28          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2043-11-15      | 4.8750%  | N/A     | $99000.00          | $90231.16          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2042-03-20      | 4.5000%  | N/A     | $282000.00         | $250837.59         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2033-02-15      | 5.3750%  | N/A     | $328000.00         | $342487.03         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2027-11-17      | 5.1250%  | N/A     | $64000.00          | $64833.17          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPE | 2035-06-15      | 5.9500%  | N/A     | $2646000.00        | $2807685.30        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2030-05-14      | 5.4920%  | N/A     | $5566000.00        | $5715215.18        | Corporate Debt Securities                         |
| POLAND REP GLBL NT 5. | 2036-04-14      | 5.3750%  | N/A     | $10107000.00       | $10205126.34       | Other Instrument                                  |
| PPL ELEC UTILS CORP1M | 2047-06-01      | 3.9500%  | N/A     | $315000.00         | $254387.88         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP1M | 2053-05-15      | 5.2500%  | N/A     | $170000.00         | $158778.58         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2027-08-19      | 4.6000%  | N/A     | $90000.00          | $91366.90          | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2028-08-18      | 4.2500%  | N/A     | $146000.00         | $146698.41         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2031-01-13      | 4.4500%  | N/A     | $105000.00         | $104918.22         | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2033-06-15      | 4.9500%  | N/A     | $288000.00         | $296953.92         | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2047-04-15      | 4.1250%  | N/A     | $96000.00          | $77690.08          | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR N | 2044-04-25      | 4.3500%  | N/A     | $264000.00         | $224484.04         | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2048-09-15      | 4.3750%  | N/A     | $565000.00         | $472494.28         | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2033-06-15      | 4.7500%  | N/A     | $340000.00         | $344514.82         | Corporate Debt Securities                         |
| PROLOGIS L P SR GLBL  | 2050-10-15      | 2.1250%  | N/A     | $314000.00         | $169091.27         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2036-12-14      | 5.7000%  | N/A     | $1842000.00        | $1958718.33        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2051-03-13      | 3.7000%  | N/A     | $280000.00         | $205805.91         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COL | 2031-06-15      | 1.8750%  | N/A     | $29000.00          | $25572.54          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COL | 2029-03-13      | 4.1500%  | N/A     | $100000.00         | $100080.11         | Corporate Debt Securities                         |
| PUBLIC STORAGE SR GLB | 2033-08-01      | 5.1000%  | N/A     | $20000.00          | $20694.93          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2050-08-01      | 2.0500%  | N/A     | $100000.00         | $53614.94          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2055-03-01      | 5.5000%  | N/A     | $100000.00         | $98543.44          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2031-01-01      | 4.2000%  | N/A     | $100000.00         | $99964.67          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2053-03-15      | 5.1250%  | N/A     | $100000.00         | $93053.47          | Corporate Debt Securities                         |
| PUGET ENERGY INC 1M G | 2055-09-15      | 5.5980%  | N/A     | $100000.00         | $98415.70          | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2032-05-20      | 4.2500%  | N/A     | $223000.00         | $219517.30         | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2032-05-20      | 1.6500%  | N/A     | $28000.00          | $23755.27          | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2032-05-20      | 4.7500%  | N/A     | $300000.00         | $301817.25         | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2033-05-20      | 5.4000%  | N/A     | $93000.00          | $97051.08          | Corporate Debt Securities                         |
| REINSURANCE GROUP AME | 2030-06-15      | 3.1500%  | N/A     | $930000.00         | $885397.20         | Corporate Debt Securities                         |
| REINSURANCE GROUP AME | 2033-09-15      | 6.0000%  | N/A     | $566000.00         | $597539.41         | Corporate Debt Securities                         |
| RELIANCE STD LIFE GLO | 2026-09-28      | 1.5120%  | N/A     | $194000.00         | $192568.67         | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING 14 | 2032-08-25      | 5.0000%  | N/A     | $30000.00          | $30175.37          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING RE | 2028-08-25      | 4.3500%  | N/A     | $31000.00          | $31136.04          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING RE | 2031-12-06      | 5.0500%  | N/A     | $33000.00          | $33785.01          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD | 2040-11-02      | 5.2000%  | N/A     | $60000.00          | $59278.80          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2042-08-21      | 4.1250%  | N/A     | $300000.00         | $258824.75         | Corporate Debt Securities                         |
| ROCHESTER GAS & ELEC  | 2027-06-01      | 3.1000%  | N/A     | $90000.00          | $90402.10          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 1.15% | 2026-07-14      | 1.1500%  | N/A     | $100000.00         | $100083.25         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.24% | 2027-08-03      | 4.2400%  | N/A     | $151000.00         | $153176.25         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.97% | 2031-05-02      | 4.9700%  | N/A     | $136000.00         | $137694.22         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $106000.00         | $107986.60         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.15% | 2034-02-01      | 5.1500%  | N/A     | $74000.00          | $76796.50          | Corporate Debt Securities                         |
| S&P GLOBAL INC SR GLB | 2035-12-04      | 4.8000%  | N/A     | $3303000.00        | $3303110.10        | Corporate Debt Securities                         |
| S&P GLOBAL INC SR GLB | 2029-03-01      | 2.9500%  | N/A     | $7665000.00        | $7417888.92        | Corporate Debt Securities                         |
| SALESFORCE INC GLBL N | 2041-07-15      | 2.7000%  | N/A     | $289000.00         | $201057.30         | Corporate Debt Securities                         |
| SALESFORCE INC GLBL N | 2061-07-15      | 3.0500%  | N/A     | $2000.00           | $1156.03           | Corporate Debt Securities                         |
| SALESFORCE INC SR GLB | 2066-03-15      | 6.7000%  | N/A     | $168000.00         | $174067.23         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2037-09-15      | 6.1250%  | N/A     | $200000.00         | $214060.06         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2035-04-15      | 5.4000%  | N/A     | $183000.00         | $187532.91         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2026-06-01      | 6.0000%  | N/A     | $200000.00         | $205925.33         | Corporate Debt Securities                         |
| SCENTRE GR TR 1 / SCE | 2027-03-23      | 3.7500%  | N/A     | $21000.00          | $21022.79          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CO | 2030-06-26      | 2.6500%  | N/A     | $196000.00         | $184599.17         | Corporate Debt Securities                         |
| SCHLUMBERGER INVT SA  | 2033-05-07      | 4.8000%  | N/A     | $226000.00         | $226003.01         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2036-11-14      | 4.9140%  | N/A     | $36000.00          | $35039.07          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2034-05-19      | 5.8530%  | N/A     | $222000.00         | $232794.94         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2028-03-20      | 2.0000%  | N/A     | $25000.00          | $24116.08          | Corporate Debt Securities                         |
| SERVICENOW INC SR GLB | 2030-09-01      | 1.4000%  | N/A     | $200000.00         | $176032.44         | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2046-05-10      | 4.0000%  | N/A     | $77000.00          | $61751.01          | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2049-11-07      | 3.1250%  | N/A     | $73000.00          | $49221.69          | Corporate Debt Securities                         |
| SHELL FIN US INC SR R | 2040-03-25      | 5.5000%  | N/A     | $135000.00         | $137736.15         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2029-11-07      | 2.3750%  | N/A     | $98000.00          | $91861.42          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2038-12-15      | 6.3750%  | N/A     | $98000.00          | $110324.64         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2026-09-12      | 2.5000%  | N/A     | $301000.00         | $301285.11         | Corporate Debt Securities                         |
| SIERRA PAC PWR COSR S | 2037-07-01      | 6.7500%  | N/A     | $250000.00         | $282597.50         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPGL | 2053-03-08      | 5.8500%  | N/A     | $2619000.00        | $2676755.50        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2050-07-15      | 3.8000%  | N/A     | $899000.00         | $686210.70         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2035-07-15      | 5.3500%  | N/A     | $23000.00          | $23077.14          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2026-06-01      | 4.9000%  | N/A     | $100000.00         | $102412.78         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2052-06-01      | 5.4500%  | N/A     | $400000.00         | $366518.89         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2040-09-01      | 4.5000%  | N/A     | $200000.00         | $173962.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $1000.00           | $963.89            | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2047-04-01      | 4.0000%  | N/A     | $56000.00          | $42144.17          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2053-03-01      | 5.7000%  | N/A     | $87000.00          | $81104.30          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2054-04-15      | 5.7500%  | N/A     | $96000.00          | $89588.91          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2049-03-01      | 4.8750%  | N/A     | $299000.00         | $252991.87         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2036-02-01      | 5.6250%  | N/A     | $195000.00         | $198548.51         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2028-03-01      | 3.6500%  | N/A     | $203000.00         | $201315.55         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2027-11-01      | 5.8500%  | N/A     | $187000.00         | $190854.07         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2048-06-01      | 4.1250%  | N/A     | $388000.00         | $311228.70         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2054-04-01      | 5.6000%  | N/A     | $164000.00         | $158834.36         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO | 2053-06-01      | 5.7500%  | N/A     | $27000.00          | $27232.22          | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2028-11-16      | 7.7670%  | N/A     | $2003000.00        | $2098873.09        | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2031-03-30      | 3.1520%  | N/A     | $372000.00         | $355708.55         | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2034-01-26      | 4.8210%  | N/A     | $105000.00         | $106114.23         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2031-07-09      | 5.4240%  | N/A     | $325000.00         | $340133.08         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2032-01-15      | 5.4540%  | N/A     | $293000.00         | $306639.44         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2029-09-10      | 4.5000%  | N/A     | $234000.00         | $236184.39         | Corporate Debt Securities                         |
| SUTTER HEALTH2025A BD | 2035-08-15      | 5.5370%  | N/A     | $203000.00         | $213000.95         | Corporate Debt Securities                         |
| SUTTER HEALTHSR GLBL  | 2048-08-15      | 4.0910%  | N/A     | $33000.00          | $26732.59          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-06-11      | 1.4180%  | N/A     | $351000.00         | $352954.13         | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC  | 2035-04-05      | 5.6980%  | N/A     | $200000.00         | $203427.40         | Corporate Debt Securities                         |
| TARGET CORPSR GLBL NT | 2035-04-15      | 5.0000%  | N/A     | $353000.00         | $355651.42         | Corporate Debt Securities                         |
| TARGET CORPSR NT 4%42 | 2042-07-01      | 4.0000%  | N/A     | $169000.00         | $144333.51         | Corporate Debt Securities                         |
| TENCENT HLDGS LTDFR 3 | 2038-01-19      | 3.9250%  | N/A     | $373000.00         | $344313.92         | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2030-05-23      | 4.5000%  | N/A     | $100000.00         | $100421.00         | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2063-05-18      | 5.0500%  | N/A     | $99000.00          | $89049.81          | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2051-09-15      | 2.7000%  | N/A     | $100000.00         | $62017.00          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2032-11-21      | 4.9500%  | N/A     | $200000.00         | $202444.00         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2035-10-07      | 4.7940%  | N/A     | $318000.00         | $314878.72         | Corporate Debt Securities                         |
| TJX COS INC NEWSR GLB | 2031-05-15      | 1.6000%  | N/A     | $100000.00         | $87397.22          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-06-03      | 1.2000%  | N/A     | $100000.00         | $100548.67         | Corporate Debt Securities                         |
| TOTAL CAP INTL GLBL N | 2050-05-29      | 3.1270%  | N/A     | $294000.00         | $197238.72         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA  | 2054-04-05      | 5.4880%  | N/A     | $325000.00         | $318074.90         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2031-10-10      | 4.6000%  | N/A     | $4000.00           | $4016.24           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-02-13      | 2.1500%  | N/A     | $21000.00          | $19451.47          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2033-01-12      | 4.7000%  | N/A     | $200000.00         | $202891.22         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2031-03-21      | 5.1000%  | N/A     | $50000.00          | $51492.17          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2045-08-25      | 4.3000%  | N/A     | $227000.00         | $192874.59         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2046-05-15      | 3.7500%  | N/A     | $392000.00         | $303089.83         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2047-05-30      | 4.0000%  | N/A     | $370000.00         | $301519.99         | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 4 | 2032-01-27      | 4.5970%  | N/A     | $210000.00         | $210688.53         | Corporate Debt Securities                         |
| TTX CO MTN BE 144A FR | 2026-09-25      | 5.5000%  | N/A     | $1750000.00        | $1772501.11        | Corporate Debt Securities                         |
| UBS GROUP AG FR 1.494 | 2027-08-10      | 1.4940%  | N/A     | $250000.00         | $249605.88         | Corporate Debt Securities                         |
| UBS GROUP AG SR 144A  | 2033-11-15      | 9.0160%  | N/A     | $303000.00         | $368892.27         | Corporate Debt Securities                         |
| UBS GROUP AG SR 85 RE | 2027-12-22      | 6.3270%  | N/A     | $294000.00         | $305072.85         | Corporate Debt Securities                         |
| UBS GROUP AG SR 87 14 | 2034-09-22      | 6.3010%  | N/A     | $325000.00         | $349630.73         | Corporate Debt Securities                         |
| UBS GROUP AG SR REGS  | 2027-08-05      | 4.7030%  | N/A     | $221000.00         | $224335.52         | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2031-08-12      | 1.7500%  | N/A     | $110000.00         | $96654.95          | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2040-01-11      | 6.0500%  | N/A     | $626000.00         | $620736.38         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2061-05-24      | 3.7710%  | N/A     | $286000.00         | $171034.79         | Other Instrument                                  |
| UNITED PARCEL SVCS IN | 2047-11-15      | 3.7500%  | N/A     | $47000.00          | $35684.20          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2046-11-15      | 3.4000%  | N/A     | $38000.00          | $27404.16          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2040-10-15      | 5.7000%  | N/A     | $100000.00         | $102547.67         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2033-04-15      | 4.5000%  | N/A     | $142000.00         | $139570.38         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2045-07-15      | 4.7500%  | N/A     | $66000.00          | $59714.86          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2049-08-15      | 3.7000%  | N/A     | $100000.00         | $74475.89          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2048-06-15      | 4.2500%  | N/A     | $93000.00          | $76978.99          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2041-02-15      | 5.9500%  | N/A     | $11000.00          | $11596.85          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2063-04-15      | 5.2000%  | N/A     | $287000.00         | $256711.61         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2048-12-15      | 4.4500%  | N/A     | $20000.00          | $17011.24          | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO SR | 2045-04-01      | 2.7610%  | N/A     | $180000.00         | $142179.89         | Corporate Debt Securities                         |
| UNIVERSITY SOUTHN CAL | 2120-10-01      | 3.2260%  | N/A     | $3000.00           | $1687.52           | Corporate Debt Securities                         |
| US BANCORP FR 2.677%0 | 2033-01-27      | 2.6770%  | N/A     | $2947000.00        | $2649182.24        | Corporate Debt Securities                         |
| US BANCORP FR 5.033%0 | 2037-01-26      | 5.0330%  | N/A     | $1603000.00        | $1603971.55        | Corporate Debt Securities                         |
| US BANCORP FR 5.083%0 | 2031-05-15      | 5.0830%  | N/A     | $1684000.00        | $1709641.80        | Corporate Debt Securities                         |
| US BANCORP FR 5.424%0 | 2036-02-12      | 5.4240%  | N/A     | $2000.00           | $2066.98           | Corporate Debt Securities                         |
| US BANCORP FR 5.678%0 | 2035-01-23      | 5.6780%  | N/A     | $5079000.00        | $5333676.30        | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA  | 2039-07-15      | 5.8425%  | N/A     | $18301760.00       | $17028379.84       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION  | 2069-01-25      | 5.7120%  | N/A     | $3360622.00        | $1405412.81        | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER | 2027-03-25      | 4.9500%  | N/A     | $500000.00         | $506740.00         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 2 | 2031-02-11      | 2.5720%  | N/A     | $290000.00         | $270983.54         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 3 | 2041-04-30      | 3.0680%  | N/A     | $1000.00           | $761.30            | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2028-01-24      | 4.9000%  | N/A     | $30000.00          | $30612.12          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2029-01-24      | 4.1500%  | N/A     | $40000.00          | $40277.99          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2036-04-23      | 5.6050%  | N/A     | $82000.00          | $84521.91          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $151000.00         | $156192.64         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2028-04-22      | 5.7070%  | N/A     | $98000.00          | $99669.48          | Corporate Debt Securities                         |
| WELLS FARGO & CO SR N | 2026-10-23      | 3.0000%  | N/A     | $2000.00           | $1996.74           | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO | 2029-03-01      | 3.9500%  | N/A     | $100000.00         | $99717.56          | Corporate Debt Securities                         |
| WISCONSIN PUB SVC COR | 2031-01-15      | 4.2500%  | N/A     | $80000.00          | $80266.07          | Corporate Debt Securities                         |

### Security 84: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05NH3
- **C.18 - Value (incl. sponsor support):** $537000000.00
- **C.18.a - Value (excl. sponsor support):** $537000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 3.125%091946  | 2046-09-19      | 3.1250%  | N/A     | $438000.00         | $303212.68         | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM2  | 2068-05-25      | 6.6320%  | N/A     | $1600000.00        | $604065.97         | Private Label Collateralized Mortgage Obligations |
| ABBOTT LABORATORIESSR | 2029-03-09      | 4.1399%  | N/A     | $9577000.00        | $9661369.03        | Corporate Debt Securities                         |
| ABBVIE INC SR GLBL NT | 2028-03-03      | 3.7750%  | N/A     | $90000.00          | $90040.79          | Corporate Debt Securities                         |
| ADOBE INCSR GLBL NT 2 | 2027-04-04      | 4.8500%  | N/A     | $8400000.00        | $8517429.67        | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICE | 2028-03-24      | 4.3190%  | N/A     | $7843000.00        | $7922200.14        | Corporate Debt Securities                         |
| AFLAC INCSR NT 5.15%3 | 2036-05-14      | 5.1500%  | N/A     | $26000.00          | $26002.75          | Corporate Debt Securities                         |
| AG TRUST 2024-NLPD204 | 2041-08-15      | 8.2814%  | N/A     | $1958000.00        | $1328898.31        | Private Label Collateralized Mortgage Obligations |
| AGL CLO LTD 2019-1RR  | 2034-10-20      | 5.5752%  | N/A     | $1740854.00        | $1752970.05        | Asset-Backed Securities                           |
| ALTRIA GROUP INC SR G | 2035-02-06      | 5.6250%  | N/A     | $2000.00           | $2086.63           | Corporate Debt Securities                         |
| ALTRIA GROUP INC SR N | 2033-11-01      | 6.8750%  | N/A     | $8000.00           | $8915.26           | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-06-03      | 1.2000%  | N/A     | $6302000.00        | $6167494.31        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-12-01      | 4.5500%  | N/A     | $4285000.00        | $4412381.15        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2028-03-13      | 3.8500%  | N/A     | $200000.00         | $200679.56         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2029-03-15      | 4.2500%  | N/A     | $330000.00         | $327791.02         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2029-06-01      | 4.6250%  | N/A     | $1000.00           | $1004.82           | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2032-01-15      | 2.0000%  | N/A     | $2000.00           | $1743.17           | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT5. | 2043-03-02      | 5.6000%  | N/A     | $3178000.00        | $3192311.59        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITA | 2054-04-05      | 6.0000%  | N/A     | $2576000.00        | $2615644.64        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2030-06-01      | 3.5000%  | N/A     | $307000.00         | $301767.36         | Corporate Debt Securities                         |
| AON PLCGLBL NT 4.75%4 | 2045-05-15      | 4.7500%  | N/A     | $14072000.00       | $12374455.55       | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2035-02-15      | 6.1000%  | N/A     | $160000.00         | $168806.76         | Corporate Debt Securities                         |
| APPLOVIN CORPSR GLBL  | 2031-12-01      | 5.3750%  | N/A     | $2434000.00        | $2534831.83        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2036-05-19      | 5.3750%  | N/A     | $875000.00         | $870076.42         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2032-03-21      | 6.2000%  | N/A     | $74000.00          | $74267.22          | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLI | 2035-11-15      | 4.9230%  | N/A     | $1000.00           | $992.58            | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2027-02-26      | 4.8000%  | N/A     | $7436000.00        | $7566427.44        | Corporate Debt Securities                         |
| AT&T INC GLBL NT 6%56 | 2056-04-30      | 6.0000%  | N/A     | $880000.00         | $878336.80         | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORPSR | 2029-03-23      | 4.3980%  | N/A     | $15000.00          | $15028.55          | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2032-12-08      | 6.7420%  | N/A     | $1184000.00        | $1313878.29        | Corporate Debt Securities                         |
| AVIS BUDGET RENT CAR  | 2029-06-20      | 6.3200%  | N/A     | $6247000.00        | $6426026.53        | Asset-Backed Securities                           |
| BALTIMORE GAS & ELEC  | 2050-06-15      | 2.9000%  | N/A     | $1002000.00        | $642283.11         | Corporate Debt Securities                         |
| BANCO DE CREDITO E IN | 2031-10-14      | 2.8750%  | N/A     | $7773000.00        | $7081698.53        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 5.4000%  | N/A     | $516000.00         | $535767.96         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $8636000.00        | $7589126.81        | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2033-04-27      | 4.5710%  | N/A     | $40000.00          | $39405.72          | Corporate Debt Securities                         |
| BANK OF AMER CORPVR 0 | 2030-04-23      | 4.5137%  | N/A     | $2863000.00        | $2877637.09        | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA | 2041-05-30      | 5.7000%  | N/A     | $4887000.00        | $5107607.33        | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-C3  | 2052-05-17      | 3.0000%  | N/A     | $942906.00         | $762240.81         | Private Label Collateralized Mortgage Obligations |
| BCRED PC STATIC LLC 2 | 2036-04-22      | 4.9108%  | N/A     | $5848432.00        | $5877840.79        | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 20 | 2046-08-25      | 4.4215%  | N/A     | $9045184.00        | $476133.90         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2072-12-16      | 2.9280%  | N/A     | $500000.00         | $467097.17         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-12-15      | 3.3515%  | N/A     | $1000000.00        | $915265.72         | Private Label Collateralized Mortgage Obligations |
| BERKLEY W R CORP SR G | 2050-05-12      | 4.0000%  | N/A     | $3363000.00        | $2584685.96        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FI | 2027-03-15      | 2.3000%  | N/A     | $7790000.00        | $7720106.39        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2043-09-30      | 5.0000%  | N/A     | $868000.00         | $825202.78         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA  | 2028-02-28      | 4.7500%  | N/A     | $9725000.00        | $9912468.28        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-09-11      | 4.8930%  | N/A     | $3000.00           | $3029.16           | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.4500%  | N/A     | $1000.00           | $1063.49           | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023 | 2063-09-25      | 6.6020%  | N/A     | $770000.00         | $425926.45         | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SAN | 2037-05-01      | 6.1500%  | N/A     | $7629000.00        | $8381855.15        | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2 | 2027-12-10      | 1.6400%  | N/A     | $1000.00           | $209.29            | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS | 2029-02-23      | 3.7500%  | N/A     | $24000.00          | $23877.98          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2028-08-15      | 4.1000%  | N/A     | $293000.00         | $295702.76         | Corporate Debt Securities                         |
| CHASE HOME LENDING 20 | 2064-09-25      | 3.2500%  | N/A     | $660284.00         | $501478.09         | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INCSR GLBL  | 2028-02-24      | 4.5500%  | N/A     | $7602000.00        | $7744210.19        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 20 | 2047-10-11      | 3.5480%  | N/A     | $2063808.00        | $893297.74         | Private Label Collateralized Mortgage Obligations |
| CITIBANK N A SR GLBL  | 2034-04-30      | 5.5700%  | N/A     | $5495000.00        | $5737807.26        | Corporate Debt Securities                         |
| CITIBANK N A SR NT 4. | 2027-11-19      | 4.8760%  | N/A     | $5423000.00        | $5447644.52        | Corporate Debt Securities                         |
| CITIGROUP INCSUB GLBL | 2034-11-19      | 5.5920%  | N/A     | $118000.00         | $119954.47         | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2 | 2049-04-16      | 4.8688%  | N/A     | $29395623.00       | $810330.01         | Private Label Collateralized Mortgage Obligations |
| CNA FINL CORPSR GLBL  | 2027-08-15      | 3.4500%  | N/A     | $429000.00         | $427981.84         | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2 | 2070-06-25      | 5.6730%  | N/A     | $460000.00         | $383745.58         | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW GLBL | 2062-08-15      | 2.6500%  | N/A     | $630000.00         | $316559.60         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO1M | 2036-05-01      | 5.1250%  | N/A     | $300000.00         | $300647.00         | Corporate Debt Securities                         |
| CORNING INCSR GLBL NT | 2079-11-15      | 5.4500%  | N/A     | $50000.00          | $46207.47          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2033-01-10      | 4.0000%  | N/A     | $250000.00         | $249878.61         | Corporate Debt Securities                         |
| CROSS 2025-CES1 MORTG | 2060-11-25      | 5.2960%  | N/A     | $1000000.00        | $858291.40         | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TR 202 | 2069-04-25      | 6.4170%  | N/A     | $1148000.00        | $582668.89         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2051-11-17      | 0.5062%  | N/A     | $92570000.00       | $726003.45         | Private Label Collateralized Mortgage Obligations |
| CSX CORP SR GLBL NT 2 | 2027-06-01      | 3.2500%  | N/A     | $30000.00          | $30198.58          | Corporate Debt Securities                         |
| CUMMINS INCSR GLBL NT | 2030-09-01      | 1.5000%  | N/A     | $330000.00         | $293646.10         | Corporate Debt Securities                         |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $3000.00           | $2820.98           | Corporate Debt Securities                         |
| DEEPHAVEN RES MORT TR | 2069-07-25      | 5.7350%  | N/A     | $1531667.00        | $963505.81         | Private Label Collateralized Mortgage Obligations |
| DEVON ENERGY CORP NEW | 2041-07-15      | 5.6000%  | N/A     | $977000.00         | $984527.24         | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2027-03-23      | 3.7000%  | N/A     | $261000.00         | $262008.33         | Corporate Debt Securities                         |
| DLLAD LLC 2024-1 A-32 | 2029-07-20      | 5.3000%  | N/A     | $150005.00         | $152007.57         | Asset-Backed Securities                           |
| DNB BANK ASA FR 4.853 | 2030-11-05      | 4.8530%  | N/A     | $470000.00         | $474566.21         | Corporate Debt Securities                         |
| DOLP TR2021-NYCE20410 | 2041-05-10      | 3.7038%  | N/A     | $755869.00         | $640709.88         | Private Label Collateralized Mortgage Obligations |
| DTE ENERGY COSR GLBL  | 2034-06-01      | 5.8500%  | N/A     | $1672000.00        | $1799949.80        | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2027-01-15      | 3.2000%  | N/A     | $7371000.00        | $7420836.15        | Corporate Debt Securities                         |
| EBAY INC.SR GLBL NT 3 | 2035-11-06      | 5.1250%  | N/A     | $65000.00          | $64194.93          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2029-06-15      | 5.1500%  | N/A     | $42000.00          | $43631.33          | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2035-10-15      | 4.9000%  | N/A     | $1003000.00        | $1009137.25        | Corporate Debt Securities                         |
| ELI LILLY & CO SR NT  | 2056-05-20      | 5.6000%  | N/A     | $3035000.00        | $3041707.35        | Corporate Debt Securities                         |
| EMD FINANCE LLCSR 144 | 2028-08-15      | 4.1250%  | N/A     | $500000.00         | $502113.33         | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2026-10-15      | 0.8750%  | N/A     | $1000.00           | $990.08            | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2027-04-15      | 4.2000%  | N/A     | $715000.00         | $717790.88         | Corporate Debt Securities                         |
| EQUINIX INCSR GLBL NT | 2032-04-15      | 3.9000%  | N/A     | $10000.00          | $9515.37           | Corporate Debt Securities                         |
| EQUINIX INCSR GLBL NT | 2030-07-15      | 2.1500%  | N/A     | $99000.00          | $89992.27          | Corporate Debt Securities                         |
| EVEREST REINS HLDGS I | 2050-10-15      | 3.5000%  | N/A     | $2000.00           | $1368.92           | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISS | 2033-01-15      | 4.7500%  | N/A     | $578000.00         | $578740.16         | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.8847%  | N/A     | $202100.00         | $203383.82         | Asset-Backed Securities                           |
| FISERV INC SR GLBL NT | 2026-07-01      | 3.2000%  | N/A     | $9035000.00        | $9146361.39        | Corporate Debt Securities                         |
| GCAT TRUST 2023-NQM2  | 2067-11-25      | 6.5980%  | N/A     | $1600000.00        | $895289.92         | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO  | 2028-04-04      | 5.0500%  | N/A     | $1227000.00        | $1245902.28        | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2028-05-20      | 4.2500%  | N/A     | $1674000.00        | $1673401.55        | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2031-05-20      | 4.6000%  | N/A     | $10261000.00       | $10268798.36       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-04-23      | 4.9370%  | N/A     | $6419000.00        | $6476174.03        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  | N/A     | $3154000.00        | $3157219.71        | Corporate Debt Securities                         |
| GOLUB CAP PAR CLO 202 | 2037-08-05      | 5.2781%  | N/A     | $13573260.00       | $13576229.01       | Asset-Backed Securities                           |
| GS MTG SECS TR 2017-G | 2050-05-12      | 3.4330%  | N/A     | $499948.00         | $495466.02         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-16A- | 2036-10-27      | 3.8188%  | N/A     | $49869762.00       | $756010.90         | Private Label Collateralized Mortgage Obligations |
| GXO LOGISTICS INCORPO | 2029-05-06      | 6.2500%  | N/A     | $57000.00          | $59086.37          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2026-06-25      | 5.1500%  | N/A     | $8165000.00        | $8351819.74        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2027-06-25      | 4.8750%  | N/A     | $4171000.00        | $4293352.81        | Corporate Debt Securities                         |
| HOMEBANC MTG TR 2005- | 2035-03-25      | 4.1988%  | N/A     | $29154.00          | $453.16            | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC LW TIE | 2034-06-20      | 6.5470%  | N/A     | $223000.00         | $243682.34         | Corporate Debt Securities                         |
| HUMANA INC SR GLBL NT | 2053-03-15      | 5.5000%  | N/A     | $128000.00         | $115756.23         | Corporate Debt Securities                         |
| HYUNDAI AUTO REC TR 2 | 2027-09-15      | 4.5300%  | N/A     | $2000.00           | $175.45            | Asset-Backed Securities                           |
| INTEL CORP SR GLBL NT | 2027-05-11      | 3.1500%  | N/A     | $1233000.00        | $1223092.85        | Corporate Debt Securities                         |
| INTUIT SR GLBL NT 28  | 2028-09-15      | 5.1250%  | N/A     | $2511000.00        | $2575117.69        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-09-08      | 4.4000%  | N/A     | $198000.00         | $198556.38         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021 | 2052-04-25      | 3.3450%  | N/A     | $505000.00         | $353016.09         | Private Label Collateralized Mortgage Obligations |
| KEYSPAN CORP SR GLBL  | 2030-11-15      | 8.0000%  | N/A     | $1012000.00        | $1136264.60        | Corporate Debt Securities                         |
| KIND COML MTG TR 2024 | 2041-08-15      | 7.0651%  | N/A     | $500000.00         | $501217.75         | Private Label Collateralized Mortgage Obligations |
| LOWES COS INCSR GLBL  | 2041-09-15      | 2.8000%  | N/A     | $320000.00         | $229086.58         | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2047-05-03      | 4.0500%  | N/A     | $115000.00         | $89986.93          | Corporate Debt Securities                         |
| MACQUARIE BK LTD SR 1 | 2026-12-07      | 5.3910%  | N/A     | $9526000.00        | $9832137.06        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2032-06-23      | 2.6910%  | N/A     | $11000000.00       | $10000001.00       | Corporate Debt Securities                         |
| MARS INC SR GLBL 144A | 2027-03-01      | 4.4500%  | N/A     | $8401000.00        | $8523551.92        | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2026-11-21      | 2.9500%  | N/A     | $10283000.00       | $10236269.48       | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $1000.00           | $923.92            | Corporate Debt Securities                         |
| MCDONALDS CORP SR GLB | 2048-09-01      | 4.4500%  | N/A     | $305000.00         | $257410.17         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2028-03-10      | 4.1250%  | N/A     | $823000.00         | $825306.11         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2031-05-22      | 4.6500%  | N/A     | $1000000.00        | $1004714.17        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2036-05-22      | 5.2000%  | N/A     | $397000.00         | $401561.97         | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2035-09-15      | 4.9500%  | N/A     | $100000.00         | $100840.50         | Corporate Debt Securities                         |
| MERITAGE HOMES CORPSR | 2027-06-06      | 5.1250%  | N/A     | $21000.00          | $21542.19          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2056-05-15      | 6.3000%  | N/A     | $2000.00           | $2023.75           | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2066-05-15      | 6.4500%  | N/A     | $1695000.00        | $1710609.54        | Corporate Debt Securities                         |
| METLIFE INCEXT JR SB  | 2068-04-08      | 9.2500%  | N/A     | $2830000.00        | $3341392.79        | Corporate Debt Securities                         |
| MOFT MTG TR 2020-B6D2 | 2040-08-10      | 3.2828%  | N/A     | $720000.00         | $439106.60         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 4.2 | 2030-01-09      | 4.2380%  | N/A     | $1000.00           | $1003.67           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.4 | 2032-01-16      | 4.4930%  | N/A     | $771000.00         | $770036.19         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.7 | 2032-03-12      | 4.7080%  | N/A     | $5468000.00        | $5468541.94        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.4 | 2034-07-21      | 5.4240%  | N/A     | $1000.00           | $1037.28           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.9 | 2047-03-13      | 5.9000%  | N/A     | $705000.00         | $723622.97         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 6.3 | 2033-10-18      | 6.3420%  | N/A     | $6355000.00        | $6838379.31        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2030-02-08      | 4.4030%  | N/A     | $6882000.00        | $6878834.28        | Corporate Debt Securities                         |
| MPLX LPSR GLBL NT5.3% | 2036-04-01      | 5.3000%  | N/A     | $1991000.00        | $1996341.41        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016 | 2049-05-17      | 4.0390%  | N/A     | $750000.00         | $718598.58         | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2036-08-15      | 3.0469%  | N/A     | $790000.00         | $730798.04         | Private Label Collateralized Mortgage Obligations |
| NESTLE HLDGS INC SR 1 | 2030-09-12      | 5.0000%  | N/A     | $799000.00         | $827975.29         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2027-05-01      | 3.5500%  | N/A     | $4000.00           | $3985.48           | Corporate Debt Securities                         |
| NIKE INC SR GLBL NT 2 | 2027-03-27      | 2.7500%  | N/A     | $6665000.00        | $6630182.78        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2027-02-14      | 2.0000%  | N/A     | $8037000.00        | $7971605.61        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2030-11-05      | 4.1000%  | N/A     | $334000.00         | $329338.47         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2036-03-18      | 4.9000%  | N/A     | $444000.00         | $445511.33         | Corporate Debt Securities                         |
| NVIDIA CORPORATION SR | 2040-04-01      | 3.5000%  | N/A     | $358000.00         | $300719.60         | Corporate Debt Securities                         |
| OBX TR 2023-NQM3 A-12 | 2063-02-25      | 5.9487%  | N/A     | $1000000.00        | $531817.60         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13A-12 | 2064-06-25      | 5.1160%  | N/A     | $800000.00         | $449747.62         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15A-12 | 2064-10-25      | 5.3160%  | N/A     | $1500000.00        | $910279.53         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-1B | 2064-10-25      | 7.6245%  | N/A     | $2667755.00        | $2469679.16        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 A-22 | 2063-12-25      | 6.3320%  | N/A     | $1320000.00        | $668984.11         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 A-32 | 2063-12-25      | 6.4330%  | N/A     | $230057.00         | $116597.48         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 M-12 | 2063-12-25      | 6.8450%  | N/A     | $1023000.00        | $1035145.97        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM8 A-12 | 2065-03-25      | 5.4720%  | N/A     | $820000.00         | $572807.46         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM5 A-12 | 2066-01-25      | 5.3210%  | N/A     | $10346563.00       | $10070335.76       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2023-NQM10  | 2063-10-25      | 6.9200%  | N/A     | $835000.00         | $406910.97         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1A- | 2064-06-25      | 6.2300%  | N/A     | $820000.00         | $447626.69         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM8A- | 2064-05-25      | 6.4360%  | N/A     | $1000000.00        | $505992.74         | Private Label Collateralized Mortgage Obligations |
| OGLETHORPE POWER CORP | 2044-06-01      | 4.5500%  | N/A     | $77000.00          | $66430.77          | Corporate Debt Securities                         |
| OMNIS FDG TR SR 144A  | 2055-05-15      | 6.7220%  | N/A     | $102000.00         | $106780.14         | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2032-10-15      | 4.9500%  | N/A     | $46000.00          | $46072.68          | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2030-04-01      | 2.9500%  | N/A     | $385000.00         | $356164.57         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORPSR | 2029-05-07      | 4.4880%  | N/A     | $9073000.00        | $9088539.02        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2036-05-01      | 5.2000%  | N/A     | $188000.00         | $185509.00         | Corporate Debt Securities                         |
| PACIFIC LIFE INS COSU | 2055-09-15      | 5.9500%  | N/A     | $20000.00          | $20028.01          | Corporate Debt Securities                         |
| PACIFICORP 1M GLBL BD | 2053-12-01      | 5.3500%  | N/A     | $6000.00           | $5527.16           | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2026-06-03      | 2.7500%  | N/A     | $7200000.00        | $7295288.00        | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2043-05-19      | 5.1100%  | N/A     | $5005000.00        | $4754196.67        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2044-11-10      | 4.2500%  | N/A     | $10264000.00       | $8621996.64        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2041-01-25      | 5.4230%  | N/A     | $689000.00         | $688999.02         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2099-01-01      | 6.2000%  | N/A     | $1934000.00        | $1981004.80        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2033-06-06      | 4.6260%  | N/A     | $38000.00          | $37732.12          | Corporate Debt Securities                         |
| PUGET ENERGY INC SR S | 2035-03-15      | 5.7250%  | N/A     | $2080000.00        | $2119495.16        | Corporate Debt Securities                         |
| QUALCOMM INC FR 3.25% | 2027-05-20      | 3.2500%  | N/A     | $8613000.00        | $8559190.28        | Corporate Debt Securities                         |
| QUALCOMM INC GLBL NT  | 2028-05-20      | 1.3000%  | N/A     | $8590000.00        | $8122832.85        | Corporate Debt Securities                         |
| QUALCOMM INC SR NT 4. | 2045-05-20      | 4.8000%  | N/A     | $692000.00         | $623298.24         | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2034-02-15      | 5.1250%  | N/A     | $85000.00          | $86686.02          | Corporate Debt Securities                         |
| REGIONS BK NT 6.45%37 | 2037-06-26      | 6.4500%  | N/A     | $290000.00         | $313830.03         | Corporate Debt Securities                         |
| RELIANCE INDS LTDGLBL | 2032-01-12      | 2.8750%  | N/A     | $587000.00         | $534123.61         | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MA | 2035-09-16      | 5.9760%  | N/A     | $2165000.00        | $2242978.97        | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC | 2045-08-15      | 5.8500%  | N/A     | $400000.00         | $399620.00         | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2028-03-14      | 4.5000%  | N/A     | $8308000.00        | $8417042.50        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC | 2027-03-12      | 4.3750%  | N/A     | $6961000.00        | $7046534.25        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.24% | 2027-08-03      | 4.2400%  | N/A     | $7693000.00        | $7803873.23        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $7994000.00        | $8143819.55        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP | 2032-03-15      | 6.2500%  | N/A     | $75000.00          | $77446.29          | Corporate Debt Securities                         |
| RR 2 LTD 2017-2R B-R2 | 2036-04-15      | 5.7347%  | N/A     | $5500706.00        | $5541406.22        | Asset-Backed Securities                           |
| SALESFORCE INC SR GLB | 2066-03-15      | 6.7000%  | N/A     | $2423000.00        | $2510505.30        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2035-04-15      | 5.4000%  | N/A     | $197000.00         | $201879.69         | Corporate Debt Securities                         |
| SIEMENS FIN NV SR GLB | 2027-03-16      | 3.4000%  | N/A     | $1785000.00        | $1787738.98        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.  | 2055-05-28      | 5.8000%  | N/A     | $900000.00         | $921790.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2031-09-15      | 4.9500%  | N/A     | $1649000.00        | $1651448.77        | Corporate Debt Securities                         |
| STORA ENSO OYJ GLBL 1 | 2036-04-15      | 7.2500%  | N/A     | $221000.00         | $238724.45         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2026-06-25      | 5.3000%  | N/A     | $123000.00         | $125842.80         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2027-04-15      | 3.7500%  | N/A     | $288000.00         | $288156.48         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2052-10-15      | 3.4000%  | N/A     | $50000.00          | $33400.28          | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2041-02-15      | 3.0000%  | N/A     | $441000.00         | $330197.28         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2055-01-15      | 5.5000%  | N/A     | $121000.00         | $115252.77         | Corporate Debt Securities                         |
| TARGET CORPSR GLBL NT | 2035-04-15      | 5.0000%  | N/A     | $2817000.00        | $2838158.80        | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2048-05-15      | 4.1500%  | N/A     | $9560000.00        | $7928909.98        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2046-02-12      | 5.5460%  | N/A     | $23000.00          | $23131.65          | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA  | 2034-09-10      | 4.7240%  | N/A     | $1182000.00        | $1184253.55        | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA  | 2034-04-05      | 5.1500%  | N/A     | $6423000.00        | $6587525.15        | Corporate Debt Securities                         |
| TOYOTA AUTO RECEIVABL | 2029-01-16      | 5.3300%  | N/A     | $1000.00           | $722.01            | Asset-Backed Securities                           |
| TRANSURBAN FIN CO PTY | 2036-03-24      | 4.9240%  | N/A     | $207000.00         | $203483.19         | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 5 | 2037-04-23      | 5.2810%  | N/A     | $754000.00         | $749122.37         | Corporate Debt Securities                         |
| U S BK NATL ASSN SR G | 2027-10-22      | 4.5070%  | N/A     | $7881000.00        | $7921525.63        | Corporate Debt Securities                         |
| UBS AG N Y BRH FR 1.2 | 2026-08-07      | 1.2500%  | N/A     | $9397000.00        | $9386276.98        | Corporate Debt Securities                         |
| UBS AG STAMFORD BRHSR | 2028-01-10      | 4.8640%  | N/A     | $6790000.00        | $6937210.22        | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2028-03-22      | 3.5000%  | N/A     | $9897000.00        | $9843792.63        | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2026-07-28      | 2.0000%  | N/A     | $2707000.00        | $2716805.36        | Corporate Debt Securities                         |
| UNION PAC CORP GLBL N | 2060-03-20      | 3.8390%  | N/A     | $1749000.00        | $1272411.64        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP IN | 2033-04-15      | 4.5000%  | N/A     | $643000.00         | $631998.27         | Corporate Debt Securities                         |
| US BANCORP FR 4.653%0 | 2029-02-01      | 4.6530%  | N/A     | $2250000.00        | $2289783.38        | Corporate Debt Securities                         |
| UTD AIRLINES INC 2023 | 2037-07-15      | 5.8000%  | N/A     | $8000.00           | $7706.03           | Asset-Backed Securities                           |
| VENTURE 2015-19RR CLO | 2032-01-15      | 7.4347%  | N/A     | $354349.00         | $329376.92         | Asset-Backed Securities                           |
| VOYA FINANCIAL INC SR | 2034-09-20      | 5.0000%  | N/A     | $74000.00          | $73453.39          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2031-04-04      | 4.4780%  | N/A     | $5797000.00        | $5785008.26        | Corporate Debt Securities                         |
| WELLS FARGO & CO SR N | 2026-10-23      | 3.0000%  | N/A     | $9824000.00        | $9807986.88        | Corporate Debt Securities                         |
| WELLS FARGO & CO VR 0 | 2029-09-15      | 4.5183%  | N/A     | $27674000.00       | $27993468.08       | Corporate Debt Securities                         |
| WELLS FARGO CO MTG TR | 2050-09-16      | 4.1180%  | N/A     | $1046659.00        | $960556.53         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MT TR | 2057-07-17      | 5.9280%  | N/A     | $1000000.00        | $1033736.67        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2036-06-17      | 3.7487%  | N/A     | $500000.00         | $471888.83         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-12-17      | 4.4866%  | N/A     | $701000.00         | $692757.35         | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP GLBL | 2026-06-03      | 1.1500%  | N/A     | $1878000.00        | $1887826.11        | Corporate Debt Securities                         |
| WESTPAC BKG CORP LW T | 2033-11-17      | 6.8200%  | N/A     | $100000.00         | $109382.33         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD SR R | 2026-09-15      | 3.7000%  | N/A     | $204000.00         | $205033.37         | Corporate Debt Securities                         |
| WP CAREY INC GLBL NT  | 2034-06-30      | 5.3750%  | N/A     | $85000.00          | $87633.85          | Corporate Debt Securities                         |

### Security 85: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05OZ2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AERCAP IRELAND CAP DE | 2056-01-31      | 6.5000%  | N/A     | $3335000.00        | $3467886.78        | Corporate Debt Securities                         |
| AETNA INC NEWSR GLBL  | 2036-06-15      | 6.6250%  | N/A     | $3906000.00        | $4362144.85        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2041-05-12      | 2.8750%  | N/A     | $152000.00         | $113104.36         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COPE | 2079-12-31      | 3.5500%  | N/A     | $2988000.00        | $2991662.79        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP | 2029-06-01      | 4.6250%  | N/A     | $1000.00           | $1004.82           | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2049-07-01      | 5.3500%  | N/A     | $4626000.00        | $4155556.36        | Corporate Debt Securities                         |
| APA CORPORATIONSR GLB | 2043-04-15      | 4.7500%  | N/A     | $5883000.00        | $4693548.91        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LL | 2027-11-01      | 3.5000%  | N/A     | $2987000.00        | $2943486.05        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2085-10-27      | 6.8750%  | N/A     | $4399000.00        | $4475459.51        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2084-01-27      | 8.0000%  | N/A     | $7420000.00        | $7880196.64        | Corporate Debt Securities                         |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $3556000.00        | $3637500.56        | Corporate Debt Securities                         |
| BAXTER INTL INCCR SEN | 2035-12-15      | 5.6500%  | N/A     | $2916000.00        | $2954389.95        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2032-01-29      | 6.0000%  | N/A     | $3704000.00        | $3725298.00        | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDI | 2031-01-31      | 5.1250%  | N/A     | $4694000.00        | $4590689.62        | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2064-05-01      | 7.0080%  | N/A     | $3283000.00        | $3757986.63        | Corporate Debt Securities                         |
| BOFA FIN LLC FR 0.6%0 | 2027-05-25      | 0.6000%  | N/A     | $3000.00           | $3577.70           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2086-07-28      | 6.5000%  | N/A     | $2999000.00        | $3012217.26        | Corporate Debt Securities                         |
| COREBRIDGE FINL INCJR | 2052-12-15      | 6.8750%  | N/A     | $3405000.00        | $3558052.86        | Corporate Debt Securities                         |
| COREBRIDGE FINL INCJR | 2054-09-15      | 6.3750%  | N/A     | $3571000.00        | $3589084.14        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2099-01-01      | 7.1250%  | N/A     | $3479000.00        | $3631145.37        | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2027-03-01      | 4.0000%  | N/A     | $2000.00           | $2013.60           | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2033-05-01      | 5.1000%  | N/A     | $2938000.00        | $2929646.29        | Corporate Debt Securities                         |
| CSAIL COML MTG TR 201 | 2051-08-17      | 4.4634%  | N/A     | $2619198.00        | $2582878.98        | Private Label Collateralized Mortgage Obligations |
| DLLAD 2023-1 LLC 2023 | 2030-06-20      | 4.8000%  | N/A     | $25000.00          | $25170.55          | Asset-Backed Securities                           |
| DLLAD LLC 2024-1 A-32 | 2029-07-20      | 5.3000%  | N/A     | $129120.00         | $130843.75         | Asset-Backed Securities                           |
| DOMINION ENERGY INCJR | 2055-05-15      | 6.6250%  | N/A     | $3444000.00        | $3529949.80        | Corporate Debt Securities                         |
| DOMINION ENERGY INCJR | 2056-02-15      | 6.2000%  | N/A     | $3948000.00        | $4035649.99        | Corporate Debt Securities                         |
| EMPRESA FERROCARRILES | 2050-08-18      | 3.0680%  | N/A     | $398000.00         | $253365.78         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $3220000.00        | $3237845.96        | Corporate Debt Securities                         |
| ENSTAR GROUP LTD JR S | 2045-04-01      | 7.5000%  | N/A     | $4000000.00        | $4228413.33        | Corporate Debt Securities                         |
| EPR PPTYSSR GLBL NT 3 | 2030-11-15      | 4.7500%  | N/A     | $2078000.00        | $2038907.05        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARE | 2035-09-05      | 5.6000%  | N/A     | $4496000.00        | $4455655.89        | Corporate Debt Securities                         |
| FLEX LTD SR GLBL NT 3 | 2032-01-15      | 5.2500%  | N/A     | $3216000.00        | $3284699.12        | Corporate Debt Securities                         |
| GARTNER INCSR GLBL 14 | 2030-10-01      | 3.7500%  | N/A     | $8354000.00        | $7722451.52        | Corporate Debt Securities                         |
| GLOBE LIFE INC SR GLB | 2032-06-15      | 4.8000%  | N/A     | $45000.00          | $45366.15          | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE | 2031-01-31      | 5.8750%  | N/A     | $3164000.00        | $3220733.60        | Corporate Debt Securities                         |
| HCA INC. SR GLBL FL N | 2028-03-01      | 4.5139%  | N/A     | $3500000.00        | $3546230.96        | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 6.8750%  | N/A     | $2756000.00        | $2862948.88        | Corporate Debt Securities                         |
| HUMANA INC SR GLBL NT | 2035-05-01      | 5.5500%  | N/A     | $3785000.00        | $3795698.93        | Corporate Debt Securities                         |
| HUMANA INC SR GLBL NT | 2033-03-01      | 5.8750%  | N/A     | $3853000.00        | $4017527.38        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2039-11-30      | 5.6000%  | N/A     | $6722000.00        | $7025124.86        | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLO | 2027-07-02      | 5.5500%  | N/A     | $270000.00         | $278848.58         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INCSR G | 2031-10-15      | 3.1500%  | N/A     | $3732000.00        | $3143090.40        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2034-08-15      | 6.2000%  | N/A     | $3237000.00        | $3399403.89        | Corporate Debt Securities                         |
| LAZARD LLC SR GLBL NT | 2028-09-19      | 4.5000%  | N/A     | $4057000.00        | $4075013.08        | Corporate Debt Securities                         |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $17000.00          | $16654.24          | Corporate Debt Securities                         |
| LPL HLDGS INCSR GLBL  | 2028-11-17      | 6.7500%  | N/A     | $2907000.00        | $3042378.99        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2031-01-18      | 8.5000%  | N/A     | $17000.00          | $20121.04          | Corporate Debt Securities                         |
| META PLATFORMS INC SR | 2056-05-15      | 6.3000%  | N/A     | $16000.00          | $16190.00          | Corporate Debt Securities                         |
| MGIC INVT CORP WIS SR | 2028-08-15      | 5.2500%  | N/A     | $3697000.00        | $3752553.59        | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AME | 2033-02-28      | 5.6580%  | N/A     | $200000.00         | $208642.43         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A | 2030-05-10      | 4.7880%  | N/A     | $36900000.00       | $37091843.10       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.4 | 2032-01-16      | 4.4930%  | N/A     | $9000.00           | $8988.75           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 6.6 | 2034-11-01      | 6.6270%  | N/A     | $5551000.00        | $6085585.35        | Corporate Debt Securities                         |
| NRG ENERGY INC 1LIEN  | 2031-04-28      | 4.9550%  | N/A     | $689000.00         | $683630.49         | Corporate Debt Securities                         |
| OMNIS FDG TR SR 144A  | 2055-05-15      | 6.7220%  | N/A     | $157000.00         | $164357.67         | Corporate Debt Securities                         |
| PALMER SQ CLO 2019-1R | 2038-08-16      | 4.8963%  | N/A     | $890300.00         | $894448.92         | Asset-Backed Securities                           |
| PAYPAL HLDGS INC SR N | 2028-06-01      | 4.5500%  | N/A     | $75000.00          | $75275.96          | Corporate Debt Securities                         |
| PHILLIPS 66 CO JR SB  | 2056-03-15      | 6.2000%  | N/A     | $10808000.00       | $10989622.44       | Corporate Debt Securities                         |
| PHILLIPS 66 CO JR SB  | 2056-03-15      | 5.8750%  | N/A     | $2999000.00        | $3015843.55        | Corporate Debt Securities                         |
| PRICOA GLOBAL FDG I-2 | 2031-05-27      | 5.0000%  | N/A     | $150000.00         | $151280.67         | Corporate Debt Securities                         |
| RADIAN GROUP INC SR N | 2027-03-15      | 4.8750%  | N/A     | $3503000.00        | $3538663.46        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SA | 2031-12-01      | 3.2000%  | N/A     | $4783000.00        | $4411275.87        | Corporate Debt Securities                         |
| SEMPRA JR SB GLBL 55  | 2055-04-01      | 6.5500%  | N/A     | $3142000.00        | $3202649.33        | Corporate Debt Securities                         |
| SEMPRA JR SB GLBL NT  | 2054-10-01      | 6.8750%  | N/A     | $3747000.00        | $3868052.04        | Corporate Debt Securities                         |
| SEMPRA JR SB GLBL NT  | 2054-10-01      | 6.4000%  | N/A     | $3279000.00        | $3337861.69        | Corporate Debt Securities                         |
| SIERRA PAC PWR COJR S | 2055-12-15      | 6.2000%  | N/A     | $4188000.00        | $4257330.01        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRAST | 2054-10-01      | 6.1760%  | N/A     | $4838000.00        | $4712213.08        | Corporate Debt Securities                         |
| STARWOOD RTL PPTY TR  | 2027-11-15      | 6.7500%  | N/A     | $15369530.00       | $7084913.52        | Private Label Collateralized Mortgage Obligations |
| SUZANO NETH BV SR GLB | 2036-01-15      | 5.5000%  | N/A     | $2829000.00        | $2802045.92        | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY | 2050-04-24      | 3.1250%  | N/A     | $6000000.00        | $3683269.17        | Corporate Debt Securities                         |
| TRITON CONTAINER INTL | 2033-02-15      | 5.1500%  | N/A     | $417000.00         | $417442.48         | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROU | 2031-02-09      | 4.5000%  | N/A     | $134000.00         | $134907.18         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 7.0000%  | N/A     | $3799000.00        | $3921239.16        | Corporate Debt Securities                         |
| US BANCORP FR 5.678%0 | 2035-01-23      | 5.6780%  | N/A     | $79000.00          | $82961.30          | Corporate Debt Securities                         |
| VERUS SECURITIZATION  | 2069-01-25      | 5.7120%  | N/A     | $3999378.00        | $1672540.71        | Private Label Collateralized Mortgage Obligations |
| VICI PPTYS INC SR GLB | 2030-08-15      | 4.1250%  | N/A     | $4651000.00        | $4511128.93        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2032-05-20      | 4.8440%  | N/A     | $1000.00           | $999.06            | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2029-05-20      | 4.5770%  | N/A     | $236000.00         | $236010.44         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK P | 2035-11-15      | 6.5370%  | N/A     | $3321000.00        | $3282682.86        | Corporate Debt Securities                         |
| WESTPAC BKG CORP COCO | 2031-11-23      | 4.3220%  | N/A     | $228000.00         | $227719.64         | Corporate Debt Securities                         |

### Security 86: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **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: 0BNP05P32
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AAG FH UK LTD & GLOBA | 2032-01-15      | 8.7500%  | N/A     | $8131000.00        | $7835189.70        | Corporate Debt Securities |
| AAG FH UK PLC/GL AU H | 2029-08-15      | 11.5000% | N/A     | $4700000.00        | $4997050.44        | Corporate Debt Securities |
| AMC GLOBAL MEDIA INC  | 2032-07-15      | 10.5000% | N/A     | $15093000.00       | $16185179.79       | Corporate Debt Securities |
| AP CORE HOLDINGS II L | 2031-05-15      | 11.0000% | N/A     | $2000.00           | $2103.57           | Corporate Debt Securities |
| BLACK PEARL COMPUTE L | 2031-02-15      | 6.1250%  | N/A     | $1665000.00        | $1724631.98        | Corporate Debt Securities |
| BLACKSTONE MORTGAGE T | 2031-06-01      | 6.2500%  | N/A     | $8775000.00        | $8617630.13        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM  | 2032-07-15      | 7.2500%  | N/A     | $10042000.00       | $10713871.17       | Corporate Debt Securities |
| BROOKFIELD RESIDENTIA | 2029-06-15      | 5.0000%  | N/A     | $5122000.00        | $4957726.08        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  | N/A     | $11155000.00       | $10670327.64       | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2050-03-01      | 4.8000%  | N/A     | $873000.00         | $653958.48         | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2049-07-01      | 5.1250%  | N/A     | $225000.00         | $176593.38         | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2061-04-01      | 3.8500%  | N/A     | $116000.00         | $67928.76          | Corporate Debt Securities |
| CLYDESDALE ACQUISITIO | 2030-01-15      | 6.8750%  | N/A     | $9526000.00        | $9567345.49        | Corporate Debt Securities |
| CONSTELLATION OIL SVC | 2029-11-07      | 9.3750%  | N/A     | $7932000.00        | $8336366.75        | Corporate Debt Securities |
| COTY INC / HFC PRESTI | 2031-01-15      | 5.6000%  | N/A     | $597000.00         | $591056.53         | Corporate Debt Securities |
| DELEK LOGISTICS PARTN | 2029-03-15      | 8.6250%  | N/A     | $6838000.00        | $7243419.32        | Corporate Debt Securities |
| DIRECTV FING LLC / DI | 2031-02-15      | 10.0000% | N/A     | $1137000.00        | $1218135.06        | Corporate Debt Securities |
| DONNELLEY R R & SONS  | 2031-06-01      | 11.0000% | N/A     | $4000000.00        | $3908466.67        | Corporate Debt Securities |
| ECHOSTAR CORPSR SEC G | 2030-11-30      | 6.7500%  | N/A     | $4.00              | $4.22              | Corporate Debt Securities |
| EDISON INTLSR GLBL NT | 2030-03-15      | 6.2500%  | N/A     | $82000.00          | $85435.57          | Corporate Debt Securities |
| EDISON INTLSR GLBL NT | 2027-06-15      | 5.7500%  | N/A     | $3000.00           | $3101.11           | Corporate Debt Securities |
| EDISON INTLSR GLBL NT | 2032-03-15      | 5.2500%  | N/A     | $865000.00         | $858548.54         | Corporate Debt Securities |
| ELMWOOD CLO 2021-9R L | 2038-04-20      | 8.3252%  | N/A     | $848911.00         | $856932.36         | Asset-Backed Securities   |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.5000%  | N/A     | $2143000.00        | $2517444.01        | Corporate Debt Securities |
| EXETER ATMB REC TR 20 | 2033-11-15      | 7.5400%  | N/A     | $4051000.00        | $4111425.62        | Asset-Backed Securities   |
| FS KKR CAP CORPSR GLB | 2031-01-15      | 6.1250%  | N/A     | $320000.00         | $316105.16         | Corporate Debt Securities |
| GCI LLCSR GLBL 144A 2 | 2028-10-15      | 4.7500%  | N/A     | $11599000.00       | $11252834.29       | Corporate Debt Securities |
| GEE AUTOMOTIVE HOLDIN | 2031-03-01      | 7.2500%  | N/A     | $7588000.00        | $7805942.11        | Corporate Debt Securities |
| GOLDMAN SACHS CAP IJR | 2034-02-15      | 6.3450%  | N/A     | $41000.00          | $43825.31          | Corporate Debt Securities |
| GULFPORT ENERGY CORP  | 2029-09-01      | 6.7500%  | N/A     | $6749000.00        | $7043323.89        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L | 2034-05-15      | 6.7500%  | N/A     | $9912000.00        | $10186314.60       | Corporate Debt Securities |
| HLF FING SARL LLC / H | 2029-06-01      | 4.8750%  | N/A     | $8180000.00        | $7872384.28        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES | 2099-01-01      | 4.4500%  | N/A     | $26000.00          | $25770.13          | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2028-05-01      | 4.6250%  | N/A     | $9576000.00        | $9108905.33        | Corporate Debt Securities |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $7150000.00        | $6730631.65        | Corporate Debt Securities |
| KOHLS CORP SR GLBL NT | 2045-07-17      | 5.5500%  | N/A     | $413000.00         | $273455.56         | Corporate Debt Securities |
| LAND O LAKES INC PERP | 2079-12-31      | 7.2500%  | N/A     | $1000.00           | $924.90            | Corporate Debt Securities |
| LEVEL 3 FING INC 1LIE | 2033-06-30      | 6.8750%  | N/A     | $10494564.00       | $11107287.66       | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $9000.00           | $10198.29          | Corporate Debt Securities |
| MEDLINE BOR LLP/ CO-I | 2029-04-01      | 6.2500%  | N/A     | $607000.00         | $629143.02         | Corporate Debt Securities |
| MGM CHINA HOLDINGS LI | 2027-02-01      | 4.7500%  | N/A     | $6900000.00        | $6990593.17        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LI | 2033-05-15      | 6.2500%  | N/A     | $5048000.00        | $5063183.26        | Corporate Debt Securities |
| MITER BRANDS ACQUISIT | 2032-04-01      | 6.7500%  | N/A     | $10221000.00       | $10167084.23       | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT | 2029-08-01      | 4.6250%  | N/A     | $707000.00         | $587912.72         | Corporate Debt Securities |
| MULTI-COLOR CORP SR S | 2033-05-11      | 8.5000%  | N/A     | $2939952.00        | $2559698.61        | Corporate Debt Securities |
| NEW ENTERPRISE STONE  | 2028-07-15      | 5.2500%  | N/A     | $6734000.00        | $6834347.82        | Corporate Debt Securities |
| OWENS BROCKWAY SR GLB | 2032-06-01      | 7.3750%  | N/A     | $2909000.00        | $2897292.08        | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2050-05-19      | 4.9500%  | N/A     | $932000.00         | $588786.34         | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2031-09-15      | 5.7500%  | N/A     | $1797000.00        | $1713115.04        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2029-12-15      | 7.8750%  | N/A     | $6029000.00        | $6460887.42        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2032-05-15      | 6.8750%  | N/A     | $4061000.00        | $3979754.05        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2029-02-15      | 4.2500%  | N/A     | $2340000.00        | $2262891.80        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2034-02-15      | 6.7500%  | N/A     | $7780000.00        | $7589545.60        | Corporate Debt Securities |
| PITNEY BOWES INC SR G | 2027-03-15      | 6.8750%  | N/A     | $9550000.00        | $9671972.07        | Corporate Debt Securities |
| PRESTIGE BRANDS IN SR | 2028-01-15      | 5.1250%  | N/A     | $226000.00         | $229461.50         | Corporate Debt Securities |
| PROVIDENT FING TR IJR | 2038-03-15      | 7.4050%  | N/A     | $35000.00          | $36899.85          | Corporate Debt Securities |
| RAVEN ACQUISITION HLD | 2031-11-15      | 6.8750%  | N/A     | $2402000.00        | $2368861.07        | Corporate Debt Securities |
| ROCKET SOFTWARE INCSR | 2028-11-28      | 9.0000%  | N/A     | $430000.00         | $435865.20         | Corporate Debt Securities |
| SHUTTERFLY FIN LLC SR | 2027-10-01      | 9.7500%  | N/A     | $10249999.00       | $10744134.37       | Corporate Debt Securities |
| SINCLAIR TELEVISION G | 2033-02-15      | 8.1250%  | N/A     | $17649000.00       | $18416241.25       | Corporate Debt Securities |
| SKYWORKS SOLUTIONS IN | 2031-06-01      | 3.0000%  | N/A     | $30000.00          | $27532.60          | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2099-01-01      | 7.8750%  | N/A     | $7551000.00        | $8002257.20        | Corporate Debt Securities |
| TALOS PRODTN INC 2LIE | 2029-02-01      | 9.0000%  | N/A     | $9922000.00        | $10658906.94       | Corporate Debt Securities |
| WHIRLPOOL CORP SR GLB | 2033-03-01      | 5.5000%  | N/A     | $560000.00         | $472659.29         | Corporate Debt Securities |
| XPO INCSR SEC GLBL 28 | 2028-06-01      | 6.2500%  | N/A     | $231000.00         | $241252.42         | Corporate Debt Securities |

### Security 87: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **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: 0TU003XZ5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BAMLL COM MTG SEC TR  | 2040-09-17      | 5.4271%  | N/A     | $2791000.00        | $2802124.62        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 6.2280%  | N/A     | $2145000.00        | $2152410.98        | Private Label Collateralized Mortgage Obligations |
| BAMLL RE-REMIC TR 202 | 2049-04-27      | 0.0000%  | N/A     | $18231360.00       | $10178495.36       | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21F20521 | 2052-10-18      | 2.6818%  | N/A     | $2250000.00        | $1327204.90        | Private Label Collateralized Mortgage Obligations |
| BMD 2 RE-REMIC TR 201 | 2028-07-25      | 0.0000%  | N/A     | $6711600.00        | $5318634.27        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023- | 2063-10-25      | 8.2739%  | N/A     | $8373000.00        | $8211411.35        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023- | 2063-10-25      | 0.2000%  | N/A     | $322027520.00      | $173213.57         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-03-25      | 0.0000%  | N/A     | $293273088.00      | $6294212.80        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-09-25      | 7.9591%  | N/A     | $16166752.00       | $13057019.28       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024 | 2064-08-25      | 8.0230%  | N/A     | $14643080.00       | $12010724.65       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026 | 2065-12-25      | 0.2000%  | N/A     | $401356288.00      | $1584781.51        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR  | 2065-06-25      | 7.1436%  | N/A     | $4212000.00        | $3957604.05        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 1.9068%  | N/A     | $413084672.00      | $9519882.61        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2065-06-25      | 0.2000%  | N/A     | $565676032.00      | $1813209.79        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 8.0699%  | N/A     | $23132864.00       | $17247113.71       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDEN FDG TR  | 2066-03-25      | 1.2763%  | N/A     | $492332544.00      | $16596872.03       | Private Label Collateralized Mortgage Obligations |
| BRCK TR 2025-830BD204 | 2042-12-11      | 6.2020%  | N/A     | $17200000.00       | $17294956.85       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP X- | 2034-11-15      | 0.2306%  | N/A     | $64505000.00       | $77384.13          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2026-PNDA D2 | 2043-05-15      | 5.7500%  | N/A     | $10000000.00       | $10066021.67       | Private Label Collateralized Mortgage Obligations |
| CITICORP MTG SEC REMI | 2037-01-25      | 6.0000%  | N/A     | $10348000.00       | $1115292.28        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4 | 2047-08-12      | 4.7206%  | N/A     | $2000000.00        | $405343.22         | Private Label Collateralized Mortgage Obligations |
| CPTS 2019-CPT MTG TR  | 2039-11-16      | 2.9968%  | N/A     | $606051.00         | $497232.63         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-J4B-12 | 2035-07-25      | 5.7238%  | N/A     | $845000.00         | $354778.55         | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3 | 2044-08-12      | 5.3560%  | N/A     | $2966000.00        | $1915444.16        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2 B-3206 | 2069-10-25      | 7.6188%  | N/A     | $270300.00         | $267282.30         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM4 M-1B 2 | 2070-09-25      | 6.1180%  | N/A     | $331467.00         | $332448.62         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED  | 2035-05-25      | 3.5000%  | N/A     | $21319392.00       | $12652979.08       | Private Label Collateralized Mortgage Obligations |
| FRESB MORTGAGE 2023-S | 2043-07-25      | 3.8200%  | N/A     | $10000000.00       | $7358667.11        | Private Label Collateralized Mortgage Obligations |
| GCAT 2020-NQM1 TRUST  | 2060-01-25      | 5.9390%  | N/A     | $8962672.00        | $7864331.48        | Private Label Collateralized Mortgage Obligations |
| GCAT 2022-INV2 TRAXS2 | 2052-04-25      | 0.0900%  | N/A     | $425489408.00      | $1751378.08        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV3B-62 | 2054-09-25      | 6.9854%  | N/A     | $3517784.00        | $2182479.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2 | 2035-07-16      | 4.8740%  | N/A     | $3000000.00        | $1937260.70        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-112A | 2036-07-25      | 4.1988%  | N/A     | $6666664.00        | $348347.32         | Private Label Collateralized Mortgage Obligations |
| GSMS TR 2024-FAIRF204 | 2041-07-15      | 10.5088% | N/A     | $34810200.00       | $36137982.72       | Private Label Collateralized Mortgage Obligations |
| GSR MTG TR 2006-1F 6A | 2036-02-25      | 3.4012%  | N/A     | $40394000.00       | $300659.61         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2035-01-19      | 4.6273%  | N/A     | $20388000.00       | $553265.61         | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-5A- | 2035-08-25      | 4.4588%  | N/A     | $9000000.00        | $140802.57         | Private Label Collateralized Mortgage Obligations |
| INDYMAC ARM TRUST 200 | 2031-08-25      | 0.3256%  | N/A     | $520093696.00      | $919.54            | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN COML TR 20 | 2041-10-10      | 2.6535%  | N/A     | $11073000.00       | $8353857.17        | Private Label Collateralized Mortgage Obligations |
| MASTR REPERFORMING LN | 2035-07-25      | 1.9081%  | N/A     | $90000000.00       | $682004.36         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD2021-FL7A-S203 | 2036-10-21      | 5.1895%  | N/A     | $16000000.00       | $16012571.07       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABCD2 | 2042-02-12      | 3.4767%  | N/A     | $3024000.00        | $2133027.09        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I  | 2049-07-16      | 0.0000%  | N/A     | $109051871.00      | $325.37            | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR | 2042-12-15      | 7.1668%  | N/A     | $102000.00         | $102539.28         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTXS | 2055-05-25      | 0.0000%  | N/A     | $286221000.00      | $5933955.77        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUSTXS | 2066-01-25      | 0.0000%  | N/A     | $840766464.00      | $28212997.56       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J1B-62 | 2051-05-25      | 2.6256%  | N/A     | $885243.00         | $345196.06         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J3B-52 | 2051-10-25      | 2.8635%  | N/A     | $1135000.00        | $554168.46         | Private Label Collateralized Mortgage Obligations |
| OFFICE PPTYS INCOME T | 2029-03-31      | 0.0000%  | N/A     | $931000.00         | $933830.24         | Corporate Debt Securities                         |
| PMT LOAN TR 2025-CNF2 | 2056-12-25      | 6.0093%  | N/A     | $1025612.00        | $1019642.76        | Private Label Collateralized Mortgage Obligations |
| PRM7 TR 2025-PRM7E204 | 2042-11-13      | 6.6184%  | N/A     | $25000000.00       | $25019991.90       | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL  | 2041-02-20      | 3.8500%  | N/A     | $200000.00         | $186243.89         | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 2.1551%  | N/A     | $517000.00         | $342290.70         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN  | 2050-02-25      | 0.2321%  | N/A     | $394068000.00      | $492041.53         | Private Label Collateralized Mortgage Obligations |
| PTCM RE-REMIC TRUST 2 | 2060-07-27      | 2.0165%  | N/A     | $10271400.00       | $6897134.92        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2034-06-25      | 5.2500%  | N/A     | $2040000.00        | $153665.61         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 5.37134  | 2056-04-25      | 5.2843%  | N/A     | $2620000.00        | $2605645.96        | Private Label Collateralized Mortgage Obligations |
| SDR COML MTG TR 2024- | 2039-05-16      | 0.0200%  | N/A     | $174522368.00      | $27884.83          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2035-04-25      | 0.0000%  | N/A     | $7328927.00        | $54074.62          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2045-03-28      | 2.3352%  | N/A     | $80084988.00       | $60044.81          | Private Label Collateralized Mortgage Obligations |
| TERWIN MTG TR 2005-2H | 2035-01-25      | 5.2738%  | N/A     | $11375000.00       | $2963196.28        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION  | 2069-01-25      | 7.9090%  | N/A     | $2619000.00        | $2661101.59        | Private Label Collateralized Mortgage Obligations |
| VISTA POINT SEC 2024- | 2054-05-25      | 8.8670%  | N/A     | $1500000.00        | $1535393.33        | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2007-H | 2037-02-25      | 4.2188%  | N/A     | $9340000.00        | $920389.34         | Private Label Collateralized Mortgage Obligations |

### Security 88: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MF45, C.4 - ISIN: US11042MF458, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $29981607.00
- **C.18.a - Value (excl. sponsor support):** $29981607.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 89: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBX3, C.4 - ISIN: US11042NBX30, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $125006126.25
- **C.18.a - Value (excl. sponsor support):** $125006126.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NCC8, C.4 - ISIN: US11042NCC83, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $120035688.00
- **C.18.a - Value (excl. sponsor support):** $120035688.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 91: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MH35, C.4 - ISIN: US11042MH355, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $153916193.50
- **C.18.a - Value (excl. sponsor support):** $153916193.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 92: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CTD4, C.4 - ISIN: US13608CTD47, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $137038332.60
- **C.18.a - Value (excl. sponsor support):** $137038332.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BKU7, C.4 - ISIN: US13608BKU79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $118065144.00
- **C.18.a - Value (excl. sponsor support):** $118065144.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BF58, C.4 - ISIN: US13608BF580, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $222842272.10
- **C.18.a - Value (excl. sponsor support):** $222842272.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 95: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSQ6, C.4 - ISIN: US13608CSQ68, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $64152374.00
- **C.18.a - Value (excl. sponsor support):** $64152374.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSY9, C.4 - ISIN: US13608CSY92, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $255148078.50
- **C.18.a - Value (excl. sponsor support):** $255148078.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BG73, C.4 - ISIN: US13608BG737, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $225089310.40
- **C.18.a - Value (excl. sponsor support):** $225089310.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BFA7, C.4 - ISIN: US13608BFA70, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $125846582.40
- **C.18.a - Value (excl. sponsor support):** $125846582.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BR71, C.4 - ISIN: US13608BR718, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $125574969.00
- **C.18.a - Value (excl. sponsor support):** $125574969.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSZ6, C.4 - ISIN: US13606DSZ68, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $68837705.10
- **C.18.a - Value (excl. sponsor support):** $68837705.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-03
- **C.12 - Maturity Date (WAL):** 2027-03-03
- **C.13 - Final Legal Maturity Date:** 2027-03-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSY9, C.4 - ISIN: US13606DSY93, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $249516900.00
- **C.18.a - Value (excl. sponsor support):** $249516900.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG27, C.4 - ISIN: US12509TG276, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24911175.00
- **C.18.a - Value (excl. sponsor support):** $24911175.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG19, C.4 - ISIN: US12509TG193, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $84706724.50
- **C.18.a - Value (excl. sponsor support):** $84706724.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QDD2, C.4 - ISIN: US12509QDD25, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $25005412.50
- **C.18.a - Value (excl. sponsor support):** $25005412.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BGA5, C.4 - ISIN: US16537BGA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139383580.00
- **C.18.a - Value (excl. sponsor support):** $139383580.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MF12, C.4 - ISIN: US16537MF122, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $554885917.31
- **C.18.a - Value (excl. sponsor support):** $554885917.31
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 107: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MF95, C.4 - ISIN: US16537MF957, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114870429.50
- **C.18.a - Value (excl. sponsor support):** $114870429.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KRL2, C.4 - ISIN: US16955KRL25, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $250000200.00
- **C.18.a - Value (excl. sponsor support):** $250000200.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 109: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16891NF10, C.4 - ISIN: US16891NF105, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $169237400.71
- **C.18.a - Value (excl. sponsor support):** $169237400.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 110: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KRP3, C.4 - ISIN: US16955KRP39, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $250000525.00
- **C.18.a - Value (excl. sponsor support):** $250000525.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 111: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $160010944.00
- **C.18.a - Value (excl. sponsor support):** $160010944.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002QI7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AGREE RLTY CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $262599.00         | $19576755.45       | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $64746.00          | $24999725.52       | Equities   |
| AMERICAN FINANCIAL GR | 2099-01-01      | 0.0000%  | N/A     | $58734.00          | $7752888.00        | Equities   |
| AMERICAN INTL GROUP I | 2099-01-01      | 0.0000%  | N/A     | $336021.00         | $24999962.40       | Equities   |
| APPLIED INDL TECHNOLO | 2099-01-01      | 0.0000%  | N/A     | $25042.00          | $7726208.26        | Equities   |
| BOSTON BEER INCCL A   | 2099-01-01      | 0.0000%  | N/A     | $24302.00          | $4385295.90        | Equities   |
| BROWN FORMAN CORPCL B | 2099-01-01      | 0.0000%  | N/A     | $14551.00          | $377743.96         | Equities   |
| CARNIVAL CORP LTDCOMM | 2099-01-01      | 0.0000%  | N/A     | $894774.00         | $24999985.56       | Equities   |
| CURTISS WRIGHT CORPCO | 2099-01-01      | 0.0000%  | N/A     | $8608.00           | $6436459.84        | Equities   |
| ECHOSTAR CORPCL A     | 2099-01-01      | 0.0000%  | N/A     | $213.00            | $27917.91          | Equities   |
| EQT CORP COM          | 2099-01-01      | 0.0000%  | N/A     | $8272.00           | $457855.20         | Equities   |
| EQUITY LIFESTYLE PROP | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $62.24             | Equities   |
| EVERCORE INC CLASS A  | 2099-01-01      | 0.0000%  | N/A     | $13809.00          | $4790618.28        | Equities   |
| EVEREST GROUP LTDCOM  | 2099-01-01      | 0.0000%  | N/A     | $52559.00          | $17514235.57       | Equities   |
| EXLSERVICE HLDGS INC  | 2099-01-01      | 0.0000%  | N/A     | $10631.00          | $309468.41         | Equities   |
| EXPAND ENERGY CORPORA | 2099-01-01      | 0.0000%  | N/A     | $161010.00         | $15068925.90       | Equities   |
| FLEX LTD ORD          | 2099-01-01      | 0.0000%  | N/A     | $28834.00          | $4176604.90        | Equities   |
| FORTINET INC COM      | 2099-01-01      | 0.0000%  | N/A     | $192752.00         | $24999934.40       | Equities   |
| GARMIN LTD SHS        | 2099-01-01      | 0.0000%  | N/A     | $22427.00          | $5300621.45        | Equities   |
| GE AEROSPACE COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $34253.00          | $10989047.46       | Equities   |
| GENERAL MTRS COCOM    | 2099-01-01      | 0.0000%  | N/A     | $63233.00          | $5333703.55        | Equities   |
| HUNTINGTON BANCSHARES | 2099-01-01      | 0.0000%  | N/A     | $1550868.00        | $24999992.16       | Equities   |
| INTERCONTINENTAL EXCH | 2099-01-01      | 0.0000%  | N/A     | $168577.00         | $24999969.10       | Equities   |
| KEYCORPCOM            | 2099-01-01      | 0.0000%  | N/A     | $92180.00          | $1967121.20        | Equities   |
| MARKETAXESS HLDGS INC | 2099-01-01      | 0.0000%  | N/A     | $190041.00         | $24999893.55       | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $50632.00          | $24999550.00       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $39352.00          | $24999932.08       | Equities   |
| MSCI INC COM          | 2099-01-01      | 0.0000%  | N/A     | $15665.00          | $9814435.80        | Equities   |
| NEWMARKET CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $140.00            | $110196.80         | Equities   |
| NEXTERA ENERGY INC CO | 2099-01-01      | 0.0000%  | N/A     | $220339.00         | $19224577.75       | Equities   |
| NNN REIT INC COM      | 2099-01-01      | 0.0000%  | N/A     | $6.00              | $269.10            | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $446.00            | $95555.50          | Equities   |
| OTIS WORLDWIDE CORPCO | 2099-01-01      | 0.0000%  | N/A     | $38167.00          | $2717872.07        | Equities   |
| PACKAGING CORP AMERCO | 2099-01-01      | 0.0000%  | N/A     | $2162.00           | $471618.68         | Equities   |
| PENN ENTERTAINMENT IN | 2099-01-01      | 0.0000%  | N/A     | $48400.00          | $940896.00         | Equities   |
| QUANTA SVCS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $1428.00           | $1042582.80        | Equities   |
| REINSURANCE GROUP AME | 2099-01-01      | 0.0000%  | N/A     | $40018.00          | $8186082.08        | Equities   |
| SANDISK CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $15228.00          | $24998893.92       | Equities   |
| SKYWORKS SOLUTIONS IN | 2099-01-01      | 0.0000%  | N/A     | $93091.00          | $7578538.31        | Equities   |
| STRATEGY INC CL A NEW | 2099-01-01      | 0.0000%  | N/A     | $13.00             | $1971.32           | Equities   |
| SYNOPSYS INC COM      | 2099-01-01      | 0.0000%  | N/A     | $3378.00           | $1623601.92        | Equities   |
| T-MOBILE US INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $132268.00         | $24999974.68       | Equities   |
| TELEDYNE TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $13231.00          | $8389247.86        | Equities   |
| TESLA INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $15709.00          | $6944948.90        | Equities   |
| TETRA TECH INC NEW CO | 2099-01-01      | 0.0000%  | N/A     | $3856.00           | $106811.20         | Equities   |
| TRACTOR SUPPLY COCOM  | 2099-01-01      | 0.0000%  | N/A     | $6874.00           | $215637.38         | Equities   |
| UGI CORP NEW COM      | 2099-01-01      | 0.0000%  | N/A     | $11164.00          | $386386.04         | Equities   |
| ULTA BEAUTY INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $462.00            | $240309.30         | Equities   |
| UNUM GROUP COM        | 2099-01-01      | 0.0000%  | N/A     | $90472.00          | $7459416.40        | Equities   |
| VERISK ANALYTICS INC  | 2099-01-01      | 0.0000%  | N/A     | $62864.00          | $10864156.48       | Equities   |
| VISA INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $76934.00          | $24999703.30       | Equities   |
| WABTEC COM            | 2099-01-01      | 0.0000%  | N/A     | $8533.00           | $2228819.60        | Equities   |
| WESTERN ALLIANCE BANC | 2099-01-01      | 0.0000%  | N/A     | $180151.00         | $14167074.64       | Equities   |
| ZOETIS INC CL A       | 2099-01-01      | 0.0000%  | N/A     | $319407.00         | $24999985.89       | Equities   |

### Security 113: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002QJ5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGATE BAY MTG TR 2016 | 2045-12-25      | 3.0000%  | N/A     | $13000000.00       | $392843.61         | Private Label Collateralized Mortgage Obligations |
| AGATE BAY MTG TR 2016 | 2046-08-25      | 3.0000%  | N/A     | $9000000.00        | $562847.22         | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2024-CRE9A2 | 2041-05-17      | 5.3135%  | N/A     | $30000000.00       | $3569184.33        | Private Label Collateralized Mortgage Obligations |
| ARROYO MTG TR 2021-1R | 2048-10-25      | 1.1750%  | N/A     | $5597000.00        | $1312924.37        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2048-09-17      | 2.4369%  | N/A     | $13274000.00       | $11390012.76       | Private Label Collateralized Mortgage Obligations |
| BWAY TRUST 2025-1535  | 2042-05-07      | 6.3090%  | N/A     | $1498000.00        | $1523308.72        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2045-03-15      | 5.3271%  | N/A     | $1291000.00        | $1293674.49        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2046-11-16      | 5.4104%  | N/A     | $26015000.00       | $26079962.37       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $5000000.00        | $5015048.23        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.3271%  | N/A     | $30925206.00       | $31018279.92       | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2 A- | 2049-11-15      | 3.5260%  | N/A     | $2500000.00        | $2474756.11        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LND MTG 20 | 2049-04-25      | 4.0000%  | N/A     | $1000000.00        | $121180.98         | Private Label Collateralized Mortgage Obligations |
| CIM 2021-J2 TR A-4205 | 2051-04-25      | 2.5000%  | N/A     | $400000.00         | $193291.93         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2018-INV1 A-10 | 2048-08-25      | 4.0000%  | N/A     | $1000000.00        | $274935.21         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1A- | 2051-07-25      | 2.5000%  | N/A     | $2600000.00        | $1500883.05        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1A- | 2051-07-25      | 2.5000%  | N/A     | $791000.00         | $459565.81         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2049-12-10      | 3.7200%  | N/A     | $1114000.00        | $1107398.81        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2049-07-12      | 2.9020%  | N/A     | $2000000.00        | $1792764.88        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3 | 2051-05-12      | 4.2280%  | N/A     | $100000.00         | $98600.54          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2050-11-18      | 3.1908%  | N/A     | $8675000.00        | $8595994.46        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-IVR5  | 2043-10-25      | 3.5000%  | N/A     | $22400000.00       | $1221767.01        | Private Label Collateralized Mortgage Obligations |
| DATA MTG TR 2023-CNTR | 2043-08-12      | 5.7281%  | N/A     | $1247000.00        | $1268150.58        | Private Label Collateralized Mortgage Obligations |
| ELMCL COML MTG 2024-G | 2041-09-16      | 6.3770%  | N/A     | $10760362.00       | $9066581.34        | Private Label Collateralized Mortgage Obligations |
| EVERBANK MTG LN TR 20 | 2048-02-25      | 3.5000%  | N/A     | $1500000.00        | $571527.44         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2017- | 2047-03-25      | 3.0000%  | N/A     | $1500000.00        | $80376.81          | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2017- | 2047-03-25      | 3.6211%  | N/A     | $2000000.00        | $1106255.23        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2019- | 2049-12-25      | 3.5000%  | N/A     | $5178145.00        | $516244.87         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2019- | 2049-12-25      | 4.0033%  | N/A     | $500000.00         | $382482.94         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2020- | 2050-08-25      | 2.5000%  | N/A     | $2000000.00        | $333710.60         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021- | 2051-06-25      | 2.5000%  | N/A     | $23695088.00       | $14446467.26       | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021- | 2051-06-25      | 0.6379%  | N/A     | $61625000.00       | $1584045.41        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-PJ4 A- | 2051-09-25      | 2.5000%  | N/A     | $7530264.00        | $3279544.39        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 20 | 2054-02-25      | 0.5000%  | N/A     | $64180389.00       | $378104.72         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR | 2051-06-25      | 2.5000%  | N/A     | $339000.00         | $170918.51         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR | 2051-05-25      | 2.5000%  | N/A     | $420000.00         | $190920.31         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2051-01-25      | 3.0000%  | N/A     | $1000000.00        | $211904.50         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2050-10-25      | 3.4045%  | N/A     | $2000000.00        | $1452541.69        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2050-10-25      | 3.4045%  | N/A     | $695000.00         | $510633.89         | Private Label Collateralized Mortgage Obligations |
| J P M C COML MTG SEC  | 2040-03-15      | 5.3210%  | N/A     | $427000.00         | $103378.80         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2015 | 2045-05-25      | 3.5000%  | N/A     | $1500000.00        | $76985.94          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2015 | 2045-06-25      | 3.5000%  | N/A     | $1500000.00        | $78775.13          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017 | 2047-08-25      | 2.5000%  | N/A     | $1750000.00        | $152270.67         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018 | 2049-01-25      | 4.0421%  | N/A     | $5100000.00        | $3740607.57        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018 | 2048-09-25      | 3.6977%  | N/A     | $2819000.00        | $1863029.04        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018 | 2048-10-25      | 3.5000%  | N/A     | $4000000.00        | $2622438.10        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019 | 2049-05-25      | 4.0000%  | N/A     | $2256351.00        | $52578.48          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020 | 2051-03-25      | 3.0000%  | N/A     | $1000000.00        | $233310.21         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020 | 2051-01-25      | 3.0000%  | N/A     | $558651.00         | $113871.70         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020 | 2050-11-25      | 3.0000%  | N/A     | $1500000.00        | $66616.88          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020 | 2050-12-25      | 3.0000%  | N/A     | $2300000.00        | $314346.27         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2051-07-25      | 2.5000%  | N/A     | $1291000.00        | $650425.71         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2051-06-25      | 2.5000%  | N/A     | $515000.00         | $217246.10         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2051-07-25      | 5.5000%  | N/A     | $615000.00         | $372702.76         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2050-07-15      | 3.4898%  | N/A     | $11572036.00       | $11457753.92       | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2050-09-16      | 3.4540%  | N/A     | $12500002.00       | $12377695.03       | Private Label Collateralized Mortgage Obligations |
| KSL COML MTG TR 2025- | 2042-12-15      | 5.2207%  | N/A     | $19259000.00       | $19298100.85       | Private Label Collateralized Mortgage Obligations |
| MANHATTAN WEST MTG TR | 2048-06-10      | 5.4985%  | N/A     | $10000000.00       | $10082315.88       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCPT 2 | 2051-06-25      | 2.5000%  | N/A     | $500000.00         | $278780.18         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC  | 2051-06-25      | 2.5000%  | N/A     | $1000000.00        | $556132.47         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN RES LN TR | 2053-06-25      | 0.5000%  | N/A     | $31274000.00       | $382665.19         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY MTG TR | 2051-08-25      | 2.5000%  | N/A     | $10000000.00       | $5569509.97        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLY RES LN  | 2051-06-25      | 2.5000%  | N/A     | $4146000.00        | $2347637.02        | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2020-1A- | 2050-12-25      | 2.5000%  | N/A     | $2112000.00        | $1005957.97        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 202 | 2051-06-25      | 0.7446%  | N/A     | $15603000.00       | $441495.84         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 202 | 2051-06-25      | 2.5000%  | N/A     | $3759525.00        | $1969739.92        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 202 | 2051-06-25      | 2.5000%  | N/A     | $3634735.00        | $2053296.05        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2019-INV2A- | 2049-05-25      | 4.0000%  | N/A     | $2750000.00        | $154854.98         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J1A-12 | 2051-05-25      | 2.5000%  | N/A     | $100000.00         | $55759.35          | Private Label Collateralized Mortgage Obligations |
| OCEANVIEW MTG TR 2021 | 2051-07-25      | 2.5000%  | N/A     | $3040000.00        | $1561025.05        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1 | 2051-07-25      | 2.5000%  | N/A     | $500000.00         | $296433.35         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2021-I | 2051-11-27      | 0.4379%  | N/A     | $40613760.00       | $438267.25         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J2A- | 2051-08-25      | 2.5000%  | N/A     | $1900000.00        | $1141998.02        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2021 | 2051-09-25      | 2.5000%  | N/A     | $439356.00         | $251937.85         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2 | 2051-11-25      | 0.3879%  | N/A     | $73389760.00       | $1571930.37        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2016-1 | 2046-06-25      | 3.5000%  | N/A     | $2854988.00        | $253114.67         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2016-3 | 2046-11-25      | 3.6055%  | N/A     | $3775000.00        | $1823014.82        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2017-2 | 2047-02-25      | 3.5513%  | N/A     | $2198965.00        | $1172379.29        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-7 | 2048-09-25      | 4.2512%  | N/A     | $2586000.00        | $1902285.68        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-2 | 2049-06-25      | 4.2490%  | N/A     | $3150000.00        | $2209498.56        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-4 | 2049-11-25      | 3.5000%  | N/A     | $4000000.00        | $376230.41         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-5 | 2049-12-25      | 3.5000%  | N/A     | $400000.00         | $197681.57         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2020-1 | 2050-02-25      | 3.5000%  | N/A     | $550000.00         | $72371.34          | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2020-3 | 2050-04-25      | 3.0000%  | N/A     | $579000.00         | $136979.71         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2020-4 | 2050-11-25      | 2.5000%  | N/A     | $1000000.00        | $397164.28         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2023-2 | 2053-03-25      | 0.4695%  | N/A     | $20000000.00       | $87412.88          | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2023-2 | 2053-03-25      | 0.4695%  | N/A     | $5000000.00        | $93554.55          | Private Label Collateralized Mortgage Obligations |
| SHELLPOINT CO-ORG TR  | 2046-11-25      | 3.5000%  | N/A     | $1670000.00        | $132204.04         | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2026 | 2041-04-17      | 4.9653%  | N/A     | $18756000.00       | $18872604.18       | Private Label Collateralized Mortgage Obligations |
| SPGN TRUST 2026-TFLM  | 2041-02-15      | 4.9271%  | N/A     | $1399104.00        | $1398725.47        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR2025- | 2042-02-18      | 5.0700%  | N/A     | $5000000.00        | $4978608.32        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 202 | 2042-11-13      | 5.2581%  | N/A     | $8396000.00        | $8374696.14        | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-1A-15 | 2051-06-25      | 2.5000%  | N/A     | $1000000.00        | $556129.73         | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA  | 2039-07-15      | 4.6425%  | N/A     | $100000.00         | $98645.64          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR | 2050-10-17      | 3.3170%  | N/A     | $5660000.00        | $5356698.25        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2051-08-17      | 4.0580%  | N/A     | $11147523.00       | $1695726.76        | Private Label Collateralized Mortgage Obligations |
| WELLSFRG MRT BCK SEC  | 2051-06-25      | 2.5000%  | N/A     | $547016.00         | $312768.60         | Private Label Collateralized Mortgage Obligations |

### Security 114: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: 0VM002QK2
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $218978.00         | $59999972.00       | Equities                           |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $107539.00         | $45873986.62       | Equities                           |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $298284.00         | $59999826.60       | Equities                           |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $194881.00         | $59999962.28       | Equities                           |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $280046.00         | $59999855.50       | Equities                           |
| UNITED STATES TREASUR | 2029-11-30      | 4.1250%  | N/A     | $2100000.00        | $2143913.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-03-31      | 3.8750%  | N/A     | $49000000.00       | $49177702.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $850000.00         | $753807.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 3.3750%  | N/A     | $4220000.00        | $4209847.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-15      | 2.3750%  | N/A     | $400000.00         | $381515.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-09-30      | 3.8750%  | N/A     | $6900000.00        | $6794454.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.0000%  | N/A     | $6000000.00        | $5998747.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 4.0000%  | N/A     | $300000.00         | $303104.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $3000000.00        | $2819313.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 1.0000%  | N/A     | $11400000.00       | $10721399.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $150000.00         | $148654.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-02-29      | 4.1250%  | N/A     | $3300000.00        | $3317062.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 4.0000%  | N/A     | $1600000.00        | $1439597.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-31      | 4.1250%  | N/A     | $800000.00         | $812064.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-04-30      | 3.5000%  | N/A     | $3800000.00        | $3724969.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-06-30      | 3.2500%  | N/A     | $6000000.00        | $5935764.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $5000000.00        | $5164533.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-11-15      | 1.7500%  | N/A     | $100000.00         | $92556.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $7700000.00        | $7784593.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $5500000.00        | $5685557.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 2.1250%  | N/A     | $60389000.00       | $65727243.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 3.5000%  | N/A     | $1900000.00        | $1863225.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-01-31      | 3.7500%  | N/A     | $2698000.00        | $2684668.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.0000%  | N/A     | $6200000.00        | $4908994.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-15      | 3.5000%  | N/A     | $1600000.00        | $1586476.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-01-31      | 4.0000%  | N/A     | $7710000.00        | $7683868.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-15      | 3.5000%  | N/A     | $4800000.00        | $4743223.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-15      | 1.1250%  | N/A     | $2400000.00        | $2100086.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.5000%  | N/A     | $21000000.00       | $20728891.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-11-15      | 4.3750%  | N/A     | $700000.00         | $677626.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-15      | 3.5000%  | N/A     | $4700000.00        | $4711042.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $3866000.00        | $2682110.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 2.3750%  | N/A     | $9000000.00        | $8626945.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-15      | 1.3750%  | N/A     | $3900000.00        | $3366924.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-31      | 1.2500%  | N/A     | $700000.00         | $667059.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-31      | 4.1250%  | N/A     | $3000000.00        | $3043147.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-08-15      | 3.7500%  | N/A     | $1000000.00        | $894450.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 3.5000%  | N/A     | $3000000.00        | $2971433.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 1.2500%  | N/A     | $12269000.00       | $13474564.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-02-28      | 4.2500%  | N/A     | $10600000.00       | $10750774.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-15      | 2.7500%  | N/A     | $25000000.00       | $23150389.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-02-15      | 4.1250%  | N/A     | $54612000.00       | $53852504.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-11-15      | 2.7500%  | N/A     | $1599900.00        | $1209395.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-09-30      | 3.6250%  | N/A     | $400000.00         | $391601.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 3.5000%  | N/A     | $9000000.00        | $8958137.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-02-15      | 4.6250%  | N/A     | $6710000.00        | $6905935.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-07-15      | 1.3750%  | N/A     | $186000.00         | $197853.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-11-15      | 4.5000%  | N/A     | $7500000.00        | $7593277.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-06-30      | 4.2500%  | N/A     | $3600000.00        | $3674682.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 4.7500%  | N/A     | $5000000.00        | $5047385.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-06-30      | 4.0000%  | N/A     | $6000000.00        | $6019944.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 2.7500%  | N/A     | $5000000.00        | $3833187.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 4.0000%  | N/A     | $6200000.00        | $6213572.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-05-15      | 3.8750%  | N/A     | $2576800.00        | $2268893.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-08-15      | 3.8750%  | N/A     | $387700.00         | $378647.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 3.5000%  | N/A     | $5400000.00        | $5393821.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-04-15      | 3.7500%  | N/A     | $320000.00         | $319853.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 3.8750%  | N/A     | $7000000.00        | $6956863.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-15      | 4.2500%  | N/A     | $2800000.00        | $2844247.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $800000.00         | $771456.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 2.8750%  | N/A     | $9200000.00        | $9049563.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $400000.00         | $401951.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-08-15      | 3.3750%  | N/A     | $2000000.00        | $1679295.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.6250%  | N/A     | $16125000.00       | $16013424.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 3.6250%  | N/A     | $10600000.00       | $10615308.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-11-30      | 4.1250%  | N/A     | $400000.00         | $406615.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-15      | 5.5000%  | N/A     | $8830000.00        | $9237841.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-04-30      | 4.6250%  | N/A     | $700000.00         | $716605.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 3.8750%  | N/A     | $348100.00         | $310627.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-07-15      | 0.6250%  | N/A     | $3300000.00        | $3533280.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 2.8750%  | N/A     | $300000.00         | $290809.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 4.2500%  | N/A     | $3900000.00        | $3975511.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-12-31      | 4.3750%  | N/A     | $7600000.00        | $7803357.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-15      | 1.6250%  | N/A     | $3000000.00        | $2661732.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $10300000.00       | $10329194.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-10-31      | 3.7500%  | N/A     | $720000.00         | $701180.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-15      | 4.1250%  | N/A     | $852000.00         | $846406.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $34381000.00       | $36416805.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $3400000.00        | $4395154.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2036-01-15      | 1.8750%  | N/A     | $3200000.00        | $3221500.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $2835000.00        | $3002586.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-15      | 2.6250%  | N/A     | $1150000.00        | $1115992.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-07-31      | 2.6250%  | N/A     | $1700000.00        | $1640892.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 2.7500%  | N/A     | $8500000.00        | $8297631.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 4.3750%  | N/A     | $2400000.00        | $2313951.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $8497000.00        | $8418604.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-08-31      | 3.8750%  | N/A     | $7850000.00        | $7759810.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $2500000.00        | $1603520.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-11-15      | 3.1250%  | N/A     | $7600000.00        | $6177742.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 0.6250%  | N/A     | $1758300.00        | $1671934.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-15      | 3.8750%  | N/A     | $46940000.00       | $46901906.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-15      | 0.1250%  | N/A     | $8300000.00        | $9068299.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-06-30      | 3.8750%  | N/A     | $3150000.00        | $3169431.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-09-30      | 3.8750%  | N/A     | $1000000.00        | $999210.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-05-15      | 3.2500%  | N/A     | $3200000.00        | $2623946.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-02-28      | 3.7500%  | N/A     | $2000000.00        | $1955858.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-01-15      | 2.1250%  | N/A     | $4681000.00        | $4992962.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-08-31      | 4.1250%  | N/A     | $4500000.00        | $4541450.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-15      | 4.0000%  | N/A     | $600.00            | $610.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2037-05-15      | 5.0000%  | N/A     | $6600000.00        | $6924780.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-09-15      | 3.3750%  | N/A     | $600000.00         | $595247.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 0.7500%  | N/A     | $55500000.00       | $72439822.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-15      | 0.1250%  | N/A     | $750000.00         | $859472.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-01-31      | 4.3750%  | N/A     | $22633000.00       | $23136811.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-12-31      | 3.3750%  | N/A     | $32700.00          | $32836.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2035-08-15      | 4.2500%  | N/A     | $10000000.00       | $9985435.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-03-31      | 3.6250%  | N/A     | $7000000.00        | $6918398.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2043-02-15      | 0.6250%  | N/A     | $1320100.00        | $1404631.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-02-29      | 4.0000%  | N/A     | $8000000.00        | $8075908.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-05-15      | 3.3750%  | N/A     | $4000000.00        | $3782739.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $4000000.00        | $4015342.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $1100000.00        | $1087835.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-06-30      | 4.0000%  | N/A     | $2700000.00        | $2742417.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2034-11-15      | 4.2500%  | N/A     | $450000.00         | $446192.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-10-31      | 4.8750%  | N/A     | $300000.00         | $306694.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2042-02-15      | 2.3750%  | N/A     | $9500000.00        | $6948818.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2033-03-31      | 4.2500%  | N/A     | $7000000.00        | $7030660.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-07-15      | 3.8750%  | N/A     | $4000000.00        | $4043455.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $10300000.00       | $10313653.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $300000.00         | $296517.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-01-15      | 0.5000%  | N/A     | $9000000.00        | $11893697.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2040-05-15      | 1.1250%  | N/A     | $2558300.00        | $1605839.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2032-05-15      | 2.8750%  | N/A     | $9200000.00        | $8551876.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $300000.00         | $300796.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $10600000.00       | $10906791.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-05-31      | 3.7500%  | N/A     | $1000000.00        | $1004603.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-12-31      | 3.7500%  | N/A     | $11400000.00       | $11487142.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2039-05-15      | 4.2500%  | N/A     | $2000000.00        | $1925429.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-03-31      | 4.1250%  | N/A     | $1700000.00        | $1713225.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $300000.00         | $260093.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-08-31      | 4.3750%  | N/A     | $2000000.00        | $2035079.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $1800000.00        | $1826771.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $250000.00         | $304818.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-12-31      | 3.7500%  | N/A     | $6000000.00        | $5991660.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| WARNER BROS DISCOVERY | 2099-01-01      | 0.0000%  | N/A     | $2218934.00        | $59999975.36       | Equities                           |

### Security 115: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: 82VOJDD5PTRDMVVMGV31, C.5 - Other ID: AIT9967K7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALCOA CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $132310.00         | $9999989.80        | Equities   |
| AMBIQ MICRO INCCOMMON | 2099-01-01      | 0.0000%  | N/A     | $120525.00         | $9999959.25        | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $54635.00          | $9999844.05        | Equities   |
| CREDO TECHNOLOGY GROU | 2099-01-01      | 0.0000%  | N/A     | $44974.00          | $9999968.90        | Equities   |
| CRH PLCORD            | 2099-01-01      | 0.0000%  | N/A     | $93668.00          | $9999995.68        | Equities   |
| EVERCORE INC CLASS A  | 2099-01-01      | 0.0000%  | N/A     | $28825.00          | $9999969.00        | Equities   |
| FEDEX CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $24307.00          | $9999899.80        | Equities   |
| HILTON WORLDWIDE HLDG | 2099-01-01      | 0.0000%  | N/A     | $29625.00          | $9999918.75        | Equities   |
| IRHYTHM HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $86497.00          | $9999918.17        | Equities   |
| KBR INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $88179.00          | $3036884.76        | Equities   |
| KEYCORPCOM            | 2099-01-01      | 0.0000%  | N/A     | $468603.00         | $9999988.02        | Equities   |
| LAM RESEARCH CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $2399.00           | $762882.00         | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $18614.00          | $9999626.94        | Equities   |
| LPL FINL HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $37613.00          | $9999792.18        | Equities   |
| LUMEN TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $934579.00         | $9999995.30        | Equities   |
| PENUMBRA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $31352.00          | $9999720.40        | Equities   |
| PPL CORP COM          | 2099-01-01      | 0.0000%  | N/A     | $273898.00         | $9676816.34        | Equities   |
| PROPETRO HLDG CORP CO | 2099-01-01      | 0.0000%  | N/A     | $659630.00         | $9999990.80        | Equities   |
| RALLIANT CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $40510.00          | $2525393.40        | Equities   |
| SHOPIFY INCCL A SUB V | 2099-01-01      | 0.0000%  | N/A     | $86932.00          | $9999787.96        | Equities   |
| TERADYNE INC COM      | 2099-01-01      | 0.0000%  | N/A     | $26133.00          | $9999792.45        | Equities   |
| UNUM GROUP COM        | 2099-01-01      | 0.0000%  | N/A     | $121285.00         | $9999948.25        | Equities   |
| VARONIS SYS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $314366.00         | $9999982.46        | Equities   |
| VERSANT MEDIA GROUP I | 2099-01-01      | 0.0000%  | N/A     | $230786.00         | $9999957.38        | Equities   |

### Security 116: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: AIV9906J1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALCOA CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $22973.00          | $1736299.34        | Equities   |
| AMBIQ MICRO INCCOMMON | 2099-01-01      | 0.0000%  | N/A     | $120525.00         | $9999959.25        | Equities   |
| ANALOG DEVICES INC CO | 2099-01-01      | 0.0000%  | N/A     | $19295.00          | $8084797.95        | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $45052.00          | $8245867.56        | Equities   |
| CREDO TECHNOLOGY GROU | 2099-01-01      | 0.0000%  | N/A     | $44974.00          | $9999968.90        | Equities   |
| CRH PLCORD            | 2099-01-01      | 0.0000%  | N/A     | $69855.00          | $7457719.80        | Equities   |
| EVERCORE INC CLASS A  | 2099-01-01      | 0.0000%  | N/A     | $28825.00          | $9999969.00        | Equities   |
| FEDEX CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $19973.00          | $8216892.20        | Equities   |
| HILTON WORLDWIDE HLDG | 2099-01-01      | 0.0000%  | N/A     | $26577.00          | $8971066.35        | Equities   |
| IRHYTHM HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $86497.00          | $9999918.17        | Equities   |
| KEYCORPCOM            | 2099-01-01      | 0.0000%  | N/A     | $468603.00         | $9999988.02        | Equities   |
| LAM RESEARCH CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $31446.00          | $9999828.00        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $18372.00          | $9869622.12        | Equities   |
| LPL FINL HLDGS INC CO | 2099-01-01      | 0.0000%  | N/A     | $37613.00          | $9999792.18        | Equities   |
| LUMEN TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $934579.00         | $9999995.30        | Equities   |
| PENUMBRA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $9055.00           | $2888092.25        | Equities   |
| PIPER SANDLER COMPANI | 2099-01-01      | 0.0000%  | N/A     | $126214.00         | $9999935.22        | Equities   |
| PROPETRO HLDG CORP CO | 2099-01-01      | 0.0000%  | N/A     | $659630.00         | $9999990.80        | Equities   |
| S&P GLOBAL INC COM    | 2099-01-01      | 0.0000%  | N/A     | $23941.00          | $9999676.88        | Equities   |
| SHOPIFY INCCL A SUB V | 2099-01-01      | 0.0000%  | N/A     | $86931.00          | $9999672.93        | Equities   |
| TERADYNE INC COM      | 2099-01-01      | 0.0000%  | N/A     | $1388.00           | $531118.20         | Equities   |
| UNUM GROUP COM        | 2099-01-01      | 0.0000%  | N/A     | $121285.00         | $9999948.25        | Equities   |
| VARONIS SYS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $314366.00         | $9999982.46        | Equities   |
| VERSANT MEDIA GROUP I | 2099-01-01      | 0.0000%  | N/A     | $230786.00         | $9999957.38        | Equities   |
| VIPER ENERGY INC CL A | 2099-01-01      | 0.0000%  | N/A     | $222222.00         | $9999990.00        | Equities   |

### Security 117: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: AIW9999U3
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICE | 2099-01-01      | 0.0000%  | N/A     | $21714.00          | $11249806.26       | Equities   |
| ALCOA CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $148848.00         | $11249931.84       | Equities   |
| CREDO TECHNOLOGY GROU | 2099-01-01      | 0.0000%  | N/A     | $50595.00          | $11249798.25       | Equities   |
| CRH PLCORD            | 2099-01-01      | 0.0000%  | N/A     | $105376.00         | $11249941.76       | Equities   |
| DIGITALBRIDGE GROUP I | 2099-01-01      | 0.0000%  | N/A     | $716560.00         | $11249992.00       | Equities   |
| DOCUSIGN INC COM      | 2099-01-01      | 0.0000%  | N/A     | $226906.00         | $11249999.48       | Equities   |
| GENERAL DYNAMICS CORP | 2099-01-01      | 0.0000%  | N/A     | $32238.00          | $11249772.48       | Equities   |
| JEFFERIES FINANCIAL G | 2099-01-01      | 0.0000%  | N/A     | $214408.00         | $11249987.76       | Equities   |
| KALVISTA PHARMACEUTIC | 2099-01-01      | 0.0000%  | N/A     | $420246.00         | $11249985.42       | Equities   |
| KBR INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $326655.00         | $11249998.20       | Equities   |
| KODIAK GAS SVCS INCCO | 2099-01-01      | 0.0000%  | N/A     | $163398.00         | $11249952.30       | Equities   |
| NORTHROP GRUMMAN CORP | 2099-01-01      | 0.0000%  | N/A     | $20114.00          | $11249559.06       | Equities   |
| OTIS WORLDWIDE CORPCO | 2099-01-01      | 0.0000%  | N/A     | $157983.00         | $11249969.43       | Equities   |
| PENUMBRA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $35271.00          | $11249685.45       | Equities   |
| PPL CORP COM          | 2099-01-01      | 0.0000%  | N/A     | $318426.00         | $11249990.58       | Equities   |
| RALLIANT CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $180461.00         | $11249938.74       | Equities   |
| RUBRIK INC.CL A       | 2099-01-01      | 0.0000%  | N/A     | $159982.00         | $11249934.24       | Equities   |
| SHOPIFY INCCL A SUB V | 2099-01-01      | 0.0000%  | N/A     | $97799.00          | $11249818.97       | Equities   |
| SM ENERGY COMPANYCOM  | 2099-01-01      | 0.0000%  | N/A     | $361039.00         | $11249975.24       | Equities   |
| TERADYNE INC COM      | 2099-01-01      | 0.0000%  | N/A     | $25891.00          | $9907191.15        | Equities   |
| TYSON FOODS INCCL A   | 2099-01-01      | 0.0000%  | N/A     | $130563.00         | $8094906.00        | Equities   |
| VALARIS LTDCL A       | 2099-01-01      | 0.0000%  | N/A     | $121437.00         | $11249923.68       | Equities   |

### Security 118: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: 6TJCK1B7E7UTXP528Y04, C.5 - Other ID: AIX9989E0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACCENTURE CAPITAL INC | 2027-10-04      | 3.9000%  | N/A     | $1914000.00        | $1919547.41        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC | 2029-10-04      | 4.0500%  | N/A     | $2111000.00        | $2099342.00        | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2031-02-15      | 4.1000%  | N/A     | $15191000.00       | $15147131.77       | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2030-11-15      | 4.1000%  | N/A     | $276000.00         | $273025.95         | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2032-11-15      | 4.3750%  | N/A     | $282000.00         | $278435.91         | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2035-11-15      | 4.7000%  | N/A     | $173000.00         | $169892.54         | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2029-02-15      | 3.7000%  | N/A     | $229000.00         | $228279.67         | Corporate Debt Securities |
| APPALACHIAN PWR RECOV | 2048-04-01      | 5.8360%  | N/A     | $100000.00         | $101197.42         | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2026-09-11      | 2.0500%  | N/A     | $1503000.00        | $1501920.35        | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2026-08-04      | 2.4500%  | N/A     | $219000.00         | $220135.82         | Corporate Debt Securities |
| APPLE INCSR GLBL NT 3 | 2031-02-08      | 1.6500%  | N/A     | $86000.00          | $77015.37          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 3 | 2027-06-20      | 3.0000%  | N/A     | $88000.00          | $88315.04          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 3 | 2027-11-13      | 3.0000%  | N/A     | $1455000.00        | $1437079.25        | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2047-02-09      | 4.2500%  | N/A     | $100000.00         | $85849.61          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2028-05-12      | 4.0000%  | N/A     | $68000.00          | $68019.64          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2046-08-04      | 3.8500%  | N/A     | $115000.00         | $93483.34          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2049-09-11      | 2.9500%  | N/A     | $454000.00         | $303640.50         | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2044-05-06      | 4.4500%  | N/A     | $188000.00         | $168258.69         | Corporate Debt Securities |
| APPLE INCSR GLBL NT 5 | 2051-02-08      | 2.6500%  | N/A     | $541000.00         | $335653.08         | Corporate Debt Securities |
| APPLE INCSR GLBL NT1. | 2028-08-05      | 1.4000%  | N/A     | $410000.00         | $389197.97         | Corporate Debt Securities |
| APPLE INCSR GLBL NT1. | 2028-02-08      | 1.2000%  | N/A     | $1987000.00        | $1901380.17        | Corporate Debt Securities |
| APPLE INCSR GLBL NT2. | 2051-08-05      | 2.7000%  | N/A     | $105000.00         | $65648.10          | Corporate Debt Securities |
| APPLE INCSR GLBL NT2. | 2027-09-12      | 2.9000%  | N/A     | $948000.00         | $940636.67         | Corporate Debt Securities |
| APPLE INCSR GLBL NT3. | 2027-05-11      | 3.2000%  | N/A     | $70000.00          | $69615.00          | Corporate Debt Securities |
| APPLE INCSR GLBL NT4. | 2036-02-23      | 4.5000%  | N/A     | $92000.00          | $92405.72          | Corporate Debt Securities |
| APPLE INCSR NT 3.45%4 | 2045-02-09      | 3.4500%  | N/A     | $784000.00         | $609624.03         | Corporate Debt Securities |
| APPLE INCSR NT 4.375% | 2045-05-13      | 4.3750%  | N/A     | $110000.00         | $96567.29          | Corporate Debt Securities |
| ASCENSION HEALTH ALLI | 2030-11-15      | 4.2940%  | N/A     | $100000.00         | $98805.99          | Corporate Debt Securities |
| AUTOMATIC DATA PROCES | 2032-05-08      | 4.7500%  | N/A     | $8002000.00        | $8043296.99        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2030-03-13      | 3.7910%  | N/A     | $920000.00         | $916203.36         | Corporate Debt Securities |
| BLACKROCK INCGLBL NT  | 2034-03-14      | 5.0000%  | N/A     | $145000.00         | $148382.37         | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2027-07-08      | 1.1500%  | N/A     | $11977000.00       | $11996093.33       | Corporate Debt Securities |
| CHEVRON USA INCGLBL N | 2032-04-15      | 4.8190%  | N/A     | $2396000.00        | $2442314.41        | Corporate Debt Securities |
| COSTCO WHOLESALE CORP | 2027-06-20      | 1.3750%  | N/A     | $120000.00         | $117501.95         | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2032-02-12      | 4.9000%  | N/A     | $3771000.00        | $3883880.70        | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2027-08-14      | 4.1500%  | N/A     | $1000000.00        | $1012764.17        | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2032-10-15      | 4.5500%  | N/A     | $2787000.00        | $2790208.15        | Corporate Debt Securities |
| ELI LILLY & CO SR NT  | 2031-05-20      | 4.3750%  | N/A     | $155000.00         | $154286.03         | Corporate Debt Securities |
| ELI LILLY & CO SR NT  | 2029-05-20      | 4.1500%  | N/A     | $630000.00         | $629425.13         | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2027-03-19      | 3.2940%  | N/A     | $62000.00          | $62093.93          | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL  | 2030-12-11      | 4.4020%  | N/A     | $1600000.00        | $1615444.27        | Corporate Debt Securities |
| INTER-AMERICAN INVEST | 2031-05-28      | 4.3750%  | N/A     | $4000000.00        | $4026566.11        | Corporate Debt Securities |
| META PLATFORMS INC SR | 2032-08-15      | 3.8500%  | N/A     | $311000.00         | $297907.59         | Corporate Debt Securities |
| META PLATFORMS INC SR | 2031-05-15      | 4.5500%  | N/A     | $13099000.00       | $13077383.01       | Corporate Debt Securities |
| NESTLE HLDGS INC GLBL | 2048-09-24      | 4.0000%  | N/A     | $249000.00         | $201615.85         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2030-06-03      | 4.6000%  | N/A     | $100000.00         | $102191.89         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2028-01-09      | 4.8500%  | N/A     | $218000.00         | $223757.62         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2033-01-28      | 4.5500%  | N/A     | $600000.00         | $599761.83         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2034-01-09      | 5.0000%  | N/A     | $246000.00         | $251021.95         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2035-01-23      | 5.3500%  | N/A     | $302000.00         | $314138.89         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL  | 2034-01-09      | 5.0000%  | N/A     | $350000.00         | $357145.06         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL G | 2029-01-10      | 4.7100%  | N/A     | $134000.00         | $137274.40         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL G | 2028-06-12      | 4.9000%  | N/A     | $7259000.00        | $7487444.76        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL G | 2028-08-25      | 4.1250%  | N/A     | $3384000.00        | $3401802.66        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL G | 2027-09-12      | 4.1100%  | N/A     | $474000.00         | $476744.86         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2028-11-05      | 3.9000%  | N/A     | $80000.00          | $79624.00          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2031-09-18      | 4.0000%  | N/A     | $80000.00          | $78983.11          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2033-03-18      | 4.6000%  | N/A     | $441000.00         | $441565.46         | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC | 2034-07-15      | 5.0450%  | N/A     | $550000.00         | $407248.94         | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC | 2040-01-15      | 5.2560%  | N/A     | $4985000.00        | $5171608.49        | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC | 2051-06-01      | 5.5290%  | N/A     | $12304000.00       | $12478690.14       | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC | 2035-06-01      | 4.8380%  | N/A     | $120000.00         | $107310.55         | Corporate Debt Securities |
| PG&E WILDFIRE RECOVER | 2054-06-01      | 5.0990%  | N/A     | $523000.00         | $492630.29         | Corporate Debt Securities |
| PG&E WILDFIRE RECOVER | 2043-06-01      | 5.0810%  | N/A     | $1168000.00        | $1156101.26        | Corporate Debt Securities |
| PG&E WILDFIRE RECOVER | 2049-12-01      | 5.2120%  | N/A     | $860000.00         | $833847.78         | Corporate Debt Securities |
| PIONEER NAT RES CO SR | 2031-01-15      | 2.1500%  | N/A     | $15826000.00       | $14369102.40       | Corporate Debt Securities |
| PRICOA GLOBAL FDG I-2 | 2031-05-27      | 5.0000%  | N/A     | $1000000.00        | $1008537.78        | Corporate Debt Securities |
| PRICOA GLOBAL FDG IFR | 2032-08-26      | 4.7500%  | N/A     | $6040000.00        | $6038676.23        | Corporate Debt Securities |
| PROCTER & GAMBLE COSR | 2027-08-11      | 2.8500%  | N/A     | $725000.00         | $720722.50         | Corporate Debt Securities |
| ROCHE HOLDINGS INC SR | 2035-12-02      | 4.6660%  | N/A     | $155000.00         | $155232.68         | Corporate Debt Securities |
| SCE RECOVERY FDG LLC  | 2038-03-15      | 4.4530%  | N/A     | $10626000.00       | $10698762.72       | Corporate Debt Securities |
| SCE RECOVERY FDG LLC  | 2045-11-15      | 2.5100%  | N/A     | $1030000.00        | $711622.99         | Corporate Debt Securities |
| SCE RECOVERY FDG LLC  | 2042-06-15      | 4.6970%  | N/A     | $100000.00         | $87324.86          | Corporate Debt Securities |
| TSMC ARIZ CORP SR GLB | 2026-10-25      | 1.7500%  | N/A     | $245000.00         | $243097.03         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2027-09-09      | 3.9500%  | N/A     | $323000.00         | $325592.97         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2033-04-15      | 4.1000%  | N/A     | $764000.00         | $750798.93         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2035-09-01      | 5.2500%  | N/A     | $751000.00         | $788657.64         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2028-04-15      | 3.9000%  | N/A     | $86000.00          | $86180.31          | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2028-06-26      | 3.7000%  | N/A     | $193000.00         | $194604.80         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2031-09-22      | 1.8000%  | N/A     | $1620000.00        | $1436049.00        | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2036-04-30      | 4.7500%  | N/A     | $253000.00         | $251923.84         | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2030-04-15      | 4.0000%  | N/A     | $193000.00         | $192389.91         | Corporate Debt Securities |
| WALMART INCSR NT 5.62 | 2040-04-01      | 5.6250%  | N/A     | $4295000.00        | $4567141.94        | Corporate Debt Securities |

### Security 119: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **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: AIY9944Y9
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIESSR | 2033-03-15      | 4.3000%  | N/A     | $384000.00         | $376890.45         | Corporate Debt Securities |
| ABBOTT LABORATORIESSR | 2031-03-15      | 4.0000%  | N/A     | $169000.00         | $166584.80         | Corporate Debt Securities |
| AMAZON COM INC SR GLB | 2028-05-12      | 1.6500%  | N/A     | $1260000.00        | $1202618.55        | Corporate Debt Securities |
| AMAZON COM INC SR GLB | 2031-03-13      | 4.2500%  | N/A     | $92000.00          | $91800.56          | Corporate Debt Securities |
| AMAZON COM INC SR GLB | 2028-11-20      | 3.9000%  | N/A     | $70000.00          | $69524.35          | Corporate Debt Securities |
| ASCENSION HEALTH ALLI | 2035-11-15      | 4.9230%  | N/A     | $1408000.00        | $1397558.98        | Corporate Debt Securities |
| ASTRAZENECA FINANCE L | 2033-03-02      | 4.3000%  | N/A     | $9552000.00        | $9400712.24        | Corporate Debt Securities |
| ATHENE GLOBAL FDG144A | 2027-03-25      | 5.5160%  | N/A     | $3183000.00        | $3240154.66        | Corporate Debt Securities |
| ATHENE GLOBAL FDG2025 | 2028-09-18      | 4.6376%  | N/A     | $4000000.00        | $4029651.10        | Corporate Debt Securities |
| ATHENE GLOBAL FDGSR S | 2030-11-19      | 2.5500%  | N/A     | $4508000.00        | $4014682.05        | Corporate Debt Securities |
| BLACKROCK INCGLBL NT  | 2034-03-14      | 5.0000%  | N/A     | $513000.00         | $524966.58         | Corporate Debt Securities |
| BLACKSTONE REG FINANC | 2030-11-03      | 4.3000%  | N/A     | $258000.00         | $254665.49         | Corporate Debt Securities |
| CME GROUP INCSR GLBL  | 2028-06-15      | 3.7500%  | N/A     | $2138000.00        | $2154512.49        | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2031-03-15      | 1.3750%  | N/A     | $914000.00         | $798723.02         | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2030-06-01      | 1.6500%  | N/A     | $89000.00          | $81085.97          | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2027-03-25      | 3.3750%  | N/A     | $1526000.00        | $1528197.44        | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2027-06-01      | 1.4500%  | N/A     | $1260000.00        | $1238705.30        | Corporate Debt Securities |
| COMMONWEALTH BANK OF  | 2028-03-16      | 3.9000%  | N/A     | $100000.00         | $100199.83         | Corporate Debt Securities |
| COMMONWEALTH BANK OF  | 2030-03-14      | 4.6080%  | N/A     | $110000.00         | $111840.30         | Corporate Debt Securities |
| COMMONWEALTH BK AUSTR | 2026-11-27      | 4.5770%  | N/A     | $382000.00         | $383105.61         | Corporate Debt Securities |
| CORPORACION ANDINA DE | 2029-09-19      | 4.1685%  | N/A     | $2000000.00        | $2019128.47        | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2034-08-14      | 4.6000%  | N/A     | $76000.00          | $76007.35          | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2053-02-27      | 4.8750%  | N/A     | $9016000.00        | $8252510.09        | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2032-10-15      | 4.5500%  | N/A     | $2000.00           | $2002.30           | Corporate Debt Securities |
| ELI LILLY & CO SR GLB | 2055-10-15      | 5.5500%  | N/A     | $57000.00          | $57254.41          | Corporate Debt Securities |
| ELI LILLY & CO SR GLB | 2049-03-15      | 3.9500%  | N/A     | $460000.00         | $368974.94         | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2040-03-19      | 4.2270%  | N/A     | $160000.00         | $145836.67         | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2046-03-01      | 4.1140%  | N/A     | $462000.00         | $389764.66         | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2045-03-06      | 3.5670%  | N/A     | $15194000.00       | $11948621.11       | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2039-08-16      | 2.9950%  | N/A     | $1200000.00        | $963214.83         | Corporate Debt Securities |
| FLORIDA PWR & LT CO1M | 2029-06-15      | 5.1500%  | N/A     | $3499000.00        | $3656108.99        | Corporate Debt Securities |
| HESS CORPSR NT 5.6%41 | 2041-02-15      | 5.6000%  | N/A     | $200000.00         | $207023.56         | Corporate Debt Securities |
| MERCK & CO INC SR GLB | 2031-12-10      | 2.1500%  | N/A     | $1466000.00        | $1308482.78        | Corporate Debt Securities |
| MERCK & CO INC SR GLB | 2031-05-22      | 4.6500%  | N/A     | $6367000.00        | $6397015.10        | Corporate Debt Securities |
| META PLATFORMS INC GL | 2053-05-15      | 5.6000%  | N/A     | $4000000.00        | $3696111.11        | Corporate Debt Securities |
| META PLATFORMS INC GL | 2064-08-15      | 5.5500%  | N/A     | $74000.00          | $66848.89          | Corporate Debt Securities |
| META PLATFORMS INC GL | 2034-08-15      | 4.7500%  | N/A     | $152000.00         | $151565.62         | Corporate Debt Securities |
| META PLATFORMS INC SR | 2035-11-15      | 4.8750%  | N/A     | $165000.00         | $161186.16         | Corporate Debt Securities |
| META PLATFORMS INC SR | 2046-05-15      | 6.2000%  | N/A     | $5018000.00        | $5083111.34        | Corporate Debt Securities |
| META PLATFORMS INC SR | 2066-05-15      | 6.4500%  | N/A     | $15020000.00       | $15158321.68       | Corporate Debt Securities |
| METROPOLITAN LIFE GLO | 2029-01-08      | 4.8500%  | N/A     | $199000.00         | $204437.84         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK | 2027-06-09      | 3.9050%  | N/A     | $250000.00         | $254130.07         | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE | 2040-03-30      | 6.0630%  | N/A     | $1218000.00        | $1264024.06        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2056-03-18      | 5.7000%  | N/A     | $2511000.00        | $2574934.25        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2033-03-18      | 4.6000%  | N/A     | $25000.00          | $25032.06          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP | 2044-05-06      | 4.4000%  | N/A     | $60000.00          | $52920.07          | Corporate Debt Securities |
| NVIDIA CORPORATION SR | 2040-04-01      | 3.5000%  | N/A     | $316000.00         | $265439.65         | Corporate Debt Securities |
| PEPSICO INCSR GLBL NT | 2030-03-19      | 2.7500%  | N/A     | $864000.00         | $819086.88         | Corporate Debt Securities |
| PEPSICO INCSR GLBL NT | 2029-07-29      | 2.6250%  | N/A     | $119000.00         | $114143.61         | Corporate Debt Securities |
| SANOFI SASR GLBL NT 2 | 2028-06-19      | 3.6250%  | N/A     | $470000.00         | $472378.72         | Corporate Debt Securities |
| SIEMENS FIN NV SR GLB | 2027-03-16      | 3.4000%  | N/A     | $250000.00         | $250383.61         | Corporate Debt Securities |
| SIEMENS FIN NV SR GLB | 2031-03-11      | 2.1500%  | N/A     | $500000.00         | $451759.17         | Corporate Debt Securities |
| SIEMENS FUNDING B.V.  | 2030-05-28      | 4.6000%  | N/A     | $631000.00         | $633680.35         | Corporate Debt Securities |
| SIEMENS FUNDING B.V.  | 2035-05-28      | 5.2000%  | N/A     | $2230000.00        | $2273628.71        | Corporate Debt Securities |
| SKANDINAVISKA ENSKILD | 2027-03-05      | 5.1250%  | N/A     | $290000.00         | $295747.32         | Corporate Debt Securities |
| SKANDINAVISKA ENSKILD | 2031-03-12      | 4.3750%  | N/A     | $350000.00         | $349022.67         | Corporate Debt Securities |
| TEACHERS INS & ANNUIT | 2044-09-15      | 4.9000%  | N/A     | $6583000.00        | $5933140.87        | Corporate Debt Securities |
| TEXAS INSTRS INC SR G | 2031-09-15      | 1.9000%  | N/A     | $91000.00          | $80409.93          | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2030-11-20      | 5.5500%  | N/A     | $2147000.00        | $2233003.45        | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2030-04-01      | 3.3750%  | N/A     | $3002000.00        | $2896502.22        | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2031-01-10      | 1.6500%  | N/A     | $353000.00         | $312101.71         | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2031-01-10      | 4.2000%  | N/A     | $112000.00         | $112115.73         | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2031-05-14      | 4.5500%  | N/A     | $10726000.00       | $10700641.95       | Corporate Debt Securities |
| UBS AG SR NT 4.678%30 | 2030-11-29      | 4.6780%  | N/A     | $4750000.00        | $4756935.00        | Corporate Debt Securities |
| VISA INC SR GLBL NT 3 | 2030-04-15      | 2.0500%  | N/A     | $133000.00         | $122626.74         | Corporate Debt Securities |
| VISA INC SR GLBL NT1. | 2031-02-15      | 1.1000%  | N/A     | $212000.00         | $183979.49         | Corporate Debt Securities |
| VISA INC SR GLBL NT4. | 2045-12-14      | 4.3000%  | N/A     | $255000.00         | $224040.03         | Corporate Debt Securities |
| VISA INC SR GLBL NT4. | 2031-02-12      | 4.1000%  | N/A     | $4818000.00        | $4842890.32        | Corporate Debt Securities |
| WESTPAC BKG CORP GLBL | 2030-01-16      | 2.6500%  | N/A     | $344000.00         | $327605.06         | Corporate Debt Securities |
| WESTPAC BKG CORP GLBL | 2027-11-18      | 5.4570%  | N/A     | $157000.00         | $160112.90         | Corporate Debt Securities |
| WESTPAC BKG CORP GLBL | 2031-06-03      | 2.1500%  | N/A     | $90000.00          | $81597.70          | Corporate Debt Securities |
| WESTPAC BKG CORP GLBL | 2026-06-03      | 1.1500%  | N/A     | $187000.00         | $187978.43         | Corporate Debt Securities |
| WESTPAC BKG CORP SR G | 2028-11-20      | 1.9530%  | N/A     | $144000.00         | $136331.75         | Corporate Debt Securities |
| WESTPAC BKG CORP VR 0 | 2031-06-12      | 4.3521%  | N/A     | $22550000.00       | $22632460.13       | Corporate Debt Securities |

### Security 120: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: 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: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GSG8, C.4 - ISIN: US19648GSG81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G7B2, C.4 - ISIN: US19648G7B29, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15500000.00
- **C.18.a - Value (excl. sponsor support):** $15500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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: COLORADO ST HSG & FIN AUTH SF

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH SF
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GLY6, C.4 - ISIN: US19648GLY60, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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 125: COMMERZBANK AKTIENGESELLSCHAFT

- **C.1 - Title:** COMMERZBANK AKTIENGESELLSCHAFT
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YQH7, C.4 - ISIN: US20259YQH70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3392874064, C.3 - LEI: MSFSBD3QN1GSN7Q6C537, C.5 - Other ID: AG75789
- **C.18 - Value (incl. sponsor support):** $57624906.00
- **C.18.a - Value (excl. sponsor support):** $57624906.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-05-26
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CONCORD MINUTEMEN CAPITAL COMPANY LLC SE RIES A COMMERCIAL PAPER NOTES

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SE RIES A COMMERCIAL PAPER NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C1F21, C.4 - ISIN: US2063C1F210, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $182925464.10
- **C.18.a - Value (excl. sponsor support):** $182925464.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 128: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XF20, C.4 - ISIN: US21038XF204, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $72970026.20
- **C.18.a - Value (excl. sponsor support):** $72970026.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 129: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XGN3, C.4 - ISIN: US21038XGN30, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $159082240.00
- **C.18.a - Value (excl. sponsor support):** $159082240.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684MAC4, C.4 - ISIN: US21684MAC47, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $124911662.50
- **C.18.a - Value (excl. sponsor support):** $124911662.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-04-29
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3398401649, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: AH11A0A
- **C.18 - Value (incl. sponsor support):** $57573816.00
- **C.18.a - Value (excl. sponsor support):** $57573816.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3333124926, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: PBC0A41
- **C.18 - Value (incl. sponsor support):** $70058499.00
- **C.18.a - Value (excl. sponsor support):** $70058499.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3339855432, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: PCB4707
- **C.18 - Value (incl. sponsor support):** $100000100.00
- **C.18.a - Value (excl. sponsor support):** $100000100.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **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: 0VP002HY9
- **C.18 - Value (incl. sponsor support):** $305000000.00
- **C.18.a - Value (excl. sponsor support):** $305000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC SR GLBL NT | 2029-11-21      | 3.2000%  | N/A     | $468000.00         | $449224.36         | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS L | 2031-04-15      | 8.2500%  | N/A     | $8000.00           | $8436.27           | Corporate Debt Securities                         |
| ADT SECURITY CORPORAT | 2032-07-15      | 4.8750%  | N/A     | $100000.00         | $96279.58          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2028-03-09      | 5.9500%  | N/A     | $124000.00         | $127118.88         | Corporate Debt Securities                         |
| AEGIS ABS 2005-1 M5 2 | 2035-03-26      | 4.4488%  | N/A     | $174435.00         | $149094.06         | Asset-Backed Securities                           |
| AEP TEX INCSR GLBL -F | 2028-06-01      | 3.9500%  | N/A     | $655000.00         | $660856.06         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DE | 2030-09-30      | 6.1500%  | N/A     | $175000.00         | $184875.10         | Corporate Debt Securities                         |
| AIR CDA INC1LIEN GLBL | 2026-08-15      | 3.8750%  | N/A     | $539000.00         | $543901.91         | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2030-02-15      | 4.8750%  | N/A     | $947000.00         | $937968.78         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION  | 2033-12-01      | 5.8750%  | N/A     | $126000.00         | $130058.53         | Corporate Debt Securities                         |
| ALLY FINL INCSR NT 8% | 2031-11-01      | 8.0000%  | N/A     | $998000.00         | $1113650.46        | Corporate Debt Securities                         |
| AMERICAN AIRLINES PAS | 2028-02-15      | 7.2500%  | N/A     | $100000.00         | $103478.44         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2036-10-24      | 4.8040%  | N/A     | $233000.00         | $226252.45         | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV  | 2036-02-01      | 4.7000%  | N/A     | $1178000.00        | $1163576.04        | Corporate Debt Securities                         |
| APIDOS CLO 2020-32RA- | 2033-01-21      | 4.7752%  | N/A     | $251859.00         | $150977.64         | Asset-Backed Securities                           |
| ARSENAL AIC PARENT LL | 2030-10-01      | 8.0000%  | N/A     | $347000.00         | $368808.56         | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024 | 2050-10-25      | 6.9000%  | N/A     | $179000.00         | $181870.38         | Asset-Backed Securities                           |
| ASCENT RES UTICA HLDG | 2027-11-01      | 9.0000%  | N/A     | $756000.00         | $867132.00         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDG | 2032-10-15      | 6.6250%  | N/A     | $7000.00           | $7236.86           | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2029-02-26      | 4.8500%  | N/A     | $199000.00         | $204108.16         | Corporate Debt Securities                         |
| ATI INCSR GLBL NT 30  | 2030-08-15      | 7.2500%  | N/A     | $98000.00          | $103765.78         | Corporate Debt Securities                         |
| AUTOZONE INC SR GLBL  | 2026-07-15      | 5.0500%  | N/A     | $4000.00           | $4078.55           | Corporate Debt Securities                         |
| AXALTA COATING SYS DU | 2031-02-15      | 7.2500%  | N/A     | $359000.00         | $374601.94         | Corporate Debt Securities                         |
| BALL CORPSR GLBL NT 3 | 2031-09-15      | 3.1250%  | N/A     | $14000.00          | $12758.25          | Corporate Debt Securities                         |
| BANCO SANTANDER SA AL | 2099-01-01      | 4.7500%  | N/A     | $1400000.00        | $1402972.28        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.3000%  | N/A     | $80000.00          | $82054.93          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2034-02-01      | 4.7060%  | N/A     | $3000.00           | $3010.25           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2032-07-22      | 5.0600%  | N/A     | $27000.00          | $27903.98          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-02-07      | 4.5317%  | N/A     | $1662000.00        | $1682796.58        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-07-26      | 4.4637%  | N/A     | $856000.00         | $865799.14         | Corporate Debt Securities                         |
| BANK OF AMER CORPFXD/ | 2048-01-20      | 4.4430%  | N/A     | $5332000.00        | $4612823.84        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2030-09-10      | 4.9420%  | N/A     | $6831000.00        | $6923252.28        | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 20 | 2034-09-25      | 5.3488%  | N/A     | $60000.00          | $19545.08          | Private Label Collateralized Mortgage Obligations |
| BLACK PEARL COMPUTE L | 2031-02-15      | 6.1250%  | N/A     | $731000.00         | $757180.77         | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CO | 2030-03-15      | 5.8000%  | N/A     | $13000.00          | $12797.75          | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 5.1250%  | N/A     | $300000.00         | $296994.92         | Corporate Debt Securities                         |
| BNP PARIBASSNR NPF RE | 2031-05-09      | 5.0850%  | N/A     | $258000.00         | $260524.53         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $8000.00           | $8094.16           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2035-03-15      | 6.6250%  | N/A     | $361000.00         | $376294.87         | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $9422000.00        | $9828160.17        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $6877000.00        | $6962446.73        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $23514000.00       | $24697374.71       | Other Instrument                                  |
| BRINKS COSR GLBL 144A | 2027-10-15      | 4.6250%  | N/A     | $1613000.00        | $1613810.98        | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICA | 2030-12-15      | 9.6250%  | N/A     | $199000.00         | $245457.99         | Corporate Debt Securities                         |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $232000.00         | $229356.75         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2032-02-01      | 4.2500%  | N/A     | $372000.00         | $346053.21         | Corporate Debt Securities                         |
| BWX TECHNOLOGIES INC  | 2029-04-15      | 4.1250%  | N/A     | $189000.00         | $183944.57         | Corporate Debt Securities                         |
| CAISSE D AMORTISSEMEN | 2033-03-03      | 4.0000%  | N/A     | $215000.00         | $209484.29         | Other Instrument                                  |
| CENCORA INCSR GLBL NT | 2036-02-13      | 4.9000%  | N/A     | $26000.00          | $25721.48          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HO | 2049-02-01      | 4.2500%  | N/A     | $4997000.00        | $4112583.75        | Corporate Debt Securities                         |
| CENTRAL AMER BK FOR E | 2027-01-25      | 5.0000%  | N/A     | $223000.00         | $228214.24         | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL | 2031-03-15      | 4.0000%  | N/A     | $133000.00         | $125516.39         | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2034-02-01      | 6.6500%  | N/A     | $2000.00           | $2098.41           | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2028-03-15      | 4.2000%  | N/A     | $56000.00          | $55857.39          | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $10553000.00       | $9132478.26        | Other Instrument                                  |
| CHILE REPSR GLBL NT3. | 2050-01-25      | 3.5000%  | N/A     | $2354000.00        | $1718315.38        | Other Instrument                                  |
| CLEARWAY ENERGY OPER  | 2028-03-15      | 4.7500%  | N/A     | $2000.00           | $2005.07           | Corporate Debt Securities                         |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $477000.00         | $473553.33         | Asset-Backed Securities                           |
| CSX CORP SR GLBL NT4. | 2032-11-15      | 4.1000%  | N/A     | $489000.00         | $474156.13         | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $200000.00         | $206510.33         | Corporate Debt Securities                         |
| CVS HEALTH CORPSR NT  | 2043-12-05      | 5.3000%  | N/A     | $5000.00           | $4758.38           | Corporate Debt Securities                         |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.6688%  | N/A     | $20953.00          | $18524.97          | Asset-Backed Securities                           |
| DAVITA INC SR GLBL 14 | 2032-09-01      | 6.8750%  | N/A     | $99000.00          | $104098.06         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2035-09-11      | 5.4030%  | N/A     | $750000.00         | $757264.88         | Corporate Debt Securities                         |
| EBAY INC.SR GLBL NT 3 | 2035-11-06      | 5.1250%  | N/A     | $102000.00         | $100736.66         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $4100000.00        | $4289062.39        | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2030-03-15      | 6.2500%  | N/A     | $435000.00         | $453225.29         | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2029-08-14      | 4.2000%  | N/A     | $1143000.00        | $1154452.86        | Corporate Debt Securities                         |
| ELMCL COML MTG 2024-G | 2041-09-16      | 6.3770%  | N/A     | $1183746.00        | $997413.41         | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC GLBL NT  | 2033-03-08      | 5.7000%  | N/A     | $197000.00         | $207049.96         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2047-10-01      | 5.4000%  | N/A     | $113000.00         | $103640.21         | Corporate Debt Securities                         |
| ENTERGY LA LLC 1M GLB | 2054-03-15      | 5.7000%  | N/A     | $113000.00         | $112456.09         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORA | 2032-02-01      | 4.7500%  | N/A     | $25000.00          | $24893.74          | Corporate Debt Securities                         |
| EXPORT DEV CDA GLBL B | 2029-02-13      | 4.1250%  | N/A     | $1015000.00        | $1027774.62        | Other Instrument                                  |
| FEDEX CORP SR GLBL NT | 2047-01-15      | 4.4000%  | N/A     | $606000.00         | $505178.43         | Corporate Debt Securities                         |
| FHF TR 2023-1A-220280 | 2028-06-15      | 6.5700%  | N/A     | $7000.00           | $388.64            | Asset-Backed Securities                           |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $205059.00         | $155511.35         | Asset-Backed Securities                           |
| FLAGSHIP CR AT TR 202 | 2028-04-17      | 5.8000%  | N/A     | $29000.00          | $24472.94          | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COM | 2029-03-08      | 5.8000%  | N/A     | $931000.00         | $955289.79         | Corporate Debt Securities                         |
| FS KKR CAP CORPSR GLB | 2027-07-15      | 3.2500%  | N/A     | $37000.00          | $36433.43          | Corporate Debt Securities                         |
| FS KKR CAP CORPSR GLB | 2030-01-15      | 6.1250%  | N/A     | $100000.00         | $99784.86          | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 2 | 2029-10-01      | 3.6250%  | N/A     | $108000.00         | $102712.35         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2027-02-10      | 0.0000%  | N/A     | $2166.00           | $2099.33           | Money Market                                      |
| GFL ENVIRONMENTAL INC | 2029-06-15      | 4.7500%  | N/A     | $138000.00         | $138458.01         | Corporate Debt Securities                         |
| GLOBE LIFE INC        | 2026-10-23      | 0.0000%  | N/A     | $29.00             | $28.52             | Money Market                                      |
| GLP CAP LP/GLP FING I | 2036-03-01      | 5.6250%  | N/A     | $900000.00         | $895213.13         | Corporate Debt Securities                         |
| GMF FLOORPLAN OWNER 2 | 2029-03-15      | 5.1300%  | N/A     | $150000.00         | $151524.15         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2029-10-24      | 6.4840%  | N/A     | $201000.00         | $210477.93         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2027-03-15      | 4.8750%  | N/A     | $56000.00          | $56221.25          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2031-07-15      | 5.2500%  | N/A     | $221000.00         | $200361.18         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1006.22           | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1000.00           | $1000.01           | Agency Mortgage-Backed Securities                 |
| GRAND CANYON UNIVERSI | 2028-10-01      | 5.1250%  | N/A     | $1497000.00        | $1488507.44        | Corporate Debt Securities                         |
| GS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  | N/A     | $3650485.00        | $3693022.07        | Asset-Backed Securities                           |
| GUATEMALA REPGLBL REG | 2027-06-05      | 4.3750%  | N/A     | $660000.00         | $669996.25         | Other Instrument                                  |
| GWT COMMERCIAL MTG 20 | 2041-05-15      | 5.7677%  | N/A     | $103000.00         | $103617.28         | Private Label Collateralized Mortgage Obligations |
| HANWHA ENERGY USA HLD | 2028-07-02      | 4.3750%  | N/A     | $2355000.00        | $2392620.14        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2033-11-01      | 8.3750%  | N/A     | $78000.00          | $83525.82          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2035-02-15      | 7.2500%  | N/A     | $195000.00         | $202523.97         | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2040-09-15      | 5.4000%  | N/A     | $99000.00          | $100903.77         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE I | 2036-03-16      | 4.9500%  | N/A     | $24000.00          | $23908.50          | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDING | 2034-03-01      | 6.1250%  | N/A     | $150000.00         | $149058.63         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2027-11-22      | 2.2510%  | N/A     | $250000.00         | $247454.42         | Corporate Debt Securities                         |
| HSBC USA INC NEW      | 2027-04-21      | 0.0000%  | N/A     | $152789.00         | $147127.86         | Money Market                                      |
| HSBC USA INC NEW      | 2027-02-11      | 0.0000%  | N/A     | $2.00              | $1.94              | Money Market                                      |
| HSBC USA INC NEW      | 2027-05-07      | 0.0000%  | N/A     | $217200.00         | $208738.97         | Money Market                                      |
| HYUNDAI AUTO REC TR 2 | 2032-02-17      | 4.8600%  | N/A     | $29000.00          | $29206.07          | Asset-Backed Securities                           |
| ICAHN ENTERPRISES LP/ | 2029-02-01      | 4.3750%  | N/A     | $416000.00         | $365851.32         | Corporate Debt Securities                         |
| INCREF LLC 2025-FL1A2 | 2042-10-22      | 5.3412%  | N/A     | $274311.00         | $275210.09         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $236000.00         | $198441.65         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2027-03-25      | 3.7500%  | N/A     | $3000.00           | $3008.81           | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A | 2033-11-28      | 7.2000%  | N/A     | $1588000.00        | $1788643.80        | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD | 2029-02-02      | 3.0000%  | N/A     | $323000.00         | $312712.45         | Corporate Debt Securities                         |
| JGWPT XLI LLC 2018-1  | 2072-10-17      | 3.7400%  | N/A     | $270000.00         | $153960.84         | Asset-Backed Securities                           |
| JGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  | N/A     | $645000.00         | $334478.34         | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.6918%  | N/A     | $853012.00         | $689566.70         | Private Label Collateralized Mortgage Obligations |
| KILROY RLTY L PSR GLB | 2035-10-15      | 5.8750%  | N/A     | $16000.00          | $15764.33          | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2030-09-17      | 3.8750%  | N/A     | $394000.00         | $387558.10         | Other Instrument                                  |
| KOREA NATIONAL OIL CO | 2027-03-27      | 3.3750%  | N/A     | $875000.00         | $873628.44         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2031-07-22      | 4.1250%  | N/A     | $8425000.00        | $8411193.53        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-05-20      | 3.0000%  | N/A     | $4000.00           | $3967.64           | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $1215000.00        | $1219196.81        | Other Instrument                                  |
| LATAM AIRLINES GROUP  | 2030-04-15      | 7.8750%  | N/A     | $762000.00         | $794068.77         | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2034-03-31      | 7.0000%  | N/A     | $4.00              | $4.18              | Corporate Debt Securities                         |
| LEVI STRAUSS & CO NEW | 2031-03-01      | 3.5000%  | N/A     | $150000.00         | $139169.33         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  | N/A     | $538000.00         | $564827.91         | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2033-06-25      | 4.9288%  | N/A     | $1950350.00        | $95095.86          | Asset-Backed Securities                           |
| LSEG US FIN CORP      | 2026-08-31      | 0.0000%  | N/A     | $1.00              | $0.99              | Money Market                                      |
| MACQUARIE GROUP LIMIT | 2034-12-07      | 6.2550%  | N/A     | $966000.00         | $1057620.27        | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $28000.00          | $28340.45          | Corporate Debt Securities                         |
| METHANEX CORPGLBL NT  | 2027-10-15      | 5.1250%  | N/A     | $294000.00         | $296041.50         | Corporate Debt Securities                         |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.6471%  | N/A     | $209500.00         | $209883.10         | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1B20371 | 2037-11-20      | 6.3271%  | N/A     | $1350000.00        | $1352359.16        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP SR GLB | 2046-08-08      | 3.7000%  | N/A     | $13000.00          | $10405.31          | Corporate Debt Securities                         |
| MISSION LANE CR CARD  | 2031-09-15      | 5.4100%  | N/A     | $2090000.00        | $2077656.23        | Asset-Backed Securities                           |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $7132000.00        | $7142183.70        | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2030-05-15      | 5.8000%  | N/A     | $5888000.00        | $5927912.13        | Asset-Backed Securities                           |
| MOOG INC SR 144A NT5. | 2034-10-15      | 5.5000%  | N/A     | $50000.00          | $50116.03          | Corporate Debt Securities                         |
| MORGAN STANLEY 3.591% | 2028-07-22      | 3.5910%  | N/A     | $223000.00         | $223543.73         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.9 | 2038-07-22      | 3.9710%  | N/A     | $656000.00         | $585689.14         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.5 | 2051-03-24      | 5.5970%  | N/A     | $958000.00         | $950063.64         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $230000.00         | $225094.80         | Corporate Debt Securities                         |
| MURPHY OIL CORPSR GLB | 2034-02-15      | 6.5000%  | N/A     | $90000.00          | $92367.00          | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2026-06-15      | 6.7500%  | N/A     | $9000.00           | $9279.09           | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $2345000.00        | $2352591.29        | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2029-10-01      | 4.2500%  | N/A     | $15492000.00       | $15542151.05       | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 5.4430%  | N/A     | $1265029.00        | $1268631.52        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTG | 2063-10-25      | 6.8640%  | N/A     | $500000.00         | $249045.79         | Private Label Collateralized Mortgage Obligations |
| NEWELL BRANDS INCSR G | 2032-05-15      | 6.6250%  | N/A     | $60000.00          | $58500.98          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-07-17      | 7.5000%  | N/A     | $400000.00         | $424444.00         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2027-09-13      | 5.6886%  | N/A     | $200000.00         | $201439.63         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $5178000.00        | $5248589.09        | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2028-01-15      | 5.7500%  | N/A     | $1265000.00        | $1294794.26        | Corporate Debt Securities                         |
| NUTRIEN LTDSR GLBL NT | 2034-06-21      | 5.4000%  | N/A     | $404000.00         | $420418.56         | Corporate Debt Securities                         |
| OBX TR 2022-NQM1 A-12 | 2061-11-25      | 2.3050%  | N/A     | $100352.00         | $53638.98          | Private Label Collateralized Mortgage Obligations |
| OMERS FINANCE TRUSTSR | 2030-03-20      | 4.3750%  | N/A     | $2000000.00        | $2022470.83        | Corporate Debt Securities                         |
| OPTION ONE MTG LN TR  | 2035-12-25      | 3.8067%  | N/A     | $424999.00         | $183714.67         | Asset-Backed Securities                           |
| ORACLE CORPSR GLBL NT | 2028-03-25      | 2.3000%  | N/A     | $128000.00         | $122916.98         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2034-09-27      | 4.7000%  | N/A     | $288000.00         | $268754.24         | Corporate Debt Securities                         |
| ORANGE S A SR GLBL 14 | 2036-01-13      | 5.0000%  | N/A     | $1066000.00        | $1063706.92        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2036-05-01      | 5.2000%  | N/A     | $26000.00          | $25655.50          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2029-06-01      | 4.2000%  | N/A     | $3000.00           | $2912.39           | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2034-03-01      | 5.6250%  | N/A     | $2898000.00        | $2872367.19        | Corporate Debt Securities                         |
| PFP LTD 2024-11C20390 | 2039-09-19      | 6.6275%  | N/A     | $1282500.00        | $1253384.53        | Private Label Collateralized Mortgage Obligations |
| PG&E CORP1LIEN GLBL N | 2030-07-01      | 5.2500%  | N/A     | $248000.00         | $250443.63         | Corporate Debt Securities                         |
| PK ALIFT LOAN3 LP 202 | 2039-09-15      | 5.8420%  | N/A     | $7771000.00        | $4991750.05        | Asset-Backed Securities                           |
| PK ALIFT LOAN6 FDG LP | 2042-11-15      | 5.8110%  | N/A     | $3894000.00        | $3335020.69        | Asset-Backed Securities                           |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $17592000.00       | $17896368.48       | Other Instrument                                  |
| PRKCM TR 2025-HOME1A- | 2060-02-25      | 6.0020%  | N/A     | $1327111.00        | $1042918.79        | Private Label Collateralized Mortgage Obligations |
| PROG HOLDINGS INCSR G | 2029-11-15      | 6.0000%  | N/A     | $28000.00          | $27333.97          | Corporate Debt Securities                         |
| PROGRESS RES TR 2021- | 2041-01-17      | 3.3780%  | N/A     | $5000000.00        | $4747461.67        | Asset-Backed Securities                           |
| QNITY ELECTRONICS INC | 2032-08-15      | 5.7500%  | N/A     | $980000.00         | $1001962.89        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE  | 2034-03-05      | 6.4500%  | N/A     | $1250000.00        | $731312.50         | Corporate Debt Securities                         |
| RCKTL 2025-2 E2034112 | 2034-11-25      | 7.8300%  | N/A     | $259000.00         | $243779.61         | Asset-Backed Securities                           |
| REC LTDFR 4.75%092729 | 2029-09-27      | 4.7500%  | N/A     | $6239000.00        | $6263148.40        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA  | 2030-01-30      | 3.0000%  | N/A     | $2360000.00        | $2151462.53        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $10427000.00       | $10306162.66       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2029-03-14      | 9.3750%  | N/A     | $1673000.00        | $1847680.02        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2028-02-17      | 5.1250%  | N/A     | $2628000.00        | $2643665.07        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2027-03-25      | 6.0000%  | N/A     | $9620000.00        | $9810443.93        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2045-02-17      | 6.6250%  | N/A     | $18121000.00       | $16350049.77       | Other Instrument                                  |
| RHP HOTEL PPTY/ RHP F | 2032-04-01      | 6.5000%  | N/A     | $4000.00           | $4139.57           | Corporate Debt Securities                         |
| RITHM CAPITAL CORP SR | 2029-04-01      | 8.0000%  | N/A     | $24000.00          | $24425.25          | Corporate Debt Securities                         |
| ROYAL BK CDA EXTND GL | 2029-04-28      | 4.5335%  | N/A     | $200000.00         | $202265.07         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.965 | 2029-01-24      | 4.9650%  | N/A     | $2000.00           | $2049.24           | Corporate Debt Securities                         |
| S&P GLOBAL INC NT 4.7 | 2028-08-01      | 4.7500%  | N/A     | $39000.00          | $39893.86          | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2030-03-15      | 10.7500% | N/A     | $89000.00          | $80173.62          | Corporate Debt Securities                         |
| SASOL FING USA LLC SR | 2031-03-18      | 5.5000%  | N/A     | $1675000.00        | $1611278.35        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2034-08-24      | 6.1360%  | N/A     | $3000.00           | $3235.09           | Corporate Debt Securities                         |
| SECURITIZED ASSET REC | 2034-08-25      | 4.6738%  | N/A     | $3393572.00        | $188494.55         | Asset-Backed Securities                           |
| SERVICE CORP INTLSR G | 2030-08-15      | 3.3750%  | N/A     | $566000.00         | $530936.30         | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2030-04-06      | 2.7500%  | N/A     | $2212000.00        | $2088301.89        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2035-05-11      | 4.1250%  | N/A     | $1906000.00        | $1875756.55        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2030-07-15      | 2.6500%  | N/A     | $66000.00          | $61965.68          | Corporate Debt Securities                         |
| SIRIUS XM RADIO LLCSR | 2027-08-01      | 5.0000%  | N/A     | $101000.00         | $102319.96         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 6.7500%  | N/A     | $800000.00         | $815614.00         | Corporate Debt Securities                         |
| SOCIETE GENERALE FR 5 | 2029-05-22      | 5.2490%  | N/A     | $2499000.00        | $2524316.47        | Corporate Debt Securities                         |
| SOLAR STAR FDG LLC SR | 2035-06-30      | 5.3750%  | N/A     | $198000.00         | $130367.00         | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP SR | 2032-03-15      | 4.0500%  | N/A     | $234000.00         | $225366.57         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2030-04-15      | 6.0000%  | N/A     | $22000.00          | $22344.59          | Corporate Debt Securities                         |
| STORE MSTR FDG I-VI 2 | 2046-10-20      | 3.9600%  | N/A     | $1350000.00        | $1075197.52        | Private Label Collateralized Mortgage Obligations |
| STRYKER CORPORATIONSR | 2034-09-11      | 4.6250%  | N/A     | $15000.00          | $14790.16          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2033-07-01      | 6.2500%  | N/A     | $31000.00          | $32275.79          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-05-20      | 0.0000%  | N/A     | $80.00             | $76.85             | Money Market                                      |
| SWEDISH EXPT CR CORP  | 2027-05-05      | 4.6325%  | N/A     | $200000.00         | $202010.97         | Other Instrument                                  |
| T MOBILE USA INC SR G | 2029-01-15      | 4.8500%  | N/A     | $208000.00         | $213527.14         | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $1538000.00        | $1560428.74        | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2051-02-15      | 3.3000%  | N/A     | $2000.00           | $1340.75           | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2029-02-15      | 7.3750%  | N/A     | $310000.00         | $326599.12         | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING I | 2028-06-30      | 13.5000% | N/A     | $1999000.00        | $2065926.52        | Corporate Debt Securities                         |
| TELUS CORPORATIONSR N | 2027-02-16      | 2.8000%  | N/A     | $25000.00          | $24922.28          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2030-06-15      | 6.1250%  | N/A     | $762000.00         | $790851.44         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2032-11-15      | 5.5000%  | N/A     | $125000.00         | $124498.61         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY | 2031-03-21      | 4.5500%  | N/A     | $2465000.00        | $2405801.66        | Corporate Debt Securities                         |
| THOR INDS INCSR GLBL  | 2029-10-15      | 4.0000%  | N/A     | $25000.00          | $23729.72          | Corporate Debt Securities                         |
| TOPBUILD COR SR GLBL  | 2029-03-15      | 3.6250%  | N/A     | $966000.00         | $964948.40         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-06-02      | 4.5740%  | N/A     | $594000.00         | $608778.03         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6 | 2058-03-25      | 3.7500%  | N/A     | $317603.00         | $270715.48         | Private Label Collateralized Mortgage Obligations |
| TRAVEL PLUS LEISURE C | 2033-09-01      | 6.1250%  | N/A     | $327000.00         | $325902.01         | Corporate Debt Securities                         |
| TRI POINTE HOMES INC  | 2027-06-01      | 5.2500%  | N/A     | $232000.00         | $237776.41         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.8750%  | N/A     | $1000000.00        | $1010129.58        | Corporate Debt Securities                         |
| UNDER ARMOUR INC SR G | 2026-06-15      | 3.2500%  | N/A     | $27000.00          | $27368.43          | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2052-02-15      | 2.2500%  | N/A     | $1012600.00        | $609855.50         | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $129800.00         | $125168.81         | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2044-02-15      | 3.6250%  | N/A     | $100.00            | $85.29             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-08-13      | 0.0000%  | N/A     | $600.00            | $595.46            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-10-22      | 0.0000%  | N/A     | $1369000.00        | $1348807.25        | U.S. Treasuries (including strips)                |
| VENTURE GLOBAL PLAQUE | 2034-06-15      | 6.5000%  | N/A     | $687000.00         | $737600.60         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2040-11-20      | 2.6500%  | N/A     | $1252000.00        | $893480.41         | Corporate Debt Securities                         |
| VERUS SECURITIZATIN T | 2065-05-25      | 5.7740%  | N/A     | $147524.00         | $125392.81         | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR C | 2027-05-15      | 3.7500%  | N/A     | $5000.00           | $4990.04           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO  | 2030-10-15      | 4.6000%  | N/A     | $169000.00         | $166637.76         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2031-07-15      | 4.7500%  | N/A     | $544000.00         | $467062.38         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $3790000.00        | $3797015.71        | Corporate Debt Securities                         |
| VULCAN MATLS COSR GLB | 2054-12-01      | 5.7000%  | N/A     | $6527000.00        | $6621010.56        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $271000.00         | $262543.90         | Corporate Debt Securities                         |
| WELLS FARGO & CO VR 0 | 2029-09-15      | 4.5183%  | N/A     | $19134000.00       | $19354882.50       | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $77768.00          | $76678.89          | Private Label Collateralized Mortgage Obligations |
| WESTLAKE CORPORATION  | 2035-11-15      | 5.5500%  | N/A     | $100000.00         | $99747.83          | Corporate Debt Securities                         |
| WESTPAC BKG CORP VR 0 | 2031-06-12      | 4.3521%  | N/A     | $499000.00         | $500824.73         | Corporate Debt Securities                         |
| WHEELS FLEET LEASE FD | 2038-04-19      | 6.8500%  | N/A     | $929000.00         | $945597.57         | Asset-Backed Securities                           |
| WRKCO INCSR GLBL NT 3 | 2033-06-15      | 3.0000%  | N/A     | $335000.00         | $299398.43         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURESR | 2029-01-15      | 7.2500%  | N/A     | $790000.00         | $843772.23         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2037-11-15      | 6.8750%  | N/A     | $185000.00         | $203576.52         | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $1.00              | $1.02              | Corporate Debt Securities                         |

### Security 135: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **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: 0VP002LG3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $2704000.00        | $2829905.75        | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 20 | 2069-08-25      | 5.9290%  | N/A     | $477783.00         | $480617.90         | Private Label Collateralized Mortgage Obligations |
| AEGON LTDLW TIER II 4 | 2048-04-11      | 5.5000%  | N/A     | $865000.00         | $874829.28         | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KO | 2030-04-07      | 3.3750%  | N/A     | $300000.00         | $291016.50         | Corporate Debt Securities                         |
| ALCOA NEDERLAND HLDG  | 2029-03-31      | 4.1250%  | N/A     | $1544000.00        | $1515189.60        | Corporate Debt Securities                         |
| ALIGNED DT CEN ISS LL | 2046-08-15      | 2.4820%  | N/A     | $241000.00         | $239680.82         | Asset-Backed Securities                           |
| ALLY FINL INCJR SB GL | 2040-01-17      | 6.6460%  | N/A     | $84000.00          | $85144.81          | Corporate Debt Securities                         |
| ANZ NEW ZEALAND INTL  | 2027-05-13      | 0.0000%  | N/A     | $28000000.00       | $26930792.00       | Money Market                                      |
| APPLE INCSR GLBL NT 3 | 2030-05-10      | 4.1500%  | N/A     | $284000.00         | $284761.20         | Corporate Debt Securities                         |
| ARAMARK SVCS INC SR G | 2028-02-01      | 5.0000%  | N/A     | $295000.00         | $299291.92         | Corporate Debt Securities                         |
| AREIT LTD 2025-CRE10  | 2038-07-19      | 5.7166%  | N/A     | $674740.00         | $672072.22         | Private Label Collateralized Mortgage Obligations |
| ARSENAL AIC PARENT LL | 2030-10-01      | 8.0000%  | N/A     | $873000.00         | $927867.08         | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024 | 2050-10-25      | 6.9000%  | N/A     | $3995000.00        | $4059062.49        | Asset-Backed Securities                           |
| ASHFORD HOSP TR 2018- | 2035-04-16      | 5.2000%  | N/A     | $900000.00         | $897320.00         | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA FINANCE L | 2029-02-26      | 4.8500%  | N/A     | $10000.00          | $10256.69          | Corporate Debt Securities                         |
| ATI INCSR GLBL NT 31  | 2031-10-01      | 5.1250%  | N/A     | $103000.00         | $102778.24         | Corporate Debt Securities                         |
| AVANT CR CRD MSTR TR  | 2030-04-15      | 5.3929%  | N/A     | $6696000.00        | $6729173.45        | Asset-Backed Securities                           |
| AVIANCA MIDCO 2 LTDSR | 2028-12-01      | 9.0000%  | N/A     | $6383.00           | $6603.21           | Corporate Debt Securities                         |
| AXALTA COATING SYS DU | 2031-02-15      | 7.2500%  | N/A     | $150000.00         | $156518.92         | Corporate Debt Securities                         |
| BANCO SANTANDER SA AL | 2099-01-01      | 4.7500%  | N/A     | $600000.00         | $601273.83         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2028-04-12      | 4.3790%  | N/A     | $400000.00         | $400894.81         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2032-01-14      | 4.4390%  | N/A     | $193000.00         | $192937.52         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-02-07      | 4.5317%  | N/A     | $292000.00         | $295653.79         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2081-10-27      | 3.6250%  | N/A     | $1134000.00        | $1120485.24        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-07-26      | 4.4637%  | N/A     | $10213000.00       | $10329914.32       | Corporate Debt Securities                         |
| BARCLAYS PLC ALT TIER | 2099-01-01      | 4.3750%  | N/A     | $200000.00         | $195932.61         | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2028-11-02      | 7.3850%  | N/A     | $274000.00         | $285683.02         | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2028-03-12      | 5.6740%  | N/A     | $704000.00         | $718626.34         | Corporate Debt Securities                         |
| BLACK PEARL COMPUTE L | 2031-02-15      | 6.1250%  | N/A     | $978000.00         | $1013027.07        | Corporate Debt Securities                         |
| BLOCK INCSR GLBL 144A | 2033-08-15      | 6.0000%  | N/A     | $150000.00         | $152723.00         | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2029-09-11      | 3.0000%  | N/A     | $490000.00         | $472497.20         | Corporate Debt Securities                         |
| BOMBARDIER INC GLBL 1 | 2034-05-01      | 7.4500%  | N/A     | $1181000.00        | $1303687.53        | Corporate Debt Securities                         |
| BOMBARDIER INC SR GLB | 2033-06-15      | 6.7500%  | N/A     | $1275000.00        | $1366149.75        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2035-03-15      | 6.6250%  | N/A     | $386000.00         | $402354.07         | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2030-06-12      | 3.8750%  | N/A     | $1298000.00        | $1258703.95        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2036-05-22      | 6.2500%  | N/A     | $8675000.00        | $8577105.03        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $15545000.00       | $16327323.72       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $1936000.00        | $1960054.80        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2032-01-22      | 6.1250%  | N/A     | $3341000.00        | $3485022.62        | Other Instrument                                  |
| BREAD FINANCIAL HOLDI | 2035-06-15      | 8.3750%  | N/A     | $100000.00         | $108161.28         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2049-10-26      | 4.2500%  | N/A     | $134000.00         | $109130.38         | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 5.8861%  | N/A     | $2598000.00        | $1149125.75        | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2032-02-01      | 4.2500%  | N/A     | $11000.00          | $10232.76          | Corporate Debt Securities                         |
| CAIXABANK S AFR 4.634 | 2029-07-03      | 4.6340%  | N/A     | $2000000.00        | $2037226.89        | Corporate Debt Securities                         |
| CAPSTONE COPPER CORP  | 2033-03-31      | 6.7500%  | N/A     | $1404000.00        | $1445884.83        | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1B- | 2050-02-15      | 4.5200%  | N/A     | $577233.00         | $571993.33         | Private Label Collateralized Mortgage Obligations |
| CHEMOURS COSR GLBL 14 | 2033-01-15      | 8.0000%  | N/A     | $18000.00          | $18871.52          | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $200000.00         | $173078.33         | Other Instrument                                  |
| CHILE REPGLBL NT 3.24 | 2028-02-06      | 3.2400%  | N/A     | $203000.00         | $200994.36         | Other Instrument                                  |
| CHORD ENERGY CORPORAT | 2030-10-01      | 6.0000%  | N/A     | $107000.00         | $109249.85         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2033-03-15      | 7.5000%  | N/A     | $18000.00          | $19119.36          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2032-03-15      | 7.0000%  | N/A     | $224000.00         | $229418.31         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2029-11-01      | 6.8750%  | N/A     | $1398000.00        | $1434931.28        | Corporate Debt Securities                         |
| COLLEGE AVE STD LN LL | 2051-07-25      | 2.9200%  | N/A     | $1996104.00        | $749259.06         | Asset-Backed Securities                           |
| CONSOLIDATED COMM LLC | 2055-05-20      | 6.0000%  | N/A     | $373942.00         | $379839.44         | Asset-Backed Securities                           |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $200000.00         | $204792.28         | Corporate Debt Securities                         |
| CORECIVIC INCSR GLBL  | 2027-10-15      | 4.7500%  | N/A     | $942000.00         | $941600.17         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2027-04-26      | 6.0000%  | N/A     | $1499000.00        | $1532892.39        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2029-01-24      | 5.0000%  | N/A     | $93000.00          | $96243.01          | Corporate Debt Securities                         |
| CPPIB CAPITAL INCGLBL | 2030-06-10      | 4.1250%  | N/A     | $15501000.00       | $15743196.67       | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MIC | 2030-03-15      | 6.6250%  | N/A     | $118000.00         | $120291.33         | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $3128000.00        | $3142966.44        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE TOWERS 2 | 2048-07-15      | 4.2410%  | N/A     | $3099000.00        | $3076607.49        | Asset-Backed Securities                           |
| DARLING INGREDIENTS I | 2027-04-15      | 5.2500%  | N/A     | $286000.00         | $287637.83         | Corporate Debt Securities                         |
| DIEBOLD NIXDORF INCSR | 2030-03-31      | 7.7500%  | N/A     | $28000.00          | $29590.16          | Corporate Debt Securities                         |
| DOMINOS PIZZA MSTER 2 | 2049-10-25      | 3.6680%  | N/A     | $97000.00          | $89651.49          | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC1M | 2052-11-15      | 5.9500%  | N/A     | $571000.00         | $584420.72         | Corporate Debt Securities                         |
| EATON CORP OHIOSR GLB | 2028-03-06      | 3.8500%  | N/A     | $375000.00         | $375429.90         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $13068000.00       | $13670601.78       | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $6069000.00        | $5476475.94        | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2028-03-15      | 4.1250%  | N/A     | $3447000.00        | $3422971.54        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2035-01-13      | 5.7500%  | N/A     | $252000.00         | $265243.16         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2047-10-01      | 5.4000%  | N/A     | $693000.00         | $635598.81         | Corporate Debt Securities                         |
| EQUIFAX INC           | 2026-08-20      | 0.0000%  | N/A     | $600.00            | $594.28            | Money Market                                      |
| EQUINOR ASASR GLBL NT | 2030-04-06      | 3.1250%  | N/A     | $1123000.00        | $1076778.10        | Corporate Debt Securities                         |
| ERAC USA FINANCE COMP | 2053-05-01      | 5.4000%  | N/A     | $2581000.00        | $2462661.15        | Corporate Debt Securities                         |
| EXPORT DEV CDA GLBL F | 2028-08-01      | 3.9647%  | N/A     | $3090000.00        | $3106292.89        | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2030-01-15      | 3.2500%  | N/A     | $276000.00         | $266027.35         | Other Instrument                                  |
| FAIR ISAAC CORPSR GLB | 2034-09-15      | 6.2500%  | N/A     | $265000.00         | $265081.93         | Corporate Debt Securities                         |
| FHF ISSUER TRUST 2024 | 2031-05-15      | 7.4200%  | N/A     | $157000.00         | $158973.26         | Asset-Backed Securities                           |
| FHF TR 2023-1A-220280 | 2028-06-15      | 6.5700%  | N/A     | $5000.00           | $277.60            | Asset-Backed Securities                           |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $6770147.00        | $5134301.37        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 5.9250%  | N/A     | $10976000.00       | $8212681.34        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2  | 2055-03-25      | 6.0250%  | N/A     | $3000014.00        | $2240880.26        | Asset-Backed Securities                           |
| FMC CORP SR GLBL NT3. | 2026-10-01      | 3.2000%  | N/A     | $4568000.00        | $4574923.06        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INF | 2033-04-15      | 5.8750%  | N/A     | $66000.00          | $66040.96          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2027-02-10      | 0.0000%  | N/A     | $682.00            | $661.01            | Money Market                                      |
| GENERAL MTRS FINL CO  | 2027-02-02      | 0.0000%  | N/A     | $947.00            | $918.78            | Money Market                                      |
| GFL ENVIRONMENTAL INC | 2028-09-01      | 3.5000%  | N/A     | $2000000.00        | $1962531.11        | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP /  | 2032-01-15      | 8.2500%  | N/A     | $306000.00         | $330182.67         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING I | 2036-03-01      | 5.6250%  | N/A     | $650000.00         | $646542.81         | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2028-12-01      | 9.2500%  | N/A     | $100000.00         | $102755.61         | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2029-07-01      | 7.6250%  | N/A     | $3695000.00        | $3586208.94        | Corporate Debt Securities                         |
| GOODGREEN 2019-1 A205 | 2054-10-15      | 3.8600%  | N/A     | $739600.00         | $213713.43         | Asset-Backed Securities                           |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1006.22           | Agency Mortgage-Backed Securities                 |
| GRAHAM HLDGS COSR GLB | 2033-12-01      | 5.6250%  | N/A     | $69000.00          | $69721.48          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INT | 2032-07-15      | 6.3750%  | N/A     | $49000.00          | $50651.26          | Corporate Debt Securities                         |
| GS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  | N/A     | $258009.00         | $261015.44         | Asset-Backed Securities                           |
| HANWHA ENERGY USA HLD | 2028-07-02      | 4.3750%  | N/A     | $2270000.00        | $2306262.30        | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $1815000.00        | $1831056.20        | Corporate Debt Securities                         |
| HERC HLDGS INC SR GLB | 2029-06-15      | 6.6250%  | N/A     | $30000.00          | $31626.32          | Corporate Debt Securities                         |
| HERC HLDGS INC SR GLB | 2034-03-15      | 6.0000%  | N/A     | $30000.00          | $30050.20          | Corporate Debt Securities                         |
| HERO FUNDING 2021-1A2 | 2051-09-20      | 2.2400%  | N/A     | $101000.00         | $31636.69          | Asset-Backed Securities                           |
| HESS MIDSTREAM OPERAT | 2028-03-01      | 5.8750%  | N/A     | $579000.00         | $592693.99         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2028-11-01      | 6.2500%  | N/A     | $80000.00          | $80616.09          | Corporate Debt Securities                         |
| HOMEWARD OPPORTI FD 2 | 2039-09-25      | 5.9890%  | N/A     | $1196000.00        | $723551.78         | Private Label Collateralized Mortgage Obligations |
| HOWARD HUGHES HOLDING | 2034-03-01      | 6.1250%  | N/A     | $648000.00         | $643933.26         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2032-03-10      | 4.6750%  | N/A     | $751000.00         | $748498.44         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2027-08-14      | 5.8870%  | N/A     | $650000.00         | $663013.27         | Corporate Debt Securities                         |
| HSBC USA INC NEW      | 2027-05-07      | 0.0000%  | N/A     | $105.00            | $100.91            | Money Market                                      |
| HSBC USA INC NEW      | 2027-02-11      | 0.0000%  | N/A     | $2517758.00        | $2444914.23        | Money Market                                      |
| INCREF LLC 2025-FL1A2 | 2042-10-22      | 5.3412%  | N/A     | $5927891.00        | $5947320.43        | Private Label Collateralized Mortgage Obligations |
| INTESA SANPAOLO S P A | 2033-11-28      | 7.2000%  | N/A     | $378000.00         | $425760.30         | Corporate Debt Securities                         |
| IQVIA INCSR GLBL 144A | 2026-10-15      | 5.0000%  | N/A     | $467000.00         | $469690.44         | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2030-07-15      | 5.2500%  | N/A     | $1156000.00        | $1164371.37        | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC | 2028-01-15      | 5.8750%  | N/A     | $1216000.00        | $1240220.36        | Corporate Debt Securities                         |
| JGWPT XL LLC 2017-3B2 | 2069-02-15      | 5.4300%  | N/A     | $1000000.00        | $635883.33         | Asset-Backed Securities                           |
| JGWPT XLII LLC 2018-2 | 2075-10-15      | 3.9600%  | N/A     | $3000000.00        | $1534922.85        | Asset-Backed Securities                           |
| JGWPT XXVI LLC 2012-2 | 2061-10-17      | 6.7700%  | N/A     | $1566000.00        | $616060.12         | Asset-Backed Securities                           |
| KOREA HOUSING FINANCE | 2030-01-21      | 4.5353%  | N/A     | $7262000.00        | $7370748.57        | Other Instrument                                  |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $3610000.00        | $3574815.54        | Other Instrument                                  |
| KORN FERRY SR GLBL 14 | 2027-12-15      | 4.6250%  | N/A     | $39000.00          | $39517.51          | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $28254000.00       | $28351594.03       | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2029-03-15      | 4.0000%  | N/A     | $557000.00         | $560393.37         | Other Instrument                                  |
| LATAM AIRLINES GROUP  | 2030-04-15      | 7.8750%  | N/A     | $99000.00          | $103166.42         | Corporate Debt Securities                         |
| M&T BANK RV TRUST 202 | 2046-01-16      | 4.3500%  | N/A     | $300000.00         | $270430.97         | Asset-Backed Securities                           |
| MACYS RETAIL HLDGS LL | 2033-08-01      | 7.3750%  | N/A     | $804000.00         | $855925.22         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2049-03-15      | 4.9000%  | N/A     | $58000.00          | $52055.71          | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $16000.00          | $16194.54          | Corporate Debt Securities                         |
| MATTAMY GROUP CORP SR | 2030-03-01      | 4.6250%  | N/A     | $100000.00         | $96991.56          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 5.2 | 2034-05-17      | 5.2000%  | N/A     | $35000.00          | $35892.62          | Corporate Debt Securities                         |
| MFA 2025-NQM5 TRUSTA- | 2070-11-25      | 5.1860%  | N/A     | $3133411.00        | $2834172.34        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2025-NQM4 A-12 | 2070-08-25      | 5.2290%  | N/A     | $9779147.00        | $8507804.16        | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.6471%  | N/A     | $6303000.00        | $6314525.89        | Private Label Collateralized Mortgage Obligations |
| MGM RESORTS INTERNATI | 2026-09-01      | 4.6250%  | N/A     | $50000.00          | $50529.28          | Corporate Debt Securities                         |
| MICHAELS COS INC 1LIE | 2033-03-15      | 8.5000%  | N/A     | $2429000.00        | $2413341.05        | Corporate Debt Securities                         |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $2584000.00        | $2587689.67        | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2030-05-15      | 5.8000%  | N/A     | $6714000.00        | $6759511.22        | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2030-04-18      | 4.5920%  | N/A     | $244000.00         | $244555.62         | Corporate Debt Securities                         |
| MORGAN STNLY RES MTG  | 2069-11-25      | 5.9410%  | N/A     | $332224.00         | $250913.61         | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS IN | 2032-08-15      | 5.2000%  | N/A     | $372000.00         | $382253.15         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $3598000.00        | $3521265.65        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016 | 2049-01-15      | 3.9510%  | N/A     | $509340.00         | $505777.68         | Private Label Collateralized Mortgage Obligations |
| NATIONAL AUSTRALIA BK | 2027-06-09      | 3.9050%  | N/A     | $370000.00         | $376112.50         | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2031-03-15      | 11.5000% | N/A     | $10000.00          | $10854.89          | Corporate Debt Securities                         |
| NBN CO LTD FR 4.25%10 | 2029-10-01      | 4.2500%  | N/A     | $2588000.00        | $2585120.13        | Corporate Debt Securities                         |
| NCR ATLEOS CORPORATIO | 2029-04-01      | 9.5000%  | N/A     | $147000.00         | $159401.74         | Corporate Debt Securities                         |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.6800%  | N/A     | $3866525.00        | $3467704.55        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.8500%  | N/A     | $416449.00         | $375264.48         | Asset-Backed Securities                           |
| NESTLE HLDGS INC GLBL | 2031-09-14      | 1.8750%  | N/A     | $9268000.00        | $8215769.21        | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017- | 2057-05-25      | 4.7500%  | N/A     | $183318.00         | $84467.81          | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2017- | 2057-05-25      | 4.5000%  | N/A     | $1118500.00        | $514588.65         | Private Label Collateralized Mortgage Obligations |
| NIPPON LIFE INSURANCE | 2050-01-23      | 3.4000%  | N/A     | $25568000.00       | $24347128.00       | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $625000.00         | $591037.50         | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 6.8750%  | N/A     | $355000.00         | $372595.82         | Corporate Debt Securities                         |
| OBX TR 2025-NQM2 A-32 | 2064-11-25      | 5.9520%  | N/A     | $495481.00         | $329808.11         | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP  | 2030-07-15      | 8.8750%  | N/A     | $6544000.00        | $7648069.14        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2030-09-01      | 6.6250%  | N/A     | $259000.00         | $280215.84         | Corporate Debt Securities                         |
| ORGANON & CO SR SEC G | 2028-04-30      | 4.1250%  | N/A     | $200000.00         | $198044.58         | Corporate Debt Securities                         |
| OWL ROCK CLO 5.17952  | 2038-10-16      | 5.1795%  | N/A     | $1247550.00        | $1249341.04        | Asset-Backed Securities                           |
| PEPSICO INCSR GLBL NT | 2031-10-21      | 1.9500%  | N/A     | $4080000.00        | $3598553.20        | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  | N/A     | $100000.00         | $102292.03         | Corporate Debt Securities                         |
| PFP LTD 2024-11C20390 | 2039-09-19      | 6.6275%  | N/A     | $910000.00         | $889341.07         | Private Label Collateralized Mortgage Obligations |
| PFS FING CORP 2023-C  | 2028-10-16      | 5.5200%  | N/A     | $300000.00         | $302223.80         | Asset-Backed Securities                           |
| PG&E WILDFIRE RECOVER | 2049-12-01      | 5.2120%  | N/A     | $5548000.00        | $5379287.79        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2032-03-01      | 3.5000%  | N/A     | $114000.00         | $104226.27         | Corporate Debt Securities                         |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $6385000.00        | $3998331.02        | Asset-Backed Securities                           |
| PK ALIFT LOAN6 FDG LP | 2042-11-15      | 5.8110%  | N/A     | $5638000.00        | $4828671.46        | Asset-Backed Securities                           |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $24385000.00       | $24806897.75       | Other Instrument                                  |
| PRIVATE EXPT FDG CORP | 2026-08-11      | 0.0000%  | N/A     | $13.00             | $12.90             | Money Market                                      |
| PROG HOLDINGS INCSR G | 2029-11-15      | 6.0000%  | N/A     | $70000.00          | $68334.93          | Corporate Debt Securities                         |
| PROGRESS RES TR 2022- | 2039-07-19      | 6.0350%  | N/A     | $6826000.00        | $6846456.76        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL  | 2039-06-17      | 6.6180%  | N/A     | $2495001.00        | $2507172.45        | Asset-Backed Securities                           |
| PRPM 2023-NQM2 TRUST  | 2068-08-25      | 6.2500%  | N/A     | $600000.00         | $327022.24         | Private Label Collateralized Mortgage Obligations |
| QUICKEN LNS LLC/QUICK | 2031-03-01      | 3.8750%  | N/A     | $582000.00         | $545719.41         | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC SR | 2032-03-01      | 6.3750%  | N/A     | $400000.00         | $413301.33         | Corporate Debt Securities                         |
| REGIONAL MGT ISSUANC  | 2034-04-17      | 5.7300%  | N/A     | $1698000.00        | $1711010.64        | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY GL | 2028-02-17      | 5.1250%  | N/A     | $201000.00         | $202198.13         | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-01-15      | 5.9500%  | N/A     | $204000.00         | $203991.27         | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2027-03-25      | 6.0000%  | N/A     | $35675000.00       | $36381246.08       | Other Instrument                                  |
| ROYAL BK CDA EXTND GL | 2029-04-28      | 4.5335%  | N/A     | $24557000.00       | $24835116.55       | Corporate Debt Securities                         |
| SABRE FINL BORROWER L | 2029-06-15      | 11.1250% | N/A     | $11475000.00       | $12523365.56       | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2029-02-01      | 3.1250%  | N/A     | $542000.00         | $524982.86         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2019-5 | 2049-12-25      | 3.5000%  | N/A     | $7500000.00        | $926632.35         | Private Label Collateralized Mortgage Obligations |
| SERVICE PPTYS TR 1LIE | 2031-11-15      | 8.6250%  | N/A     | $726000.00         | $768154.59         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2035-05-11      | 4.1250%  | N/A     | $1659000.00        | $1632675.82        | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 6.7500%  | N/A     | $200000.00         | $203903.50         | Corporate Debt Securities                         |
| SOLARIS ENERGY INFRAS | 2031-05-15      | 6.3750%  | N/A     | $200000.00         | $203298.08         | Corporate Debt Securities                         |
| SPSS LLC 2021-AB20750 | 2075-09-15      | 3.0000%  | N/A     | $10918000.00       | $7987572.41        | Asset-Backed Securities                           |
| STANDARD CHARTERED PL | 2029-01-09      | 6.3010%  | N/A     | $13583000.00       | $14259214.56       | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2031-06-01      | 6.1250%  | N/A     | $1017000.00        | $1027567.05        | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-05-20      | 0.0000%  | N/A     | $80.00             | $76.85             | Money Market                                      |
| T MOBILE USA INC SR G | 2032-03-15      | 2.7000%  | N/A     | $6135000.00        | $5497634.85        | Corporate Debt Securities                         |
| TABERNA PREF FDG II 2 | 2035-11-05      | 4.3497%  | N/A     | $14822000.00       | $1343386.34        | Other Instrument                                  |
| TALLGRASS ENERGY PART | 2029-02-15      | 7.3750%  | N/A     | $390000.00         | $410882.77         | Corporate Debt Securities                         |
| TELEFONICA EMISONES S | 2027-03-08      | 4.1030%  | N/A     | $205000.00         | $206593.21         | Corporate Debt Securities                         |
| TENCENT HLDGS LTDFR 3 | 2029-04-11      | 3.9750%  | N/A     | $353000.00         | $353250.63         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-01-12      | 1.9500%  | N/A     | $1159000.00        | $1152290.36        | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE 2 | 2064-01-25      | 5.8480%  | N/A     | $1030564.00        | $494086.44         | Asset-Backed Securities                           |
| TOWD PT MTG TR 2016-5 | 2056-10-25      | 3.2500%  | N/A     | $2000000.00        | $244606.04         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2 | 2058-03-25      | 3.5000%  | N/A     | $616364.00         | $562158.62         | Private Label Collateralized Mortgage Obligations |
| TRICON RES 2021-SFR1  | 2038-07-19      | 2.7940%  | N/A     | $1703000.00        | $1699990.99        | Asset-Backed Securities                           |
| TRICON RES TR 2022-SF | 2039-04-19      | 5.3440%  | N/A     | $4900000.00        | $4877369.08        | Asset-Backed Securities                           |
| UBS GROUP AG ALT TIER | 2099-01-01      | 4.8750%  | N/A     | $2776000.00        | $2804119.72        | Corporate Debt Securities                         |
| UBS GROUP AG FR 1.494 | 2027-08-10      | 1.4940%  | N/A     | $563000.00         | $562112.43         | Corporate Debt Securities                         |
| UNDER ARMOUR INC SR G | 2026-06-15      | 3.2500%  | N/A     | $208000.00         | $210838.28         | Corporate Debt Securities                         |
| UNITED STATES STL COR | 2029-03-01      | 6.8750%  | N/A     | $27000.00          | $27577.41          | Corporate Debt Securities                         |
| VANTAGE DATA CENTERS  | 2045-09-15      | 1.9920%  | N/A     | $1000000.00        | $958817.67         | Asset-Backed Securities                           |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $55000.00          | $60970.98          | Corporate Debt Securities                         |
| VERUS SECURITIZATIN T | 2065-05-25      | 5.7740%  | N/A     | $100000.00         | $84998.24          | Private Label Collateralized Mortgage Obligations |
| VISTA PT SEC TR 2025- | 2055-11-26      | 5.2970%  | N/A     | $2383729.00        | $2083507.99        | Asset-Backed Securities                           |
| VISTRA OPERATIONS CO  | 2033-10-15      | 6.9500%  | N/A     | $2000000.00        | $2189268.89        | Corporate Debt Securities                         |
| VMC FINANCE LLC 2025- | 2040-05-21      | 5.9501%  | N/A     | $1900000.00        | $1901574.74        | Private Label Collateralized Mortgage Obligations |
| WEATHERFORD INTL LTD  | 2033-10-15      | 6.7500%  | N/A     | $2401000.00        | $2492093.94        | Corporate Debt Securities                         |
| WESCO DISTR INCSR GLB | 2031-04-15      | 5.2500%  | N/A     | $76000.00          | $76302.99          | Corporate Debt Securities                         |
| WESTPAC BKG CORP      | 2027-05-06      | 0.0000%  | N/A     | $527.00            | $507.00            | Money Market                                      |
| WILLIAM CARTER COSR G | 2031-02-15      | 7.3750%  | N/A     | $3440000.00        | $3687448.76        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD SR G | 2032-05-19      | 5.7000%  | N/A     | $500000.00         | $517826.67         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $199000.00         | $199033.22         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURESR | 2029-01-15      | 7.2500%  | N/A     | $71000.00          | $75832.69          | Corporate Debt Securities                         |

### Security 136: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **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: 0VP002LH1
- **C.18 - Value (incl. sponsor support):** $320000000.00
- **C.18.a - Value (excl. sponsor support):** $320000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $189000.00         | $197800.37         | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH | 2028-03-17      | 4.8000%  | N/A     | $1139000.00        | $1154467.62        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PART | 2029-06-15      | 5.3750%  | N/A     | $634000.00         | $649093.07         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 5 | 2051-02-08      | 2.6500%  | N/A     | $6061000.00        | $3760431.28        | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P | 2032-09-01      | 6.6250%  | N/A     | $2000000.00        | $2080068.89        | Corporate Debt Securities                         |
| BALL CORPSR GLBL NT 3 | 2031-09-15      | 3.1250%  | N/A     | $100000.00         | $91130.36          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA  | 2099-01-01      | 7.1250%  | N/A     | $1400000.00        | $1415114.75        | Corporate Debt Securities                         |
| BANCO SANTANDER SA AL | 2099-01-01      | 4.7500%  | N/A     | $200000.00         | $200424.61         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2030-05-28      | 3.4900%  | N/A     | $12000000.00       | $11415443.33       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-02-07      | 4.5317%  | N/A     | $2171000.00        | $2198165.69        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2036-01-15      | 5.1060%  | N/A     | $1189000.00        | $1187877.19        | Corporate Debt Securities                         |
| BATH & BODY WORKS INC | 2036-07-01      | 6.7500%  | N/A     | $7000.00           | $7088.13           | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 20 | 2034-09-25      | 5.3488%  | N/A     | $66000.00          | $21499.59          | Private Label Collateralized Mortgage Obligations |
| BOMBARDIER INC GLBL 1 | 2034-05-01      | 7.4500%  | N/A     | $969000.00         | $1069664.03        | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC COR | 2049-03-01      | 4.7000%  | N/A     | $224000.00         | $201653.51         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTN | 2031-01-15      | 6.1250%  | N/A     | $30000.00          | $28753.76          | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PL | 2029-01-15      | 5.2500%  | N/A     | $417000.00         | $422663.56         | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2034-04-15      | 3.4690%  | N/A     | $2119000.00        | $1913859.37        | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.4861%  | N/A     | $12619500.00       | $12663193.37       | Asset-Backed Securities                           |
| CAISSE D AMORTISSEMEN | 2033-03-03      | 4.0000%  | N/A     | $18041000.00       | $17578168.17       | Other Instrument                                  |
| CANYON CLO LTD 2025-2 | 2038-10-15      | 5.0031%  | N/A     | $3597658.00        | $3626564.82        | Asset-Backed Securities                           |
| CAPITAL ONE FINL CORP | 2029-06-08      | 6.3120%  | N/A     | $1045000.00        | $1108924.74        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC | 2028-11-15      | 7.3500%  | N/A     | $4108000.00        | $4295523.35        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2028-02-01      | 5.1250%  | N/A     | $9000.00           | $9123.29           | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2031-04-01      | 2.8000%  | N/A     | $614000.00         | $550869.20         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 4.85 | 2029-01-22      | 4.8500%  | N/A     | $25000000.00       | $25646493.06       | Other Instrument                                  |
| CITIGROUP INCSR GLBL  | 2028-01-10      | 3.8870%  | N/A     | $291000.00         | $294409.98         | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER  | 2028-03-15      | 4.7500%  | N/A     | $4068000.00        | $4078307.86        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2032-03-15      | 7.0000%  | N/A     | $1776000.00        | $1818959.47        | Corporate Debt Securities                         |
| CNX RES CORP SR 144A  | 2031-01-15      | 7.3750%  | N/A     | $74000.00          | $78067.14          | Corporate Debt Securities                         |
| COMPASS DATACTR ISS I | 2050-02-25      | 5.8350%  | N/A     | $3878667.00        | $3901040.44        | Asset-Backed Securities                           |
| CONNECTICUT LT & PWR  | 2029-01-01      | 4.6500%  | N/A     | $9455000.00        | $9686805.08        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTI | 2031-01-15      | 5.6000%  | N/A     | $6000.00           | $5940.27           | Corporate Debt Securities                         |
| CPPIB CAPITAL INCGLBL | 2030-06-10      | 4.1250%  | N/A     | $13161000.00       | $13366635.14       | Corporate Debt Securities                         |
| CQP HOLDCO LP & BIP-V | 2031-06-15      | 5.5000%  | N/A     | $567000.00         | $573693.75         | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $1700000.00        | $1755337.83        | Corporate Debt Securities                         |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.6688%  | N/A     | $32145.00          | $28420.04          | Asset-Backed Securities                           |
| DOMINOS PIZZA MSTER 2 | 2049-10-25      | 3.6680%  | N/A     | $2403000.00        | $2220953.85        | Asset-Backed Securities                           |
| DOMNOS PIZZA MSTR 201 | 2048-07-25      | 4.3280%  | N/A     | $7085000.00        | $6715800.29        | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC1M | 2030-12-01      | 4.2000%  | N/A     | $18000.00          | $18107.10          | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $4853000.00        | $4379195.54        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $10683000.00       | $11175622.81       | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC  | 2031-04-15      | 6.6250%  | N/A     | $576000.00         | $583641.92         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2047-10-01      | 5.4000%  | N/A     | $2000.00           | $1834.34           | Corporate Debt Securities                         |
| EQUIFAX INC           | 2026-08-20      | 0.0000%  | N/A     | $400.00            | $396.19            | Money Market                                      |
| EQUINOR ASASR GLBL NT | 2030-04-06      | 3.1250%  | N/A     | $125000.00         | $119855.09         | Corporate Debt Securities                         |
| EVERFORTH INCSR GLBL  | 2028-05-15      | 4.6250%  | N/A     | $99000.00          | $91759.99          | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD | 2030-05-15      | 8.0000%  | N/A     | $2000.00           | $2122.02           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2026-08-10      | 2.7000%  | N/A     | $250000.00         | $251183.75         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-05-17      | 5.8500%  | N/A     | $395000.00         | $399416.10         | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $2470000.00        | $2589435.48        | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 2 | 2029-10-01      | 3.6250%  | N/A     | $2000.00           | $1902.08           | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 3 | 2031-10-01      | 3.8750%  | N/A     | $2797000.00        | $2581387.82        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2027-02-02      | 0.0000%  | N/A     | $5252966.00        | $5096432.87        | Money Market                                      |
| GOEASY LTD SR 144A NT | 2028-12-01      | 9.2500%  | N/A     | $100000.00         | $102755.61         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.0000%  | N/A     | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities                 |
| GRAPHIC PACKAGING INT | 2030-02-01      | 3.7500%  | N/A     | $2833000.00        | $2689824.90        | Corporate Debt Securities                         |
| GRAY OAK PIPELINE LLC | 2027-10-15      | 3.4500%  | N/A     | $7000.00           | $6908.07           | Corporate Debt Securities                         |
| GS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  | N/A     | $2531436.00        | $2560933.42        | Asset-Backed Securities                           |
| HANWHA ENERGY USA HLD | 2028-07-02      | 4.3750%  | N/A     | $2102000.00        | $2135578.57        | Corporate Debt Securities                         |
| HARROW INC SR GLBL 14 | 2030-09-15      | 8.6250%  | N/A     | $100000.00         | $104022.92         | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 5 | 2054-09-15      | 5.9500%  | N/A     | $156000.00         | $153226.41         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2028-06-15      | 5.1250%  | N/A     | $110000.00         | $112191.99         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2032-02-15      | 3.6250%  | N/A     | $100000.00         | $92713.22          | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2030-01-15      | 4.8750%  | N/A     | $3000000.00        | $3029237.50        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  | N/A     | $3583000.00        | $3466540.56        | Corporate Debt Securities                         |
| HLF FING SARL LLC / H | 2033-05-01      | 7.7500%  | N/A     | $47000.00          | $47778.71          | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2029-06-19      | 4.5830%  | N/A     | $3017000.00        | $3073535.23        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-05-13      | 5.2018%  | N/A     | $7941000.00        | $8123051.27        | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2033-08-15      | 5.0000%  | N/A     | $1549000.00        | $1548392.45        | Corporate Debt Securities                         |
| JABIL INCSR GLBL NT 2 | 2027-05-15      | 4.2500%  | N/A     | $800000.00         | $800538.22         | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT  | 2037-06-01      | 6.1500%  | N/A     | $863000.00         | $940038.57         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.6918%  | N/A     | $16410.00          | $13265.69          | Private Label Collateralized Mortgage Obligations |
| KENVUE INC SR GLBL NT | 2028-03-22      | 5.0500%  | N/A     | $3512000.00        | $3585220.32        | Corporate Debt Securities                         |
| KINETIK HLDGS LP SR G | 2028-12-15      | 6.6250%  | N/A     | $333000.00         | $349949.89         | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO  | 2043-02-01      | 5.5000%  | N/A     | $7090000.00        | $6805887.94        | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLCSR | 2035-10-01      | 6.7500%  | N/A     | $632000.00         | $656954.52         | Corporate Debt Securities                         |
| KOHLS CORP CR SEN SR  | 2031-05-01      | 5.1250%  | N/A     | $182000.00         | $156684.91         | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $2652000.00        | $2661160.45        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-05-20      | 3.0000%  | N/A     | $2000.00           | $1983.82           | Other Instrument                                  |
| KYOBO LIFE INS CO LTD | 2052-06-15      | 5.9000%  | N/A     | $916000.00         | $950036.52         | Corporate Debt Securities                         |
| LAMAR MEDIA CORP SR G | 2029-01-15      | 4.8750%  | N/A     | $1656000.00        | $1658650.98        | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC | 2032-01-31      | 4.3750%  | N/A     | $66000.00          | $62684.94          | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2034-03-31      | 7.0000%  | N/A     | $133.00            | $139.01            | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2034-10-25      | 4.2588%  | N/A     | $34162.00          | $414.57            | Asset-Backed Securities                           |
| MACQUARIE GROUP LIMIT | 2034-12-07      | 6.2550%  | N/A     | $189000.00         | $206925.71         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LL | 2042-01-15      | 5.1250%  | N/A     | $112000.00         | $88832.40          | Corporate Debt Securities                         |
| MARS INC SR 144A NT 3 | 2033-04-20      | 4.7500%  | N/A     | $16068000.00       | $15979880.41       | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY GR | 2036-04-15      | 5.3000%  | N/A     | $3583000.00        | $3604955.83        | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $138000.00         | $139677.93         | Corporate Debt Securities                         |
| MATTAMY GROUP CORP SR | 2033-12-15      | 6.0000%  | N/A     | $73000.00          | $71423.93          | Corporate Debt Securities                         |
| METHANEX CORPGLBL NT  | 2027-10-15      | 5.1250%  | N/A     | $206000.00         | $207430.44         | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2531%  | N/A     | $294496.00         | $295098.46         | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.6471%  | N/A     | $10863000.00       | $10882864.47       | Private Label Collateralized Mortgage Obligations |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $13734000.00       | $13753610.63       | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2030-05-15      | 5.8000%  | N/A     | $5048000.00        | $5082218.15        | Asset-Backed Securities                           |
| MIZUHO FINANCIAL GROU | 2034-07-06      | 5.7480%  | N/A     | $1954000.00        | $2075269.80        | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2029-03-15      | 5.5000%  | N/A     | $151000.00         | $146422.52         | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2026-06-15      | 6.7500%  | N/A     | $15000.00          | $15465.15          | Corporate Debt Securities                         |
| NESTLE HLDGS INC GLBL | 2031-09-14      | 1.8750%  | N/A     | $10657000.00       | $9447070.83        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $805000.00         | $761256.30         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $399000.00         | $404439.37         | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL G | 2031-01-13      | 4.3000%  | N/A     | $7000.00           | $7014.10           | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2032-02-15      | 3.8750%  | N/A     | $68000.00          | $63183.86          | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2034-05-15      | 5.8750%  | N/A     | $290000.00         | $288796.22         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2027-02-15      | 3.0000%  | N/A     | $6000.00           | $5990.56           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP SR G | 2032-03-15      | 6.7500%  | N/A     | $800000.00         | $805436.00         | Corporate Debt Securities                         |
| OWL ROCK CLO 5.17952  | 2038-10-16      | 5.1795%  | N/A     | $3069645.00        | $3074051.93        | Asset-Backed Securities                           |
| PETROLEOS MEXICANOSFR | 2047-09-21      | 6.7500%  | N/A     | $1098000.00        | $933190.20         | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $1458000.00        | $1483225.63        | Other Instrument                                  |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $2000.00           | $2009.05           | Corporate Debt Securities                         |
| PROG HOLDINGS INCSR G | 2029-11-15      | 6.0000%  | N/A     | $5000.00           | $4881.07           | Corporate Debt Securities                         |
| RESIDEO FDG INCSR GLB | 2032-07-15      | 6.5000%  | N/A     | $652000.00         | $669065.74         | Corporate Debt Securities                         |
| RESORTS WORLD LAS VEG | 2029-04-16      | 4.6250%  | N/A     | $200000.00         | $181842.86         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP F | 2032-04-01      | 6.5000%  | N/A     | $396000.00         | $409817.32         | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2033-08-01      | 6.3750%  | N/A     | $6000.00           | $6211.66           | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPEL | 2029-07-15      | 4.9500%  | N/A     | $50000.00          | $50420.25          | Corporate Debt Securities                         |
| SABRE FINL BORROWER L | 2029-06-15      | 11.1250% | N/A     | $2476000.00        | $2702209.42        | Corporate Debt Securities                         |
| SASOL FING USA LLC SR | 2031-03-18      | 5.5000%  | N/A     | $679000.00         | $653168.95         | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2029-02-01      | 3.1250%  | N/A     | $1407000.00        | $1362824.50        | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2027-02-15      | 3.8750%  | N/A     | $17000.00          | $17042.41          | Corporate Debt Securities                         |
| SG RESIDENTIAL MTG TR | 2066-01-25      | 4.7820%  | N/A     | $302722.00         | $290239.27         | Private Label Collateralized Mortgage Obligations |
| SIEMENS FUNDING B.V.  | 2035-05-28      | 5.2000%  | N/A     | $300000.00         | $305869.33         | Corporate Debt Securities                         |
| SM ENERGY COMPANYSR 1 | 2030-11-01      | 8.6250%  | N/A     | $118000.00         | $125475.10         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 6.7500%  | N/A     | $1066000.00        | $1086805.66        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2029-01-21      | 4.8745%  | N/A     | $5541000.00        | $5601061.96        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2030-04-15      | 6.0000%  | N/A     | $63000.00          | $63986.79          | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER  | 2032-07-15      | 6.8750%  | N/A     | $372000.00         | $392515.90         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PART | 2035-12-15      | 6.5000%  | N/A     | $2836000.00        | $2889847.76        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2027-07-15      | 5.8750%  | N/A     | $74000.00          | $75650.80          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2032-08-15      | 6.6250%  | N/A     | $75000.00          | $77928.67          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-05-20      | 0.0000%  | N/A     | $1067.00           | $1024.98           | Money Market                                      |
| SWEDISH EXPT CR CORP  | 2029-03-12      | 3.6250%  | N/A     | $411000.00         | $408613.52         | Other Instrument                                  |
| SYNCHRONY FINANCIALLW | 2033-02-02      | 7.2500%  | N/A     | $1365000.00        | $1446302.81        | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $6385000.00        | $6478112.81        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2031-09-01      | 6.0000%  | N/A     | $159000.00         | $161309.74         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $246.00            | $217.78            | Corporate Debt Securities                         |
| TOPBUILD COR SR GLBL  | 2032-02-15      | 4.1250%  | N/A     | $1282000.00        | $1304110.23        | Corporate Debt Securities                         |
| TRI POINTE HOMES INC  | 2028-06-15      | 5.7000%  | N/A     | $130000.00         | $134189.47         | Corporate Debt Securities                         |
| ULTRAPAR INTL S ASR G | 2029-06-06      | 5.2500%  | N/A     | $1261000.00        | $1291426.88        | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2027-02-05      | 2.1500%  | N/A     | $1000.00           | $994.52            | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2029-02-15      | 4.7500%  | N/A     | $56000.00          | $56017.48          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $316000.00         | $353407.73         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2034-06-15      | 6.5000%  | N/A     | $3588000.00        | $3852272.15        | Corporate Debt Securities                         |
| VERUS SECURITIZATIN T | 2065-05-25      | 5.7740%  | N/A     | $1930712.00        | $1641071.30        | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR C | 2027-05-15      | 3.7500%  | N/A     | $2359000.00        | $2354301.66        | Corporate Debt Securities                         |
| VISTA PT SEC TR 2025- | 2055-11-26      | 5.2970%  | N/A     | $3514208.00        | $3071607.75        | Asset-Backed Securities                           |
| VISTRA OPERATIONS CO  | 2026-12-30      | 5.0500%  | N/A     | $236000.00         | $241584.09         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO  | 2035-10-15      | 5.2500%  | N/A     | $685000.00         | $668934.47         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO  | 2027-01-30      | 3.7000%  | N/A     | $154000.00         | $155081.17         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $240000.00         | $212935.20         | Corporate Debt Securities                         |
| VORNADO RLTY L P GLBL | 2026-06-01      | 2.1500%  | N/A     | $11000.00          | $11111.00          | Corporate Debt Securities                         |
| VORNADO RLTY L P SR G | 2033-02-01      | 5.7500%  | N/A     | $5289000.00        | $5371204.28        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $4029000.00        | $3903281.77        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2028-01-24      | 4.9000%  | N/A     | $2170000.00        | $2214276.44        | Corporate Debt Securities                         |
| WHEELS FLEET LEASE FD | 2038-04-19      | 6.8500%  | N/A     | $3266000.00        | $3324350.54        | Asset-Backed Securities                           |
| WHEELS FLEET LEASE FD | 2039-02-18      | 6.6600%  | N/A     | $1600000.00        | $1629252.80        | Asset-Backed Securities                           |
| WILDFIRE INTER HLDGS  | 2029-10-15      | 7.5000%  | N/A     | $30000.00          | $31067.00          | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2030-01-15      | 4.7500%  | N/A     | $106000.00         | $106252.34         | Corporate Debt Securities                         |
| ZOETIS INC SR GLBL NT | 2032-11-16      | 5.6000%  | N/A     | $1066000.00        | $1109772.33        | Corporate Debt Securities                         |

### Security 137: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **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: 0VP002LI9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $212000.00         | $221871.31         | Corporate Debt Securities |
| AECOMSR GLBL 144A 33  | 2033-08-01      | 6.0000%  | N/A     | $330000.00         | $336592.30         | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2034-03-31      | 5.7500%  | N/A     | $5440000.00        | $5252516.44        | Corporate Debt Securities |
| ALCOA NEDERLAND HLDG  | 2031-03-15      | 7.1250%  | N/A     | $2239000.00        | $2362449.13        | Corporate Debt Securities |
| ALLISON TRANSMISSION  | 2027-10-01      | 4.7500%  | N/A     | $2744000.00        | $2764038.82        | Corporate Debt Securities |
| ANZ NEW ZEALAND INTL  | 2027-05-13      | 0.0000%  | N/A     | $128.00            | $123.11            | Money Market              |
| BALL CORPSR GLBL NT 3 | 2031-09-15      | 3.1250%  | N/A     | $693000.00         | $631533.40         | Corporate Debt Securities |
| BALL CORPSR GLBL NT 6 | 2029-06-15      | 6.0000%  | N/A     | $140000.00         | $145613.53         | Corporate Debt Securities |
| BANCO SANTANDER SA    | 2027-05-06      | 0.0000%  | N/A     | $36.00             | $34.62             | Money Market              |
| BATH & BODY WORKS INC | 2028-02-01      | 5.2500%  | N/A     | $141000.00         | $143773.23         | Corporate Debt Securities |
| BLOCK INCSR GLBL NT 2 | 2026-06-01      | 2.7500%  | N/A     | $288000.00         | $291875.68         | Corporate Debt Securities |
| CAPSTONE COPPER CORP  | 2033-03-31      | 6.7500%  | N/A     | $17000.00          | $17507.15          | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $338000.00         | $336157.71         | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2031-03-01      | 2.5000%  | N/A     | $264000.00         | $231398.93         | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2031-04-01      | 2.8000%  | N/A     | $5922000.00        | $5313106.54        | Corporate Debt Securities |
| CHARTER COMMUNICATION | 2029-03-30      | 5.0500%  | N/A     | $2333000.00        | $2350535.74        | Corporate Debt Securities |
| CK HUTCHISON INTL 24  | 2029-04-26      | 5.3750%  | N/A     | $300000.00         | $309104.13         | Corporate Debt Securities |
| CLEARWAY ENERGY OPER  | 2031-02-15      | 3.7500%  | N/A     | $75000.00          | $70579.75          | Corporate Debt Securities |
| CNX RES CORP SR 144A  | 2031-01-15      | 7.3750%  | N/A     | $163000.00         | $171958.71         | Corporate Debt Securities |
| COMMERCIAL METALS CO  | 2033-11-15      | 5.7500%  | N/A     | $215000.00         | $215246.41         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCAR | 2031-03-01      | 4.3750%  | N/A     | $58000.00          | $53504.68          | Corporate Debt Securities |
| EMERALD DEBT MERGER S | 2030-12-15      | 6.6250%  | N/A     | $300000.00         | $315675.17         | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP | 2031-04-01      | 4.6250%  | N/A     | $2125000.00        | $2070666.70        | Corporate Debt Securities |
| EQUIFAX INC           | 2026-08-20      | 0.0000%  | N/A     | $7823700.00        | $7749147.96        | Money Market              |
| EXPORT DEV CDA GLBL F | 2028-08-01      | 3.9647%  | N/A     | $2895000.00        | $2910264.70        | Other Instrument          |
| FIRST CASH INC SR GLB | 2028-09-01      | 4.6250%  | N/A     | $1154000.00        | $1150867.53        | Corporate Debt Securities |
| FLUTTER TREAS DACSR S | 2031-06-04      | 5.8750%  | N/A     | $2166000.00        | $2157380.52        | Corporate Debt Securities |
| FORD MOTOR CREDIT COM | 2030-11-13      | 4.0000%  | N/A     | $3787000.00        | $3578327.88        | Corporate Debt Securities |
| FORD MOTOR CREDIT COM | 2029-03-08      | 5.8000%  | N/A     | $5870000.00        | $6023148.30        | Corporate Debt Securities |
| FORTRESS TRANSN & INF | 2033-04-15      | 5.8750%  | N/A     | $1920000.00        | $1921191.47        | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2030-01-15      | 6.1250%  | N/A     | $105000.00         | $104774.10         | Corporate Debt Securities |
| GLOBE LIFE INC        | 2026-10-23      | 0.0000%  | N/A     | $7212416.00        | $7093216.40        | Money Market              |
| GLP CAP LP/GLP FING I | 2036-03-01      | 5.6250%  | N/A     | $6612000.00        | $6576832.43        | Corporate Debt Securities |
| HSBC USA INC NEW      | 2027-05-07      | 0.0000%  | N/A     | $32.00             | $30.75             | Money Market              |
| HSBC USA INC NEW      | 2027-04-21      | 0.0000%  | N/A     | $1.00              | $0.96              | Money Market              |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $6394000.00        | $6416085.94        | Other Instrument          |
| MATCH GROUP HOLDINGS  | 2028-06-01      | 4.6250%  | N/A     | $309000.00         | $311829.84         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS  | 2033-09-15      | 6.1250%  | N/A     | $498000.00         | $494892.62         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROU | 2035-07-10      | 5.5940%  | N/A     | $11904000.00       | $12489308.44       | Corporate Debt Securities |
| NATWEST GROUP PLCSR G | 2029-05-18      | 4.8920%  | N/A     | $4648000.00        | $4678466.61        | Corporate Debt Securities |
| NISSAN MOTOR CO LTDSR | 2027-09-17      | 4.3450%  | N/A     | $329000.00         | $327266.17         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2029-06-15      | 5.2500%  | N/A     | $395000.00         | $402645.88         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2034-11-01      | 6.2500%  | N/A     | $181000.00         | $183136.00         | Corporate Debt Securities |
| PENSKE AUTOMOTIVE GRP | 2029-06-15      | 3.7500%  | N/A     | $304000.00         | $296379.73         | Corporate Debt Securities |
| PG&E CORP1LIEN GLBL N | 2028-07-01      | 5.0000%  | N/A     | $396000.00         | $401684.80         | Corporate Debt Securities |
| PILGRIMS PRIDE CORPSR | 2031-04-15      | 4.2500%  | N/A     | $300000.00         | $289042.33         | Corporate Debt Securities |
| POST HLDGS INC SR SEC | 2032-02-15      | 6.2500%  | N/A     | $432000.00         | $446029.44         | Corporate Debt Securities |
| PRIVATE EXPT FDG CORP | 2026-08-11      | 0.0000%  | N/A     | $2.00              | $1.98              | Money Market              |
| SBA COMMUNICATIONS CO | 2027-02-15      | 3.8750%  | N/A     | $166000.00         | $166414.08         | Corporate Debt Securities |
| SLM CORP SR NT 6.495% | 2032-05-15      | 6.4950%  | N/A     | $1600000.00        | $1601929.33        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2035-05-14      | 5.9050%  | N/A     | $6209000.00        | $6403530.56        | Corporate Debt Securities |
| SVENSKA HANDELSBANKEN | 2027-05-20      | 0.0000%  | N/A     | $32.00             | $30.74             | Money Market              |
| TOPBUILD COR SR GLBL  | 2032-02-15      | 4.1250%  | N/A     | $3817000.00        | $3882830.53        | Corporate Debt Securities |
| TRANSALTA CORP SR GLB | 2034-02-01      | 5.8750%  | N/A     | $697000.00         | $707016.95         | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2030-06-01      | 4.6250%  | N/A     | $398000.00         | $396335.59         | Corporate Debt Securities |
| VALVOLINE INCSR GLBL  | 2031-06-15      | 3.6250%  | N/A     | $57000.00          | $52771.34          | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2031-08-15      | 4.1250%  | N/A     | $4022000.00        | $3818674.49        | Corporate Debt Securities |
| WESTPAC BKG CORP      | 2027-05-06      | 0.0000%  | N/A     | $100.00            | $96.21             | Money Market              |

### Security 138: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **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: 0VP002LJ7
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $364000.00         | $380948.85         | Corporate Debt Securities                         |
| ACHM TR 2025-HE1 B205 | 2055-03-25      | 6.4700%  | N/A     | $318513.00         | $249469.68         | Asset-Backed Securities                           |
| ACUSHNET CO DELSR GLB | 2033-12-01      | 5.6250%  | N/A     | $570000.00         | $582127.46         | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS IN | 2030-06-15      | 6.3750%  | N/A     | $545000.00         | $564783.05         | Corporate Debt Securities                         |
| AIR CDA INC1LIEN GLBL | 2026-08-15      | 3.8750%  | N/A     | $1461000.00        | $1474286.98        | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2032-03-31      | 5.6250%  | N/A     | $391000.00         | $388670.13         | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2028-02-15      | 6.5000%  | N/A     | $18000.00          | $18519.08          | Corporate Debt Securities                         |
| ALLEGIANT TRAVEL COSR | 2027-08-15      | 7.2500%  | N/A     | $25000.00          | $25627.86          | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PART | 2034-07-01      | 5.7500%  | N/A     | $2054000.00        | $2084946.93        | Corporate Debt Securities                         |
| ANZ NEW ZEALAND INTL  | 2027-05-13      | 0.0000%  | N/A     | $228.00            | $219.29            | Money Market                                      |
| APOLLO COML REAL ESTA | 2029-06-15      | 4.6250%  | N/A     | $25000.00          | $25532.99          | Corporate Debt Securities                         |
| B & G FOODS INCSR SEC | 2028-09-15      | 8.0000%  | N/A     | $82000.00          | $82797.40          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2027-09-10      | 4.5201%  | N/A     | $2345000.00        | $2371680.52        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2032-01-14      | 4.4390%  | N/A     | $864000.00         | $863720.28         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-08      | 4.4040%  | N/A     | $8000.00           | $8076.15           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-02-07      | 4.5317%  | N/A     | $14478000.00       | $14659163.03       | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 2 | 2032-04-22      | 2.6870%  | N/A     | $483000.00         | $439516.30         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 3 | 2042-04-22      | 3.3110%  | N/A     | $1433000.00        | $1111811.64        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2036-01-15      | 5.1060%  | N/A     | $293000.00         | $292723.31         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO | 2031-02-11      | 1.9570%  | N/A     | $3807000.00        | $3381838.05        | Corporate Debt Securities                         |
| BIOMARIN PHARMACEUTIC | 2034-02-15      | 5.5000%  | N/A     | $700000.00         | $702133.06         | Corporate Debt Securities                         |
| BNG BK N V SR GLBL 14 | 2027-03-01      | 4.5000%  | N/A     | $1494000.00        | $1516335.30        | Other Instrument                                  |
| BOMBARDIER INC GLBL 1 | 2034-05-01      | 7.4500%  | N/A     | $1639000.00        | $1809266.60        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $4521000.00        | $4574214.81        | Corporate Debt Securities                         |
| BRINKS COSR GLBL 144A | 2027-10-15      | 4.6250%  | N/A     | $701000.00         | $701352.45         | Corporate Debt Securities                         |
| BWX TECHNOLOGIES INC  | 2028-06-30      | 4.1250%  | N/A     | $100000.00         | $99850.29          | Corporate Debt Securities                         |
| CACI INTL INCSR GLBL  | 2033-06-15      | 6.3750%  | N/A     | $100000.00         | $105063.17         | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2032-08-05      | 3.8500%  | N/A     | $1046000.00        | $1010897.98        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC | 2034-02-15      | 7.3750%  | N/A     | $2000.00           | $2158.66           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC | 2030-04-15      | 6.5000%  | N/A     | $382000.00         | $395066.10         | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $167000.00         | $166089.76         | Corporate Debt Securities                         |
| CENTRAL AMER BK FOR E | 2027-01-25      | 5.0000%  | N/A     | $13070000.00       | $13375605.64       | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL | 2031-03-15      | 4.0000%  | N/A     | $100000.00         | $94373.22          | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2028-03-15      | 4.2000%  | N/A     | $4417000.00        | $4405751.37        | Corporate Debt Securities                         |
| CHILE REPGLBL NT 3.24 | 2028-02-06      | 3.2400%  | N/A     | $10612000.00       | $10507153.44       | Other Instrument                                  |
| CHORD ENERGY CORPORAT | 2030-10-01      | 6.0000%  | N/A     | $21000.00          | $21441.56          | Corporate Debt Securities                         |
| CLEAN HARBORS INCSR G | 2029-07-15      | 5.1250%  | N/A     | $29000.00          | $29404.45          | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER  | 2031-02-15      | 3.7500%  | N/A     | $377000.00         | $354780.88         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2031-03-05      | 2.0000%  | N/A     | $6000.00           | $5416.84           | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2027-03-25      | 3.3750%  | N/A     | $76000.00          | $76109.44          | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $5710000.00        | $5737320.44        | Private Label Collateralized Mortgage Obligations |
| CROCS INCSR GLBL 144A | 2031-08-15      | 4.1250%  | N/A     | $7000.00           | $6587.19           | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN | 2026-09-30      | 4.2500%  | N/A     | $120000.00         | $120496.23         | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2026-07-15      | 1.0500%  | N/A     | $1120000.00        | $1119863.73        | Corporate Debt Securities                         |
| DARLING INGREDIENTS I | 2027-04-15      | 5.2500%  | N/A     | $100000.00         | $100572.67         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS  | 2029-10-01      | 4.0000%  | N/A     | $1372000.00        | $1344963.98        | Corporate Debt Securities                         |
| DIEBOLD NIXDORF INCSR | 2030-03-31      | 7.7500%  | N/A     | $70000.00          | $73975.40          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2031-03-01      | 4.3750%  | N/A     | $267000.00         | $246306.02         | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2028-11-15      | 5.2500%  | N/A     | $2103000.00        | $2115411.21        | Corporate Debt Securities                         |
| EDISON INTLSR NT 4.8% | 2031-03-15      | 4.8000%  | N/A     | $61000.00          | $60100.86          | Corporate Debt Securities                         |
| EL SALVADOR REPGLBL 1 | 2032-04-10      | 8.2500%  | N/A     | $50000.00          | $53251.46          | Other Instrument                                  |
| EL SALVADOR REPGLBL R | 2029-02-28      | 8.6250%  | N/A     | $523000.00         | $561232.39         | Other Instrument                                  |
| EL SALVADOR REPGLBL R | 2034-09-21      | 7.6250%  | N/A     | $554000.00         | $564749.14         | Other Instrument                                  |
| ELECTRICITE DE FRANCE | 2035-10-13      | 4.7500%  | N/A     | $8673000.00        | $8487479.71        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORA | 2032-02-01      | 4.7500%  | N/A     | $3483000.00        | $3468195.32        | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDI | 2036-01-12      | 5.0000%  | N/A     | $2739000.00        | $2751949.38        | Other Instrument                                  |
| FEDERAL HOME LOAN MOR | 2029-04-27      | 4.1250%  | N/A     | $4113000.00        | $4108972.00        | Agency Debentures and Agency Strips               |
| FEDERAL NATIONAL MORT | 2051-11-25      | 5.5000%  | N/A     | $35000000.00       | $16890636.48       | Agency Collateralized Mortgage Obligation         |
| FEDERAL NATIONAL MORT | 2035-10-25      | 3.0000%  | N/A     | $27277050.00       | $24240628.31       | Agency Collateralized Mortgage Obligation         |
| FEDERAL NATIONAL MORT | 2030-02-25      | 3.0742%  | N/A     | $1288852.00        | $705469.59         | Agency Collateralized Mortgage Obligation         |
| FEDEX CORP SR GLBL NT | 2047-01-15      | 4.4000%  | N/A     | $6815000.00        | $5681173.31        | Corporate Debt Securities                         |
| FMC CORP SR GLBL NT3. | 2026-10-01      | 3.2000%  | N/A     | $1087000.00        | $1088647.41        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $3900000.00        | $4088582.33        | Corporate Debt Securities                         |
| GALAXY PIPELINE ASSET | 2040-09-30      | 3.2500%  | N/A     | $645000.00         | $509560.57         | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 2 | 2029-10-01      | 3.6250%  | N/A     | $404000.00         | $384220.27         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOL | 2035-12-15      | 4.9500%  | N/A     | $1242000.00        | $1239665.04        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2027-02-10      | 0.0000%  | N/A     | $56.00             | $54.28             | Money Market                                      |
| GENUINE PARTS CO GLBL | 2028-11-01      | 6.5000%  | N/A     | $733000.00         | $762140.82         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2028-08-01      | 4.0000%  | N/A     | $14000.00          | $13859.32          | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2029-07-01      | 7.6250%  | N/A     | $1154000.00        | $1120023.03        | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2056-01-20      | 4.3751%  | N/A     | $15323540.00       | $15054075.59       | Agency Collateralized Mortgage Obligation         |
| GOVERNMENT NATIONAL M | 2049-10-20      | 2.0000%  | N/A     | $36465000.00       | $20306904.18       | Agency Collateralized Mortgage Obligation         |
| GOVERNMENT NATIONAL M | 2056-05-20      | 6.0000%  | N/A     | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2056-05-20      | 5.5000%  | N/A     | $1000.00           | $1006.22           | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $1966835.00        | $2054075.06        | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2052-02-20      | 2.5000%  | N/A     | $23903790.00       | $13615307.68       | Agency Collateralized Mortgage Obligation         |
| GOVERNMENT NATIONAL M | 2056-02-20      | 4.4251%  | N/A     | $15985370.00       | $15839598.86       | Agency Collateralized Mortgage Obligation         |
| GOVERNMENT NATIONAL M | 2055-08-20      | 4.4751%  | N/A     | $23984920.00       | $23969444.51       | Agency Collateralized Mortgage Obligation         |
| GROUP 1 AUTOMOTIVE IN | 2030-01-15      | 6.3750%  | N/A     | $48000.00          | $49935.32          | Corporate Debt Securities                         |
| GUATEMALA REPGLBL REG | 2031-08-06      | 6.0500%  | N/A     | $248000.00         | $260719.99         | Other Instrument                                  |
| HAWAIIAN ELEC CO INC  | 2033-10-01      | 6.0000%  | N/A     | $700000.00         | $700669.67         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2030-10-15      | 5.5000%  | N/A     | $700000.00         | $704138.56         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDING | 2029-02-01      | 4.1250%  | N/A     | $100000.00         | $97857.08          | Corporate Debt Securities                         |
| HSBC USA INC NEW      | 2027-05-07      | 0.0000%  | N/A     | $64.00             | $61.51             | Money Market                                      |
| HSBC USA INC NEW      | 2027-04-21      | 0.0000%  | N/A     | $1.00              | $0.96              | Money Market                                      |
| HSBC USA INC NEW      | 2027-02-11      | 0.0000%  | N/A     | $6.00              | $5.83              | Money Market                                      |
| HUDBAY MINERALS INCSR | 2029-04-01      | 6.1250%  | N/A     | $18000.00          | $18295.17          | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2033-08-15      | 5.0000%  | N/A     | $1319000.00        | $1318482.66        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A | 2033-11-28      | 7.2000%  | N/A     | $3773000.00        | $4249718.55        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $5161000.00        | $4998322.41        | Corporate Debt Securities                         |
| IQVIA INCSR GLBL 144A | 2027-05-15      | 5.0000%  | N/A     | $350000.00         | $350484.56         | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOL | 2029-02-15      | 9.5000%  | N/A     | $703000.00         | $755707.03         | Corporate Debt Securities                         |
| KOHLS CORP SR SEC GLB | 2030-06-01      | 10.0000% | N/A     | $958000.00         | $1089853.80        | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PART | 2031-05-15      | 7.1250%  | N/A     | $2891000.00        | $2880888.73        | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2029-05-15      | 3.5000%  | N/A     | $29999000.00       | $29558348.02       | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2033-07-15      | 4.1250%  | N/A     | $161000.00         | $161556.12         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2028-06-15      | 3.8750%  | N/A     | $15631000.00       | $15860506.50       | Other Instrument                                  |
| LITHIA MTRS INCSR GLB | 2030-10-01      | 5.5000%  | N/A     | $171000.00         | $169977.61         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  | N/A     | $2448000.00        | $2570071.97        | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2034-10-25      | 4.2588%  | N/A     | $35410.00          | $429.71            | Asset-Backed Securities                           |
| MACYS RETAIL HLDGS LL | 2033-08-01      | 7.3750%  | N/A     | $2000.00           | $2129.17           | Corporate Debt Securities                         |
| MATTAMY GROUP CORP SR | 2033-12-15      | 6.0000%  | N/A     | $100000.00         | $97841.00          | Corporate Debt Securities                         |
| METHANEX CORPGLBL NT  | 2027-10-15      | 5.1250%  | N/A     | $287000.00         | $288992.90         | Corporate Debt Securities                         |
| MISSION LN CR CD MT T | 2030-05-15      | 5.8000%  | N/A     | $4102000.00        | $4129805.63        | Asset-Backed Securities                           |
| MOLINA HEALTHCARE INC | 2030-11-15      | 3.8750%  | N/A     | $19000.00          | $17624.91          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.2 | 2030-01-09      | 4.2380%  | N/A     | $6485000.00        | $6508775.09        | Corporate Debt Securities                         |
| MYLAN N VSR GLBL NT 2 | 2026-06-15      | 3.9500%  | N/A     | $741000.00         | $754111.58         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2031-01-13      | 4.3149%  | N/A     | $379000.00         | $382536.24         | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2032-06-15      | 7.8750%  | N/A     | $674000.00         | $651538.95         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $632000.00         | $597657.12         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2028-03-09      | 2.7500%  | N/A     | $192000.00         | $183461.97         | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2034-05-15      | 5.8750%  | N/A     | $200000.00         | $199169.81         | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2034-11-01      | 6.2500%  | N/A     | $292000.00         | $295445.92         | Corporate Debt Securities                         |
| OLIN CORPSR GLBL 144A | 2033-04-01      | 6.6250%  | N/A     | $88000.00          | $88297.76          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP SR G | 2032-09-15      | 7.1250%  | N/A     | $2000.00           | $2039.89           | Corporate Debt Securities                         |
| PARAGUAY (REPUBLIC OF | 2033-01-29      | 2.7390%  | N/A     | $254000.00         | $226855.02         | Other Instrument                                  |
| PARAMOUNT GLOBAL SR G | 2044-08-15      | 4.9000%  | N/A     | $698000.00         | $460991.00         | Corporate Debt Securities                         |
| PG&E CORP1LIEN GLBL N | 2028-07-01      | 5.0000%  | N/A     | $27000.00          | $27387.60          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2027-05-19      | 3.1500%  | N/A     | $13628000.00       | $13513320.38       | Corporate Debt Securities                         |
| PRA GROUP INCSR GLBL  | 2028-02-01      | 8.3750%  | N/A     | $85000.00          | $88662.77          | Corporate Debt Securities                         |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $5134000.00        | $5157234.20        | Corporate Debt Securities                         |
| PRIVATE EXPT FDG CORP | 2026-08-11      | 0.0000%  | N/A     | $14.00             | $13.89             | Money Market                                      |
| QNITY ELECTRONICS INC | 2033-08-15      | 6.2500%  | N/A     | $70000.00          | $72587.59          | Corporate Debt Securities                         |
| RB GLOBAL HOLDINGS IN | 2031-03-15      | 7.7500%  | N/A     | $159000.00         | $167784.84         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP F | 2034-03-15      | 5.7500%  | N/A     | $67000.00          | $67249.13          | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP F | 2032-04-01      | 6.5000%  | N/A     | $900000.00         | $931403.00         | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2033-08-01      | 6.3750%  | N/A     | $241000.00         | $249501.48         | Corporate Debt Securities                         |
| ROYAL BK CDA EXTND GL | 2029-04-28      | 4.5335%  | N/A     | $2171000.00        | $2195587.33        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.4%0 | 2030-04-17      | 4.4000%  | N/A     | $2000.00           | $1997.81           | Corporate Debt Securities                         |
| RWE FINANCE US LLC SR | 2034-04-16      | 5.8750%  | N/A     | $1977000.00        | $2057952.93        | Corporate Debt Securities                         |
| SASOL FING USA LLC SR | 2031-03-18      | 5.5000%  | N/A     | $15001000.00       | $14430320.29       | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CO | 2029-02-01      | 3.1250%  | N/A     | $2000.00           | $1937.21           | Corporate Debt Securities                         |
| SLM CORP SR GLBL NT6. | 2030-01-31      | 6.5000%  | N/A     | $201000.00         | $207847.29         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIO | 2031-10-15      | 3.8750%  | N/A     | $69000.00          | $63361.74          | Corporate Debt Securities                         |
| ST ENGR URBAN SOLUTIO | 2027-05-05      | 3.3750%  | N/A     | $460000.00         | $456301.60         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2030-04-15      | 6.0000%  | N/A     | $170000.00         | $172662.77         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2029-04-01      | 7.2500%  | N/A     | $97000.00          | $101746.26         | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2027-05-20      | 0.0000%  | N/A     | $48.00             | $46.11             | Money Market                                      |
| SWEDISH EXPT CR CORP  | 2026-08-03      | 4.6325%  | N/A     | $2191000.00        | $2201478.24        | Other Instrument                                  |
| SWEDISH EXPT CR CORP  | 2027-05-05      | 4.6325%  | N/A     | $1819000.00        | $1837289.78        | Other Instrument                                  |
| SWEDISH EXPT CR CORP  | 2029-03-12      | 3.6250%  | N/A     | $3681000.00        | $3659626.17        | Other Instrument                                  |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $1947000.00        | $1975393.21        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY L | 2036-02-01      | 6.5000%  | N/A     | $5265000.00        | $5486486.85        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2030-06-15      | 6.1250%  | N/A     | $270000.00         | $280222.95         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2028-10-01      | 6.1250%  | N/A     | $31000.00          | $31391.16          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL F | 2026-10-01      | 3.1500%  | N/A     | $15000.00          | $14997.53          | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $296.00            | $262.05            | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $398821.00         | $398216.23         | Corporate Debt Securities                         |
| TOPBUILD COR SR GLBL  | 2034-01-31      | 5.6250%  | N/A     | $5000.00           | $5234.38           | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-09-15      | 4.6930%  | N/A     | $13319000.00       | $13510749.94       | Corporate Debt Securities                         |
| TRANSALTA CORP SR GLB | 2034-02-01      | 5.8750%  | N/A     | $400000.00         | $405748.61         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE C | 2029-12-01      | 4.5000%  | N/A     | $646000.00         | $637821.64         | Corporate Debt Securities                         |
| TRI POINTE HOMES INC  | 2027-06-01      | 5.2500%  | N/A     | $86000.00          | $88141.26          | Corporate Debt Securities                         |
| TRINET GROUP INC SR G | 2029-03-01      | 3.5000%  | N/A     | $74000.00          | $69727.65          | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2029-01-12      | 3.8690%  | N/A     | $1412000.00        | $1415972.94        | Corporate Debt Securities                         |
| V F CORP SR GLBL NT 3 | 2030-04-23      | 2.9500%  | N/A     | $719000.00         | $653908.93         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $1815000.00        | $2002104.82        | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $200000.00         | $221712.67         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2035-05-01      | 7.7500%  | N/A     | $200000.00         | $225677.56         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $924000.00         | $819800.52         | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2032-01-15      | 5.0000%  | N/A     | $832000.00         | $737477.40         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2036-04-23      | 5.6050%  | N/A     | $5612000.00        | $5784597.06        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $3034000.00        | $3138334.20        | Corporate Debt Securities                         |
| WESCO DISTR INCSR GLB | 2031-04-15      | 5.2500%  | N/A     | $1153000.00        | $1157596.63        | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2029-02-26      | 4.7500%  | N/A     | $97000.00          | $92759.24          | Corporate Debt Securities                         |
| WMG ACQUISITION CORP  | 2029-12-01      | 3.7500%  | N/A     | $120000.00         | $116406.20         | Corporate Debt Securities                         |
| WORKDAY INCSR GLBL NT | 2029-04-01      | 3.7000%  | N/A     | $999000.00         | $978481.65         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $792000.00         | $792132.22         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2030-01-15      | 4.7500%  | N/A     | $2700000.00        | $2706427.50        | Corporate Debt Securities                         |
| ZIGGO BD CO BV SR GLB | 2030-02-28      | 5.1250%  | N/A     | $280000.00         | $249352.99         | Corporate Debt Securities                         |

### Security 139: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UL68, C.4 - ISIN: US22533UL686, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $85509507.30
- **C.18.a - Value (excl. sponsor support):** $85509507.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UKW2, C.4 - ISIN: US22533UKW26, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $78691872.00
- **C.18.a - Value (excl. sponsor support):** $78691872.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XEP5, C.4 - ISIN: US22536XEP50, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50015355.00
- **C.18.a - Value (excl. sponsor support):** $50015355.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-11-16
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UGX5, C.4 - ISIN: US22533UGX54, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $248380075.00
- **C.18.a - Value (excl. sponsor support):** $248380075.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UMX8, C.4 - ISIN: US22533UMX80, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $146504505.00
- **C.18.a - Value (excl. sponsor support):** $146504505.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFM1, C.4 - ISIN: US22536XFM11, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $300051120.00
- **C.18.a - Value (excl. sponsor support):** $300051120.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XJ58, C.4 - ISIN: US22532XJ587, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50003485.00
- **C.18.a - Value (excl. sponsor support):** $50003485.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFL3, C.4 - ISIN: US22536XFL38, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $74977297.50
- **C.18.a - Value (excl. sponsor support):** $74977297.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFW9, C.4 - ISIN: US22536XFW92, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $69982283.00
- **C.18.a - Value (excl. sponsor support):** $69982283.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UKP7, C.4 - ISIN: US22533UKP74, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $128962412.90
- **C.18.a - Value (excl. sponsor support):** $128962412.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3Y2Y5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 150: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ZS3Y5VS
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 151: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3389677645, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: AG4E775
- **C.18 - Value (incl. sponsor support):** $184209807.20
- **C.18.a - Value (excl. sponsor support):** $184209807.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3286698207, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: YEFC1B0
- **C.18 - Value (incl. sponsor support):** $137700066.00
- **C.18.a - Value (excl. sponsor support):** $137700066.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3389797468, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: AG4E7C2
- **C.18 - Value (incl. sponsor support):** $184369738.80
- **C.18.a - Value (excl. sponsor support):** $184369738.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3339859004, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: PCCAF7E
- **C.18 - Value (incl. sponsor support):** $271104102.50
- **C.18.a - Value (excl. sponsor support):** $271104102.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3359738286, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: PE34F33
- **C.18 - Value (incl. sponsor support):** $250877364.00
- **C.18.a - Value (excl. sponsor support):** $250877364.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3368936152, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: PED8C76
- **C.18 - Value (incl. sponsor support):** $188702745.60
- **C.18.a - Value (excl. sponsor support):** $188702745.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274469595, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YCA2B55
- **C.18 - Value (incl. sponsor support):** $209013504.00
- **C.18.a - Value (excl. sponsor support):** $209013504.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3284959379, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YE98328
- **C.18 - Value (incl. sponsor support):** $249197600.00
- **C.18.a - Value (excl. sponsor support):** $249197600.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3293786326, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: YFF2294
- **C.18 - Value (incl. sponsor support):** $258133798.00
- **C.18.a - Value (excl. sponsor support):** $258133798.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MG69, C.4 - ISIN: US22536MG694, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $129487943.00
- **C.18.a - Value (excl. sponsor support):** $129487943.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MH35, C.4 - ISIN: US22536MH353, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $198608420.00
- **C.18.a - Value (excl. sponsor support):** $198608420.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DBS BANK LTD.

- **C.1 - Title:** DBS BANK LTD.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3XZ6K
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: DBS BANK LTD.

- **C.1 - Title:** DBS BANK LTD.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3XZ6Z
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 164: DNB BANK ASA - LONDON BRANCH

- **C.1 - Title:** DNB BANK ASA - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3352591658, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: PD735B5
- **C.18 - Value (incl. sponsor support):** $132205260.30
- **C.18.a - Value (excl. sponsor support):** $132205260.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1K90, C.4 - ISIN: US2332K1K900, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $295780980.00
- **C.18.a - Value (excl. sponsor support):** $295780980.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HWJ3, C.4 - ISIN: US23345HWJ30, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $99841210.00
- **C.18.a - Value (excl. sponsor support):** $99841210.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1RP7, C.4 - ISIN: US2332K1RP75, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $77126864.00
- **C.18.a - Value (excl. sponsor support):** $77126864.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-04-23
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1RU6, C.4 - ISIN: US2332K1RU60, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $192703520.00
- **C.18.a - Value (excl. sponsor support):** $192703520.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-04-28
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1JV3, C.4 - ISIN: US2332K1JV36, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $296110710.00
- **C.18.a - Value (excl. sponsor support):** $296110710.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1S35, C.4 - ISIN: US2332K1S358, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $38517956.00
- **C.18.a - Value (excl. sponsor support):** $38517956.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-05-03
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821MKF9, C.4 - ISIN: US26821MKF94, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $59107236.00
- **C.18.a - Value (excl. sponsor support):** $59107236.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821MHD8, C.4 - ISIN: US26821MHD83, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $49597765.00
- **C.18.a - Value (excl. sponsor support):** $49597765.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WH75, C.4 - ISIN: US23343WH758, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $195976322.91
- **C.18.a - Value (excl. sponsor support):** $195976322.91
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WH67, C.4 - ISIN: US23343WH675, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $48644431.50
- **C.18.a - Value (excl. sponsor support):** $48644431.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT-AM-MAIN - LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3282847402, C.3 - LEI: 529900HNOAA1KXQJUQ27, C.5 - Other ID: YE35663
- **C.18 - Value (incl. sponsor support):** $397737680.00
- **C.18.a - Value (excl. sponsor support):** $397737680.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ECMC GROUP INC FLOAT 12/01/50

- **C.1 - Title:** ECMC GROUP INC FLOAT 12/01/50
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAA2, C.4 - ISIN: US26828NAA28, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $69118000.00
- **C.18.a - Value (excl. sponsor support):** $69118000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3F30, C.4 - ISIN: US2960E3F309, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499747000.00
- **C.18.a - Value (excl. sponsor support):** $499747000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: ERSTE GROUP BANK AG - NEW YORK

- **C.1 - Title:** ERSTE GROUP BANK AG - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: PQOH26KWDF7CG10L6792, C.5 - Other ID: ZS3YC3R
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 179: FAIRWAY FINANCE COMPANY LLC

- **C.1 - Title:** FAIRWAY FINANCE COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WK81, C.4 - ISIN: US30601WK812, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $59152560.00
- **C.18.a - Value (excl. sponsor support):** $59152560.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 180: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GGH0, C.4 - ISIN: US31428GGH02, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $203949375.00
- **C.18.a - Value (excl. sponsor support):** $203949375.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GMJ9, C.4 - ISIN: US31428GMJ93, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $195637880.00
- **C.18.a - Value (excl. sponsor support):** $195637880.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GPR8, C.4 - ISIN: US31428GPR82, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $126158279.00
- **C.18.a - Value (excl. sponsor support):** $126158279.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $348583445.00
- **C.18.a - Value (excl. sponsor support):** $348583445.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $258866140.00
- **C.18.a - Value (excl. sponsor support):** $258866140.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MF22, C.4 - ISIN: US31849MF221, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $74969655.00
- **C.18.a - Value (excl. sponsor support):** $74969655.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **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: N/A, C.5 - Other ID: OSA005RQ5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Corporation (Repo)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2029-06-30      | 4.2500%  | N/A     | $144582700.00      | $147772687.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-05-31      | 4.5000%  | N/A     | $350392400.00      | $362227323.78      | U.S. Treasuries (including strips) |

### Security 187: FIXED INCOME CLEARING CORPORATION (REPO SSB)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO SSB)
- **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: N/A, C.5 - Other ID: OSA005RT9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 Corporation (Repo)

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-11-30      | 3.5000%  | N/A     | $350000000.00      | $346801868.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $160248000.00      | $163198234.59      | U.S. Treasuries (including strips) |

### Security 188: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **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: 0GSC01E85
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACRISURE LLC / ACRISU | 2029-02-15      | 4.2500%  | N/A     | $7052000.00        | $6763345.97        | Corporate Debt Securities                         |
| ACTIVISION BLIZZARD I | 2047-06-15      | 4.5000%  | N/A     | $500000.00         | $379725.00         | Corporate Debt Securities                         |
| ADAMS HOMES INCSR 144 | 2028-10-15      | 9.2500%  | N/A     | $487000.00         | $507875.53         | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $195000.00         | $122254.86         | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS I | 2029-07-15      | 5.7500%  | N/A     | $1279000.00        | $1291473.80        | Corporate Debt Securities                         |
| ALLERGAN FDG SCS SR N | 2035-03-15      | 4.5500%  | N/A     | $75000.00          | $67878.96          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2032-10-01      | 7.3750%  | N/A     | $347000.00         | $348406.02         | Corporate Debt Securities                         |
| ALTICE FRANCE S ASR S | 2032-04-15      | 6.5000%  | N/A     | $20451424.00       | $20064982.98       | Corporate Debt Securities                         |
| ALTICE FRANCE S ASR S | 2029-11-01      | 9.5000%  | N/A     | $14301920.00       | $14589166.12       | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC6. | 2027-05-15      | 6.1250%  | N/A     | $1664000.00        | $1603966.12        | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU | 2029-08-15      | 3.8500%  | N/A     | $10407000.00       | $4394390.01        | Asset-Backed Securities                           |
| AMERIGAS PARTNERS L P | 2031-06-01      | 6.8750%  | N/A     | $24000.00          | $24498.21          | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2029-01-15      | 5.7500%  | N/A     | $1186000.00        | $1191957.01        | Corporate Debt Securities                         |
| APEX CREDIT CLO 2018- | 2031-04-25      | 9.5782%  | N/A     | $5425000.00        | $2194867.96        | Asset-Backed Securities                           |
| APLD COMPUTECO 2 LLC  | 2031-03-15      | 6.7500%  | N/A     | $19000.00          | $19469.73          | Corporate Debt Securities                         |
| ARCHROCK SERVICES LP  | 2034-02-01      | 6.0000%  | N/A     | $5000.00           | $5099.42           | Corporate Debt Securities                         |
| ARETEC ESCROW ISSUER  | 2030-08-15      | 10.0000% | N/A     | $1864000.00        | $2027508.01        | Corporate Debt Securities                         |
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $1754000.00        | $1772251.34        | Corporate Debt Securities                         |
| ARSENAL AIC PARENT LL | 2031-10-01      | 11.5000% | N/A     | $1208000.00        | $1327444.36        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GRO | 2029-11-15      | 4.6250%  | N/A     | $127000.00         | $123467.95         | Corporate Debt Securities                         |
| ATLAS SENIOR LN FND 2 | 2031-10-24      | 9.8787%  | N/A     | $2200000.00        | $1704041.44        | Asset-Backed Securities                           |
| AVIANCA MIDCO 2 LTDSR | 2028-12-01      | 9.0000%  | N/A     | $1662758.00        | $1720123.15        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2032-06-15      | 8.3750%  | N/A     | $83000.00          | $87634.12          | Corporate Debt Securities                         |
| BAFFINLAND IRON MINES | 2026-07-15      | 8.7500%  | N/A     | $3405000.00        | $1779348.96        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRA | 2030-01-22      | 6.5000%  | N/A     | $200000.00         | $212880.51         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-05-11      | 17.1000% | N/A     | $11000.00          | $10362.44          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-08-09      | 0.0000%  | N/A     | $24000.00          | $26430.02          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-08      | 10.6500% | N/A     | $40000.00          | $37844.16          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-30      | 0.0000%  | N/A     | $85000.00          | $139489.51         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-07-03      | 0.0000%  | N/A     | $8000.00           | $9408.74           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-04      | 12.0000% | N/A     | $10000.00          | $9959.90           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 0.0000%  | N/A     | $44000.00          | $48649.74          | Corporate Debt Securities                         |
| BATTALION CLO 2018-12 | 2031-05-19      | 10.0006% | N/A     | $5465000.00        | $4343176.08        | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC | 2028-01-30      | 5.0000%  | N/A     | $515000.00         | $442414.76         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-09-30      | 11.0000% | N/A     | $25000.00          | $26501.94          | Corporate Debt Securities                         |
| BLACKROCK TCP CAPITAL | 2029-05-30      | 6.9500%  | N/A     | $10000.00          | $9862.10           | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE T | 2027-01-15      | 3.7500%  | N/A     | $218000.00         | $218171.86         | Corporate Debt Securities                         |
| BOFA FIN LLC SR GLBL  | 2026-08-05      | 0.0000%  | N/A     | $44000.00          | $48420.50          | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2032-06-01      | 7.0000%  | N/A     | $68000.00          | $73042.28          | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2033-02-13      | 7.2500%  | N/A     | $3885000.00        | $2321665.21        | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT  | 2027-04-01      | 4.5000%  | N/A     | $3109000.00        | $3088636.05        | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT | 2032-02-15      | 6.5000%  | N/A     | $32000.00          | $31570.49          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT | 2029-10-15      | 4.6250%  | N/A     | $203000.00         | $196078.26         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRO | 2031-02-15      | 9.7500%  | N/A     | $1106000.00        | $1211660.79        | Corporate Debt Securities                         |
| CARNIVAL CORP LTDSR G | 2028-01-15      | 6.6500%  | N/A     | $199000.00         | $207923.71         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2032-05-01      | 4.5000%  | N/A     | $81000.00          | $71339.94          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  | N/A     | $20000.00          | $19131.02          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2033-02-01      | 7.0000%  | N/A     | $8538000.00        | $8552296.41        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2031-02-01      | 4.2500%  | N/A     | $20000.00          | $18373.01          | Corporate Debt Securities                         |
| CENTEX HM EQ LN TR 20 | 2035-01-25      | 4.8988%  | N/A     | $111000.00         | $19412.58          | Asset-Backed Securities                           |
| CHARTER COMMUNICATION | 2035-10-23      | 6.3840%  | N/A     | $15000.00          | $15111.21          | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI | 2029-07-01      | 7.6250%  | N/A     | $38000.00          | $40417.83          | Corporate Debt Securities                         |
| CHURCHILL DOWNS INCSR | 2031-05-01      | 6.7500%  | N/A     | $5000.00           | $5128.85           | Corporate Debt Securities                         |
| CIFC LTD 2022-7R E-R2 | 2038-01-22      | 9.0136%  | N/A     | $1375000.00        | $1382403.03        | Asset-Backed Securities                           |
| CITIGROUP CAP IIITIER | 2036-12-01      | 7.6250%  | N/A     | $5626000.00        | $6556379.43        | Corporate Debt Securities                         |
| CLARITEV CORPORATION  | 2031-03-31      | 6.7500%  | N/A     | $529823.00         | $313820.79         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2028-04-15      | 7.7500%  | N/A     | $17342000.00       | $17570085.84       | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  | N/A     | $275000.00         | $228148.10         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITIO | 2030-04-15      | 8.7500%  | N/A     | $48000.00          | $46482.45          | Corporate Debt Securities                         |
| COINBASE GLOBAL INCSR | 2031-10-01      | 3.6250%  | N/A     | $35000.00          | $31068.11          | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2 | 2034-06-15      | 4.6750%  | N/A     | $5234000.00        | $5138783.38        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-02-12      | 3.1904%  | N/A     | $104000.00         | $101919.11         | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS  | 2029-04-15      | 6.8750%  | N/A     | $7184000.00        | $7159522.52        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS  | 2028-04-01      | 6.8750%  | N/A     | $50000.00          | $48803.82          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS  | 2030-04-01      | 6.1250%  | N/A     | $20000000.00       | $18366361.11       | Corporate Debt Securities                         |
| COMPASS MINERALS INTL | 2030-07-01      | 8.0000%  | N/A     | $1840000.00        | $1997078.76        | Corporate Debt Securities                         |
| COMSTOCK RES INC SR G | 2030-01-15      | 5.8750%  | N/A     | $790000.00         | $765081.86         | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY F | 2028-10-15      | 5.6250%  | N/A     | $5565000.00        | $5422396.88        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRAN | 2028-08-01      | 8.7500%  | N/A     | $27000.00          | $17392.58          | Corporate Debt Securities                         |
| CORONADO FINANCE PTY  | 2029-10-01      | 9.2500%  | N/A     | $5646000.00        | $5212120.58        | Corporate Debt Securities                         |
| COTERRA ENERGY OPER C | 2029-03-15      | 4.3750%  | N/A     | $649000.00         | $632433.01         | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY  | 2032-05-15      | 8.0000%  | N/A     | $3595000.00        | $3774753.99        | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $2640000.00        | $2879533.07        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2033-01-15      | 7.3750%  | N/A     | $184000.00         | $192112.82         | Corporate Debt Securities                         |
| CROWN POINT CLO LTD 2 | 2031-10-20      | 10.2368% | N/A     | $2906000.00        | $2195511.80        | Asset-Backed Securities                           |
| CSC HLDGS LLCSR GLBL  | 2029-02-01      | 6.5000%  | N/A     | $12605000.00       | $7757313.08        | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2028-02-01      | 5.3750%  | N/A     | $28860000.00       | $18820704.28       | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2030-01-15      | 5.7500%  | N/A     | $25549000.00       | $7276426.17        | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.  | 2028-01-28      | 6.7500%  | N/A     | $350000.00         | $298118.63         | Corporate Debt Securities                         |
| CVR ENERGY INC SR 144 | 2034-02-15      | 7.8750%  | N/A     | $3106000.00        | $3192148.79        | Corporate Debt Securities                         |
| CVR PARTNERS LP/CVR N | 2028-06-15      | 6.1250%  | N/A     | $8353000.00        | $8585153.07        | Corporate Debt Securities                         |
| CVR PARTNERS LP/CVR N | 2028-06-15      | 6.1250%  | N/A     | $42000.00          | $43167.30          | Corporate Debt Securities                         |
| CWMBS INC 2005-2 2-A- | 2035-03-25      | 4.3388%  | N/A     | $50910000.00       | $936482.28         | Private Label Collateralized Mortgage Obligations |
| DAVITA INC SR GLBL 14 | 2032-09-01      | 6.8750%  | N/A     | $69000.00          | $72553.19          | Corporate Debt Securities                         |
| DENTSPLY SIRONA INCJR | 2055-09-12      | 8.3750%  | N/A     | $162000.00         | $166061.86         | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2028-12-01      | 5.7500%  | N/A     | $18181000.00       | $18351184.26       | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2031-03-01      | 4.3750%  | N/A     | $106000.00         | $97784.41          | Corporate Debt Securities                         |
| DOMTAR CORPSR SEC 144 | 2028-10-01      | 6.7500%  | N/A     | $35110000.00       | $26597053.85       | Corporate Debt Securities                         |
| DONNELLEY R R & SONS  | 2029-04-15      | 6.6250%  | N/A     | $1809000.00        | $1733197.88        | Corporate Debt Securities                         |
| DRYDEN LOAN FUND 2016 | 2030-10-15      | 9.7847%  | N/A     | $10081500.00       | $9438795.20        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2024- | 2039-04-18      | 9.8657%  | N/A     | $4000000.00        | $4137402.83        | Asset-Backed Securities                           |
| EMBARQ CORPSR GLBL NT | 2036-06-01      | 7.9950%  | N/A     | $643000.00         | $199028.33         | Corporate Debt Securities                         |
| ENBRIDGE INC LW TIER  | 2078-03-01      | 6.2500%  | N/A     | $1179000.00        | $1205454.14        | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP | 2030-02-01      | 4.7500%  | N/A     | $276000.00         | $275362.29         | Corporate Debt Securities                         |
| ENERGIZER HLDGS INCSR | 2033-09-15      | 6.0000%  | N/A     | $319000.00         | $307848.82         | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM IN | 2032-05-15      | 8.6250%  | N/A     | $116000.00         | $122170.52         | Corporate Debt Securities                         |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.8400%  | N/A     | $4600000.00        | $4823821.69        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.9800%  | N/A     | $7000000.00        | $7372850.33        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2032-02-17      | 7.6500%  | N/A     | $8480000.00        | $8849532.96        | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-5  | 2035-11-26      | 4.4038%  | N/A     | $1600000.00        | $652894.83         | Asset-Backed Securities                           |
| FHF ISSUER TRUST 2024 | 2031-05-15      | 7.4200%  | N/A     | $7187000.00        | $7277330.21        | Asset-Backed Securities                           |
| FIRST REP BK SAN FRAN | 2047-02-13      | 4.6250%  | N/A     | $47375000.00       | $649892.88         | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2 | 2028-03-15      | 3.6400%  | N/A     | $295000.00         | $290283.70         | Asset-Backed Securities                           |
| FMC CORP GLBL NT 5.65 | 2033-05-18      | 5.6500%  | N/A     | $50000.00          | $45070.82          | Corporate Debt Securities                         |
| FRONERI LUX FINCO S A | 2032-08-01      | 6.0000%  | N/A     | $457000.00         | $454780.50         | Corporate Debt Securities                         |
| GARDA WORLD SECURITY  | 2031-01-15      | 6.5000%  | N/A     | $2568000.00        | $2699704.16        | Corporate Debt Securities                         |
| GEE AUTOMOTIVE HOLDIN | 2031-03-01      | 7.2500%  | N/A     | $1639000.00        | $1686075.27        | Corporate Debt Securities                         |
| GETTY IMAGES INC 1LIE | 2030-11-15      | 10.5000% | N/A     | $119000.00         | $105234.48         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC | 2031-01-15      | 6.7500%  | N/A     | $30000.00          | $31690.35          | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP /  | 2033-07-01      | 7.1250%  | N/A     | $7665000.00        | $7999819.98        | Corporate Debt Securities                         |
| GRAY MEDIA INC 1LIEN  | 2033-08-15      | 7.2500%  | N/A     | $148000.00         | $149545.78         | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB  | 2031-11-15      | 8.6250%  | N/A     | $200000.00         | $202314.83         | Corporate Debt Securities                         |
| GUITAR CTR MGMT INC1L | 2029-01-15      | 8.5000%  | N/A     | $14630960.00       | $12742753.33       | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTION | 2029-03-01      | 9.7500%  | N/A     | $10580000.00       | $11363907.47       | Corporate Debt Securities                         |
| HERC HLDGS INC SR 144 | 2030-06-15      | 7.0000%  | N/A     | $223000.00         | $238571.84         | Corporate Debt Securities                         |
| HIGHTOWER HOLDING LLC | 2030-01-31      | 9.1250%  | N/A     | $1126000.00        | $1192516.42        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2033-11-01      | 8.3750%  | N/A     | $11000.00          | $11779.28          | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENER | 2034-01-15      | 6.6250%  | N/A     | $577000.00         | $596860.18         | Corporate Debt Securities                         |
| HOWDEN UK REFIN PLC & | 2031-02-15      | 7.2500%  | N/A     | $2005000.00        | $2035484.91        | Corporate Debt Securities                         |
| HUB INTL LTD SR 144A  | 2029-12-01      | 5.6250%  | N/A     | $75000.00          | $76123.69          | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2030-01-15      | 3.2500%  | N/A     | $2028000.00        | $1805583.61        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2030-07-15      | 5.2500%  | N/A     | $79000.00          | $79572.09          | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.3967%  | N/A     | $8427000.00        | $7875999.58        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-03-17      | 4.0088%  | N/A     | $3650000.00        | $3077639.69        | Private Label Collateralized Mortgage Obligations |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $195000.00         | $190961.55         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE | 2033-04-30      | 7.1250%  | N/A     | $18000.00          | $18334.58          | Corporate Debt Securities                         |
| KOSMOS ENERGY LTDSR G | 2031-10-01      | 8.7500%  | N/A     | $2000000.00        | $1863194.44        | Corporate Debt Securities                         |
| LCM LTD 2018-28E20301 | 2030-10-21      | 9.6868%  | N/A     | $3550000.00        | $1653568.97        | Asset-Backed Securities                           |
| LCM XVI LTD 2014-16R  | 2031-10-15      | 10.3147% | N/A     | $2000000.00        | $1426173.73        | Asset-Backed Securities                           |
| LD HOLDINGS GROUP LLC | 2028-04-01      | 6.1250%  | N/A     | $4284000.00        | $3731998.27        | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DE | 2029-11-15      | 0.0000%  | N/A     | $535000.00         | $27582.22          | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DE | 2029-07-15      | 0.0000%  | N/A     | $565000.00         | $51069.72          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC  | 2032-02-15      | 8.3750%  | N/A     | $505000.00         | $542478.29         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC  | 2034-05-01      | 7.0000%  | N/A     | $2436000.00        | $2378475.21        | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2034-06-25      | 4.4938%  | N/A     | $225000.00         | $7120.42           | Asset-Backed Securities                           |
| MACYS RETAIL HLDGS LL | 2030-03-15      | 5.8750%  | N/A     | $4490000.00        | $4541977.99        | Corporate Debt Securities                         |
| MAJORDRIVE HOLDINGS I | 2029-06-01      | 6.3750%  | N/A     | $8547000.00        | $7500256.03        | Corporate Debt Securities                         |
| MANITOWOC CO INC SR S | 2031-10-01      | 9.2500%  | N/A     | $4463000.00        | $4868788.36        | Corporate Debt Securities                         |
| MGM RESORTS INTERNATI | 2027-04-15      | 5.5000%  | N/A     | $196000.00         | $197605.68         | Corporate Debt Securities                         |
| MILLROSE PPTYS INC SR | 2030-08-01      | 6.3750%  | N/A     | $12000.00          | $12380.84          | Corporate Debt Securities                         |
| MONG DUONG FIN HLDGS  | 2029-05-07      | 5.1250%  | N/A     | $400000.00         | $188733.60         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2033-08-15      | 4.9250%  | N/A     | $2025000.00        | $1068090.75        | Private Label Collateralized Mortgage Obligations |
| MOZART DEBT MERGER SU | 2029-10-01      | 5.2500%  | N/A     | $1264000.00        | $1272732.13        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2030-12-31      | 5.7500%  | N/A     | $119680.00         | $98617.15          | Corporate Debt Securities                         |
| MURPHY OIL CORPSR GLB | 2032-10-01      | 6.0000%  | N/A     | $198000.00         | $201169.32         | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2029-03-15      | 5.5000%  | N/A     | $11000.00          | $10666.54          | Corporate Debt Securities                         |
| NCL CORP LTD SR GLBL  | 2030-03-01      | 6.2500%  | N/A     | $2863000.00        | $2876106.18        | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY I | 2026-09-30      | 6.5000%  | N/A     | $6447000.00        | $1309532.55        | Corporate Debt Securities                         |
| NEWELL BRANDS INCSR G | 2029-09-15      | 6.6250%  | N/A     | $670000.00         | $681797.40         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2029-09-13      | 5.5500%  | N/A     | $923000.00         | $913646.93         | Corporate Debt Securities                         |
| NORDSTROM INCSR GLBL  | 2044-01-15      | 5.0000%  | N/A     | $29000.00          | $20903.52          | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 4.7500%  | N/A     | $42000.00          | $41076.48          | Corporate Debt Securities                         |
| NRG ENERGY INC SR GLB | 2032-02-15      | 3.8750%  | N/A     | $309000.00         | $287114.90         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2030-09-01      | 6.6250%  | N/A     | $32073000.00       | $34700241.98       | Corporate Debt Securities                         |
| OSAIC HLDGS INCSR SEC | 2032-08-01      | 6.7500%  | N/A     | $2009000.00        | $2072152.92        | Corporate Debt Securities                         |
| OT MERGER CORPORATION | 2029-10-15      | 7.8750%  | N/A     | $359000.00         | $107134.58         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP /  | 2027-08-15      | 5.0000%  | N/A     | $74000.00          | $75023.01          | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC | 2029-05-15      | 12.0000% | N/A     | $6623768.00        | $6472525.30        | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LL | 2030-08-01      | 8.8750%  | N/A     | $10362000.00       | $8281520.52        | Corporate Debt Securities                         |
| PEMEX PROJ FDG MASTER | 2038-06-15      | 6.6250%  | N/A     | $1951000.00        | $1871166.16        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2032-05-15      | 6.8750%  | N/A     | $2269000.00        | $2223605.50        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2033-02-15      | 6.8750%  | N/A     | $42000.00          | $41604.41          | Corporate Debt Securities                         |
| PERRIGO FINANCE UNLIM | 2030-06-15      | 5.1500%  | N/A     | $2729000.00        | $2674368.45        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2050-01-23      | 7.6900%  | N/A     | $200000.00         | $188283.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSPE | 2099-01-01      | 6.6250%  | N/A     | $543000.00         | $426377.55         | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC | 2029-11-01      | 9.8750%  | N/A     | $6452000.00        | $6394838.86        | Corporate Debt Securities                         |
| PIKES PEAK CLO LTD 20 | 2038-04-20      | 8.6752%  | N/A     | $450000.00         | $426295.87         | Asset-Backed Securities                           |
| PILGRIMS PRIDE CORPSR | 2031-04-15      | 4.2500%  | N/A     | $147000.00         | $141630.74         | Corporate Debt Securities                         |
| PPM CLO 2019-3R LTDE- | 2034-07-17      | 10.5520% | N/A     | $7500000.00        | $5347579.91        | Asset-Backed Securities                           |
| PRAIRIE ACQUIROR LPSR | 2029-08-01      | 9.0000%  | N/A     | $561000.00         | $601223.70         | Corporate Debt Securities                         |
| PREFERRED BK LOS ANGE | 2031-06-15      | 3.3750%  | N/A     | $155000.00         | $151364.48         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC | 2031-09-01      | 5.8750%  | N/A     | $13074000.00       | $7247455.69        | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC | 2029-09-01      | 5.6250%  | N/A     | $4654000.00        | $2809852.50        | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC SR | 2032-03-01      | 6.3750%  | N/A     | $6000.00           | $6199.52           | Corporate Debt Securities                         |
| RCKT MTG TR 2024-CES9 | 2044-12-25      | 7.6690%  | N/A     | $669000.00         | $662012.82         | Asset-Backed Securities                           |
| REPUBLIC OF COLOMBIA  | 2061-02-15      | 3.8750%  | N/A     | $259000.00         | $158221.66         | Other Instrument                                  |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $22000.00          | $20470.11          | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2029-11-15      | 10.7500% | N/A     | $170000.00         | $152792.69         | Corporate Debt Securities                         |
| SATURN OIL & GAS INC  | 2029-06-15      | 9.6250%  | N/A     | $25000.00          | $27294.68          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO | 2029-10-15      | 4.5000%  | N/A     | $50000.00          | $49088.50          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE  | 2031-07-15      | 3.3750%  | N/A     | $457000.00         | $399332.31         | Corporate Debt Securities                         |
| SEAGATE HDD CAYMAN SR | 2032-12-01      | 9.6250%  | N/A     | $817834.00         | $944672.10         | Corporate Debt Securities                         |
| SEAGATE HDD CAYMAN SR | 2029-06-01      | 4.0910%  | N/A     | $138000.00         | $137974.85         | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $12075000.00       | $11195215.50       | Corporate Debt Securities                         |
| SERVICE PPTYS TR SR G | 2029-10-01      | 4.9500%  | N/A     | $1893000.00        | $1784900.24        | Corporate Debt Securities                         |
| SERVICE PPTYS TR SR N | 2030-02-15      | 4.3750%  | N/A     | $4983000.00        | $4536268.51        | Corporate Debt Securities                         |
| SESI L L C SR SEC 144 | 2030-09-30      | 7.8750%  | N/A     | $10000.00          | $10449.76          | Corporate Debt Securities                         |
| SFAVE COML MTG TR 201 | 2043-01-08      | 4.3880%  | N/A     | $4970000.00        | $3893239.05        | Private Label Collateralized Mortgage Obligations |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 10.1347% | N/A     | $7975000.00        | $7113994.02        | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 9.7803%  | N/A     | $1850000.00        | $1859259.37        | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC 2L | 2027-10-01      | 8.5000%  | N/A     | $1296870.00        | $1325904.04        | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC SR | 2027-10-01      | 9.7500%  | N/A     | $11560368.00       | $12117674.07       | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2033-02-15      | 8.1250%  | N/A     | $208000.00         | $217042.22         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2032-12-31      | 4.3750%  | N/A     | $9106000.00        | $7413485.49        | Corporate Debt Securities                         |
| SIRIUS XM RADIO LLCSR | 2031-09-01      | 3.8750%  | N/A     | $100000.00         | $91868.22          | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS IN | 2031-06-01      | 3.0000%  | N/A     | $583000.00         | $535050.19         | Corporate Debt Securities                         |
| SOUND PNT CLO XVI 201 | 2030-07-25      | 10.0282% | N/A     | $2000000.00        | $1324172.70        | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2 | 2032-01-26      | 10.8282% | N/A     | $6250000.00        | $5250969.17        | Asset-Backed Securities                           |
| SPEEDWAY MOTORSPORTS  | 2027-11-01      | 4.8750%  | N/A     | $3860000.00        | $3843176.83        | Corporate Debt Securities                         |
| STAPLES INC2LIEN GLBL | 2030-01-15      | 12.7500% | N/A     | $2279088.00        | $1854968.72        | Corporate Debt Securities                         |
| SYNERGY INFRASTRUCTUR | 2030-12-01      | 7.8750%  | N/A     | $563000.00         | $610484.12         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT | 2027-06-01      | 4.8750%  | N/A     | $558000.00         | $474893.81         | Corporate Debt Securities                         |
| TELUS CORPORATIONJR S | 2056-06-09      | 6.3750%  | N/A     | $93000.00          | $95719.71          | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $20000.00          | $20046.86          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0010%  | N/A     | $625000.00         | $638503.13         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 6.8720%  | N/A     | $655000.00         | $661293.82         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0010%  | N/A     | $346000.00         | $347424.83         | Asset-Backed Securities                           |
| TRANSOCEAN INC SR GLB | 2038-03-15      | 6.8000%  | N/A     | $940000.00         | $913292.51         | Corporate Debt Securities                         |
| TRANSOCEAN INC SR GLB | 2032-10-15      | 7.8750%  | N/A     | $2803000.00        | $3015873.84        | Corporate Debt Securities                         |
| TRIMAS CORPSR GLBL 14 | 2029-04-15      | 4.1250%  | N/A     | $14162000.00       | $13684197.72       | Corporate Debt Securities                         |
| TULLOW HOLDCO 2 LTD1L | 2028-11-15      | 15.0000% | N/A     | $234264.00         | $239730.16         | Corporate Debt Securities                         |
| TURNING PT BRANDS INC | 2032-03-15      | 7.6250%  | N/A     | $6757000.00        | $7127713.42        | Corporate Debt Securities                         |
| U S RENAL CARE INC SR | 2027-07-15      | 10.6250% | N/A     | $370000.00         | $355032.99         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018- | 2051-12-15      | 3.0000%  | N/A     | $7067000.00        | $4228407.53        | Private Label Collateralized Mortgage Obligations |
| UKG INCSR SEC 144A NT | 2031-02-01      | 6.8750%  | N/A     | $37000.00          | $37096.00          | Corporate Debt Securities                         |
| UNISYS CORPSR SEC GLB | 2031-01-15      | 10.6250% | N/A     | $450000.00         | $454526.38         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH  | 2034-03-15      | 6.1250%  | N/A     | $128000.00         | $132846.12         | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI | 2032-06-15      | 8.6250%  | N/A     | $84000.00          | $91295.54          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATI | 2031-07-31      | 8.5000%  | N/A     | $76000.00          | $78332.23          | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2033-04-15      | 5.7500%  | N/A     | $210000.00         | $211280.53         | Corporate Debt Securities                         |
| USA COMPRESSION PARTN | 2029-03-15      | 7.1250%  | N/A     | $131000.00         | $136755.59         | Corporate Debt Securities                         |
| V F CORP SR GLBL NT 3 | 2037-11-01      | 6.4500%  | N/A     | $500000.00         | $479848.33         | Corporate Debt Securities                         |
| VENTURE CLO LTD 2018- | 2031-10-22      | 10.1252% | N/A     | $4100000.00        | $1181810.68        | Asset-Backed Securities                           |
| VENTURE GLOBAL PLAQUE | 2035-05-01      | 7.7500%  | N/A     | $10000.00          | $11283.88          | Corporate Debt Securities                         |
| VIBRANT CLO 2021-14 L | 2034-10-20      | 10.7968% | N/A     | $891049.00         | $865472.84         | Asset-Backed Securities                           |
| VIKING CRUISES LTD SR | 2033-10-15      | 5.8750%  | N/A     | $205000.00         | $206551.96         | Corporate Debt Securities                         |
| VIRTUSA CORP / AUSTIN | 2028-12-15      | 7.1250%  | N/A     | $3899000.00        | $3410604.76        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P  | 2028-06-01      | 9.5000%  | N/A     | $226000.00         | $238862.16         | Corporate Debt Securities                         |
| VM CONS INCORPORATED  | 2029-04-15      | 5.5000%  | N/A     | $85000.00          | $72505.19          | Corporate Debt Securities                         |
| VOYAGER PARENT LLC SR | 2032-07-01      | 9.2500%  | N/A     | $17000.00          | $18630.43          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $7539000.00        | $7957795.64        | Corporate Debt Securities                         |
| WELLFLEET CLO 2019-1  | 2032-07-20      | 10.8368% | N/A     | $3369000.00        | $3076772.64        | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2 | 2048-11-18      | 3.8520%  | N/A     | $5000000.00        | $4530430.00        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-06-15      | 3.8410%  | N/A     | $4000000.00        | $3813629.78        | Private Label Collateralized Mortgage Obligations |
| WILSONART LLCSR 144A  | 2032-08-15      | 11.0000% | N/A     | $10925000.00       | $8699553.22        | Corporate Debt Securities                         |
| WMG ACQUISITION CORP  | 2030-07-15      | 3.8750%  | N/A     | $183000.00         | $176224.17         | Corporate Debt Securities                         |
| WOM MOBILE SPA 1LIEN  | 2031-04-01      | 11.0000% | N/A     | $64857.00          | $67999.90          | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESO | 2028-08-15      | 4.3750%  | N/A     | $168000.00         | $167507.57         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2031-02-15      | 7.1250%  | N/A     | $109000.00         | $117531.79         | Corporate Debt Securities                         |
| XHR LP SR GLBL REGS 3 | 2030-05-15      | 6.6250%  | N/A     | $275000.00         | $281874.01         | Corporate Debt Securities                         |
| XHR LP SR SEC GLBL 29 | 2029-06-01      | 4.8750%  | N/A     | $435000.00         | $438181.66         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA  | 2033-09-30      | 7.0000%  | N/A     | $15186.00          | $15293.85          | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA  | 2029-06-30      | 9.0000%  | N/A     | $17336.00          | $18522.82          | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2030-01-15      | 4.7500%  | N/A     | $54000.00          | $54128.55          | Corporate Debt Securities                         |
| ZAIS CLO 11, LIMITED  | 2032-01-20      | 10.6968% | N/A     | $6250000.00        | $3680364.02        | Asset-Backed Securities                           |
| ZF NORTH AMER CAP INC | 2030-04-14      | 7.1250%  | N/A     | $215000.00         | $217895.24         | Corporate Debt Securities                         |

### Security 189: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **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: 0GSC01E93
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AAG FH UK PLC/GL AU H | 2029-08-15      | 11.5000% | N/A     | $13202000.00       | $14036395.74       | Corporate Debt Securities                         |
| ABRA GLOBAL FINSR SEC | 2029-10-22      | 14.0000% | N/A     | $206737.00         | $207217.55         | Corporate Debt Securities                         |
| ABS CORP HEQ 2005-HE4 | 2035-05-25      | 5.7238%  | N/A     | $3300000.00        | $1797753.24        | Asset-Backed Securities                           |
| ACADEMY LTD / ACADEMY | 2031-05-15      | 5.8750%  | N/A     | $45000.00          | $45368.01          | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COM | 2033-03-15      | 7.3750%  | N/A     | $18000.00          | $18721.62          | Corporate Debt Securities                         |
| ACE SECS HEQ 2005-HE2 | 2035-04-25      | 4.7188%  | N/A     | $800000.00         | $65572.42          | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-SL4 | 2036-09-25      | 6.6400%  | N/A     | $12038000.00       | $214101.02         | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1 B2 | 2036-10-20      | 5.5395%  | N/A     | $15000000.00       | $15023139.57       | Asset-Backed Securities                           |
| ACTIVISION BLIZZARD I | 2027-06-15      | 3.4000%  | N/A     | $29000.00          | $28813.50          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2033-08-01      | 7.3750%  | N/A     | $27000.00          | $28671.40          | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A | 2036-01-20      | 7.6250%  | N/A     | $12460000.00       | $10894409.65       | Corporate Debt Securities                         |
| AFFINITY GAMINGSR SEC | 2027-12-15      | 6.8750%  | N/A     | $17073000.00       | $10517361.63       | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2032-03-31      | 5.6250%  | N/A     | $63000.00          | $62624.60          | Corporate Debt Securities                         |
| ALGOMA STL INC SR SEC | 2029-04-15      | 9.1250%  | N/A     | $1469000.00        | $1436010.34        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2029-11-01      | 5.8750%  | N/A     | $1406000.00        | $1378455.68        | Corporate Debt Securities                         |
| ALTICE FINANCING S.A. | 2028-01-15      | 5.0000%  | N/A     | $1440000.00        | $1085574.40        | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2 | 2034-04-25      | 3.5253%  | N/A     | $8500000.00        | $1484467.93        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 2.4270%  | N/A     | $2024000.00        | $2001075.50        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 3.8040%  | N/A     | $1702000.00        | $1686036.38        | Asset-Backed Securities                           |
| AQUA FIN ISSUERTR 202 | 2051-05-17      | 6.1600%  | N/A     | $3000000.00        | $2822423.59        | Asset-Backed Securities                           |
| AQUA FIN TR 2019-A D2 | 2040-07-16      | 6.0700%  | N/A     | $16065000.00       | $5659523.44        | Asset-Backed Securities                           |
| ARBOR REALTY SENIOR I | 2028-12-30      | 5.0000%  | N/A     | $616000.00         | $576695.78         | Corporate Debt Securities                         |
| ARC FALCON I INC / AR | 2033-03-01      | 9.7500%  | N/A     | $6103000.00        | $6021886.04        | Corporate Debt Securities                         |
| ARCHWEST 2025-RTL1 M2 | 2040-10-25      | 17.0068% | N/A     | $12000000.00       | $11954447.86       | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-09-25      | 3.8488%  | N/A     | $3000000.00        | $476361.08         | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-04-25      | 3.9388%  | N/A     | $1000000.00        | $6732.01           | Asset-Backed Securities                           |
| ARGENTINE REPUBLIC VR | 2035-12-15      | 0.0000%  | N/A     | $70332160.00       | $2918784.64        | Other Instrument                                  |
| ASCENT RES UTICA HLDG | 2033-07-15      | 6.6250%  | N/A     | $141000.00         | $147917.42         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTDSR | 2030-02-14      | 9.6250%  | N/A     | $9691000.00        | $9648097.14        | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLD | 2031-05-15      | 7.1250%  | N/A     | $1469000.00        | $1478593.79        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRA | 2030-01-22      | 6.5000%  | N/A     | $200000.00         | $211886.11         | Corporate Debt Securities                         |
| BANIJAY ENTMT S A SSR | 2029-05-01      | 8.1250%  | N/A     | $767000.00         | $794036.32         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-29      | 0.0000%  | N/A     | $10000.00          | $15297.75          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-03      | 0.0000%  | N/A     | $50000.00          | $52032.90          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-08      | 11.1000% | N/A     | $50000.00          | $49796.75          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-05      | 0.0000%  | N/A     | $7000.00           | $8356.51           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-11-13      | 12.5508% | N/A     | $10000.00          | $7611.00           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-15      | 11.4000% | N/A     | $8000.00           | $7346.25           | Corporate Debt Securities                         |
| BARINGS CLO LTD 2022- | 2039-07-15      | 6.7731%  | N/A     | $1000000.00        | $997671.23         | Asset-Backed Securities                           |
| BAUSCH HEALTH COS INC | 2027-01-31      | 8.5000%  | N/A     | $52000.00          | $53182.34          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2031-02-15      | 5.2500%  | N/A     | $534000.00         | $310754.18         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2027-01-31      | 8.5000%  | N/A     | $1202000.00        | $1229330.14        | Corporate Debt Securities                         |
| BBAM US CLO LTD 2025- | 2038-07-26      | 0.0000%  | N/A     | $4000000.00        | $2742044.00        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK | 2034-03-25      | 4.5988%  | N/A     | $900000.00         | $125396.53         | Asset-Backed Securities                           |
| BLACK DIAMOND CLO 201 | 2031-04-28      | 0.0000%  | N/A     | $400000.00         | $58263.60          | Asset-Backed Securities                           |
| BLACK DIAMOND CLO 201 | 2028-04-26      | 0.0000%  | N/A     | $2200000.00        | $320449.80         | Asset-Backed Securities                           |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $200000.00         | $202322.14         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2028-01-10      | 4.5000%  | N/A     | $8638000.00        | $5881743.77        | Corporate Debt Securities                         |
| C-BASS TRUST 2006-CB7 | 2036-10-25      | 4.0188%  | N/A     | $1578000.00        | $312641.84         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB1 | 2037-01-25      | 3.0889%  | N/A     | $1200000.00        | $38582.74          | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB5 | 2037-04-25      | 4.1988%  | N/A     | $2570000.00        | $496058.92         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB6 | 2037-07-25      | 3.8888%  | N/A     | $22300000.00       | $638100.13         | Asset-Backed Securities                           |
| CALIFORNIA RES CORPSR | 2034-01-15      | 7.0000%  | N/A     | $2881000.00        | $3032444.57        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2027-02-02      | 0.0000%  | N/A     | $225000.00         | $253835.33         | Corporate Debt Securities                         |
| CARLYLE US CLO 2019-1 | 2031-04-21      | 0.0000%  | N/A     | $2925000.00        | $585000.00         | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 20 | 2032-09-25      | 4.8488%  | N/A     | $11450000.00       | $1911073.37        | Asset-Backed Securities                           |
| CHARTER COMMUNICATION | 2063-04-01      | 5.5000%  | N/A     | $2212000.00        | $1707334.66        | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2034-02-01      | 6.6500%  | N/A     | $150000.00         | $157381.08         | Corporate Debt Securities                         |
| CIFC FUNDING 2021-II  | 2034-04-17      | 0.0000%  | N/A     | $12323500.00       | $5052635.00        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2020 | 2038-10-20      | 0.0000%  | N/A     | $13471456.00       | $7308669.02        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2045-11-27      | 5.0488%  | N/A     | $5512000.00        | $4825167.51        | Asset-Backed Securities                           |
| CLEVELAND-CLIFFS INC  | 2031-03-01      | 4.8750%  | N/A     | $4875000.00        | $4579120.00        | Corporate Debt Securities                         |
| CLUE OPCO LLC1LIEN 14 | 2031-10-15      | 9.5000%  | N/A     | $5000000.00        | $4719405.56        | Corporate Debt Securities                         |
| COLLEGE AVE ST LN2019 | 2048-12-28      | 3.8100%  | N/A     | $1207000.00        | $366178.59         | Asset-Backed Securities                           |
| COLLEGE AVE STD LN LL | 2051-07-25      | 2.3200%  | N/A     | $200000.00         | $69817.52          | Asset-Backed Securities                           |
| COMMONBOND ST LN TR 2 | 2051-10-25      | 1.6900%  | N/A     | $135000.00         | $20022.14          | Asset-Backed Securities                           |
| COMMONBOND STUDNT LN  | 2040-10-25      | 4.0000%  | N/A     | $265000.00         | $27967.27          | Asset-Backed Securities                           |
| CONNECT HLDG II LLCSR | 2031-04-03      | 10.5000% | N/A     | $32353000.00       | $34279189.78       | Corporate Debt Securities                         |
| COX ASSET MEXICO SA D | 2036-05-08      | 7.7500%  | N/A     | $14059000.00       | $14438885.90       | Corporate Debt Securities                         |
| CPS AUTO RECV TR 2023 | 2031-05-15      | 10.1300% | N/A     | $5730000.00        | $6267275.99        | Asset-Backed Securities                           |
| CRESCENT ENERGY FINAN | 2029-07-31      | 7.7500%  | N/A     | $534000.00         | $549682.54         | Corporate Debt Securities                         |
| CSAIL COML MTG TR 201 | 2048-08-17      | 4.1985%  | N/A     | $1200000.00        | $944806.25         | Private Label Collateralized Mortgage Obligations |
| CSC HLDGS LLCSR GLBL  | 2027-04-15      | 5.5000%  | N/A     | $31550000.00       | $23458441.61       | Corporate Debt Securities                         |
| CWABS ABS NTS TR 2006 | 2046-06-25      | 4.5238%  | N/A     | $1000000.00        | $58892.21          | Asset-Backed Securities                           |
| CWABS INC 2005-3 MV-7 | 2035-05-25      | 5.6488%  | N/A     | $250000.00         | $234984.18         | Asset-Backed Securities                           |
| CWABS INC 2006-172-A- | 2034-12-25      | 4.1788%  | N/A     | $100000.00         | $70985.45          | Asset-Backed Securities                           |
| CWABS INC 2006-241-A2 | 2035-07-25      | 3.9788%  | N/A     | $2300000.00        | $230428.34         | Asset-Backed Securities                           |
| CWABS INC 2007-3 2-A- | 2034-11-25      | 4.1188%  | N/A     | $1700000.00        | $459010.52         | Asset-Backed Securities                           |
| DAVIS PARK CLO LTD 20 | 2035-04-20      | 0.0000%  | N/A     | $3522940.00        | $56367.04          | Asset-Backed Securities                           |
| DAVIS PARK CLO LTD 20 | 2035-04-20      | 0.0000%  | N/A     | $3522940.00        | $1197799.60        | Asset-Backed Securities                           |
| DISCOVERY GLOBAL HOLD | 2029-03-15      | 4.0540%  | N/A     | $9000.00           | $9075.00           | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-07-01      | 7.7500%  | N/A     | $16528000.00       | $17013445.72       | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $8069000.00        | $8249248.01        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $2634000.00        | $2729511.77        | Corporate Debt Securities                         |
| DIVIDEND SLR LN LLC 2 | 2038-07-20      | 4.2900%  | N/A     | $4370000.00        | $1389463.01        | Asset-Backed Securities                           |
| DIVIDEND SOLAR LOANS  | 2038-12-20      | 4.2500%  | N/A     | $3170000.00        | $1137054.43        | Asset-Backed Securities                           |
| DONNELLEY R R & SONS  | 2029-08-01      | 10.8750% | N/A     | $25947000.00       | $27658615.48       | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2018-5 | 2031-01-15      | 0.0000%  | N/A     | $2659216.00        | $39688.80          | Asset-Backed Securities                           |
| ECOBANK TRANSNATIONAL | 2029-10-15      | 10.1250% | N/A     | $200000.00         | $218425.00         | Corporate Debt Securities                         |
| EDUCATION FDG TR 2020 | 2041-07-25      | 2.7900%  | N/A     | $1640000.00        | $201920.44         | Asset-Backed Securities                           |
| ENDURANCE INTL GROUP  | 2029-02-15      | 6.0000%  | N/A     | $77000.00          | $44839.67          | Corporate Debt Securities                         |
| EQUIFIRST LN SEC TR 2 | 2037-04-25      | 4.0788%  | N/A     | $1500000.00        | $319822.60         | Asset-Backed Securities                           |
| EQUIFIRST MTG LN TR 2 | 2034-12-25      | 6.3238%  | N/A     | $2000000.00        | $608200.44         | Asset-Backed Securities                           |
| EXETER ATM REC TR 202 | 2029-10-15      | 5.0200%  | N/A     | $6500000.00        | $6475567.95        | Asset-Backed Securities                           |
| EXETER AUTOMOBLE REC  | 2033-06-15      | 7.1500%  | N/A     | $4000000.00        | $4020914.22        | Asset-Backed Securities                           |
| FHF ISSUER TR 2025-2  | 2030-05-15      | 5.7500%  | N/A     | $200000.00         | $194355.53         | Asset-Backed Securities                           |
| FHF ISSUER TRUST 2026 | 2030-09-16      | 5.4100%  | N/A     | $5100000.00        | $5132138.22        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 20 | 2035-02-25      | 6.3988%  | N/A     | $2250000.00        | $1428318.42        | Asset-Backed Securities                           |
| FIGRE TR 2023-HE2A205 | 2053-05-25      | 6.5120%  | N/A     | $1500000.00        | $745589.15         | Asset-Backed Securities                           |
| FIGRE TR 2026-HF3A1B2 | 2056-03-27      | 5.2621%  | N/A     | $6822000.00        | $6558161.02        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE5  | 2054-10-25      | 5.4400%  | N/A     | $2800000.00        | $1884309.79        | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE5  | 2054-10-25      | 8.6300%  | N/A     | $2907000.00        | $2997753.31        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-PF2  | 2055-10-25      | 5.0170%  | N/A     | $5250000.00        | $4396866.89        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2035-01-25      | 6.3988%  | N/A     | $3000000.00        | $2103280.44        | Asset-Backed Securities                           |
| FIRST QUANTUM MINERAL | 2031-06-01      | 8.6250%  | N/A     | $14666000.00       | $15931908.01       | Corporate Debt Securities                         |
| FIRST REP BK SAN FRAN | 2047-02-13      | 4.6250%  | N/A     | $1405000.00        | $19273.87          | Corporate Debt Securities                         |
| FOUNDATION FIN TR 202 | 2050-03-15      | 6.5900%  | N/A     | $3500000.00        | $2701074.30        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2042-01-15      | 3.6700%  | N/A     | $2968000.00        | $1883210.07        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2043-12-15      | 7.2200%  | N/A     | $3101000.00        | $1940861.85        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2050-03-15      | 4.9300%  | N/A     | $574000.00         | $432604.42         | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2043-12-15      | 6.2700%  | N/A     | $6702000.00        | $4138164.99        | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004 | 2034-07-25      | 4.5538%  | N/A     | $1200000.00        | $364624.92         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004 | 2034-05-25      | 4.5688%  | N/A     | $60906.00          | $24322.42          | Asset-Backed Securities                           |
| GENERATE CLO 13 LTDSU | 2037-01-21      | 0.0000%  | N/A     | $13000000.00       | $5850000.00        | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER  | 2031-06-16      | 7.2500%  | N/A     | $4187000.00        | $4313018.00        | Asset-Backed Securities                           |
| GOODLEAP HM IMP SOL T | 2046-10-22      | 5.3500%  | N/A     | $3449000.00        | $2041021.31        | Asset-Backed Securities                           |
| GREEN DOT CORP SR GLB | 2029-09-15      | 8.7500%  | N/A     | $274000.00         | $303588.19         | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC1LIE | 2030-07-31      | 13.0000% | N/A     | $770969.00         | $638906.29         | Corporate Debt Securities                         |
| GSAMP TRUST 2004-OPT  | 2034-11-25      | 3.6130%  | N/A     | $1504000.00        | $66567.53          | Asset-Backed Securities                           |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.0000%  | N/A     | $8770318.00        | $95712.21          | Asset-Backed Securities                           |
| HERTZ CORP 1LIEN GLBL | 2029-07-15      | 12.6250% | N/A     | $481000.00         | $460366.57         | Corporate Debt Securities                         |
| HILTON GRAND VACATION | 2032-01-15      | 6.6250%  | N/A     | $50000.00          | $51997.99          | Corporate Debt Securities                         |
| HOME EQUITY MTG TR 20 | 2036-07-25      | 5.9100%  | N/A     | $3580000.00        | $11114.71          | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006 | 2036-10-25      | 3.7988%  | N/A     | $24231000.00       | $99883.54          | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006 | 2036-12-26      | 4.1388%  | N/A     | $1000000.00        | $110660.30         | Asset-Backed Securities                           |
| ICAHN ENTERPRISES LP/ | 2027-05-15      | 5.2500%  | N/A     | $4811000.00        | $4772904.90        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS  | 2030-08-15      | 7.7500%  | N/A     | $1695322.00        | $1644935.15        | Corporate Debt Securities                         |
| INRETAIL CONSUMERSR S | 2028-03-22      | 3.2500%  | N/A     | $925000.00         | $898996.97         | Corporate Debt Securities                         |
| ITHACA ENERGY NORTH S | 2029-10-15      | 8.1250%  | N/A     | $985000.00         | $1036525.90        | Corporate Debt Securities                         |
| IXIS REAL ESTATE TR 2 | 2036-03-25      | 4.2988%  | N/A     | $109000.00         | $22020.08          | Asset-Backed Securities                           |
| JEFFERIES FINANCE LLC | 2031-10-15      | 6.6250%  | N/A     | $211000.00         | $209942.30         | Corporate Debt Securities                         |
| KAROON USA FIN INC SR | 2029-05-14      | 10.5000% | N/A     | $396000.00         | $412071.66         | Corporate Debt Securities                         |
| KENNEDY WILSON INC NT | 2031-03-01      | 5.0000%  | N/A     | $100000.00         | $102314.22         | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLCSR | 2031-04-01      | 5.8750%  | N/A     | $4261000.00        | $4332586.58        | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC | 2027-11-01      | 8.7500%  | N/A     | $20047000.00       | $19235207.87       | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS  | 2029-04-15      | 6.0000%  | N/A     | $9919000.00        | $9514525.22        | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2036-10-25      | 4.0188%  | N/A     | $700000.00         | $100298.44         | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2034-09-25      | 6.1988%  | N/A     | $1700000.00        | $11212.38          | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2036-07-25      | 3.8988%  | N/A     | $17700000.00       | $649757.58         | Asset-Backed Securities                           |
| MARLETTE FDING TR 202 | 2033-06-15      | 7.9200%  | N/A     | $1000000.00        | $975940.55         | Asset-Backed Securities                           |
| MARLETTE FDING TR 202 | 2033-04-15      | 8.1500%  | N/A     | $8000000.00        | $6618627.61        | Asset-Backed Securities                           |
| MASTR ABS TRUST 2006- | 2036-08-25      | 3.9988%  | N/A     | $500000.00         | $60117.64          | Asset-Backed Securities                           |
| MBIA GLOBAL FDG LLC M | 2031-12-15      | 0.0000%  | N/A     | $16720000.00       | $9087286.56        | Corporate Debt Securities                         |
| MIWD HOLDCO II LLC /  | 2030-02-01      | 5.5000%  | N/A     | $2000000.00        | $1906875.56        | Corporate Debt Securities                         |
| ML FF MTG LN TR 2007- | 2037-10-25      | 5.6988%  | N/A     | $34500000.00       | $5384725.49        | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007- | 2037-04-25      | 3.9788%  | N/A     | $9700000.00        | $718241.53         | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007- | 2037-05-26      | 4.1788%  | N/A     | $690000.00         | $110844.61         | Asset-Backed Securities                           |
| ML MTG INV TR 2007-HE | 2037-02-25      | 3.9388%  | N/A     | $3100000.00        | $68634.95          | Asset-Backed Securities                           |
| ML MTG INVESTORS 2004 | 2034-10-25      | 6.0988%  | N/A     | $2000000.00        | $249946.60         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-10-25      | 3.9188%  | N/A     | $500000.00         | $104289.75         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2037-02-25      | 3.8788%  | N/A     | $2000000.00        | $365896.07         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.8088%  | N/A     | $1400000.00        | $276654.12         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-09-25      | 4.0188%  | N/A     | $2000000.00        | $438904.21         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.7588%  | N/A     | $20000000.00       | $326756.79         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-08-25      | 3.9788%  | N/A     | $2000000.00        | $337442.52         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2034-07-25      | 4.5538%  | N/A     | $1300000.00        | $540951.45         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.7688%  | N/A     | $15000000.00       | $284264.39         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2035-01-25      | 4.4788%  | N/A     | $600000.00         | $107145.88         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.8088%  | N/A     | $140000.00         | $11373.07          | Asset-Backed Securities                           |
| MOSAIC SOLAR LNS 2019 | 2043-12-21      | 0.0000%  | N/A     | $7042000.00        | $1954359.22        | Asset-Backed Securities                           |
| MSU ENERGY S A SR SEC | 2030-12-05      | 9.7500%  | N/A     | $410000.00         | $430346.25         | Corporate Debt Securities                         |
| NATIONAL COLL ST LN T | 2038-03-25      | 0.0100%  | N/A     | $100000.00         | $65432.39          | Asset-Backed Securities                           |
| NATIONAL COLL ST LN T | 2032-02-25      | 4.1688%  | N/A     | $13900000.00       | $392472.06         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN T | 2033-01-25      | 3.9888%  | N/A     | $920000.00         | $125805.47         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN T | 2037-08-25      | 4.4088%  | N/A     | $21200886.00       | $8001.21           | Asset-Backed Securities                           |
| NATIONAL COLL ST LN T | 2037-07-25      | 4.1988%  | N/A     | $2000000.00        | $1033089.89        | Asset-Backed Securities                           |
| NAVIENT PRIV ED LN TR | 2069-09-15      | 2.5000%  | N/A     | $105000.00         | $88282.34          | Asset-Backed Securities                           |
| NEUBERGER BER LN 2021 | 2034-10-16      | 0.0000%  | N/A     | $10700000.00       | $4173000.00        | Asset-Backed Securities                           |
| NEW ENTERPRISE STONE  | 2028-07-15      | 5.2500%  | N/A     | $173000.00         | $175577.99         | Corporate Debt Securities                         |
| NEWCASTLE MTG SECS TR | 2037-04-27      | 4.1988%  | N/A     | $1722300.00        | $1439525.72        | Asset-Backed Securities                           |
| NICKEL INDS LTDSR REG | 2030-09-30      | 9.0000%  | N/A     | $1000000.00        | $1053250.00        | Corporate Debt Securities                         |
| NOVASTAR MTG FDG TR 2 | 2036-11-25      | 4.0388%  | N/A     | $800000.00         | $111246.60         | Asset-Backed Securities                           |
| NUFARM AUSTRALIA LTD  | 2030-01-27      | 5.0000%  | N/A     | $24000.00          | $22786.19          | Corporate Debt Securities                         |
| NYACK PARK CLO LTD 20 | 2034-10-20      | 0.0000%  | N/A     | $358700.00         | $100436.00         | Asset-Backed Securities                           |
| OAK-EAGLE ACQUIRECO I | 2033-07-01      | 7.2500%  | N/A     | $10000.00          | $10515.21          | Corporate Debt Securities                         |
| OBX TR 2025-HE1M-3205 | 2055-02-25      | 6.2121%  | N/A     | $12987000.00       | $13070704.25       | Asset-Backed Securities                           |
| OCTAGON INV PNRS 27 2 | 2030-07-15      | 11.7847% | N/A     | $3250000.00        | $137583.99         | Asset-Backed Securities                           |
| OLIN CORPSR GLBL 144A | 2033-04-01      | 6.6250%  | N/A     | $11000.00          | $11037.22          | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $719000.00         | $705967.73         | Corporate Debt Securities                         |
| OPTION ONE MTG LN TR  | 2035-05-25      | 4.5688%  | N/A     | $225000.00         | $198631.97         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 6.9420%  | N/A     | $1267000.00        | $502016.56         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-07-15      | 5.8710%  | N/A     | $14000000.00       | $7801984.87        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 5.7050%  | N/A     | $2000000.00        | $1600080.46        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRT TR | 2032-07-15      | 5.8670%  | N/A     | $1500000.00        | $1139016.06        | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN  | 2035-02-25      | 5.0488%  | N/A     | $1800000.00        | $40257.59          | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN  | 2035-05-25      | 4.6438%  | N/A     | $1000000.00        | $179607.57         | Asset-Backed Securities                           |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $2563156.00        | $2858074.87        | Corporate Debt Securities                         |
| PRET 2026-NPL3 LLC A- | 2056-02-25      | 4.9682%  | N/A     | $195000.00         | $190423.40         | Asset-Backed Securities                           |
| PRET 2026-NPL4 LLC M2 | 2056-03-25      | 0.0000%  | N/A     | $53200896.00       | $52716342.24       | Asset-Backed Securities                           |
| PROSPER MRKTPL ISSU T | 2029-08-15      | 10.9800% | N/A     | $1201000.00        | $1213531.23        | Asset-Backed Securities                           |
| PROVIDENT FDG ASSOCIA | 2029-09-15      | 9.7500%  | N/A     | $766000.00         | $814680.58         | Corporate Debt Securities                         |
| RCO X MORTGAGE LLC 20 | 2031-03-25      | 5.5358%  | N/A     | $4691000.00        | $4502316.00        | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2005- | 2036-02-25      | 6.5660%  | N/A     | $502386.00         | $432354.84         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.9090%  | N/A     | $955000.00         | $225616.30         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.7420%  | N/A     | $11244000.00       | $661862.45         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.6120%  | N/A     | $775000.00         | $173670.57         | Asset-Backed Securities                           |
| RESH-DRN PG MT AT TR  | 2035-03-26      | 5.8830%  | N/A     | $5000000.00        | $5024269.58        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2034-12-25      | 6.3238%  | N/A     | $3185000.00        | $2321910.50        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2035-10-25      | 4.6438%  | N/A     | $3000000.00        | $2613254.37        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2035-12-25      | 5.5000%  | N/A     | $15415000.00       | $784592.02         | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR  | 2054-04-25      | 6.2550%  | N/A     | $276204.00         | $183176.37         | Asset-Backed Securities                           |
| SASOL FING USA LLC SR | 2029-05-03      | 8.7500%  | N/A     | $469000.00         | $499573.85         | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS IN | 2029-05-01      | 6.6250%  | N/A     | $86000.00          | $85802.44          | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS IN | 2028-05-01      | 4.8750%  | N/A     | $2339000.00        | $2325390.92        | Corporate Debt Securities                         |
| SECURITIZED ASSET REC | 2036-06-25      | 3.9788%  | N/A     | $228000.00         | $37141.01          | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2037-04-25      | 4.2588%  | N/A     | $1178000.00        | $229084.33         | Asset-Backed Securities                           |
| SENSATA TECHNOLOGIES  | 2031-02-15      | 3.7500%  | N/A     | $20000.00          | $18936.27          | Corporate Debt Securities                         |
| SG MTG SECS TR 2006-O | 2036-10-25      | 4.1188%  | N/A     | $300000.00         | $245812.87         | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 12.1147% | N/A     | $2900000.00        | $318645.07         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR  | 2032-09-15      | 5.5353%  | N/A     | $3000000.00        | $597803.74         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR  | 2032-06-15      | 4.6856%  | N/A     | $4492000.00        | $242758.18         | Asset-Backed Securities                           |
| SM ENERGY COMPANYSR G | 2028-07-01      | 8.3750%  | N/A     | $25000.00          | $26499.76          | Corporate Debt Securities                         |
| SMB PRIVATE ED LN TR  | 2054-09-15      | 0.0000%  | N/A     | $1367180.00        | $17647.23          | Asset-Backed Securities                           |
| SOFI PRFSSNAL LN PRGR | 2048-08-17      | 3.7300%  | N/A     | $110000.00         | $103109.99         | Asset-Backed Securities                           |
| SOFI PRFSSNAL PRGRM 2 | 2046-05-15      | 3.1200%  | N/A     | $600000.00         | $539991.20         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005- | 2035-04-25      | 3.9874%  | N/A     | $2000000.00        | $178160.32         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-10-25      | 4.5988%  | N/A     | $2900000.00        | $464360.89         | Asset-Backed Securities                           |
| SOUTHSTATE BK CORP SU | 2034-08-15      | 8.3750%  | N/A     | $81000.00          | $87536.25          | Corporate Debt Securities                         |
| STAPLES INCSR REGS NT | 2027-04-15      | 10.7500% | N/A     | $493000.00         | $469281.22         | Corporate Debt Securities                         |
| STREAM INNOV ISSUE TR | 2044-07-15      | 7.8900%  | N/A     | $280000.00         | $252509.19         | Asset-Backed Securities                           |
| STREAM INNOV ISSUE TR | 2044-07-15      | 11.4000% | N/A     | $2000000.00        | $1887158.08        | Asset-Backed Securities                           |
| STRUCTURED ASSET INV  | 2034-09-25      | 4.0510%  | N/A     | $1240000.00        | $193633.09         | Asset-Backed Securities                           |
| SUBURBAN PROPANE PART | 2031-06-01      | 5.0000%  | N/A     | $862000.00         | $847003.12         | Corporate Debt Securities                         |
| SYNAPTICS INCSR GLBL  | 2029-06-15      | 4.0000%  | N/A     | $22000.00          | $21433.55          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC | 2041-09-01      | 5.5000%  | N/A     | $6000.00           | $5236.29           | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2065-06-25      | 2.4217%  | N/A     | $22300000.00       | $839149.28         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-01-25      | 1.5000%  | N/A     | $16658000.00       | $515090.64         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 1.0000%  | N/A     | $22300000.00       | $445550.92         | Asset-Backed Securities                           |
| TRUENOORD CAPITAL DAC | 2030-03-01      | 8.7500%  | N/A     | $1707000.00        | $1782601.13        | Corporate Debt Securities                         |
| UKRAINE GOVERNMENT GL | 2035-02-01      | 0.0000%  | N/A     | $7009.00           | $4062.63           | Other Instrument                                  |
| UKRAINE GOVERNMENT GL | 2029-02-01      | 4.5000%  | N/A     | $1000.00           | $851.75            | Other Instrument                                  |
| UNIVISION COMMUNICATI | 2032-08-01      | 9.3750%  | N/A     | $80000.00          | $84262.33          | Corporate Debt Securities                         |
| UPST SECURITIZATION T | 2035-04-20      | 9.2700%  | N/A     | $3300000.00        | $3503515.95        | Asset-Backed Securities                           |
| UPSTART ASSET TR I SE | 2052-04-29      | 0.0100%  | N/A     | $48102016.00       | $42855625.32       | Asset-Backed Securities                           |
| UPSTART ASSET TR II 2 | 2030-02-20      | 0.0000%  | N/A     | $44250.00          | $4024766.98        | Asset-Backed Securities                           |
| UPSTART PT TR 2022-ST | 2030-04-20      | 0.0000%  | N/A     | $13053000.00       | $16786.16          | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-3 | 2032-06-20      | 8.5000%  | N/A     | $13800000.00       | $6042791.41        | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2032-05-20      | 8.4300%  | N/A     | $46791000.00       | $11179678.46       | Asset-Backed Securities                           |
| UPSTART SECU TR 2026- | 2036-05-20      | 5.8300%  | N/A     | $2250000.00        | $2256613.37        | Asset-Backed Securities                           |
| UPSTART SECURITIZ TR  | 2034-11-20      | 8.6800%  | N/A     | $2751000.00        | $2868434.69        | Asset-Backed Securities                           |
| UPSTART SECURITIZ TRU | 2036-03-20      | 4.9800%  | N/A     | $2521000.00        | $2514551.28        | Asset-Backed Securities                           |
| UPSTART SECURITIZATI  | 2035-06-20      | 8.0000%  | N/A     | $2890000.00        | $2985716.80        | Asset-Backed Securities                           |
| UPSTART SECURITIZATI  | 2026-11-20      | 5.2000%  | N/A     | $2500000.00        | $2504627.50        | Asset-Backed Securities                           |
| UPSTART STR PT TR 202 | 2030-06-17      | 0.0000%  | N/A     | $20638.00          | $748402.13         | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2099-01-01      | 9.0000%  | N/A     | $9516000.00        | $9552446.28        | Corporate Debt Securities                         |
| VERMILION ENERGY INC  | 2030-05-01      | 6.8750%  | N/A     | $314000.00         | $318191.03         | Corporate Debt Securities                         |
| VIBRANT CLO 2021-13 L | 2034-07-17      | 0.0000%  | N/A     | $3500000.00        | $1190000.00        | Asset-Backed Securities                           |
| VIRGIN MEDIA SECD FIN | 2030-08-15      | 4.5000%  | N/A     | $11011000.00       | $9710160.46        | Corporate Debt Securities                         |
| WATCO COS LLC / WATCO | 2032-08-01      | 7.1250%  | N/A     | $105000.00         | $110524.49         | Corporate Debt Securities                         |
| XPO INCSR GLBL 144A 3 | 2032-02-01      | 7.1250%  | N/A     | $1410000.00        | $1492829.28        | Corporate Debt Securities                         |
| XPO INCSR GLBL 144A 3 | 2031-06-01      | 7.1250%  | N/A     | $1255000.00        | $1339498.10        | Corporate Debt Securities                         |
| ZAIS CLO LTD 2017-7E2 | 2030-04-15      | 11.0847% | N/A     | $2500000.00        | $1199761.58        | Asset-Backed Securities                           |
| ZIPRECRUITER INC SR G | 2030-01-15      | 5.0000%  | N/A     | $34479000.00       | $24518400.00       | Corporate Debt Securities                         |

### Security 190: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSF4, C.4 - ISIN: US39014GSF45, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $100004739.00
- **C.18.a - Value (excl. sponsor support):** $100004739.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GTA4, C.4 - ISIN: US39014GTA49, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $160000411.20
- **C.18.a - Value (excl. sponsor support):** $160000411.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: HSBC SECURITIES (USA) INC

- **C.1 - Title:** HSBC SECURITIES (USA) INC
- **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: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0UJ003FF9
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO LTD 2022-17R  | 2035-01-22      | 4.6221%  | N/A     | $869698.00         | $873723.77         | Asset-Backed Securities |
| ARES CLO LTD 2020-56R | 2038-01-25      | 4.9166%  | N/A     | $11000000.00       | $11059843.32       | Asset-Backed Securities |
| HYUNDAI AUTO LEASE TR | 2027-06-15      | 4.6000%  | N/A     | $10940000.00       | $4295174.14        | Asset-Backed Securities |
| NELNET STUDENT LN TR  | 2062-04-20      | 4.5171%  | N/A     | $23406595.00       | $4977830.83        | Asset-Backed Securities |

### Security 193: HSBC SECURITIES (USA) INC

- **C.1 - Title:** HSBC SECURITIES (USA) INC
- **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: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: 0UJ003FG7
- **C.18 - Value (incl. sponsor support):** $765000000.00
- **C.18.a - Value (excl. sponsor support):** $765000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INCSR GLBL -J | 2051-05-15      | 3.4500%  | N/A     | $1000000.00        | $672681.67         | Corporate Debt Securities         |
| AKER BP ASASR GLBL 14 | 2054-10-01      | 5.8000%  | N/A     | $1790000.00        | $1698073.56        | Corporate Debt Securities         |
| ALLEGION US HLDG CO I | 2034-05-29      | 5.6000%  | N/A     | $15126000.00       | $15418839.36       | Corporate Debt Securities         |
| ALLIANZ SE PERP RSTR  | 2099-01-01      | 6.5000%  | N/A     | $1400000.00        | $1410508.56        | Corporate Debt Securities         |
| AMAZON COM INC SR GLB | 2033-03-13      | 4.5500%  | N/A     | $2084000.00        | $2079968.62        | Corporate Debt Securities         |
| ANDEAVOR 4.5%48       | 2048-04-01      | 4.5000%  | N/A     | $80000.00          | $60428.00          | Corporate Debt Securities         |
| AON PLCGLBL NT 4.6%44 | 2044-06-14      | 4.6000%  | N/A     | $10351000.00       | $9186961.04        | Corporate Debt Securities         |
| APPLE INCSR GLBL NT 4 | 2046-08-04      | 3.8500%  | N/A     | $4000.00           | $3251.59           | Corporate Debt Securities         |
| ARROW ELECTRS INCGLBL | 2034-04-10      | 5.8750%  | N/A     | $3000000.00        | $3111709.58        | Corporate Debt Securities         |
| AT&T INC SR GLBL NT 5 | 2056-08-15      | 6.0500%  | N/A     | $9700000.00        | $9735965.44        | Corporate Debt Securities         |
| AT&T INC SR GLBL NT3. | 2053-09-15      | 3.5000%  | N/A     | $11758000.00       | $7823707.88        | Corporate Debt Securities         |
| ATHENE HOLDING LTD JR | 2054-10-15      | 6.6250%  | N/A     | $2700000.00        | $2615914.50        | Corporate Debt Securities         |
| BANCO SANTANDER SA SN | 2030-11-06      | 4.7524%  | N/A     | $1400000.00        | $1408109.29        | Corporate Debt Securities         |
| BANK OF AMER CORPFR 5 | 2037-02-06      | 5.0450%  | N/A     | $10000000.00       | $9996756.94        | Corporate Debt Securities         |
| BANK OF AMER CORPJR S | 2027-06-15      | 8.0500%  | N/A     | $708000.00         | $757044.73         | Corporate Debt Securities         |
| BANK OF AMER CORPPERP | 2099-01-01      | 4.3750%  | N/A     | $3000.00           | $2990.43           | Corporate Debt Securities         |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $1000.00           | $1022.92           | Corporate Debt Securities         |
| BARCLAYS PLC SR GLBL  | 2037-02-24      | 5.2070%  | N/A     | $9842000.00        | $9700183.61        | Corporate Debt Securities         |
| BAXTER INTL INCSR GLB | 2032-02-01      | 2.5390%  | N/A     | $10160000.00       | $8754691.94        | Corporate Debt Securities         |
| BAYER US FIN II LLCSR | 2048-06-25      | 4.8750%  | N/A     | $6756000.00        | $5778705.19        | Corporate Debt Securities         |
| BOEING COCR SEN SR GL | 2034-05-01      | 6.5280%  | N/A     | $34357000.00       | $37643499.00       | Corporate Debt Securities         |
| BPCE FR 6.714%101929  | 2029-10-19      | 6.7140%  | N/A     | $20425000.00       | $21474845.00       | Corporate Debt Securities         |
| BROADCOM INC SR GLBL  | 2041-02-15      | 3.5000%  | N/A     | $8229000.00        | $6647313.05        | Corporate Debt Securities         |
| BROOKLYN UNION GAS CO | 2054-07-18      | 6.4150%  | N/A     | $990000.00         | $1038246.14        | Corporate Debt Securities         |
| CAPITAL ONE FINL CORP | 2033-05-10      | 5.2680%  | N/A     | $7000000.00        | $7025762.33        | Corporate Debt Securities         |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $46402000.00       | $41796225.13       | Corporate Debt Securities         |
| CITIZENS FINL GROUP I | 2032-09-30      | 2.6380%  | N/A     | $3647000.00        | $3161560.19        | Corporate Debt Securities         |
| CITIZENS FINL GROUP I | 2032-07-23      | 5.7180%  | N/A     | $1000000.00        | $1046093.00        | Corporate Debt Securities         |
| COMCAST CORP NEW SR G | 2038-03-01      | 3.9000%  | N/A     | $3947000.00        | $3423325.20        | Corporate Debt Securities         |
| COMMONWEALTH BANK OF  | 2028-03-16      | 3.9000%  | N/A     | $3000.00           | $3006.00           | Corporate Debt Securities         |
| CUMBERLAND COMBINED C | 2056-05-15      | 5.8210%  | N/A     | $4000000.00        | $4078300.33        | Corporate Debt Securities         |
| DAIMLER TRUCKS FIN NO | 2032-10-12      | 5.0000%  | N/A     | $710000.00         | $710481.22         | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y SN | 2031-08-04      | 4.9324%  | N/A     | $1350000.00        | $1358253.24        | Corporate Debt Securities         |
| DIAGEO CAP PLC SR NT  | 2043-04-29      | 3.8750%  | N/A     | $2520000.00        | $2026430.70        | Corporate Debt Securities         |
| DOW CHEMICAL COSR GLB | 2029-11-01      | 7.3750%  | N/A     | $4936000.00        | $5363191.60        | Corporate Debt Securities         |
| ELI LILLY & CO GLBL N | 2065-02-12      | 5.6000%  | N/A     | $250000.00         | $250906.11         | Corporate Debt Securities         |
| ENTERPRISE PRODS OPER | 2040-09-01      | 6.4500%  | N/A     | $25000000.00       | $27891666.67       | Corporate Debt Securities         |
| EQUINIX EUROPE 2 FI C | 2030-11-15      | 4.6000%  | N/A     | $5000000.00        | $4953894.44        | Corporate Debt Securities         |
| EQUINOR ASASR GLBL NT | 2035-11-14      | 4.7500%  | N/A     | $4263000.00        | $4192997.99        | Corporate Debt Securities         |
| ERAC USA FINANCE COMP | 2053-05-01      | 5.4000%  | N/A     | $5455000.00        | $5204888.25        | Corporate Debt Securities         |
| FAIRFAX FINL HLDGS LT | 2033-12-07      | 6.0000%  | N/A     | $97000.00          | $104199.02         | Corporate Debt Securities         |
| FEDERAL HOME LOAN MOR | 2039-09-01      | 5.5000%  | N/A     | $8000.00           | $4030.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 2.5000%  | N/A     | $1000.00           | $511.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 4.0000%  | N/A     | $1022.00           | $157.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 3.5000%  | N/A     | $1000.00           | $154.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1051.00           | $963.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.5000%  | N/A     | $2030.00           | $1767.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $854.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 3.0000%  | N/A     | $7000.00           | $2458.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $733.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3000.00           | $2831.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $716.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $1000.00           | $578.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $172.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-03-01      | 2.0000%  | N/A     | $2175.00           | $80.57             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $2967.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-04-01      | 3.0000%  | N/A     | $1000.00           | $75.27             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1061.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $1000.00           | $134.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 4.5000%  | N/A     | $1024.00           | $160.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $2021.00           | $1583.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1190.00           | $789.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2009.00           | $1580.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2004.00           | $1831.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1120.00           | $1047.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $3139.00           | $2449.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 4.0000%  | N/A     | $3005.00           | $42.26             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2072.00           | $1989.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 2.5000%  | N/A     | $1000.00           | $108.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1822.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $2000.00           | $1367.77           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-12-01      | 3.5000%  | N/A     | $1000.00           | $215.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $156.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $4001.00           | $3894.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $3000.00           | $2774.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-01-01      | 2.0000%  | N/A     | $2000.00           | $1050.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $219.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-02-01      | 3.5000%  | N/A     | $12039.00          | $3662.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $2000.00           | $389.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1432.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-08-01      | 3.0000%  | N/A     | $7002.00           | $735.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.5000%  | N/A     | $2000.00           | $1296.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 3.0000%  | N/A     | $1000.00           | $600.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 8.5000%  | N/A     | $1020.00           | $24.85             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-06-01      | 2.5000%  | N/A     | $2000.00           | $1266.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $5003.00           | $3398.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.5000%  | N/A     | $2026.00           | $1944.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 5.0000%  | N/A     | $4000.00           | $1673.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-12-01      | 4.0000%  | N/A     | $1001.00           | $56.39             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $2000.00           | $1782.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-01-01      | 3.5000%  | N/A     | $2000.00           | $947.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-11-01      | 5.0000%  | N/A     | $13893.00          | $460.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-07-01      | 4.5000%  | N/A     | $1000.00           | $871.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 5.0000%  | N/A     | $3000.00           | $2889.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $172.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 3.5000%  | N/A     | $2004.00           | $219.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $665.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $531.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2027-11-01      | 2.5000%  | N/A     | $1006.00           | $15.79             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $4026.00           | $3460.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4103.00           | $3317.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $581.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-07-01      | 3.0000%  | N/A     | $1000.00           | $106.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $237.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1144.00           | $741.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.0000%  | N/A     | $1998.00           | $187.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $699.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $4800.00           | $3442.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $3001.00           | $1257.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-06-01      | 4.0000%  | N/A     | $25000.00          | $4476.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1018.00           | $137.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $214.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $3072.00           | $2208.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $904.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-08-01      | 4.0000%  | N/A     | $11664.00          | $1321.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 3.0000%  | N/A     | $7000.00           | $1093.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $2048.00           | $1468.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-11-01      | 4.0000%  | N/A     | $1327.00           | $207.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 5.0000%  | N/A     | $1000.00           | $617.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $5000.00           | $2944.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1145.00           | $942.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $1008.00           | $211.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3000.00           | $1948.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 3.0000%  | N/A     | $8000.00           | $4209.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1017.00           | $795.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2001.00           | $1199.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $1000.00           | $352.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1121.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $606.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $3000.00           | $2076.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3000.00           | $1988.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 4.5000%  | N/A     | $4000.00           | $3275.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2056.00           | $1408.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1424.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $2001.00           | $161.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1017.00           | $1012.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $4000.00           | $3736.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 2.0000%  | N/A     | $1006.00           | $615.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.5000%  | N/A     | $7176.00           | $316.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-10-01      | 6.0000%  | N/A     | $1000.00           | $441.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $504.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1001.00           | $699.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 6.0000%  | N/A     | $4224.00           | $2931.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $2019.00           | $1643.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 2.0000%  | N/A     | $1000.00           | $715.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-08-01      | 4.0000%  | N/A     | $13938.00          | $2037.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 5.5000%  | N/A     | $4000.00           | $3356.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $319.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $118.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 4.5000%  | N/A     | $2000.00           | $191.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $2000.00           | $1928.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1001.00           | $571.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $460.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $3081.00           | $1830.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $2016.00           | $464.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 3.5000%  | N/A     | $1000.00           | $815.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2016.00           | $1649.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $1048.00           | $954.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $2069.00           | $1868.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-09-01      | 3.5000%  | N/A     | $2996.00           | $332.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-04-01      | 4.5000%  | N/A     | $1000.00           | $48.58             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $5000.00           | $3715.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.0000%  | N/A     | $3000.00           | $2486.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 2.5000%  | N/A     | $2034.00           | $292.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 3.0000%  | N/A     | $2000.00           | $858.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $549.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $678.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $4000.00           | $3014.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $671.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $920.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 2.5000%  | N/A     | $1024.00           | $307.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-09-01      | 5.5000%  | N/A     | $110497.00         | $281.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $991.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $1000.00           | $65.20             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $1046.00           | $508.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $705.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $5000.00           | $4268.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $2000.00           | $1532.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $475.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $2016.00           | $1655.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2971.00           | $2683.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $3000.00           | $2363.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $3096.00           | $2094.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $705.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 7.0000%  | N/A     | $4000.00           | $2809.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 3.5000%  | N/A     | $4012.00           | $807.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-11-01      | 6.0000%  | N/A     | $2130.00           | $1833.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 7.0000%  | N/A     | $1001.00           | $547.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $6000.00           | $989.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-08-01      | 4.5000%  | N/A     | $7003.00           | $3467.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4002.00           | $3087.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $6167.00           | $4511.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $2095.00           | $338.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 6.5000%  | N/A     | $1023.00           | $681.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $7237.00           | $4026.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $1016.00           | $824.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $5000.00           | $4343.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $565.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $1296.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1822.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $573.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $742.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $1000.00           | $115.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 2.5000%  | N/A     | $1000.00           | $84.86             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1466.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $5007.00           | $4910.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $3060.00           | $2716.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $1397.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $658.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $3000.00           | $2191.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $871.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $3358.00           | $2714.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $3024.00           | $2199.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $608.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $1118.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 1.5000%  | N/A     | $1024.00           | $529.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.5000%  | N/A     | $17000.00          | $3224.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $574.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $448.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-01-01      | 5.5000%  | N/A     | $3088.00           | $3061.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 2.0000%  | N/A     | $4478.00           | $2025.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-25      | 6.5000%  | N/A     | $2000.00           | $1711.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2048.00           | $1319.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-06-01      | 3.0000%  | N/A     | $1000.00           | $67.76             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $3009.00           | $2143.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.0000%  | N/A     | $2432.00           | $1127.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 2.0000%  | N/A     | $2678.00           | $1003.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-10-01      | 4.0000%  | N/A     | $2049.00           | $256.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 2.0000%  | N/A     | $3000.00           | $1902.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $854.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $785.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $1292.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-01-01      | 3.0000%  | N/A     | $1000.00           | $334.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-05-01      | 4.5000%  | N/A     | $1000.00           | $11.13             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 7.0000%  | N/A     | $3000.00           | $1480.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1001.00           | $678.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $1040.00           | $159.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 1.5000%  | N/A     | $3000.00           | $963.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1024.00           | $828.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $3196.00           | $2549.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.5000%  | N/A     | $6001.00           | $2909.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $4000.00           | $2868.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-10-01      | 4.5000%  | N/A     | $4000.00           | $1579.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $761.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-07-01      | 3.0000%  | N/A     | $1000.00           | $71.71             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $807.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4032.00           | $3060.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $5070.00           | $4497.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $745.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1015.00           | $730.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $281.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 4.5000%  | N/A     | $1000.00           | $208.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.5000%  | N/A     | $15000.00          | $2051.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.5000%  | N/A     | $2000.00           | $1570.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $683.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $790.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 3.5000%  | N/A     | $1000.00           | $731.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $680.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-03-01      | 3.5000%  | N/A     | $1024.00           | $98.98             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-12-01      | 3.5000%  | N/A     | $2063.00           | $476.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $2004.00           | $1290.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $4030.00           | $3070.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $854.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $1001.00           | $1039.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 4.0000%  | N/A     | $5000.00           | $3824.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4180.00           | $3430.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $751.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $1000.00           | $975.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1001.00           | $730.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $3076.00           | $2588.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $4001.00           | $3828.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1026.00           | $280.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $1100.00           | $995.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1239.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $478.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1017.00           | $862.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-02-01      | 2.0000%  | N/A     | $1000.00           | $410.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 4.5000%  | N/A     | $4000.00           | $3216.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $162.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $5000.00           | $3909.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $5000.00           | $3603.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $1000.00           | $80.98             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $2204.00           | $16.98             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.5000%  | N/A     | $6000.00           | $4720.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $732.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $1008.00           | $733.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1006.00           | $714.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $777.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-06-01      | 4.0000%  | N/A     | $3001.00           | $418.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1006.00           | $993.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-10-01      | 2.5000%  | N/A     | $2781.00           | $347.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 4.5000%  | N/A     | $1000.00           | $56.27             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $4236.00           | $4136.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.5000%  | N/A     | $4803.00           | $3882.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.5000%  | N/A     | $2000.00           | $741.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $164.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $6000.00           | $3921.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $6003.00           | $4431.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $5000.00           | $3690.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3000.00           | $2363.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $733.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1546.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.5000%  | N/A     | $1000.00           | $690.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1008.00           | $686.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-08-01      | 6.0000%  | N/A     | $2048.00           | $2099.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-07-01      | 3.0000%  | N/A     | $6000.00           | $3239.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $3023.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $3072.00           | $2336.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 3.5000%  | N/A     | $2012.00           | $1133.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 5.0000%  | N/A     | $3004.00           | $2308.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $1999.00           | $1032.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-05-01      | 5.0000%  | N/A     | $5000.00           | $3349.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 2.5000%  | N/A     | $1000.00           | $26.86             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $7000.00           | $2519.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $748.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 5.0000%  | N/A     | $2051.00           | $1925.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $6000.00           | $3213.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $4000.00           | $2724.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $716.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-06-01      | 4.0000%  | N/A     | $4000.00           | $684.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $2000.00           | $1482.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-02-01      | 3.0000%  | N/A     | $1000.00           | $25.42             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $5000.00           | $4175.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.5000%  | N/A     | $4000.00           | $2925.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-02-01      | 3.0000%  | N/A     | $1000.00           | $54.03             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $952.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $4001.00           | $3386.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1693.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $143.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-02-01      | 6.0000%  | N/A     | $217575.00         | $1298.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.0000%  | N/A     | $3999.00           | $679.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $350.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-01-01      | 4.5000%  | N/A     | $1000.00           | $769.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $878.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1316.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4032.00           | $3236.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $140.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $4106.00           | $3597.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $3002.00           | $2570.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.0000%  | N/A     | $3134.00           | $2660.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.5000%  | N/A     | $1008.00           | $672.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $738.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 2.5000%  | N/A     | $1024.00           | $292.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $710.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $866.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-07-01      | 2.5000%  | N/A     | $2000.00           | $1075.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $2000.00           | $1408.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1001.00           | $990.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.5000%  | N/A     | $6177.00           | $2319.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $3072.00           | $2291.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-08-01      | 3.0000%  | N/A     | $1000.00           | $101.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.5000%  | N/A     | $2018.00           | $1411.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-04-01      | 4.5000%  | N/A     | $1001.00           | $991.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 6.5000%  | N/A     | $1055.00           | $702.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $1013.00           | $644.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2028.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $712.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $870.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-06-01      | 5.5000%  | N/A     | $3000.00           | $1509.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $761.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 3.5000%  | N/A     | $6000.00           | $3145.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2128.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-05-01      | 5.0000%  | N/A     | $182151.00         | $1958.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-05-01      | 3.0000%  | N/A     | $1000.00           | $34.42             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.0000%  | N/A     | $3024.00           | $2072.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6839.00           | $4557.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-12-01      | 3.0000%  | N/A     | $6719.00           | $230.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $889.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.5000%  | N/A     | $4000.00           | $3193.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2026-12-01      | 3.0000%  | N/A     | $1009.00           | $3.20              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 3.5000%  | N/A     | $6000.00           | $4370.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $741.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2044-01-01      | 4.5000%  | N/A     | $2068.00           | $111.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.5000%  | N/A     | $2949.00           | $2120.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 3.0000%  | N/A     | $3000.00           | $353.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 4.5000%  | N/A     | $1000.00           | $497.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1369.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.5000%  | N/A     | $2000.00           | $1114.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $784.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-02-01      | 6.0000%  | N/A     | $3191.00           | $3176.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3244.00           | $2500.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $4044.00           | $3825.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 5.0000%  | N/A     | $4000.00           | $2610.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.5000%  | N/A     | $1018.00           | $615.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $3024.00           | $571.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $1020.00           | $769.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $1018.00           | $820.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 3.0000%  | N/A     | $3000.00           | $865.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $819.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1248.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $2000.00           | $1418.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.5000%  | N/A     | $2000.00           | $172.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $1017.00           | $848.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $3031.00           | $2708.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $783.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $809.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $4000.00           | $3631.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.0000%  | N/A     | $4000.00           | $2198.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2048.00           | $1469.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $2092.00           | $989.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.4600%  | N/A     | $1000.00           | $55.42             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1893.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.5000%  | N/A     | $1022.00           | $788.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-03-01      | 3.0000%  | N/A     | $1000.00           | $58.38             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $1001.00           | $469.93            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 3.5000%  | N/A     | $5000.00           | $3723.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.5000%  | N/A     | $7000.00           | $3718.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $80.45             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $646.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1013.00           | $582.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2001.00           | $1456.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-01-01      | 3.5000%  | N/A     | $1999.00           | $268.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $726.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 2.0000%  | N/A     | $2000.00           | $939.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-11-01      | 6.0000%  | N/A     | $34204.00          | $795.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-09-01      | 4.0000%  | N/A     | $2000.00           | $185.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.0000%  | N/A     | $3000.00           | $2278.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1030.00           | $724.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2087.00           | $1468.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $4345.00           | $2756.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-01-02      | 4.5000%  | N/A     | $2132.00           | $386.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $700.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-07-01      | 3.0000%  | N/A     | $1008.00           | $795.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $1854.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2446.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $1030.00           | $198.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.5000%  | N/A     | $1000.00           | $630.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-03-01      | 6.0000%  | N/A     | $3000.00           | $1641.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 4.0000%  | N/A     | $2000.00           | $1531.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.5000%  | N/A     | $2000.00           | $703.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-09-01      | 5.4400%  | N/A     | $3000.00           | $183.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $1015.00           | $831.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-12-01      | 3.0000%  | N/A     | $1000.00           | $58.79             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $1001.00           | $571.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $557.99            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 2.5000%  | N/A     | $4188.00           | $1533.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-03-01      | 4.5000%  | N/A     | $2017.00           | $91.65             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $2014.00           | $736.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $1006.00           | $1033.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 2.0000%  | N/A     | $3000.00           | $1160.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $5001.00           | $3387.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-04-01      | 6.0000%  | N/A     | $1004.00           | $7.88              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-04-01      | 5.5000%  | N/A     | $3072.00           | $2575.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $4000.00           | $3108.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1497.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $2000.00           | $490.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $636.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $729.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 2.5000%  | N/A     | $4000.00           | $67.78             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $3000.00           | $2404.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $3131.00           | $2800.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 3.0000%  | N/A     | $4000.00           | $1621.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $130.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 6.0000%  | N/A     | $1010.00           | $774.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 5.0000%  | N/A     | $1000.00           | $406.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $2009.00           | $1002.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.0000%  | N/A     | $1000.00           | $597.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $1027.00           | $654.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-02-01      | 2.5000%  | N/A     | $4018.00           | $676.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $726.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $757.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-04-01      | 3.0000%  | N/A     | $1000.00           | $520.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-12-01      | 5.6200%  | N/A     | $3000.00           | $231.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-03-01      | 4.0000%  | N/A     | $2000.00           | $685.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.0000%  | N/A     | $3015.00           | $2748.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-05-01      | 3.5000%  | N/A     | $3932.00           | $468.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.0000%  | N/A     | $4010.00           | $3547.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $654.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.5000%  | N/A     | $2000.00           | $1525.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 2.0000%  | N/A     | $2000.00           | $1249.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1680.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $1000.00           | $100.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $827.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $3103.00           | $2496.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $7000.00           | $2386.32           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 7.0000%  | N/A     | $2000.00           | $1799.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 6.5000%  | N/A     | $1008.00           | $580.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $778.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1005.00           | $701.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-12-01      | 4.0000%  | N/A     | $1024.00           | $128.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $448.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2048.00           | $1489.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-06-01      | 3.0000%  | N/A     | $4000.00           | $1605.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-10-01      | 3.0000%  | N/A     | $8578.00           | $1277.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 6.0000%  | N/A     | $2000.00           | $1317.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-05-01      | 3.5000%  | N/A     | $5000.00           | $4828.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $7215.00           | $4681.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.0000%  | N/A     | $1000.00           | $531.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $430.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-02-01      | 6.0000%  | N/A     | $3000.00           | $1260.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $279.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.0000%  | N/A     | $1023.00           | $451.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $528.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 5.5000%  | N/A     | $1008.00           | $705.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.0000%  | N/A     | $1046.00           | $270.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $745.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.5000%  | N/A     | $1000.00           | $363.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-03-01      | 3.0000%  | N/A     | $1000.00           | $113.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $2033.00           | $1070.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $503.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3034.00           | $2715.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $674.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 4.0000%  | N/A     | $3000.00           | $571.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-09-01      | 2.0000%  | N/A     | $1000.00           | $544.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.5000%  | N/A     | $3027.00           | $2408.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $8042.00           | $4035.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $126.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $3000.00           | $2413.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.0000%  | N/A     | $2000.00           | $1129.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-05-01      | 2.5000%  | N/A     | $2000.00           | $1182.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-10-01      | 4.5000%  | N/A     | $1000.00           | $506.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.0000%  | N/A     | $3022.00           | $2102.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $781.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.0000%  | N/A     | $2008.00           | $1703.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $5121.00           | $4517.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 6.5000%  | N/A     | $2016.00           | $1422.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $1000.00           | $237.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $1010.00           | $650.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $3000.00           | $1663.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.0000%  | N/A     | $6024.00           | $4971.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 4.0000%  | N/A     | $1001.00           | $667.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-05-01      | 4.5000%  | N/A     | $1024.00           | $148.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.0000%  | N/A     | $2000.00           | $267.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $2386.00           | $1951.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $4000.00           | $2774.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2032.00           | $1193.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $838.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $726.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $2477.00           | $1631.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1629.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $662.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $5998.00           | $4144.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $3024.00           | $2427.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-02-01      | 3.0000%  | N/A     | $1000.00           | $36.32             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.0000%  | N/A     | $1007.00           | $859.25            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.5000%  | N/A     | $6000.00           | $4488.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-08-01      | 3.0000%  | N/A     | $4000.00           | $1695.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 6.5000%  | N/A     | $1004.00           | $714.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $5911.00           | $4654.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.5000%  | N/A     | $2000.00           | $1375.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-10-01      | 3.0000%  | N/A     | $2136.00           | $51.11             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 3.0000%  | N/A     | $3032.00           | $1651.99           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.0000%  | N/A     | $5000.00           | $4347.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-03-01      | 2.0000%  | N/A     | $1006.00           | $870.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $87.57             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $3048.00           | $2109.78           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $101.62            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 3.0000%  | N/A     | $3024.00           | $1769.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 2.5000%  | N/A     | $1000.00           | $488.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 6.0000%  | N/A     | $3000.00           | $2614.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 4.0000%  | N/A     | $1000.00           | $776.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $804.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $616.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 5.5000%  | N/A     | $2010.00           | $1707.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $458.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 3.5000%  | N/A     | $3000.00           | $1738.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $338.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $10001.00          | $2352.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $794.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 1.5000%  | N/A     | $1000.00           | $667.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $548.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $2055.00           | $1642.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.5000%  | N/A     | $3742.00           | $1804.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-07-01      | 3.5000%  | N/A     | $1004.00           | $102.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-02-01      | 3.5000%  | N/A     | $1000.00           | $107.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $2000.00           | $1246.37           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 6.0000%  | N/A     | $3120.00           | $1708.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-01-01      | 2.5000%  | N/A     | $2000.00           | $540.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 2.0000%  | N/A     | $1000.00           | $472.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1052.00           | $746.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $4000.00           | $2920.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $2001.00           | $1790.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $882.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-03-01      | 5.0000%  | N/A     | $4000.00           | $731.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.0000%  | N/A     | $3097.00           | $3037.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $572.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-08-01      | 3.5000%  | N/A     | $3516.00           | $582.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $1006.00           | $303.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $818.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $912.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $699.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $455.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.5000%  | N/A     | $2070.00           | $1734.38           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-12-20      | 5.8750%  | N/A     | $9987.00           | $950.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-11-01      | 2.0000%  | N/A     | $2048.00           | $1048.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 4.5000%  | N/A     | $3030.00           | $2178.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $4096.00           | $2991.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-05-01      | 4.5000%  | N/A     | $1915.00           | $1.40              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $1964.00           | $293.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $1175.00           | $591.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-03-01      | 3.0000%  | N/A     | $1000.00           | $73.04             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 6.0000%  | N/A     | $2000.00           | $951.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $1024.00           | $52.49             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-05-01      | 4.0000%  | N/A     | $2028.00           | $280.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $2910.00           | $487.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 5.5000%  | N/A     | $4016.00           | $3679.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.0000%  | N/A     | $2000.00           | $1195.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 4.0000%  | N/A     | $2000.00           | $1324.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-09-01      | 2.0000%  | N/A     | $2000.00           | $1334.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $162.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2000.00           | $931.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $603.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $902.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $825.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $164.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 6.0000%  | N/A     | $44932.00          | $135.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $777.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $6060.00           | $4488.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2056-03-01      | 5.5000%  | N/A     | $2258.00           | $2264.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-06-01      | 5.0000%  | N/A     | $3072.00           | $2542.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1006.00           | $901.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $714.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $105.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $639.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $68.68             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $689.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.0000%  | N/A     | $12945.00          | $1759.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $5000.00           | $3948.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 6.5000%  | N/A     | $4000.00           | $2417.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $2000.00           | $1311.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $4999.00           | $2501.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-02-01      | 3.5000%  | N/A     | $9995.00           | $1774.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.5000%  | N/A     | $8054.00           | $4534.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-04-01      | 2.0000%  | N/A     | $1000.00           | $430.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $82.37             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.5000%  | N/A     | $4000.00           | $2794.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 5.0000%  | N/A     | $3001.00           | $2909.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-12-01      | 6.0000%  | N/A     | $1001.00           | $670.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2048.00           | $1703.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2041-05-01      | 5.5000%  | N/A     | $8999.00           | $1531.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.5000%  | N/A     | $1417.00           | $379.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 2.5000%  | N/A     | $5000.00           | $3323.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 5.5000%  | N/A     | $1024.00           | $823.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $3122.00           | $2359.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $114.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $217.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $2048.00           | $1450.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1126.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $589.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $4183.00           | $2990.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2021.00           | $1453.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-11-01      | 5.5000%  | N/A     | $4907.00           | $3297.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $829.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 7.0000%  | N/A     | $3314.00           | $190.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1574.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-07-01      | 5.5000%  | N/A     | $6013.00           | $4409.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-03-01      | 6.0000%  | N/A     | $1263.00           | $964.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-10-01      | 4.5000%  | N/A     | $4654.00           | $99.32             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.5000%  | N/A     | $2016.00           | $1371.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-06-01      | 3.5000%  | N/A     | $1000.00           | $185.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-10-01      | 5.5000%  | N/A     | $3054.00           | $2917.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1442.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 2.5000%  | N/A     | $3000.00           | $1341.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $597.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 3.0000%  | N/A     | $3000.00           | $679.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $5177.00           | $3499.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-07-01      | 4.0000%  | N/A     | $1000.00           | $43.32             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-03-01      | 6.0000%  | N/A     | $7110.00           | $1661.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-12-01      | 5.5000%  | N/A     | $5119.00           | $4973.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 5.0000%  | N/A     | $1014.00           | $78.54             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $687.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-09-01      | 3.0000%  | N/A     | $1000.00           | $14.24             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 3.5000%  | N/A     | $1035.00           | $142.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $197.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $815.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.5000%  | N/A     | $5000.00           | $1950.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $3000.00           | $2091.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $2157.00           | $17.42             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-03-01      | 4.0000%  | N/A     | $2000.00           | $435.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-10-01      | 6.0000%  | N/A     | $72983.00          | $823.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1832.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-07-01      | 3.5000%  | N/A     | $4160.00           | $284.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $3007.00           | $2259.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 6.5000%  | N/A     | $5000.00           | $3093.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1660.00           | $1015.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-05-01      | 6.0000%  | N/A     | $3056.00           | $1774.62           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-10-01      | 3.0000%  | N/A     | $1000.00           | $163.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-06-01      | 2.0000%  | N/A     | $2000.00           | $634.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-07-01      | 3.0000%  | N/A     | $3000.00           | $1132.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $5120.00           | $4180.86           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $2000.00           | $1496.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-10-01      | 3.0000%  | N/A     | $2000.00           | $609.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 3.0000%  | N/A     | $1000.00           | $56.71             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $2000.00           | $132.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-05-01      | 3.5000%  | N/A     | $1000.00           | $142.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 4.0000%  | N/A     | $1000.00           | $163.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2034-05-01      | 5.0000%  | N/A     | $1000.00           | $402.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-10-01      | 6.0000%  | N/A     | $4000.00           | $3141.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $91.81             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 3.5000%  | N/A     | $5000.00           | $3439.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $757.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-03-01      | 7.0000%  | N/A     | $2354.00           | $86.81             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $2130.00           | $1483.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-05-01      | 3.5000%  | N/A     | $1003.00           | $682.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1064.00           | $148.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $103.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-08-01      | 6.0000%  | N/A     | $1170.00           | $5.07              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 2.5000%  | N/A     | $5000.00           | $4126.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $780.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2029-07-01      | 2.5000%  | N/A     | $1000.00           | $34.13             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $561.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1394.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.5000%  | N/A     | $2000.00           | $1061.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-03-01      | 3.0000%  | N/A     | $3000.00           | $1902.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-09-01      | 6.0000%  | N/A     | $2001.00           | $1701.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-11-01      | 2.5000%  | N/A     | $2000.00           | $1195.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $853.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-04-01      | 3.0000%  | N/A     | $22364.00          | $431.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.5000%  | N/A     | $3000.00           | $1916.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $663.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $857.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-01-01      | 5.0000%  | N/A     | $1000.00           | $68.26             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-04-01      | 4.0000%  | N/A     | $4092.00           | $918.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $2000.00           | $392.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $768.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2028-06-01      | 2.5000%  | N/A     | $2160.00           | $55.92             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-10-01      | 3.0000%  | N/A     | $2000.00           | $1265.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 3.0000%  | N/A     | $4007.00           | $2920.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 6.0000%  | N/A     | $2003.00           | $1752.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1038.00           | $987.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $649.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-12-01      | 5.0000%  | N/A     | $1001.00           | $845.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $333.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-06-01      | 3.0000%  | N/A     | $4072.00           | $396.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $1014.00           | $818.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-10-01      | 3.5000%  | N/A     | $1484.00           | $95.53             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $875.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1006.00           | $755.52            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-07-01      | 6.5000%  | N/A     | $3000.00           | $1686.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $784.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-03-01      | 3.0000%  | N/A     | $1010.00           | $69.84             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-01-01      | 4.5000%  | N/A     | $2000.00           | $1199.45           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $1001.00           | $673.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-08-01      | 2.0000%  | N/A     | $1024.00           | $602.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $917.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-01-01      | 6.0000%  | N/A     | $2000.00           | $1444.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-11-01      | 7.0000%  | N/A     | $2000.00           | $1063.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-11-01      | 3.0000%  | N/A     | $1000.00           | $167.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 5.5000%  | N/A     | $4000.00           | $2732.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-05-01      | 3.0000%  | N/A     | $4000.00           | $575.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-02-01      | 5.5000%  | N/A     | $3072.00           | $2630.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 4.0000%  | N/A     | $1632.00           | $180.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $748.04            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-06-01      | 3.0000%  | N/A     | $3000.00           | $1329.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $178.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-02-01      | 4.0000%  | N/A     | $1236.00           | $83.48             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-08-01      | 5.0000%  | N/A     | $2038.00           | $1704.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $830.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-01-01      | 3.5000%  | N/A     | $1000.00           | $80.01             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $507.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $861.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $213.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $94.22             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $839.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $739.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $657.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $680.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2035-04-01      | 3.0000%  | N/A     | $1000.00           | $820.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $710.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $720.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-02-01      | 3.5000%  | N/A     | $5000.00           | $3695.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-08-01      | 2.5000%  | N/A     | $1000.00           | $317.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.0000%  | N/A     | $5022.00           | $4743.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $767.30            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2045-12-01      | 3.5000%  | N/A     | $1000.00           | $122.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $1008.00           | $847.61            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 5.0000%  | N/A     | $4000.00           | $2813.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2039-10-01      | 4.5000%  | N/A     | $2000.00           | $1596.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $686.16            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.0000%  | N/A     | $3000.00           | $2413.07           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2038-02-01      | 6.0000%  | N/A     | $6505.00           | $396.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $696.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.0000%  | N/A     | $3000.00           | $1885.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-06-01      | 4.0000%  | N/A     | $2046.00           | $322.46            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $631.78            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-02-01      | 3.0000%  | N/A     | $1000.00           | $95.45             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-25      | 6.5000%  | N/A     | $2008.00           | $1518.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 4.5000%  | N/A     | $3031.00           | $2804.65           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-11-01      | 5.5000%  | N/A     | $2126.00           | $1557.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $761.97            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-09-01      | 4.5000%  | N/A     | $5000.00           | $3577.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 6.0000%  | N/A     | $1005.00           | $1004.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-12-01      | 1.5000%  | N/A     | $2000.00           | $995.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-09-01      | 3.5000%  | N/A     | $1000.00           | $63.48             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1571.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $832.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-08-01      | 6.5000%  | N/A     | $4000.00           | $3471.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-03-01      | 4.5000%  | N/A     | $1000.00           | $901.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $912.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-09-01      | 5.5000%  | N/A     | $8145.00           | $81.33             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-09-01      | 2.5000%  | N/A     | $4115.00           | $2422.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2051-02-01      | 3.5000%  | N/A     | $2000.00           | $721.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2040-02-01      | 4.5000%  | N/A     | $2000.00           | $1462.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-02-01      | 3.5000%  | N/A     | $1000.00           | $367.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-11-01      | 3.5000%  | N/A     | $1004.00           | $115.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $3072.00           | $2410.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-12-01      | 6.5000%  | N/A     | $4000.00           | $1877.18           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.0000%  | N/A     | $4008.00           | $3177.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-09-01      | 4.0000%  | N/A     | $1000.00           | $44.73             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-04-01      | 4.5000%  | N/A     | $2153.00           | $419.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $812.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1259.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $870.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.0000%  | N/A     | $1000.00           | $86.88             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2048-11-01      | 4.5000%  | N/A     | $1003.00           | $178.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-10-01      | 4.0000%  | N/A     | $1000.00           | $751.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-01-01      | 3.0000%  | N/A     | $1050.00           | $669.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 3.5000%  | N/A     | $1001.00           | $730.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $543.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2054-05-01      | 6.5000%  | N/A     | $2061.00           | $1564.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-02-01      | 3.0000%  | N/A     | $1000.00           | $173.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $718.56            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $677.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-09-01      | 6.0000%  | N/A     | $2000.00           | $1237.39           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-11-01      | 3.5000%  | N/A     | $6916.00           | $1654.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-05-01      | 2.0000%  | N/A     | $7000.00           | $2165.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-01-01      | 6.0000%  | N/A     | $4000.00           | $3080.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2042-02-01      | 4.0000%  | N/A     | $4041.00           | $270.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2037-08-01      | 5.0000%  | N/A     | $52452.00          | $988.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $430.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2032-01-01      | 2.0000%  | N/A     | $1000.00           | $138.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2031-12-01      | 3.0000%  | N/A     | $2899.00           | $349.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2033-03-01      | 2.5000%  | N/A     | $1100.00           | $134.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $1502.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.5000%  | N/A     | $1990.00           | $614.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-05-01      | 4.5000%  | N/A     | $1000.00           | $974.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2030-11-01      | 3.0000%  | N/A     | $1000.00           | $71.96             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2047-05-01      | 4.5000%  | N/A     | $3380.00           | $295.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-08-01      | 3.5000%  | N/A     | $2000.00           | $575.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $83.44             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-08-01      | 5.5000%  | N/A     | $2000.00           | $31.15             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2048.00           | $268.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.5000%  | N/A     | $3001.00           | $3112.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $2016.00           | $144.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1010.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $184.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1024.00           | $125.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.5000%  | N/A     | $3000.00           | $1704.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-25      | 4.0000%  | N/A     | $1000.00           | $604.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $453.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 4.0000%  | N/A     | $1001.00           | $907.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $598.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $3000.00           | $2526.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.0000%  | N/A     | $1000.00           | $788.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1001.00           | $690.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $2004.00           | $402.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $1005.00           | $39.30             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $6000.00           | $1323.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $984.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1006.00           | $634.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $5000.00           | $4790.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.5000%  | N/A     | $3320.00           | $2369.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-06-01      | 3.5000%  | N/A     | $1000.00           | $42.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $3200.00           | $2196.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $623.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.0000%  | N/A     | $12000.00          | $1131.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $1100.00           | $719.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $3506.00           | $1207.70           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 5.5000%  | N/A     | $1000.00           | $29.03             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1003.00           | $999.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1023.00           | $91.78             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $232.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $625.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $2093.00           | $1501.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1024.00           | $196.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1024.00           | $93.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $2111.00           | $568.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $3091.00           | $2389.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $6000.00           | $4088.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 7.0000%  | N/A     | $1000.00           | $846.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $5037.00           | $4795.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $2240.00           | $431.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 7.0000%  | N/A     | $1000.00           | $648.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1007.00           | $928.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-11-01      | 5.0000%  | N/A     | $4999.00           | $52.95             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $1001.00           | $5.88              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $2000.00           | $109.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $4200.00           | $3598.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1291.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 3.0000%  | N/A     | $1000.00           | $79.50             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1675.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 5.0000%  | N/A     | $1001.00           | $1017.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $213.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $1360.00           | $220.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.0000%  | N/A     | $1000.00           | $870.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 7.5000%  | N/A     | $1001.00           | $723.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $2000.00           | $1832.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.0000%  | N/A     | $1001.00           | $129.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $3072.00           | $700.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $320.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $157.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $3008.00           | $2224.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $2000.00           | $1754.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2120.00           | $1421.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-08-01      | 2.5000%  | N/A     | $1000.00           | $174.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $3000.00           | $1623.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 5.0000%  | N/A     | $3015.00           | $2976.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $1000.00           | $726.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-07-01      | 6.5000%  | N/A     | $8091.00           | $27.97             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $2001.00           | $2019.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $3002.00           | $3121.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 6.0000%  | N/A     | $3000.00           | $2472.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $5000.00           | $3801.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $492.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $98.40             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 6.0000%  | N/A     | $2001.00           | $1611.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1100.00           | $900.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $2000.00           | $236.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $252.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 4.0000%  | N/A     | $3000.00           | $2188.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $987.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $59036.00          | $1060.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $2133.00           | $1811.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $158.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $918.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1034.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 2.5000%  | N/A     | $1001.00           | $123.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $84.27             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $214.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $6000.00           | $957.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $3000.00           | $1921.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $403.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 5.0000%  | N/A     | $1000.00           | $76.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1024.00           | $567.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1257.00           | $266.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $154.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $527.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2002.00           | $1683.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $2000.00           | $1788.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1001.00           | $497.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $2000.00           | $1799.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2016.00           | $264.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $3000.00           | $644.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1287.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-09-01      | 6.0000%  | N/A     | $3794.00           | $13.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $2000.00           | $1571.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 2.5000%  | N/A     | $1000.00           | $216.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $2015.00           | $356.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1024.00           | $174.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1051.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $3004.00           | $384.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 5.0000%  | N/A     | $1000.00           | $998.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 4.0000%  | N/A     | $2000.00           | $370.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $2003.00           | $1841.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $3000.00           | $1315.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1014.00           | $856.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $995.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1235.00           | $431.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2000.00           | $1358.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-09-01      | 3.5000%  | N/A     | $4106.00           | $2768.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $620.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 4.0000%  | N/A     | $5000.00           | $4219.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1017.00           | $963.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $668.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1024.00           | $225.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $9236.00           | $2055.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 4.0000%  | N/A     | $2000.00           | $1514.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.0000%  | N/A     | $1009.00           | $201.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $745.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 5.0000%  | N/A     | $2785.00           | $1088.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.5000%  | N/A     | $2183.00           | $941.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.5000%  | N/A     | $1008.00           | $145.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-07-01      | 1.5000%  | N/A     | $3000.00           | $1726.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $611.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.5000%  | N/A     | $2017.00           | $396.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 7.0000%  | N/A     | $1001.00           | $458.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 2.5000%  | N/A     | $1000.00           | $93.23             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $621.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 5.0000%  | N/A     | $1000.00           | $863.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $143.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1032.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 3.0000%  | N/A     | $1120.00           | $170.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $9000.00           | $2925.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $2049.00           | $330.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1024.00           | $66.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-25      | 2.0000%  | N/A     | $1000.00           | $650.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1000.00           | $98.23             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1002.00           | $128.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $19360.00          | $2514.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $2055.00           | $2006.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 3.5000%  | N/A     | $1000.00           | $79.27             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 7.0000%  | N/A     | $2001.00           | $1620.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2015.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $4000.00           | $2661.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-02-01      | 3.0000%  | N/A     | $5000.00           | $534.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $3000.00           | $1557.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $2048.00           | $1964.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 4.5000%  | N/A     | $2069.00           | $1534.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $3000.00           | $2430.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $4889.00           | $348.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-08-01      | 3.5000%  | N/A     | $1000.00           | $41.88             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $570.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $5000.00           | $4694.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2029.00           | $1319.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-07-01      | 6.0000%  | N/A     | $1000.00           | $459.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $943.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $8667.00           | $3252.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $484.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1000.00           | $88.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.5000%  | N/A     | $1011.00           | $962.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 4.0000%  | N/A     | $2999.00           | $342.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 4.5000%  | N/A     | $3002.00           | $442.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-03-01      | 3.0000%  | N/A     | $2000.00           | $184.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $2016.00           | $66.49             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 2.5000%  | N/A     | $1000.00           | $660.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1050.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.0000%  | N/A     | $2000.00           | $272.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-12-01      | 6.5000%  | N/A     | $1611.00           | $2.50              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $775.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1046.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $16965.00          | $1833.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $113.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $471.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 3.5000%  | N/A     | $1120.00           | $94.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $2063.00           | $1681.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-08-01      | 4.5000%  | N/A     | $5000.00           | $1295.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-04-01      | 3.5000%  | N/A     | $30000.00          | $1074.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $5000.00           | $2276.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $5000.00           | $3888.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $698.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 6.0000%  | N/A     | $12000.00          | $4995.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2048.00           | $553.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1440.00           | $132.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.5000%  | N/A     | $3072.00           | $1354.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1000.00           | $167.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $3000.00           | $324.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 5.0000%  | N/A     | $3000.00           | $2075.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 5.5000%  | N/A     | $1000.00           | $31.74             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $967.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.0000%  | N/A     | $3000.00           | $2036.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $1000.00           | $109.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $5030.00           | $3543.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $4001.00           | $2781.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-01-01      | 4.0000%  | N/A     | $5265.00           | $117.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $271.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $2000.00           | $20.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $6005.00           | $4716.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $475.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $2049.00           | $1500.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1296.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.5000%  | N/A     | $1000.00           | $720.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 7.0000%  | N/A     | $3002.00           | $2511.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $2048.00           | $307.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1024.00           | $366.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $781.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-05-01      | 3.5000%  | N/A     | $28512.00          | $1001.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $3172.00           | $2736.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 3.5000%  | N/A     | $2048.00           | $181.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2000.00           | $1607.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.0000%  | N/A     | $1012.00           | $745.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-01-01      | 3.0000%  | N/A     | $2001.00           | $374.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 5.0000%  | N/A     | $6001.00           | $2828.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $714.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1000.00           | $173.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1026.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-06-01      | 2.5000%  | N/A     | $1000.00           | $446.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $2016.00           | $1984.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $615.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $944.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $1004.00           | $909.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $712.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $2000.00           | $687.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1027.00           | $81.29             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $100.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1008.00           | $925.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.5000%  | N/A     | $1110.00           | $55.32             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1003.00           | $902.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2010.00           | $234.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 6.5000%  | N/A     | $1032.00           | $986.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-25      | 3.0000%  | N/A     | $1024.00           | $746.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1120.00           | $1013.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $2010.00           | $375.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $396.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $6000.00           | $4301.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 3.5000%  | N/A     | $3030.00           | $284.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-02-01      | 4.5000%  | N/A     | $1030.00           | $77.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-03-01      | 4.5000%  | N/A     | $4079.00           | $2575.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1026.00           | $596.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-03-01      | 3.5000%  | N/A     | $5000.00           | $558.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.5000%  | N/A     | $4000.00           | $678.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $430.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $1944.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $886.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.0000%  | N/A     | $2071.00           | $1366.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.0000%  | N/A     | $1000.00           | $899.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $2000.00           | $2089.07           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1120.00           | $195.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-08-01      | 2.5000%  | N/A     | $1026.00           | $25.03             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-08-01      | 3.0000%  | N/A     | $5000.00           | $1933.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 4.0000%  | N/A     | $2000.00           | $302.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 3.5000%  | N/A     | $2000.00           | $762.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $3002.00           | $1135.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $2000.00           | $336.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 5.5000%  | N/A     | $1000.00           | $689.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 3.0000%  | N/A     | $2000.00           | $752.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $4000.00           | $2440.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $7004.00           | $1683.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $90.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1793.00           | $247.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $2985.00           | $636.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1086.00           | $239.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $687.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 4.0000%  | N/A     | $2000.00           | $174.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 3.5000%  | N/A     | $1040.00           | $814.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2020.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 3.5000%  | N/A     | $4223.00           | $2764.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $911.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-02-01      | 2.9400%  | N/A     | $3000.00           | $2060.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.5000%  | N/A     | $2008.00           | $1193.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $4000.00           | $2467.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $831.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $3000.00           | $670.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 4.5000%  | N/A     | $1000.00           | $301.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $1000.00           | $172.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 4.0000%  | N/A     | $1000.00           | $194.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.5000%  | N/A     | $1000.00           | $479.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.0000%  | N/A     | $4000.00           | $4140.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.0000%  | N/A     | $4000.00           | $2971.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.0000%  | N/A     | $1012.00           | $585.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $213.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $4099.00           | $291.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1003.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-12-01      | 6.5000%  | N/A     | $6000.00           | $278.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.0000%  | N/A     | $2000.00           | $395.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $3000.00           | $2106.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.5000%  | N/A     | $4000.00           | $3252.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $854.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.5000%  | N/A     | $1024.00           | $420.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $983.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $569.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1011.00           | $223.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.0000%  | N/A     | $1001.00           | $592.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-02-01      | 3.5000%  | N/A     | $1000.00           | $132.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 6.5000%  | N/A     | $6171.00           | $4224.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3000.00           | $630.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $197.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-08-01      | 4.5000%  | N/A     | $1033.00           | $68.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $3000.00           | $2856.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $851.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $983.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $3000.00           | $1428.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.0000%  | N/A     | $7000.00           | $4861.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1003.00           | $948.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $1020.00           | $171.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $4149.00           | $644.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $2290.00           | $12.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $2000.00           | $1261.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1034.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $687.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $273.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $1001.00           | $950.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.5000%  | N/A     | $7019.00           | $4944.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.5000%  | N/A     | $11688.00          | $829.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $2027.00           | $927.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 7.0000%  | N/A     | $4044.00           | $103.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $150.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-04-01      | 5.0000%  | N/A     | $1001.00           | $206.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2297.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $599.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $613.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $2000.00           | $277.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $990.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.5000%  | N/A     | $2000.00           | $1129.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $1008.00           | $158.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $4000.00           | $2332.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 4.0000%  | N/A     | $3000.00           | $239.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 4.0000%  | N/A     | $2000.00           | $323.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1024.00           | $176.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 4.5000%  | N/A     | $2000.00           | $1657.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $4000.00           | $3246.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1010.00           | $970.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $3000.00           | $2727.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $568.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-10-01      | 8.0000%  | N/A     | $4421.00           | $1.63              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.5000%  | N/A     | $1015.00           | $1021.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $3000.00           | $247.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $658.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-02-01      | 3.0000%  | N/A     | $11008.00          | $1162.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1024.00           | $171.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 4.5000%  | N/A     | $2001.00           | $1525.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 3.5000%  | N/A     | $1000.00           | $681.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.0000%  | N/A     | $18000.00          | $3448.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $4216.00           | $2570.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $1006.00           | $1003.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1000.00           | $94.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-05-01      | 4.5000%  | N/A     | $4301.00           | $158.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-03-01      | 6.0000%  | N/A     | $1255.00           | $6.07              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-08-01      | 5.5000%  | N/A     | $3000.00           | $1745.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 3.5000%  | N/A     | $2000.00           | $1755.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $25.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $5096.00           | $3771.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $3136.00           | $2370.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $7089.00           | $1419.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $6301.00           | $4944.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 6.5000%  | N/A     | $1001.00           | $1032.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 3.5000%  | N/A     | $1024.00           | $145.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $875.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $1024.00           | $126.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $701.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $99.23             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 3.5000%  | N/A     | $1024.00           | $199.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.5000%  | N/A     | $2000.00           | $1574.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $3024.00           | $2707.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $3000.00           | $570.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.5000%  | N/A     | $2000.00           | $993.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $597.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $798.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1001.00           | $493.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $645.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 2.5000%  | N/A     | $1024.00           | $435.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-11-01      | 5.5000%  | N/A     | $3000.00           | $2099.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.0000%  | N/A     | $1024.00           | $174.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $3118.00           | $2822.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 5.5000%  | N/A     | $1008.00           | $784.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 4.5000%  | N/A     | $1000.00           | $991.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1999.00           | $1523.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 4.0000%  | N/A     | $2016.00           | $717.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-07-01      | 3.5000%  | N/A     | $1000.00           | $402.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 5.5000%  | N/A     | $1008.00           | $871.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1046.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.0000%  | N/A     | $1024.00           | $445.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $2000.00           | $222.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 3.0000%  | N/A     | $2000.00           | $768.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $191.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-12-01      | 2.5000%  | N/A     | $5000.00           | $95.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $2000.00           | $100.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-01-01      | 4.5000%  | N/A     | $1001.00           | $963.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $750.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.5000%  | N/A     | $2048.00           | $1827.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 4.5000%  | N/A     | $5046.00           | $3968.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.5000%  | N/A     | $2003.00           | $90.54             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $659.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-05-01      | 3.5000%  | N/A     | $54904.00          | $2566.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-03-01      | 2.5000%  | N/A     | $1000.00           | $403.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 2.5000%  | N/A     | $10000.00          | $2664.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $979.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $968.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $1024.00           | $101.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.5000%  | N/A     | $1000.00           | $132.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1367.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $2000.00           | $2012.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $2048.00           | $1543.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $765.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 3.0000%  | N/A     | $1000.00           | $98.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 3.5000%  | N/A     | $2000.00           | $1288.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 5.5000%  | N/A     | $3000.00           | $2277.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $2018.00           | $1982.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.5000%  | N/A     | $4072.00           | $3271.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-04-01      | 4.5000%  | N/A     | $3048.00           | $2970.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $3000.00           | $1007.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1624.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1001.00           | $686.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1008.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $856.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 4.0000%  | N/A     | $2001.00           | $97.87             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 4.5000%  | N/A     | $1000.00           | $964.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 4.0000%  | N/A     | $1000.00           | $206.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $5000.00           | $3004.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $285.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 2.5000%  | N/A     | $5000.00           | $1955.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $866.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.0000%  | N/A     | $2000.00           | $988.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $686.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $148.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 6.5000%  | N/A     | $7008.00           | $2738.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.0000%  | N/A     | $2021.00           | $1877.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 3.0000%  | N/A     | $6000.00           | $4393.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $2001.00           | $413.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 4.5000%  | N/A     | $1001.00           | $939.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 4.0000%  | N/A     | $5009.00           | $486.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $2000.00           | $1776.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.0000%  | N/A     | $2000.00           | $1953.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $3640.00           | $295.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $876.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $2048.00           | $1584.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1010.00           | $849.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 4.5000%  | N/A     | $1000.00           | $754.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.0000%  | N/A     | $2000.00           | $1774.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $690.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $588.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 2.7750%  | N/A     | $9000.00           | $2261.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $925.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 5.5000%  | N/A     | $1000.00           | $630.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $678.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $5888.00           | $622.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 4.5000%  | N/A     | $4002.00           | $720.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 2.5000%  | N/A     | $4680.00           | $1205.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 5.5000%  | N/A     | $1000.00           | $24.44             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $574.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.0000%  | N/A     | $1000.00           | $309.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $973.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $984.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $964.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $184.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $828.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $740.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $956.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1696.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 3.5000%  | N/A     | $2016.00           | $374.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 2.5000%  | N/A     | $1000.00           | $186.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.0000%  | N/A     | $2000.00           | $432.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 7.0000%  | N/A     | $1000.00           | $589.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $3002.00           | $187.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $3024.00           | $2526.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.5000%  | N/A     | $1001.00           | $364.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1013.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $790.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 4.5000%  | N/A     | $1000.00           | $167.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.5000%  | N/A     | $2002.00           | $1926.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $1227.00           | $464.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 3.0000%  | N/A     | $11000.00          | $1187.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-12-01      | 3.5000%  | N/A     | $2000.00           | $324.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $7000.00           | $4409.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1498.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 6.0000%  | N/A     | $1000.00           | $939.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1022.57           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.0000%  | N/A     | $1002.00           | $235.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $1718.00           | $190.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $881.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $1008.00           | $66.74             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $336.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-06-01      | 3.0000%  | N/A     | $26000.00          | $2412.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 6.6400%  | N/A     | $1000.00           | $140.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $2288.00           | $1657.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 2.5000%  | N/A     | $2000.00           | $446.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1471.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $863.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.5000%  | N/A     | $2240.00           | $272.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $1002.00           | $96.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 7.0000%  | N/A     | $6144.00           | $4376.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $2076.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 5.0000%  | N/A     | $5024.00           | $4624.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $3000.00           | $188.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 2.0000%  | N/A     | $6000.00           | $4239.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $767.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 6.5000%  | N/A     | $6000.00           | $2981.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 5.5000%  | N/A     | $1002.00           | $318.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.0000%  | N/A     | $5000.00           | $1485.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $935.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-03-01      | 4.5000%  | N/A     | $1007.00           | $55.76             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 5.0000%  | N/A     | $1005.00           | $955.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $6144.00           | $4565.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2068.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $195.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 2.5000%  | N/A     | $2000.00           | $332.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.7750%  | N/A     | $1000.00           | $538.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1415.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $5000.00           | $759.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1208.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $3072.00           | $602.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1010.00           | $1019.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $687.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.5000%  | N/A     | $2000.00           | $1241.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3360.00           | $494.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $2000.00           | $1685.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1000.00           | $140.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $816.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-10-01      | 4.5000%  | N/A     | $1533.00           | $17.50             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.0000%  | N/A     | $2000.00           | $435.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-07-01      | 5.0000%  | N/A     | $2000.00           | $817.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1999.00           | $196.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1276.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 7.0000%  | N/A     | $1000.00           | $885.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.5000%  | N/A     | $3093.00           | $3043.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1743.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1007.00           | $1014.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.0000%  | N/A     | $3000.00           | $2110.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-03-01      | 3.0000%  | N/A     | $4000.00           | $47.35             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $4999.00           | $1261.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $94.56             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $16002.00          | $2683.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $430.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.0000%  | N/A     | $1000.00           | $819.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 4.0000%  | N/A     | $1000.00           | $668.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-09-01      | 1.5000%  | N/A     | $4000.00           | $2272.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $2940.00           | $1915.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $4001.00           | $493.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.5000%  | N/A     | $2000.00           | $1246.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 4.0000%  | N/A     | $4235.00           | $3726.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $1000.00           | $57.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-25      | 2.5000%  | N/A     | $1000.00           | $694.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $3120.00           | $1844.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 5.0000%  | N/A     | $4000.00           | $1672.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 6.0000%  | N/A     | $3072.00           | $2406.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-04-01      | 2.5000%  | N/A     | $1000.00           | $157.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $2005.00           | $1665.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 4.5000%  | N/A     | $3000.00           | $603.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 3.5000%  | N/A     | $1000.00           | $102.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $2000.00           | $1775.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $2000.00           | $1760.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $630.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $2000.00           | $1181.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 5.0000%  | N/A     | $3000.00           | $1700.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 4.0000%  | N/A     | $2000.00           | $643.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1035.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $836.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $4047.00           | $415.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-01-01      | 2.5000%  | N/A     | $4000.00           | $137.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 5.5000%  | N/A     | $3024.00           | $2437.25           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-02-01      | 2.5000%  | N/A     | $2009.00           | $326.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 4.5000%  | N/A     | $1000.00           | $64.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $895.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $310.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.0000%  | N/A     | $7008.00           | $4417.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $3001.00           | $364.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3120.00           | $531.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $2880.00           | $361.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $897.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 5.0000%  | N/A     | $3000.00           | $2435.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $2000.00           | $180.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $828.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-06-01      | 3.5000%  | N/A     | $1024.00           | $347.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $728.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 6.0000%  | N/A     | $3056.00           | $67.46             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-05-01      | 6.0000%  | N/A     | $1000.00           | $563.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $79.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 3.5000%  | N/A     | $3000.00           | $2622.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $183.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $2000.00           | $2125.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $8729.00           | $3342.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 5.0000%  | N/A     | $4002.00           | $181.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 4.5000%  | N/A     | $1001.00           | $27.40             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $740.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1042.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $3421.00           | $488.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $564.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.5000%  | N/A     | $1000.00           | $569.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 3.5000%  | N/A     | $1007.00           | $192.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $814.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 6.0000%  | N/A     | $4331.00           | $4211.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-11-01      | 2.5000%  | N/A     | $1065.00           | $134.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $3000.00           | $2013.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $858.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 5.0000%  | N/A     | $127117.00         | $1099.89           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 6.0000%  | N/A     | $3010.00           | $1385.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $5221.00           | $136.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-06-01      | 4.0000%  | N/A     | $2000.00           | $156.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 4.0000%  | N/A     | $2000.00           | $899.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 4.0000%  | N/A     | $4096.00           | $342.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 6.0000%  | N/A     | $2000.00           | $40.64             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $1065.00           | $779.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-01-01      | 3.5000%  | N/A     | $13016.00          | $1833.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $1000.00           | $55.48             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $602.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $129.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.0000%  | N/A     | $2001.00           | $305.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $2000.00           | $1386.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 3.5000%  | N/A     | $5000.00           | $563.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $1000.00           | $108.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1009.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $896.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 2.0000%  | N/A     | $1038.00           | $560.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $5000.00           | $4880.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $1024.00           | $130.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $908.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $238.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.0000%  | N/A     | $1017.00           | $68.01             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-03-01      | 3.0000%  | N/A     | $1025.00           | $203.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $3000.00           | $2044.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2018.00           | $1115.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1028.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 5.0000%  | N/A     | $2002.00           | $1549.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $639.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $1000.00           | $16.83             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $2048.00           | $1763.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-10-01      | 3.5000%  | N/A     | $2001.00           | $432.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $596.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-10-01      | 2.5000%  | N/A     | $1000.00           | $762.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $926.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-06-01      | 5.0000%  | N/A     | $2000.00           | $959.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 6.0000%  | N/A     | $5000.00           | $269.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $7489.00           | $2877.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 3.5000%  | N/A     | $1024.00           | $199.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $384.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.0000%  | N/A     | $2008.00           | $580.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 4.0000%  | N/A     | $2000.00           | $871.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $287.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $675.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 4.5000%  | N/A     | $3055.00           | $817.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-01-01      | 3.5000%  | N/A     | $1024.00           | $143.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-11-01      | 4.0000%  | N/A     | $1000.00           | $298.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.5000%  | N/A     | $5301.00           | $3594.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.5000%  | N/A     | $3000.00           | $1022.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.0000%  | N/A     | $4000.00           | $2952.66           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $452.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $4000.00           | $3974.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 4.5000%  | N/A     | $2000.00           | $1891.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-10-01      | 2.5000%  | N/A     | $1000.00           | $295.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $858.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.5000%  | N/A     | $1001.00           | $309.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $1000.00           | $96.05             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1438.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $1024.00           | $656.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $1005.00           | $112.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 6.5000%  | N/A     | $3000.00           | $2261.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-03-01      | 2.5000%  | N/A     | $4000.00           | $2430.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-12-01      | 4.0000%  | N/A     | $2001.00           | $1554.28           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $601.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1001.00           | $249.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-08-01      | 4.5000%  | N/A     | $1023.00           | $207.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1315.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2010.00           | $113.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $129.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $1024.00           | $218.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.5000%  | N/A     | $3072.00           | $2093.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 2.0000%  | N/A     | $2000.00           | $823.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-01-01      | 5.5000%  | N/A     | $1000.00           | $960.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-04-01      | 4.5000%  | N/A     | $1006.00           | $278.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $6255.00           | $2623.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 5.0000%  | N/A     | $4000.00           | $3160.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $2059.00           | $1167.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $870.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $2000.00           | $1316.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 2.5000%  | N/A     | $1169.00           | $472.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $684.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-11-01      | 5.5000%  | N/A     | $1005.00           | $918.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 4.5000%  | N/A     | $2001.00           | $1884.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.0000%  | N/A     | $2064.00           | $228.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 3.5000%  | N/A     | $7000.00           | $844.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 6.0000%  | N/A     | $3000.00           | $2194.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-10-01      | 3.5000%  | N/A     | $1000.00           | $146.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $3003.00           | $2006.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 4.0000%  | N/A     | $3100.00           | $647.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-02-01      | 4.0000%  | N/A     | $7968.00           | $196.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1040.00           | $243.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2027-10-01      | 6.5000%  | N/A     | $1003.00           | $3.96              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1280.00           | $266.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 5.5000%  | N/A     | $17000.00          | $2633.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $384.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1009.00           | $812.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 7.0000%  | N/A     | $1020.00           | $3.98              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 5.0000%  | N/A     | $4176.00           | $3379.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $643.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 3.5000%  | N/A     | $1000.00           | $308.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1059.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.5000%  | N/A     | $1008.00           | $597.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $683.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 4.0000%  | N/A     | $3058.00           | $2754.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $237.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1280.00           | $135.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $13440.00          | $1861.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.0000%  | N/A     | $6000.00           | $3844.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $872.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-12-01      | 3.0000%  | N/A     | $3000.00           | $2227.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 7.0000%  | N/A     | $1002.00           | $1.92              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $3027.00           | $434.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2026-09-01      | 2.0000%  | N/A     | $1002.00           | $5.48              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-05-01      | 5.5000%  | N/A     | $3016.00           | $2551.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-10-01      | 4.5000%  | N/A     | $2000.00           | $1550.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $900.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-01-01      | 4.5000%  | N/A     | $1000.00           | $402.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.0000%  | N/A     | $3022.00           | $2129.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $806.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-02-01      | 4.5000%  | N/A     | $1005.00           | $859.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-05-01      | 4.0000%  | N/A     | $1000.00           | $966.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 3.5000%  | N/A     | $1021.00           | $195.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $701.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1024.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1040.00           | $268.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 3.5000%  | N/A     | $1021.00           | $187.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-03-01      | 3.5000%  | N/A     | $2001.00           | $70.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 6.0000%  | N/A     | $1958.00           | $9.35              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-03-01      | 4.0000%  | N/A     | $2001.00           | $442.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $631.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-01-01      | 4.5000%  | N/A     | $1000.00           | $64.30             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-03-01      | 3.0000%  | N/A     | $1003.00           | $17.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 5.5000%  | N/A     | $4184.00           | $3297.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-10-01      | 4.0000%  | N/A     | $1000.00           | $518.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-04-01      | 5.5000%  | N/A     | $3669.00           | $18.06             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.5000%  | N/A     | $1001.00           | $771.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.5000%  | N/A     | $1008.00           | $990.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $3000.00           | $2047.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 4.0000%  | N/A     | $1000.00           | $45.51             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.5000%  | N/A     | $2002.00           | $1136.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $692.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 3.0000%  | N/A     | $2000.00           | $847.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.5000%  | N/A     | $10226.00          | $527.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $5000.00           | $2756.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $755.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $623.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 5.0000%  | N/A     | $5000.00           | $3687.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-01-01      | 3.0000%  | N/A     | $1000.00           | $139.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $546.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $1010.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 3.0000%  | N/A     | $8000.00           | $4197.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $451.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $523.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-02-01      | 5.5000%  | N/A     | $2003.00           | $35.06             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1309.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 5.0000%  | N/A     | $1001.00           | $987.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $832.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 3.5000%  | N/A     | $4061.00           | $161.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-07-01      | 2.5000%  | N/A     | $1008.00           | $641.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $3000.00           | $77.43             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 7.0000%  | N/A     | $1000.00           | $1065.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1006.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1010.00           | $607.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $976.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.5000%  | N/A     | $2080.00           | $349.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $97.97             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $915.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 6.5000%  | N/A     | $1008.00           | $1013.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $893.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-09-01      | 4.5000%  | N/A     | $1000.00           | $716.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1061.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.0000%  | N/A     | $1120.00           | $234.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-11-01      | 6.0000%  | N/A     | $10014.00          | $195.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $902.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $910.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 5.0000%  | N/A     | $3000.00           | $2214.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $113.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $199.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3001.00           | $1361.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 3.0000%  | N/A     | $1000.00           | $91.94             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.0000%  | N/A     | $1025.00           | $264.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-03-01      | 5.0000%  | N/A     | $1003.00           | $978.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $4008.00           | $386.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 5.5000%  | N/A     | $1066.00           | $1021.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 2.0000%  | N/A     | $4000.00           | $2923.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-06-01      | 3.5000%  | N/A     | $1000.00           | $200.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.0000%  | N/A     | $2000.00           | $1728.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-04-01      | 5.5000%  | N/A     | $1002.00           | $552.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-25      | 4.0000%  | N/A     | $1000.00           | $715.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.5000%  | N/A     | $1001.00           | $1004.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $1024.00           | $190.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $45.42             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $621.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-12-01      | 6.0000%  | N/A     | $1000.00           | $15.74             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-01-01      | 3.5000%  | N/A     | $2000.00           | $715.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.0000%  | N/A     | $4250.00           | $295.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 4.0000%  | N/A     | $2048.00           | $1342.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $3072.00           | $328.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 3.5000%  | N/A     | $1000.00           | $174.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $4000.00           | $3141.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 3.0000%  | N/A     | $1027.00           | $532.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-04-01      | 3.5000%  | N/A     | $4000.00           | $3231.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-11-01      | 3.0000%  | N/A     | $5400.00           | $3322.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-12-01      | 5.0000%  | N/A     | $1000.00           | $316.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $810.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-11-01      | 3.5000%  | N/A     | $11000.00          | $910.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-01-01      | 3.5000%  | N/A     | $1000.00           | $133.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $989.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $909.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $277.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1009.00           | $988.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 3.5000%  | N/A     | $2000.00           | $1397.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $2000.00           | $1168.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $3002.00           | $300.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 5.0000%  | N/A     | $1925.00           | $25.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 6.5000%  | N/A     | $1000.00           | $370.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.5000%  | N/A     | $1001.00           | $1025.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-01-01      | 3.5000%  | N/A     | $3000.00           | $286.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-10-01      | 4.0000%  | N/A     | $3000.00           | $441.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $1001.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 2.5000%  | N/A     | $2000.00           | $808.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-10-01      | 7.0000%  | N/A     | $1000.00           | $961.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2061-09-01      | 4.0000%  | N/A     | $8192.00           | $4877.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1019.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1908.79           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 3.5000%  | N/A     | $3059.00           | $636.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 4.0000%  | N/A     | $1000.00           | $640.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-06-01      | 4.5000%  | N/A     | $5000.00           | $3407.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $788.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 6.0000%  | N/A     | $4000.00           | $1452.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-08-01      | 5.0000%  | N/A     | $9000.00           | $3106.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.5000%  | N/A     | $1003.00           | $341.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.0000%  | N/A     | $1000.00           | $724.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.0000%  | N/A     | $2000.00           | $254.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $194.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-05-01      | 4.5000%  | N/A     | $4000.00           | $417.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $986.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 3.0000%  | N/A     | $2000.00           | $551.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-07-01      | 3.5000%  | N/A     | $2000.00           | $293.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 6.0000%  | N/A     | $3000.00           | $3013.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-02-01      | 6.0000%  | N/A     | $1065.00           | $2.86              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.0000%  | N/A     | $1010.00           | $988.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-06-01      | 2.5000%  | N/A     | $2000.00           | $1173.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-01-01      | 2.5000%  | N/A     | $11000.00          | $4936.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 4.0000%  | N/A     | $1024.00           | $151.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-12-01      | 7.0000%  | N/A     | $1000.00           | $931.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-03-01      | 2.5000%  | N/A     | $1000.00           | $382.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 5.5000%  | N/A     | $3000.00           | $347.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-02-01      | 6.5000%  | N/A     | $1006.00           | $5.85              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2058-01-01      | 3.5000%  | N/A     | $1999.00           | $777.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-06-01      | 2.5000%  | N/A     | $1003.00           | $32.84             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-06-01      | 4.0000%  | N/A     | $1024.00           | $106.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 3.5000%  | N/A     | $1006.00           | $65.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $10752.00          | $2711.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $119.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-07-01      | 4.5000%  | N/A     | $3089.00           | $708.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $1000.00           | $139.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $968.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2028-02-01      | 3.0000%  | N/A     | $1000.00           | $33.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-08-01      | 4.0000%  | N/A     | $2001.00           | $664.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-09-01      | 4.0000%  | N/A     | $33000.00          | $1822.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 6.0000%  | N/A     | $1000.00           | $1038.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $1024.00           | $126.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-06-01      | 3.0000%  | N/A     | $15005.00          | $3772.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-09-01      | 2.5000%  | N/A     | $2000.00           | $654.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $960.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-02-01      | 4.5000%  | N/A     | $4003.00           | $3791.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.5000%  | N/A     | $1025.00           | $963.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.0000%  | N/A     | $3104.00           | $2931.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 4.0000%  | N/A     | $1000.00           | $291.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $1000.00           | $91.47             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-10-01      | 3.0000%  | N/A     | $1021.00           | $150.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $426.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-11-01      | 4.0000%  | N/A     | $4002.00           | $450.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.0000%  | N/A     | $5000.00           | $3372.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-02-01      | 3.5000%  | N/A     | $1012.00           | $280.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-11-01      | 3.0000%  | N/A     | $4997.00           | $825.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 4.5000%  | N/A     | $1000.00           | $956.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $3050.00           | $3039.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 5.5000%  | N/A     | $5423.00           | $157.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $485.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-09-01      | 6.5000%  | N/A     | $3000.00           | $1115.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 2.5000%  | N/A     | $4050.00           | $2853.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $511.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $933.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $762.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-09-01      | 4.0000%  | N/A     | $1029.00           | $98.59             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-06-01      | 5.0000%  | N/A     | $1999.00           | $16.77             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.5000%  | N/A     | $1000.00           | $46.29             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 7.0000%  | N/A     | $2001.00           | $2133.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 4.0000%  | N/A     | $1002.00           | $72.19             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $373.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $562.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-25      | 3.0000%  | N/A     | $3000.00           | $1973.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.0000%  | N/A     | $5163.00           | $778.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1001.00           | $615.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $904.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $843.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1024.00           | $143.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $1024.00           | $218.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-09-01      | 3.0000%  | N/A     | $1001.00           | $121.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $133.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $1024.00           | $151.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-08-01      | 4.5000%  | N/A     | $1000.00           | $170.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $1029.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 5.5000%  | N/A     | $1001.00           | $947.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $3000.00           | $3062.33           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $2080.00           | $469.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $3061.00           | $2620.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $6000.00           | $4610.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 3.0000%  | N/A     | $6000.00           | $3582.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-02-01      | 4.5000%  | N/A     | $1000.00           | $53.52             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $3000.00           | $159.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $338.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-05-01      | 3.5000%  | N/A     | $15333.00          | $1975.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-11-01      | 3.0000%  | N/A     | $4000.00           | $728.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $364.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 4.5000%  | N/A     | $1000.00           | $878.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $174.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $987.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-02-01      | 4.0000%  | N/A     | $1000.00           | $36.18             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2059-01-01      | 5.5000%  | N/A     | $1000.00           | $459.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-02-01      | 5.5000%  | N/A     | $1007.00           | $667.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $3018.00           | $530.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-10-01      | 4.0000%  | N/A     | $1000.00           | $88.96             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $608.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-10-01      | 3.5000%  | N/A     | $3000.00           | $99.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 4.0000%  | N/A     | $1026.00           | $910.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-10-01      | 4.0000%  | N/A     | $3000.00           | $313.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-10-01      | 4.0000%  | N/A     | $3003.00           | $301.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 5.5000%  | N/A     | $2279.00           | $1836.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 4.5000%  | N/A     | $5304.00           | $3809.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-08-01      | 2.0000%  | N/A     | $2000.00           | $1260.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-12-01      | 4.0000%  | N/A     | $1020.00           | $110.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $462.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 3.5000%  | N/A     | $4030.00           | $2525.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 3.5000%  | N/A     | $3075.00           | $394.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-06-01      | 3.0000%  | N/A     | $5009.00           | $3489.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $385.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $170.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $2606.00           | $1664.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-09-01      | 3.5000%  | N/A     | $1063.00           | $85.45             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2064-06-01      | 2.5000%  | N/A     | $1000.00           | $764.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $947.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-01-01      | 5.0000%  | N/A     | $46548.00          | $124.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-05-01      | 3.0000%  | N/A     | $3700.00           | $229.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $6360.00           | $1045.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-05-01      | 4.0000%  | N/A     | $1000.00           | $70.65             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2036-11-01      | 3.0000%  | N/A     | $1000.00           | $211.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-12-01      | 5.5000%  | N/A     | $1006.00           | $1015.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-11-01      | 4.0000%  | N/A     | $3000.00           | $2267.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2062-12-01      | 2.5000%  | N/A     | $1024.00           | $666.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $624.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-10-01      | 3.0000%  | N/A     | $1709.00           | $320.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 2.0000%  | N/A     | $4000.00           | $2891.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.0000%  | N/A     | $1024.00           | $629.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-03-01      | 4.5000%  | N/A     | $1000.00           | $931.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $69.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $1000.00           | $193.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $982.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $4000.00           | $2159.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $544.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2032-10-01      | 2.5000%  | N/A     | $3000.00           | $359.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.0000%  | N/A     | $3001.00           | $1636.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $15872.00          | $2109.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $191.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 5.0000%  | N/A     | $2000.00           | $1550.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1024.00           | $907.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-05-01      | 3.5000%  | N/A     | $1024.00           | $176.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-06-01      | 3.5000%  | N/A     | $3780.00           | $1007.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $950.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $669.37            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $780.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-06-01      | 3.5000%  | N/A     | $3020.00           | $500.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-12-01      | 4.0000%  | N/A     | $1040.00           | $123.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $3000.00           | $2621.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-05-01      | 3.0000%  | N/A     | $4000.00           | $2615.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1279.00           | $149.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-07-01      | 2.5000%  | N/A     | $2023.00           | $1135.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-07-01      | 5.5000%  | N/A     | $4000.00           | $3345.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-01-01      | 3.0000%  | N/A     | $1003.00           | $92.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $816.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-07-01      | 3.5000%  | N/A     | $1000.00           | $101.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 3.5000%  | N/A     | $5000.00           | $3721.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1003.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $634.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-03-01      | 4.5000%  | N/A     | $3024.00           | $2291.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 5.5000%  | N/A     | $1001.00           | $839.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $387.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-05-01      | 4.0000%  | N/A     | $4153.00           | $3899.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $151.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-03-01      | 6.0000%  | N/A     | $6132.00           | $93.91             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.0000%  | N/A     | $3025.00           | $535.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $166.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $95.25             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2049-12-01      | 3.5000%  | N/A     | $4016.00           | $1444.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-11-01      | 3.5000%  | N/A     | $1003.00           | $53.02             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $513.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-09-01      | 4.5000%  | N/A     | $4163.00           | $3149.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-02-01      | 3.0000%  | N/A     | $3000.00           | $1609.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.5000%  | N/A     | $3000.00           | $320.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-09-01      | 3.5000%  | N/A     | $1024.00           | $118.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 5.5000%  | N/A     | $10160.00          | $4995.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-07-01      | 2.5000%  | N/A     | $1000.00           | $383.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $1386.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-04-01      | 3.0000%  | N/A     | $1001.00           | $45.92             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-07-01      | 2.5000%  | N/A     | $1006.00           | $416.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-12-01      | 3.5000%  | N/A     | $19008.00          | $1157.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 3.0000%  | N/A     | $3233.00           | $157.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1010.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $2112.00           | $1217.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $12425.00          | $2723.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-11-01      | 4.0000%  | N/A     | $3000.00           | $1333.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $437.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-08-01      | 4.0000%  | N/A     | $1000.00           | $69.70             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-04-01      | 4.5000%  | N/A     | $1000.00           | $103.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $736.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-06-01      | 6.0000%  | N/A     | $6395.00           | $3148.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2044-12-01      | 3.5000%  | N/A     | $1000.00           | $95.24             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $4096.00           | $3603.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-09-01      | 4.5000%  | N/A     | $1006.00           | $11.38             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1074.00           | $1002.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $2079.00           | $406.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 4.5000%  | N/A     | $1148.00           | $30.18             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $945.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $592.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2030-09-01      | 4.0000%  | N/A     | $9003.00           | $234.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1004.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 5.5000%  | N/A     | $1000.00           | $980.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 6.5000%  | N/A     | $1008.00           | $711.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $762.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 3.0000%  | N/A     | $2000.00           | $533.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 3.0000%  | N/A     | $1023.00           | $143.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-02-01      | 4.0000%  | N/A     | $1011.00           | $144.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1001.00           | $816.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.5000%  | N/A     | $5040.00           | $3728.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.5000%  | N/A     | $1075.00           | $222.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-04-01      | 3.5000%  | N/A     | $2048.00           | $298.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $8004.00           | $3743.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-02-01      | 4.5000%  | N/A     | $2026.00           | $251.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-02-01      | 2.0000%  | N/A     | $2000.00           | $1270.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-04-01      | 3.5000%  | N/A     | $3004.00           | $439.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-05-01      | 5.0000%  | N/A     | $1004.00           | $998.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 5.0000%  | N/A     | $1032.00           | $959.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-04-01      | 4.0000%  | N/A     | $16459.00          | $2184.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-04-01      | 4.5000%  | N/A     | $4199.00           | $4051.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-06-01      | 6.0000%  | N/A     | $1008.00           | $703.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-03-01      | 3.5000%  | N/A     | $4000.00           | $541.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-09-01      | 2.5000%  | N/A     | $4180.00           | $2639.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $356.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $1024.00           | $199.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-10-01      | 5.0000%  | N/A     | $2000.00           | $1337.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.5000%  | N/A     | $2000.00           | $282.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-01-01      | 3.0000%  | N/A     | $2000.00           | $426.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-12-01      | 2.5000%  | N/A     | $3016.00           | $2146.26           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-12-01      | 3.0000%  | N/A     | $3000.00           | $397.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-09-01      | 5.0000%  | N/A     | $1016.00           | $812.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $1615.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 3.5000%  | N/A     | $3000.00           | $2218.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2037-04-01      | 2.5000%  | N/A     | $1000.00           | $558.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-02-01      | 6.0000%  | N/A     | $1010.00           | $646.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2039-04-01      | 4.5000%  | N/A     | $1000.00           | $365.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-09-01      | 5.5000%  | N/A     | $3000.00           | $2101.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-11-01      | 2.0000%  | N/A     | $3000.00           | $1867.81           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-04-01      | 3.5000%  | N/A     | $2000.00           | $1498.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-11-01      | 5.0000%  | N/A     | $2000.00           | $974.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-08-01      | 4.0000%  | N/A     | $1000.00           | $786.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2034-05-01      | 4.0000%  | N/A     | $2000.00           | $1252.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $203.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2035-03-01      | 5.5000%  | N/A     | $4000.00           | $2466.96           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-10-01      | 3.0000%  | N/A     | $1000.00           | $725.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $152.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $437.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-02-01      | 3.5000%  | N/A     | $3072.00           | $418.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 3.0000%  | N/A     | $6245.00           | $1154.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-05-01      | 2.0000%  | N/A     | $2009.00           | $1291.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-01-01      | 7.0000%  | N/A     | $1001.00           | $142.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1023.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2033-06-01      | 4.0000%  | N/A     | $3000.00           | $1291.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-12-01      | 4.0000%  | N/A     | $6000.00           | $831.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-03-01      | 4.0000%  | N/A     | $3101.00           | $1597.56           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2031-08-01      | 4.5000%  | N/A     | $1066.00           | $46.26             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $1081.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $998.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $2027.00           | $1486.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $8192.00           | $4888.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2043-08-01      | 3.5000%  | N/A     | $8192.00           | $1061.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2042-02-01      | 3.5000%  | N/A     | $1028.00           | $60.19             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-01-01      | 2.0000%  | N/A     | $3004.00           | $1861.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-01-01      | 3.5000%  | N/A     | $2558.00           | $407.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-11-01      | 4.5000%  | N/A     | $2000.00           | $1740.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-06-01      | 3.5000%  | N/A     | $4055.00           | $637.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2057-01-01      | 3.5000%  | N/A     | $2016.00           | $651.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2056-03-01      | 5.5000%  | N/A     | $3003.00           | $3040.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-08-01      | 2.5000%  | N/A     | $6290.00           | $2204.60           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $871.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $694.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $752.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.0000%  | N/A     | $5136.00           | $4624.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $838.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 2.5000%  | N/A     | $5004.00           | $870.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.0000%  | N/A     | $2016.00           | $1661.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-07-01      | 3.5000%  | N/A     | $1015.00           | $533.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $1000.00           | $755.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-07-01      | 3.5000%  | N/A     | $1024.00           | $217.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2040-04-01      | 5.0000%  | N/A     | $5000.00           | $2651.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-08-01      | 4.5000%  | N/A     | $3000.00           | $953.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $336.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.0000%  | N/A     | $10000.00          | $4260.87           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.5000%  | N/A     | $3000.00           | $477.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-11-01      | 6.5000%  | N/A     | $2000.00           | $2115.88           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $186.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2047-11-01      | 4.0000%  | N/A     | $2000.00           | $363.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2041-11-01      | 3.5000%  | N/A     | $2016.00           | $108.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1038.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2029-10-01      | 2.5000%  | N/A     | $1000.00           | $36.61             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-01-01      | 4.0000%  | N/A     | $5020.00           | $826.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $170.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-03-01      | 2.0000%  | N/A     | $2000.00           | $1505.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $966.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1646.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-11-01      | 7.0000%  | N/A     | $1000.00           | $1056.42           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-12-01      | 5.0000%  | N/A     | $3072.00           | $2769.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-02-01      | 3.0000%  | N/A     | $2000.00           | $921.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-10-01      | 6.5000%  | N/A     | $1321.00           | $235.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2054-08-01      | 7.0000%  | N/A     | $3000.00           | $3146.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2050-05-01      | 3.5000%  | N/A     | $5178.00           | $2294.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $838.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2048-09-01      | 3.0000%  | N/A     | $6000.00           | $813.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-02-01      | 6.5000%  | N/A     | $3108.00           | $2116.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $956.37            | Agency Mortgage-Backed Securities |
| FEDEX CORP SR GLBL NT | 2034-01-15      | 4.9000%  | N/A     | $9734000.00        | $9808746.30        | Corporate Debt Securities         |
| FLEX LTD SR GLBL NT 6 | 2028-01-15      | 6.0000%  | N/A     | $1935000.00        | $2017011.75        | Corporate Debt Securities         |
| GE CAPITAL INTERNATIO | 2035-11-15      | 4.4180%  | N/A     | $49928000.00       | $47781500.97       | Corporate Debt Securities         |
| GE HEALTHCARE TECHNOL | 2030-03-15      | 5.8570%  | N/A     | $2300000.00        | $2414584.59        | Corporate Debt Securities         |
| GLENCORE FDG LLC SR 1 | 2055-04-01      | 6.1410%  | N/A     | $600000.00         | $621470.30         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP I | 2032-01-21      | 4.5945%  | N/A     | $12150000.00       | $12184311.53       | Corporate Debt Securities         |
| GOVERNMENT NATIONAL M | 2061-04-15      | 4.9200%  | N/A     | $1000.00           | $981.19            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2065-04-15      | 5.5800%  | N/A     | $1000.00           | $1026.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-03-15      | 4.8600%  | N/A     | $1008.00           | $1010.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2031-02-20      | 4.0000%  | N/A     | $29687.00          | $2715.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 5.1700%  | N/A     | $1008.00           | $1045.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-07-15      | 4.4400%  | N/A     | $1000.00           | $952.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-06-15      | 5.1300%  | N/A     | $1000.00           | $986.31            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-03-15      | 4.9800%  | N/A     | $1000.00           | $989.47            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-05-15      | 4.4570%  | N/A     | $1000.00           | $963.53            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2068-03-15      | 5.6500%  | N/A     | $2029.00           | $2137.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-05-15      | 5.7600%  | N/A     | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2060-06-15      | 4.9200%  | N/A     | $1000.00           | $973.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2067-11-15      | 6.2100%  | N/A     | $1111.00           | $1185.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2067-08-15      | 6.3000%  | N/A     | $1006.00           | $1084.08           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-02-15      | 5.0400%  | N/A     | $1000.00           | $976.92            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-02-15      | 5.0000%  | N/A     | $2000.00           | $1967.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2058-05-15      | 5.4400%  | N/A     | $1024.00           | $1026.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 4.9000%  | N/A     | $1005.00           | $995.46            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL M | 2061-04-15      | 4.9200%  | N/A     | $1000.00           | $981.19            | Agency Mortgage-Backed Securities |
| GRAY OAK PIPELINE LLC | 2027-10-15      | 3.4500%  | N/A     | $1000000.00        | $986866.67         | Corporate Debt Securities         |
| HESS CORPSR GLBL NT7. | 2031-08-15      | 7.3000%  | N/A     | $52668000.00       | $60162071.20       | Corporate Debt Securities         |
| HYUNDAI CAP AMER FR 5 | 2032-03-29      | 5.4000%  | N/A     | $717000.00         | $735312.18         | Corporate Debt Securities         |
| INVITATION HOMES OPER | 2031-08-15      | 2.0000%  | N/A     | $7059000.00        | $6115054.83        | Corporate Debt Securities         |
| KINDER MORGAN INC DEL | 2032-01-15      | 7.7500%  | N/A     | $4586000.00        | $5375513.02        | Corporate Debt Securities         |
| KRAFT HEINZ FOODS CO  | 2046-06-01      | 4.3750%  | N/A     | $626000.00         | $514879.96         | Corporate Debt Securities         |
| LIBERTY UTILITIES CO  | 2036-05-15      | 5.6500%  | N/A     | $2000000.00        | $2007814.44        | Corporate Debt Securities         |
| LOWES COS INCSR GLBL  | 2041-09-15      | 2.8000%  | N/A     | $400000.00         | $286358.22         | Corporate Debt Securities         |
| MACQUARIE GROUP LIMIT | 2033-06-21      | 4.4420%  | N/A     | $81000.00          | $80163.71          | Corporate Debt Securities         |
| MACQUARIE GROUP LIMIT | 2034-06-15      | 5.8870%  | N/A     | $1445000.00        | $1547202.76        | Corporate Debt Securities         |
| MANULIFE FINL CORP SR | 2035-12-11      | 4.9860%  | N/A     | $36600000.00       | $36947626.80       | Corporate Debt Securities         |
| MASCO CORP SR GLBL NT | 2047-05-15      | 4.5000%  | N/A     | $4000000.00        | $3317040.00        | Corporate Debt Securities         |
| MORGAN STANLEY FR 5.2 | 2037-04-10      | 5.2960%  | N/A     | $15000000.00       | $15017380.00       | Corporate Debt Securities         |
| NATIONWIDE FINL SVCS  | 2087-05-15      | 6.7500%  | N/A     | $5000000.00        | $4947275.00        | Corporate Debt Securities         |
| NXP B V / NXP FDG LLC | 2031-05-11      | 2.5000%  | N/A     | $2457000.00        | $2206631.70        | Corporate Debt Securities         |
| OLD REP INTL CORPSR N | 2036-06-01      | 5.7000%  | N/A     | $4354000.00        | $4376038.50        | Corporate Debt Securities         |
| ONCOR ELEC DELIVERY C | 2035-04-01      | 5.3500%  | N/A     | $145000.00         | $149383.27         | Corporate Debt Securities         |
| ORACLE CORPSR GLBL NT | 2037-11-15      | 3.8000%  | N/A     | $625000.00         | $505036.11         | Corporate Debt Securities         |
| ORACLE CORPSR GLBL NT | 2050-04-01      | 3.6000%  | N/A     | $52843000.00       | $32907449.82       | Corporate Debt Securities         |
| OVINTIV INCSR GLBL NT | 2034-08-15      | 6.5000%  | N/A     | $27500000.00       | $30129213.89       | Corporate Debt Securities         |
| PACIFIC GAS & ELEC CO | 2050-08-01      | 3.5000%  | N/A     | $421000.00         | $285476.83         | Corporate Debt Securities         |
| PACIFICORP 1M GLBL -4 | 2052-06-15      | 2.9000%  | N/A     | $33000.00          | $20107.27          | Corporate Debt Securities         |
| PERSHING SQUARE HOLDI | 2039-07-15      | 4.9500%  | N/A     | $25000000.00       | $23192625.00       | Corporate Debt Securities         |
| PROSUS N V SR GLBL RE | 2030-01-21      | 3.6800%  | N/A     | $2000000.00        | $1934548.89        | Corporate Debt Securities         |
| RENTOKIL TERMINIX FUN | 2030-04-28      | 5.0000%  | N/A     | $2100000.00        | $2118260.67        | Corporate Debt Securities         |
| REVVITY INCSR GLBL NT | 2028-09-15      | 1.9000%  | N/A     | $15000000.00       | $14167883.33       | Corporate Debt Securities         |
| RIO TINTO FIN USA LTD | 2051-11-02      | 2.7500%  | N/A     | $669000.00         | $412052.15         | Corporate Debt Securities         |
| ROLLINS INCSR GLBL NT | 2035-02-24      | 5.2500%  | N/A     | $5000000.00        | $5057070.83        | Corporate Debt Securities         |
| ROYAL BANK OF CANADA  | 2032-05-03      | 4.6120%  | N/A     | $5350000.00        | $5328764.07        | Corporate Debt Securities         |
| SABAL TRAIL TRANSMISS | 2048-05-01      | 4.8320%  | N/A     | $18928000.00       | $16334073.23       | Corporate Debt Securities         |
| SBL HOLDINGS LLC SR 1 | 2034-10-30      | 7.2000%  | N/A     | $4417000.00        | $4071678.94        | Corporate Debt Securities         |
| SHELL INTERNATIONAL F | 2041-11-26      | 2.8750%  | N/A     | $3069000.00        | $2242701.16        | Corporate Debt Securities         |
| SIMON PPTY GROUP LPSR | 2054-01-15      | 6.6500%  | N/A     | $1568000.00        | $1791522.76        | Corporate Debt Securities         |
| SIXTH STREET SPECIALT | 2031-08-15      | 5.6500%  | N/A     | $4356000.00        | $4302352.23        | Corporate Debt Securities         |
| SMUCKER J M CO SR GLB | 2035-03-15      | 4.2500%  | N/A     | $14000000.00       | $13153785.56       | Corporate Debt Securities         |
| SOLVENTUM CORP SR GLB | 2054-04-30      | 5.9000%  | N/A     | $429000.00         | $424891.37         | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON | 2055-09-15      | 6.2000%  | N/A     | $7500000.00        | $7490883.33        | Corporate Debt Securities         |
| SOUTHERN CALIF EDISON | 2050-02-01      | 3.6500%  | N/A     | $2768000.00        | $1945084.36        | Corporate Debt Securities         |
| STANDARD CHARTERED PL | 2035-05-14      | 5.9050%  | N/A     | $6817000.00        | $7030579.45        | Corporate Debt Securities         |
| STATE STR CORP PERP G | 2099-01-01      | 6.7000%  | N/A     | $1000.00           | $1041.45           | Corporate Debt Securities         |
| T MOBILE USA INC GLBL | 2053-01-15      | 5.6500%  | N/A     | $33777000.00       | $32895776.84       | Corporate Debt Securities         |
| TEXAS EASTN TRANSMISS | 2032-07-15      | 7.0000%  | N/A     | $17000000.00       | $19212304.44       | Corporate Debt Securities         |
| UBS GROUP AG SR REGS  | 2033-11-15      | 9.0160%  | N/A     | $2050000.00        | $2495805.76        | Corporate Debt Securities         |
| UNICREDIT S.P.AFR 5.4 | 2035-06-30      | 5.4590%  | N/A     | $6135000.00        | $6283738.13        | Corporate Debt Securities         |
| VALLEY NATL BANCORPSU | 2036-06-01      | 6.2190%  | N/A     | $1000.00           | $1001.18           | Corporate Debt Securities         |
| VERIZON COMMUNICATION | 2056-10-30      | 2.9870%  | N/A     | $51993000.00       | $30934597.28       | Corporate Debt Securities         |
| VICI PROPERTIES LP GL | 2032-05-15      | 5.1250%  | N/A     | $3000000.00        | $2981739.17        | Corporate Debt Securities         |
| VODAFONE GROUP PLC SR | 2049-06-19      | 4.8750%  | N/A     | $1093000.00        | $961410.09         | Corporate Debt Securities         |
| VOLKSWAGEN GROUP AMER | 2032-03-25      | 5.6500%  | N/A     | $1237000.00        | $1269625.19        | Corporate Debt Securities         |
| VSP OPTICAL GROUP INC | 2036-06-01      | 5.6500%  | N/A     | $5000000.00        | $4993640.28        | Corporate Debt Securities         |
| WESTERN MIDSTREAM OPE | 2034-11-15      | 5.4500%  | N/A     | $1540000.00        | $1543310.14        | Corporate Debt Securities         |
| ZOETIS INC SR NT 4.7% | 2043-02-01      | 4.7000%  | N/A     | $36996000.00       | $33556317.45       | Corporate Debt Securities         |

### Security 194: ILLINOIS ST FIN AUTH REVENUE

- **C.1 - Title:** ILLINOIS ST FIN AUTH REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204F2U8, C.4 - ISIN: US45204F2U80, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-04-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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 195: ILLINOIS ST FIN AUTH REVENUE

- **C.1 - Title:** ILLINOIS ST FIN AUTH REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $36500000.00
- **C.18.a - Value (excl. sponsor support):** $36500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 196: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FM89, C.4 - ISIN: US45580FM895, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $200003680.00
- **C.18.a - Value (excl. sponsor support):** $200003680.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 197: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FMM8, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FM48, C.4 - ISIN: US45580FM481, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $220016456.00
- **C.18.a - Value (excl. sponsor support):** $220016456.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FM97, C.4 - ISIN: US45580FM978, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $150002760.00
- **C.18.a - Value (excl. sponsor support):** $150002760.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 200: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RMP9, C.4 - ISIN: US45685RMP90, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $127046803.00
- **C.18.a - Value (excl. sponsor support):** $127046803.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHM3, C.4 - ISIN: US44988GHM33, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $147009540.30
- **C.18.a - Value (excl. sponsor support):** $147009540.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $76015792.80
- **C.18.a - Value (excl. sponsor support):** $76015792.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RG27, C.4 - ISIN: US45685RG279, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $61776862.00
- **C.18.a - Value (excl. sponsor support):** $61776862.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RKF3, C.4 - ISIN: US45685RKF37, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $103418469.00
- **C.18.a - Value (excl. sponsor support):** $103418469.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UMV7, C.4 - ISIN: US45687UMV79, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $195320020.00
- **C.18.a - Value (excl. sponsor support):** $195320020.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-12-29
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UKD9, C.4 - ISIN: US45687UKD99, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $197029380.00
- **C.18.a - Value (excl. sponsor support):** $197029380.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218661315, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: Y2E3175
- **C.18 - Value (incl. sponsor support):** $234996686.50
- **C.18.a - Value (excl. sponsor support):** $234996686.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3272228050, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: YC468C5
- **C.18 - Value (incl. sponsor support):** $149868465.00
- **C.18.a - Value (excl. sponsor support):** $149868465.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3284943613, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: YE982F4
- **C.18 - Value (incl. sponsor support):** $164865013.50
- **C.18.a - Value (excl. sponsor support):** $164865013.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3XYYK
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 211: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3Y2Q0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 212: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3Y5VZ
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 213: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ZS3Y9KJ
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 214: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **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: 0IFX02NW4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COCOM              | 2099-01-01      | 0.0000%  | N/A     | $85382.00          | $13050638.70       | Equities   |
| ADVANCED MICRO DEVICE | 2099-01-01      | 0.0000%  | N/A     | $4137.00           | $2143338.33        | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $91874.00          | $25173476.00       | Equities   |
| BOOZ ALLEN HAMILTON H | 2099-01-01      | 0.0000%  | N/A     | $43122.00          | $3495038.10        | Equities   |
| CBRE GROUP INC CL A   | 2099-01-01      | 0.0000%  | N/A     | $89574.00          | $11323945.08       | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $137530.00         | $25172115.90       | Equities   |
| CMS ENERGY CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $214119.00         | $15667087.23       | Equities   |
| COLGATE PALMOLIVE CO  | 2099-01-01      | 0.0000%  | N/A     | $220982.00         | $20255210.12       | Equities   |
| CVS HEALTH CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $168200.00         | $15637554.00       | Equities   |
| EDWARDS LIFESCIENCES  | 2099-01-01      | 0.0000%  | N/A     | $191555.00         | $16466067.80       | Equities   |
| EQUITY RESIDENTIAL SH | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $66.26             | Equities   |
| ESSENTIAL UTILS INCCO | 2099-01-01      | 0.0000%  | N/A     | $210098.00         | $7708495.62        | Equities   |
| GLOBALFOUNDRIES INCOR | 2099-01-01      | 0.0000%  | N/A     | $312212.00         | $25173653.56       | Equities   |
| IOVANCE BIOTHERAPEUTI | 2099-01-01      | 0.0000%  | N/A     | $1166920.00        | $5017756.00        | Equities   |
| M-TRON INDS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $11327.00          | $993151.36         | Equities   |
| MEDTRONIC PLCSHS      | 2099-01-01      | 0.0000%  | N/A     | $224298.00         | $16950199.86       | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $23014.00          | $14620564.06       | Equities   |
| MICROCHIP TECHNOLOGY  | 2099-01-01      | 0.0000%  | N/A     | $262117.00         | $25173716.68       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $58956.00          | $25173622.44       | Equities   |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $81764.00          | $25173500.32       | Equities   |
| NORTHROP GRUMMAN CORP | 2099-01-01      | 0.0000%  | N/A     | $34283.00          | $19174139.07       | Equities   |
| NUTANIX INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $475599.00         | $23213987.19       | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $117496.00         | $25173518.00       | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $29518.00          | $25173245.58       | Equities   |
| ROSS STORES INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $110799.00         | $25173532.80       | Equities   |
| SANARA MEDTECH INC CO | 2099-01-01      | 0.0000%  | N/A     | $36113.00          | $859128.27         | Equities   |
| SANDISK CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $15334.00          | $25172907.76       | Equities   |
| SEAGATE TECHNOLOGY HL | 2099-01-01      | 0.0000%  | N/A     | $28583.00          | $25173619.76       | Equities   |
| SYNOPSYS INC COM      | 2099-01-01      | 0.0000%  | N/A     | $9008.00           | $4329605.12        | Equities   |
| T-MOBILE US INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $85357.00          | $16133326.57       | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $12396.00          | $1920016.44        | Equities   |
| TRANE TECHNOLOGIES PL | 2099-01-01      | 0.0000%  | N/A     | $55662.00          | $25173696.12       | Equities   |
| U S GOLD CORPCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $47.04             | Equities   |
| VIKING HOLDINGS LTDOR | 2099-01-01      | 0.0000%  | N/A     | $24199.00          | $2234535.66        | Equities   |
| VISA INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $77469.00          | $25173551.55       | Equities   |
| WESCO INTL INC COM    | 2099-01-01      | 0.0000%  | N/A     | $14560.00          | $5304499.20        | Equities   |

### Security 215: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **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: 0IFX02PL6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| APPLE INCSR GLBL NT2. | 2027-09-12      | 2.9000%  | N/A     | $183000.00         | $181578.60         | Corporate Debt Securities         |
| BAE SYSTEMS PLCSR 144 | 2034-03-26      | 5.3000%  | N/A     | $1143000.00        | $1175169.74        | Corporate Debt Securities         |
| BMW US CAP LLC REGS N | 2027-04-02      | 4.9000%  | N/A     | $500000.00         | $507149.17         | Corporate Debt Securities         |
| BROOKFIELD ASSET MANA | 2035-04-24      | 5.7950%  | N/A     | $4489000.00        | $4608829.49        | Corporate Debt Securities         |
| CDW LLC / CDW FIN COR | 2031-12-01      | 3.5690%  | N/A     | $167000.00         | $154995.49         | Corporate Debt Securities         |
| COCA COLA CO SR GLBL  | 2027-03-25      | 3.3750%  | N/A     | $100000.00         | $100144.00         | Corporate Debt Securities         |
| DELL INTL LLC/EMC COR | 2031-02-15      | 4.5000%  | N/A     | $415000.00         | $416269.90         | Corporate Debt Securities         |
| ELEVANCE HEALTH INC F | 2035-02-15      | 5.2000%  | N/A     | $288000.00         | $292867.84         | Corporate Debt Securities         |
| FEDERAL HOME LOAN MOR | 2055-02-01      | 5.5000%  | N/A     | $2264484.00        | $2244252.86        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2036-07-01      | 5.0000%  | N/A     | $1023.00           | $102.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $907.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-04-01      | 6.5000%  | N/A     | $2178.00           | $1826.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2055-06-01      | 6.5000%  | N/A     | $3269852.00        | $2206209.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-07-01      | 4.5000%  | N/A     | $1000.00           | $467.73            | Agency Mortgage-Backed Securities |
| GEORGIA PWR CO SR GLB | 2031-03-15      | 4.8500%  | N/A     | $679000.00         | $691520.38         | Corporate Debt Securities         |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.1530%  | N/A     | $1000.00           | $992.03            | Corporate Debt Securities         |
| GSK CONSU HEAL CAP US | 2029-03-24      | 3.3750%  | N/A     | $1000000.00        | $976503.75         | Corporate Debt Securities         |
| HUMANA INC SR GLBL NT | 2028-03-01      | 5.7500%  | N/A     | $2000.00           | $2065.43           | Corporate Debt Securities         |
| INTEL CORP SR GLBL NT | 2028-02-10      | 4.8750%  | N/A     | $26000.00          | $26545.75          | Corporate Debt Securities         |
| INTERNATIONAL BUSINES | 2028-02-06      | 4.5000%  | N/A     | $1000000.00        | $1016435.00        | Corporate Debt Securities         |
| MCDONALDS CORP FR 2.1 | 2030-03-01      | 2.1250%  | N/A     | $121000.00         | $111692.01         | Corporate Debt Securities         |
| MERCEDES-BENZ FIN NOR | 2028-02-22      | 3.7500%  | N/A     | $4850000.00        | $4844151.71        | Corporate Debt Securities         |
| MORGAN STANLEY FR 4.8 | 2032-04-16      | 4.8090%  | N/A     | $8022000.00        | $8025774.35        | Corporate Debt Securities         |
| PEPSICO INCSR GLBL NT | 2035-02-07      | 5.0000%  | N/A     | $2000.00           | $2048.59           | Corporate Debt Securities         |
| PNC BK N A PITTSBURGH | 2028-01-22      | 3.2500%  | N/A     | $2508000.00        | $2499134.92        | Corporate Debt Securities         |
| POLARIS INCSR GLBL NT | 2031-03-01      | 5.6000%  | N/A     | $925000.00         | $932611.72         | Corporate Debt Securities         |
| SHELL INTERNATIONAL F | 2038-12-15      | 6.3750%  | N/A     | $349000.00         | $392890.82         | Corporate Debt Securities         |
| STELLANTIS FINANCE US | 2028-01-12      | 5.6250%  | N/A     | $900000.00         | $928121.63         | Corporate Debt Securities         |
| STELLANTIS FINL SVC U | 2030-09-15      | 5.4000%  | N/A     | $200000.00         | $199646.00         | Corporate Debt Securities         |
| THE CAMPBELLS COMPANY | 2034-03-21      | 5.4000%  | N/A     | $7232000.00        | $7095098.24        | Corporate Debt Securities         |
| TOYOTA MTR CR CORP FR | 2030-01-09      | 4.9500%  | N/A     | $1798000.00        | $1858862.30        | Corporate Debt Securities         |
| TRANS-ALLEGHENY INTST | 2031-01-15      | 5.0000%  | N/A     | $500000.00         | $513640.56         | Corporate Debt Securities         |
| TRUIST FINL CORP PERP | 2099-01-01      | 6.2500%  | N/A     | $1500000.00        | $1499970.83        | Corporate Debt Securities         |
| VOLKSWAGEN GROUP AMER | 2032-03-25      | 5.6500%  | N/A     | $200000.00         | $205274.89         | Corporate Debt Securities         |
| WELLS FARGO & CO FR 4 | 2029-05-20      | 4.5770%  | N/A     | $3004000.00        | $3004132.93        | Corporate Debt Securities         |
| WELLS FARGO & CO FR 4 | 2029-09-15      | 4.0780%  | N/A     | $1000.00           | $996.39            | Corporate Debt Securities         |
| WELLS FARGO BANK NATL | 2037-02-01      | 5.8500%  | N/A     | $393000.00         | $414774.17         | Corporate Debt Securities         |

### Security 216: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **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: 0IFX02PM4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $38460.00          | $15004399.80       | Equities   |
| ANALOG DEVICES INC CO | 2099-01-01      | 0.0000%  | N/A     | $2460.00           | $1030764.60        | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $48012.00          | $15004230.12       | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $33367.00          | $15004472.56       | Equities   |
| BANNER CORPCOM NEW    | 2099-01-01      | 0.0000%  | N/A     | $24593.00          | $1611579.29        | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $35174.00          | $15004524.92       | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $81979.00          | $15004616.37       | Equities   |
| DEXCOM INC COM        | 2099-01-01      | 0.0000%  | N/A     | $207418.00         | $15004618.12       | Equities   |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $70069.00          | $14094379.35       | Equities   |
| ELEVANCE HEALTH INC F | 2099-01-01      | 0.0000%  | N/A     | $38204.00          | $15004621.00       | Equities   |
| ELI LILLY & CO COM    | 2099-01-01      | 0.0000%  | N/A     | $13316.00          | $15004468.80       | Equities   |
| EXXON MOBIL CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $102095.00         | $15003881.20       | Equities   |
| GLOBALFOUNDRIES INCOR | 2099-01-01      | 0.0000%  | N/A     | $186092.00         | $15004597.96       | Equities   |
| HEWLETT PACKARD ENTER | 2099-01-01      | 0.0000%  | N/A     | $88.00             | $3362.48           | Equities   |
| LAM RESEARCH CORPCOM  | 2099-01-01      | 0.0000%  | N/A     | $47184.00          | $15004512.00       | Equities   |
| LAS VEGAS SANDS CORP  | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $153.33            | Equities   |
| MEDTRONIC PLCSHS      | 2099-01-01      | 0.0000%  | N/A     | $116649.00         | $8815164.93        | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $23618.00          | $15004279.22       | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $16247.00          | $15004429.44       | Equities   |
| NAVIGATOR HLDGS LTDSH | 2099-01-01      | 0.0000%  | N/A     | $171900.00         | $3754296.00        | Equities   |
| NORTHROP GRUMMAN CORP | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $1118.58           | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $70033.00          | $15004570.25       | Equities   |
| PALANTIR TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $104678.00         | $15004544.52       | Equities   |
| ROSS STORES INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $18613.00          | $4228873.60        | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $96871.00          | $15004349.19       | Equities   |
| TRANE TECHNOLOGIES PL | 2099-01-01      | 0.0000%  | N/A     | $33177.00          | $15004630.02       | Equities   |
| VISA INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $46175.00          | $15004566.25       | Equities   |
| WELLS FARGO & CO COM  | 2099-01-01      | 0.0000%  | N/A     | $40754.00          | $3123794.10        | Equities   |
| WILLIAMS COS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $205177.00         | $15004594.01       | Equities   |
| XEROX HOLDINGS CORPCO | 2099-01-01      | 0.0000%  | N/A     | $773700.00         | $2352048.00        | Equities   |

### Security 217: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **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: 0IFX02PN2
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN TOWER CORPSR | 2028-11-15      | 5.8000%  | N/A     | $105000.00         | $108127.48         | Corporate Debt Securities         |
| BALTIMORE GAS & ELEC  | 2056-06-01      | 6.0500%  | N/A     | $3841000.00        | $3954295.63        | Corporate Debt Securities         |
| BARRICK NORTH AMERICA | 2041-05-30      | 5.7000%  | N/A     | $252000.00         | $263375.70         | Corporate Debt Securities         |
| CANADIAN IMPERIAL BK  | 2030-01-29      | 4.2830%  | N/A     | $2335000.00        | $2346340.32        | Corporate Debt Securities         |
| CLOROX CO DELSR NT 4. | 2033-05-15      | 4.9500%  | N/A     | $13098000.00       | $13057199.73       | Corporate Debt Securities         |
| CREDIT AGRICOLE SA LO | 2031-05-27      | 5.2220%  | N/A     | $3579000.00        | $3616114.63        | Corporate Debt Securities         |
| CVS HEALTH CORPSR GLB | 2030-08-21      | 1.7500%  | N/A     | $180000.00         | $160101.70         | Corporate Debt Securities         |
| DEUTSCHE BK AG N Y SN | 2031-08-04      | 4.9324%  | N/A     | $11550000.00       | $11620611.09       | Corporate Debt Securities         |
| FEDERAL HOME LOAN MOR | 2041-07-01      | 5.0000%  | N/A     | $6098840.00        | $118060.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MOR | 2046-12-01      | 3.0000%  | N/A     | $33999.00          | $7457.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $9936950.00        | $6613370.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2038-10-01      | 6.5000%  | N/A     | $45980992.00       | $621845.70         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2046-09-01      | 4.0000%  | N/A     | $1602042.00        | $158545.19         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2052-08-01      | 5.0000%  | N/A     | $16680.00          | $11687.29          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2051-04-01      | 2.5000%  | N/A     | $352997.00         | $212308.45         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT | 2053-01-01      | 5.5000%  | N/A     | $13749920.00       | $10187993.36       | Agency Mortgage-Backed Securities |
| GOLDMAN SACHS GROUP I | 2032-01-21      | 4.5160%  | N/A     | $20518000.00       | $20508087.53       | Corporate Debt Securities         |
| KIMBERLY-CLARK CORPSR | 2031-11-02      | 2.0000%  | N/A     | $11553000.00       | $10192865.31       | Corporate Debt Securities         |
| MORGAN STANLEY FR 4.8 | 2032-04-16      | 4.8090%  | N/A     | $1962000.00        | $1962923.12        | Corporate Debt Securities         |
| NESTLE HLDGS INC SR G | 2028-09-24      | 3.6250%  | N/A     | $150000.00         | $149118.77         | Corporate Debt Securities         |
| NEXTERA ENERGY CAP HL | 2032-03-15      | 5.3000%  | N/A     | $14000000.00       | $14456742.22       | Corporate Debt Securities         |
| OHIOHEALTH CORPSR 202 | 2050-11-15      | 3.0420%  | N/A     | $3463000.00        | $2314748.85        | Corporate Debt Securities         |
| ORACLE CORPSR GLBL NT | 2035-09-26      | 5.2000%  | N/A     | $3000000.00        | $2863530.00        | Corporate Debt Securities         |
| PFIZER INVT ENTERPRIS | 2028-05-19      | 4.4500%  | N/A     | $6349000.00        | $6373799.90        | Corporate Debt Securities         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $4000000.00        | $4014624.89        | Corporate Debt Securities         |
| PNC FINL SVCS GROUP I | 2033-10-28      | 6.0370%  | N/A     | $22300000.00       | $23630385.17       | Corporate Debt Securities         |
| RENTOKIL TERMINIX FDG | 2031-04-23      | 4.6250%  | N/A     | $12000000.00       | $11871780.00       | Corporate Debt Securities         |
| SHELL FIN US INC SR G | 2029-11-07      | 2.3750%  | N/A     | $22567000.00       | $21156819.51       | Corporate Debt Securities         |
| SHELL FIN US INC SR G | 2030-04-06      | 2.7500%  | N/A     | $124000.00         | $117065.75         | Corporate Debt Securities         |
| STEEL DYNAMICS INC SR | 2027-10-15      | 1.6500%  | N/A     | $145000.00         | $139988.32         | Corporate Debt Securities         |
| THE CAMPBELLS COMPANY | 2034-03-21      | 5.4000%  | N/A     | $2000.00           | $1962.14           | Corporate Debt Securities         |
| TORONTO DOMINION BK O | 2032-01-30      | 5.2980%  | N/A     | $6288000.00        | $6537525.66        | Corporate Debt Securities         |
| VOLKSWAGEN GROUP AMER | 2027-08-15      | 4.8500%  | N/A     | $583000.00         | $592894.16         | Corporate Debt Securities         |
| WELLS FARGO & CO FR 4 | 2029-09-15      | 4.0780%  | N/A     | $8620000.00        | $8588903.83        | Corporate Debt Securities         |

### Security 218: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **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: 0IFX02PO0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADVANCED MICRO DEVICE | 2099-01-01      | 0.0000%  | N/A     | $5547.00           | $2873845.23        | Equities   |
| AGIOS PHARMACEUTICALS | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $30.42             | Equities   |
| ALIGHT INC COM CL A   | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $0.95              | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $12438.00          | $4852436.94        | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $40010.00          | $12503525.10       | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $27806.00          | $12503802.08       | Equities   |
| ASANA INCCL A         | 2099-01-01      | 0.0000%  | N/A     | $98.00             | $652.68            | Equities   |
| ASURE SOFTWARE INC CO | 2099-01-01      | 0.0000%  | N/A     | $52.00             | $458.12            | Equities   |
| AUDIOEYE INC COM NEW  | 2099-01-01      | 0.0000%  | N/A     | $37.00             | $284.16            | Equities   |
| BIGBEAR AI HLDGS INC  | 2099-01-01      | 0.0000%  | N/A     | $31.00             | $153.14            | Equities   |
| BIOVENTUS INCCOM CL A | 2099-01-01      | 0.0000%  | N/A     | $61.00             | $541.07            | Equities   |
| BLEND LABS INC CL A   | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $3.44              | Equities   |
| BOEING COCOM          | 2099-01-01      | 0.0000%  | N/A     | $48000.00          | $10981440.00       | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $29311.00          | $12503486.38       | Equities   |
| CARIS LIFE SCIENCES I | 2099-01-01      | 0.0000%  | N/A     | $1191.00           | $19853.97          | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $68310.00          | $12502779.30       | Equities   |
| CITIGROUP INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $100287.00         | $12503783.16       | Equities   |
| CORNING INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $20416.00          | $3735515.52        | Equities   |
| COURSERA INC COM      | 2099-01-01      | 0.0000%  | N/A     | $79.00             | $419.49            | Equities   |
| DAUCH CORP COM        | 2099-01-01      | 0.0000%  | N/A     | $21.00             | $142.17            | Equities   |
| DINE BRANDS GLOBAL IN | 2099-01-01      | 0.0000%  | N/A     | $93208.00          | $2909953.76        | Equities   |
| DYNATRACE INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $89399.00          | $3621553.49        | Equities   |
| ECOLAB INC COM        | 2099-01-01      | 0.0000%  | N/A     | $3161.00           | $822650.25         | Equities   |
| ELEVANCE HEALTH INC F | 2099-01-01      | 0.0000%  | N/A     | $7436.00           | $2920489.00        | Equities   |
| ELI LILLY & CO COM    | 2099-01-01      | 0.0000%  | N/A     | $11096.00          | $12502972.80       | Equities   |
| ENTRAVISION COMMUNICA | 2099-01-01      | 0.0000%  | N/A     | $71.00             | $665.98            | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $2789.00           | $2982668.16        | Equities   |
| ETSY INC COM          | 2099-01-01      | 0.0000%  | N/A     | $134799.00         | $9001877.22        | Equities   |
| EVERSOURCE ENERGYCOM  | 2099-01-01      | 0.0000%  | N/A     | $48300.00          | $3337047.00        | Equities   |
| EXXON MOBIL CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $85081.00          | $12503503.76       | Equities   |
| GLOBALFOUNDRIES INCOR | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $80.63             | Equities   |
| HERTZ GLOBAL HLDGS IN | 2099-01-01      | 0.0000%  | N/A     | $12.00             | $65.88             | Equities   |
| HUDSON TECHNOLOGIES I | 2099-01-01      | 0.0000%  | N/A     | $8.00              | $42.96             | Equities   |
| IHEARTMEDIA INCCOM CL | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $14.55             | Equities   |
| INSPIRED ENTMT INC CO | 2099-01-01      | 0.0000%  | N/A     | $54.00             | $411.48            | Equities   |
| INTERNATIONAL BUSINES | 2099-01-01      | 0.0000%  | N/A     | $47323.00          | $12503683.06       | Equities   |
| JAMES HARDIE INDS PLC | 2099-01-01      | 0.0000%  | N/A     | $98.00             | $2251.06           | Equities   |
| JOHNSON & JOHNSONCOM  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $230.80            | Equities   |
| JOHNSON CONTROLS INTE | 2099-01-01      | 0.0000%  | N/A     | $18410.00          | $2506521.50        | Equities   |
| JOURNEY MED CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $22.00             | $136.40            | Equities   |
| KKR REAL ESTATE FIN T | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $13.38             | Equities   |
| KOSMOS ENERGY LTDCOM  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $2.74              | Equities   |
| LATHAM GROUP INC COM  | 2099-01-01      | 0.0000%  | N/A     | $12.00             | $65.16             | Equities   |
| MERCK & CO INC COM    | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $119.89            | Equities   |
| MICROCHIP TECHNOLOGY  | 2099-01-01      | 0.0000%  | N/A     | $130193.00         | $12503735.72       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $29283.00          | $12503548.17       | Equities   |
| MYRIAD GENETICS INCCO | 2099-01-01      | 0.0000%  | N/A     | $15.00             | $63.30             | Equities   |
| NEOGEN CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $55.00             | $511.50            | Equities   |
| OCULAR THERAPEUTIX IN | 2099-01-01      | 0.0000%  | N/A     | $35.00             | $320.25            | Equities   |
| OPPFI INCCOM CL A     | 2099-01-01      | 0.0000%  | N/A     | $8.00              | $66.72             | Equities   |
| ORACLE CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $61383.00          | $12503717.10       | Equities   |
| PAGSEGURO DIGITAL LTD | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $9.33              | Equities   |
| PALANTIR TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $87232.00          | $12503834.88       | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $14661.00          | $12503047.41       | Equities   |
| PEOPLES BANCORP N C I | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $42.36             | Equities   |
| PRIMO BRANDS CORPORAT | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $24.87             | Equities   |
| PROLOGIS INC.COM      | 2099-01-01      | 0.0000%  | N/A     | $85853.00          | $12503630.92       | Equities   |
| PROTARA THERAPEUTICS  | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $9.50              | Equities   |
| RAYONIER ADVANCED MAT | 2099-01-01      | 0.0000%  | N/A     | $52.00             | $479.96            | Equities   |
| REPLIMUNE GROUP INCCO | 2099-01-01      | 0.0000%  | N/A     | $2.00              | $9.36              | Equities   |
| RESTAURANT BRANDS INT | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $74.31             | Equities   |
| REVVITY INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $101.22            | Equities   |
| RIDGEPOST CAP INCCL A | 2099-01-01      | 0.0000%  | N/A     | $71.00             | $594.27            | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $69869.00          | $12503756.24       | Equities   |
| RXSIGHT INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $46.00             | $257.14            | Equities   |
| SANDISK CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $3056.00           | $5016851.84        | Equities   |
| SEMPRA COM            | 2099-01-01      | 0.0000%  | N/A     | $67976.00          | $6119879.28        | Equities   |
| SUMMIT MIDSTREAM CORP | 2099-01-01      | 0.0000%  | N/A     | $10.00             | $275.10            | Equities   |
| THE REALREAL INC COM  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $9.81              | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $80726.00          | $12503650.14       | Equities   |
| UTZ BRANDS INC COM CL | 2099-01-01      | 0.0000%  | N/A     | $62.00             | $465.00            | Equities   |
| WESTERN DIGITAL CORP  | 2099-01-01      | 0.0000%  | N/A     | $15653.00          | $8314560.54        | Equities   |

### Security 219: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FKV0, C.4 - ISIN: US46125FKV03, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $68854331.00
- **C.18.a - Value (excl. sponsor support):** $68854331.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 220: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FJH3, C.4 - ISIN: US46125FJH38, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $148231395.00
- **C.18.a - Value (excl. sponsor support):** $148231395.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 221: IONIC FUNDING LLC SERIES II CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VGQ3, C.4 - ISIN: US46222VGQ32, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $74548965.00
- **C.18.a - Value (excl. sponsor support):** $74548965.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: IONIC FUNDING LLC SERIES II CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VF50, C.4 - ISIN: US46222VF506, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $399709120.00
- **C.18.a - Value (excl. sponsor support):** $399709120.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 223: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LG83, C.4 - ISIN: US46224LG832, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $59742666.00
- **C.18.a - Value (excl. sponsor support):** $59742666.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 224: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LGQ3, C.4 - ISIN: US46224LGQ32, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $99398620.00
- **C.18.a - Value (excl. sponsor support):** $99398620.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 225: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LHU3, C.4 - ISIN: US46224LHU35, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $149514960.30
- **C.18.a - Value (excl. sponsor support):** $149514960.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 226: IOWA ST STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA ST STUDENT LOAN LIQUIDITY CORP
- **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):** $58598000.00
- **C.18.a - Value (excl. sponsor support):** $58598000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: LANDESBANK BADEN WUERTTEMBERG-NEW YORK

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG-NEW YORK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1F16, C.4 - ISIN: US5148X1F167, C.3 - LEI: B81CK4ESI35472RHJ606
- **C.18 - Value (incl. sponsor support):** $1499543400.00
- **C.18.a - Value (excl. sponsor support):** $1499543400.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 228: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YF28, C.4 - ISIN: US53619YF283, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $137444147.50
- **C.18.a - Value (excl. sponsor support):** $137444147.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 229: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YF51, C.4 - ISIN: US53619YF515, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99938333.38
- **C.18.a - Value (excl. sponsor support):** $99938333.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 230: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YF36, C.4 - ISIN: US53619YF366, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $99949210.00
- **C.18.a - Value (excl. sponsor support):** $99949210.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG27, C.4 - ISIN: US53943SG279, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $249118675.00
- **C.18.a - Value (excl. sponsor support):** $249118675.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG68, C.4 - ISIN: US53943SG683, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $199211440.00
- **C.18.a - Value (excl. sponsor support):** $199211440.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SH34, C.4 - ISIN: US53943SH343, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $153924718.50
- **C.18.a - Value (excl. sponsor support):** $153924718.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SHM2, C.4 - ISIN: US53943SHM26, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $99114270.00
- **C.18.a - Value (excl. sponsor support):** $99114270.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SHA8, C.4 - ISIN: US53943SHA87, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $126024309.80
- **C.18.a - Value (excl. sponsor support):** $126024309.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SKE6, C.4 - ISIN: US53943SKE62, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $133000380.00
- **C.18.a - Value (excl. sponsor support):** $133000380.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-14
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKB6, C.4 - ISIN: US53946BKB61, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $100004500.00
- **C.18.a - Value (excl. sponsor support):** $100004500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SFN2, C.4 - ISIN: US53943SFN27, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $197510385.60
- **C.18.a - Value (excl. sponsor support):** $197510385.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RL97, C.4 - ISIN: US53944RL972, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15472710.23
- **C.18.a - Value (excl. sponsor support):** $15472710.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 240: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJP4, C.4 - ISIN: US53944RJP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51547186.80
- **C.18.a - Value (excl. sponsor support):** $51547186.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-09-23
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 241: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UF95, C.4 - ISIN: US54316UF952, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $149831610.00
- **C.18.a - Value (excl. sponsor support):** $149831610.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FK89, C.4 - ISIN: US55458FK895, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $98592730.00
- **C.18.a - Value (excl. sponsor support):** $98592730.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 243: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FJ32, C.4 - ISIN: US55458FJ327, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $96000376.20
- **C.18.a - Value (excl. sponsor support):** $96000376.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 244: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FH42, C.4 - ISIN: US55458FH420, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $99291910.00
- **C.18.a - Value (excl. sponsor support):** $99291910.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 245: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FFC6, C.4 - ISIN: US55458FFC68, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $104948750.59
- **C.18.a - Value (excl. sponsor support):** $104948750.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 246: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LL44, C.4 - ISIN: US55607LL448, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $49121965.00
- **C.18.a - Value (excl. sponsor support):** $49121965.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LJ47, C.4 - ISIN: US55607LJ475, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $296773620.00
- **C.18.a - Value (excl. sponsor support):** $296773620.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LKM5, C.4 - ISIN: US55607LKM53, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $89543663.30
- **C.18.a - Value (excl. sponsor support):** $89543663.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LJ88, C.4 - ISIN: US55607LJ889, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98879130.00
- **C.18.a - Value (excl. sponsor support):** $98879130.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LJE5, C.4 - ISIN: US55607LJE56, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $197620400.00
- **C.18.a - Value (excl. sponsor support):** $197620400.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGL2, C.4 - ISIN: US55607LGL27, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $76566305.20
- **C.18.a - Value (excl. sponsor support):** $76566305.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ACD7, C.4 - ISIN: US56036ACD72, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $92000923.68
- **C.18.a - Value (excl. sponsor support):** $92000923.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: MASSACHUSETTS ST HSG FIN AGY H

- **C.1 - Title:** MASSACHUSETTS ST HSG FIN AGY H
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 254: MASSACHUSETTS ST HSG FIN AGY HSG REVENUE

- **C.1 - Title:** MASSACHUSETTS ST HSG FIN AGY HSG REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UPF6, C.4 - ISIN: US60416UPF65, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $9935000.00
- **C.18.a - Value (excl. sponsor support):** $9935000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 256: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UHZ1, C.4 - ISIN: US60416UHZ12, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $14930000.00
- **C.18.a - Value (excl. sponsor support):** $14930000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: WR; Moody's Short Rating: WR; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 257: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UGM1, C.4 - ISIN: US60416UGM18, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $33710000.00
- **C.18.a - Value (excl. sponsor support):** $33710000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-01-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 258: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UKY0, C.4 - ISIN: US60416UKY00, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 259: MINNESOTA ST HSG FIN AGY

- **C.1 - Title:** MINNESOTA ST HSG FIN AGY
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UQM0, C.4 - ISIN: US60416UQM08, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $33955000.00
- **C.18.a - Value (excl. sponsor support):** $33955000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 260: MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON

- **C.1 - Title:** MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3298814826, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: P547061
- **C.18 - Value (incl. sponsor support):** $99990030.00
- **C.18.a - Value (excl. sponsor support):** $99990030.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEZ3, C.4 - ISIN: US60683FEZ36, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $117019199.70
- **C.18.a - Value (excl. sponsor support):** $117019199.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682XG83, C.4 - ISIN: US60682XG837, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $141417118.40
- **C.18.a - Value (excl. sponsor support):** $141417118.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **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: JBONEPAGQXF4QP29B387, C.5 - Other ID: 0MUT01KQ5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COMPANY            | 2030-03-15      | 0.0000%  | N/A     | $10000000.00       | $10079500.00       | Corporate Debt Securities |
| ADVANCED MICRO DEVICE | 2032-06-01      | 3.9240%  | N/A     | $10000000.00       | $9890110.00        | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2032-11-15      | 4.3750%  | N/A     | $5000000.00        | $4938614.60        | Corporate Debt Securities |
| AMERICAN EXPRESS CO   | 2027-03-04      | 2.5500%  | N/A     | $35000000.00       | $34826458.45       | Corporate Debt Securities |
| AMGEN INC             | 2027-11-02      | 3.2000%  | N/A     | $20000000.00       | $19709400.00       | Corporate Debt Securities |
| AMGEN INCSR GLBL NT 2 | 2032-01-15      | 2.0000%  | N/A     | $20000000.00       | $17281400.00       | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2026-09-11      | 2.0500%  | N/A     | $25000000.00       | $24872250.00       | Corporate Debt Securities |
| ARIZONA PUBLIC SERVIC | 2029-08-15      | 2.6000%  | N/A     | $10000000.00       | $9467333.30        | Corporate Debt Securities |
| AT&T INC              | 2032-02-01      | 2.2500%  | N/A     | $10000000.00       | $8802375.00        | Corporate Debt Securities |
| AT&T INC GLBL NT 4.55 | 2032-11-01      | 4.5500%  | N/A     | $8138000.00        | $8012799.14        | Corporate Debt Securities |
| AT&T INC SR GLBL NT3. | 2027-02-15      | 3.8000%  | N/A     | $24999000.00       | $24924003.00       | Corporate Debt Securities |
| ATMOS ENERGY CORP     | 2031-01-15      | 1.5000%  | N/A     | $10000000.00       | $8781750.00        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY EN | 2028-04-15      | 3.2500%  | N/A     | $10000000.00       | $9860125.00        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB  | 2029-07-26      | 3.4000%  | N/A     | $10000000.00       | $9825111.10        | Corporate Debt Securities |
| BROADCOM INC          | 2032-07-15      | 4.9000%  | N/A     | $30000000.00       | $30672750.00       | Corporate Debt Securities |
| CANADIAN PACIFIC RAIL | 2031-12-02      | 2.4500%  | N/A     | $20000000.00       | $17762000.00       | Corporate Debt Securities |
| CIGNA GROUP/THE       | 2031-03-15      | 2.3750%  | N/A     | $10000000.00       | $9058479.20        | Corporate Debt Securities |
| CLOROX CO             | 2028-05-15      | 3.9000%  | N/A     | $10000000.00       | $9903800.00        | Corporate Debt Securities |
| COMCAST CORP          | 2030-02-01      | 2.6500%  | N/A     | $10000000.00       | $9354700.00        | Corporate Debt Securities |
| COMCAST CORP NEW SR G | 2027-02-01      | 3.3000%  | N/A     | $5000000.00        | $5029541.65        | Corporate Debt Securities |
| CONNECTICUT LT & PWR  | 2027-03-15      | 3.2000%  | N/A     | $10000000.00       | $10005166.70       | Corporate Debt Securities |
| CSX CORP              | 2028-03-01      | 3.8000%  | N/A     | $10000000.00       | $9918400.00        | Corporate Debt Securities |
| DH EUROPE FINANCE II  | 2029-11-15      | 2.6000%  | N/A     | $10000000.00       | $9405333.30        | Corporate Debt Securities |
| DISNEY WALT CO SR GLB | 2029-09-01      | 2.0000%  | N/A     | $15000000.00       | $14007666.60       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2026-12-01      | 2.9500%  | N/A     | $12000000.00       | $12111816.72       | Corporate Debt Securities |
| DUKE ENERGY FLORID    | 2028-07-15      | 3.8000%  | N/A     | $10000000.00       | $10053800.00       | Corporate Debt Securities |
| DUKE ENERGY OHIO INC  | 2029-02-01      | 3.6500%  | N/A     | $10000000.00       | $9941152.80        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS  | 2029-03-15      | 3.4500%  | N/A     | $10000000.00       | $9826375.00        | Corporate Debt Securities |
| ELI LILLY & CO GLBL N | 2032-10-15      | 4.5500%  | N/A     | $10000000.00       | $10018375.00       | Corporate Debt Securities |
| ENTERGY MISSISSIPPI L | 2028-06-01      | 2.8500%  | N/A     | $7000000.00        | $6900045.81        | Corporate Debt Securities |
| GENERAL DYNAMICS CORP | 2026-08-15      | 2.1250%  | N/A     | $5000000.00        | $5013239.60        | Corporate Debt Securities |
| GENERAL MILLS,INC     | 2030-04-15      | 2.8750%  | N/A     | $5000000.00        | $4696718.75        | Corporate Debt Securities |
| GEORGIA POWER CO      | 2032-05-15      | 4.7000%  | N/A     | $10000000.00       | $10022583.30       | Corporate Debt Securities |
| GEORGIA POWER CO      | 2029-09-15      | 2.6500%  | N/A     | $38000000.00       | $36121691.54       | Corporate Debt Securities |
| HOME DEPOT INC        | 2029-06-15      | 2.9500%  | N/A     | $10000000.00       | $9747208.30        | Corporate Debt Securities |
| HONEYWELL INTERNATION | 2029-08-15      | 2.7000%  | N/A     | $15000000.00       | $14329125.00       | Corporate Debt Securities |
| HONEYWELL INTERNATION | 2030-06-01      | 1.9500%  | N/A     | $10000000.00       | $9158958.30        | Corporate Debt Securities |
| HONEYWELL INTERNATION | 2033-02-15      | 0.0000%  | N/A     | $10000000.00       | $10182100.00       | Corporate Debt Securities |
| INTERCONTINENTAL EXCH | 2032-09-15      | 1.8500%  | N/A     | $10000000.00       | $8482541.70        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2027-03-09      | 1.7500%  | N/A     | $5000000.00        | $4940687.50        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2030-01-09      | 2.4500%  | N/A     | $25000000.00       | $23627395.75       | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2026-09-14      | 2.2500%  | N/A     | $10000000.00       | $10005000.00       | Corporate Debt Securities |
| KROGER CO             | 2031-01-15      | 1.7000%  | N/A     | $30000000.00       | $26341500.00       | Corporate Debt Securities |
| LOWE'S COS INC        | 2030-10-15      | 1.7000%  | N/A     | $10000000.00       | $8858250.00        | Corporate Debt Securities |
| LOWE'S COS INC        | 2032-10-15      | 4.5000%  | N/A     | $20000000.00       | $19718500.00       | Corporate Debt Securities |
| MARSH & MCLENNAN COS  | 2031-11-15      | 4.8500%  | N/A     | $10000000.00       | $10081208.30       | Corporate Debt Securities |
| MASTERCARD INCORPORAT | 2030-03-26      | 3.3500%  | N/A     | $5000000.00        | $4861777.80        | Corporate Debt Securities |
| MERCK & CO INC        | 2029-03-07      | 3.4000%  | N/A     | $10000000.00       | $9844888.90        | Corporate Debt Securities |
| MERCK & CO INC        | 2032-09-15      | 4.5500%  | N/A     | $20000000.00       | $20114583.40       | Corporate Debt Securities |
| META PLATFORMS INC    | 2032-11-15      | 4.6000%  | N/A     | $20000000.00       | $19738333.40       | Corporate Debt Securities |
| NEVADA POWER CO       | 2030-05-01      | 0.0000%  | N/A     | $20000000.00       | $18431000.00       | Corporate Debt Securities |
| NEVADA POWER CO       | 2029-05-01      | 3.7000%  | N/A     | $10000000.00       | $9822805.60        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2030-06-01      | 2.2500%  | N/A     | $20000000.00       | $18462750.00       | Corporate Debt Securities |
| NIKE INC SR GLBL NT 2 | 2026-11-01      | 2.3750%  | N/A     | $10000000.00       | $9953131.90        | Corporate Debt Securities |
| NISOURCE INC          | 2027-05-15      | 3.4900%  | N/A     | $20000000.00       | $19861000.00       | Corporate Debt Securities |
| NORFOLK SOUTHERN CORP | 2028-08-01      | 3.8000%  | N/A     | $10000000.00       | $10018611.10       | Corporate Debt Securities |
| OMNICOM GROUP INC     | 2030-04-30      | 2.4500%  | N/A     | $10000000.00       | $9219916.70        | Corporate Debt Securities |
| PAYPAL HOLDINGS INC   | 2030-06-01      | 0.0000%  | N/A     | $25000000.00       | $22827750.00       | Corporate Debt Securities |
| PFIZER INC            | 2029-03-15      | 3.4500%  | N/A     | $15000000.00       | $14779312.50       | Corporate Debt Securities |
| PFIZER INVESTMENT     | 2030-05-19      | 4.6500%  | N/A     | $5000000.00        | $5028854.15        | Corporate Debt Securities |
| PFIZER INVT ENTERPRIS | 2033-05-19      | 4.7500%  | N/A     | $20000000.00       | $19895027.80       | Corporate Debt Securities |
| PFIZER INVT ENTERPRIS | 2028-05-19      | 4.4500%  | N/A     | $5000000.00        | $5021548.60        | Corporate Debt Securities |
| PHILIP MORRIS INTERNA | 2028-02-15      | 4.8750%  | N/A     | $5000000.00        | $5042250.00        | Corporate Debt Securities |
| PHILIP MORRIS INTERNA | 2029-08-15      | 3.3750%  | N/A     | $10000000.00       | $9773937.50        | Corporate Debt Securities |
| PHILIP MORRIS INTL    | 2028-09-07      | 5.2500%  | N/A     | $15000000.00       | $15464312.55       | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2030-04-30      | 4.3750%  | N/A     | $10000000.00       | $9958958.30        | Corporate Debt Securities |
| PNC FINANCIAL SERVICE | 2030-01-22      | 2.5500%  | N/A     | $15000000.00       | $14124250.05       | Corporate Debt Securities |
| PROCTER & GAMBLE COSR | 2026-11-03      | 2.4500%  | N/A     | $10000000.00       | $9961875.00        | Corporate Debt Securities |
| REPUBLIC SERVICES INC | 2030-03-01      | 2.3000%  | N/A     | $10000000.00       | $9301861.10        | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2032-03-15      | 2.7000%  | N/A     | $10000000.00       | $8964750.00        | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2032-05-15      | 5.1250%  | N/A     | $5000000.00        | $5075927.10        | Corporate Debt Securities |
| T-MOBILE USA INC      | 2031-02-15      | 2.5500%  | N/A     | $10000000.00       | $9161375.00        | Corporate Debt Securities |
| THE CIGNA GROUP       | 2032-09-15      | 0.0000%  | N/A     | $15000000.00       | $15005250.00       | Corporate Debt Securities |
| THERMO FISHER SCIENTI | 2032-11-21      | 4.9500%  | N/A     | $10000000.00       | $10129875.00       | Corporate Debt Securities |
| THERMO FISHER SCIENTI | 2031-10-15      | 2.0000%  | N/A     | $5000000.00        | $4416250.00        | Corporate Debt Securities |
| TJX COS INC           | 2026-09-15      | 2.2500%  | N/A     | $10000000.00       | $10003375.00       | Corporate Debt Securities |
| TJX COS INC NEWSR GLB | 2031-05-15      | 1.6000%  | N/A     | $25000000.00       | $21871666.75       | Corporate Debt Securities |
| UNITED HEALTHCARE COR | 2027-01-15      | 3.4500%  | N/A     | $7000000.00        | $7066762.50        | Corporate Debt Securities |
| UNITED PARCEL SERVICE | 2026-11-15      | 2.4000%  | N/A     | $5000000.00        | $4972250.00        | Corporate Debt Securities |
| UNITED PARCEL SVCS IN | 2029-03-15      | 3.4000%  | N/A     | $10000000.00       | $9825333.30        | Corporate Debt Securities |
| UNITEDHEALTH GROUP IN | 2029-05-15      | 4.0000%  | N/A     | $10000000.00       | $9899666.70        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  | N/A     | $20000000.00       | $17613125.00       | Corporate Debt Securities |
| WALT DISNEY CO/THE    | 2031-01-13      | 2.6500%  | N/A     | $10000000.00       | $9366347.20        | Corporate Debt Securities |
| WASTE MANAGEMENT INC  | 2031-03-15      | 1.5000%  | N/A     | $10000000.00       | $8717750.00        | Corporate Debt Securities |
| WASTE MANAGEMENT INC  | 2030-02-15      | 0.0000%  | N/A     | $10000000.00       | $10053000.00       | Corporate Debt Securities |

### Security 264: MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION-SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60683CHK0, C.4 - ISIN: US60683CHK09, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $94170270.00
- **C.18.a - Value (excl. sponsor support):** $94170270.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MIZUHO BANK LIMITED-SINGAPORE

- **C.1 - Title:** MIZUHO BANK LIMITED-SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QHL1, C.4 - ISIN: US60689QHL14, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $125881282.40
- **C.18.a - Value (excl. sponsor support):** $125881282.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA60, C.4 - ISIN: US60701AA604, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $200012720.00
- **C.18.a - Value (excl. sponsor support):** $200012720.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA52, C.4 - ISIN: US60701AA521, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $24001526.40
- **C.18.a - Value (excl. sponsor support):** $24001526.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5M1, C.4 - ISIN: US60701A5M18, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $184010635.20
- **C.18.a - Value (excl. sponsor support):** $184010635.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3L5, C.4 - ISIN: US60701A3L52, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $108003823.20
- **C.18.a - Value (excl. sponsor support):** $108003823.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 270: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AA94, C.4 - ISIN: US60701AA943, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $138947360.70
- **C.18.a - Value (excl. sponsor support):** $138947360.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A7C1, C.4 - ISIN: US60701A7C18, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $169015784.60
- **C.18.a - Value (excl. sponsor support):** $169015784.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ABZ5, C.4 - ISIN: US60701ABZ57, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $25008792.50
- **C.18.a - Value (excl. sponsor support):** $25008792.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300IJV8X2BVHFN697, C.5 - Other ID: ZS3YC4Q
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 274: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTF5, C.4 - ISIN: US55381BTF57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100034060.00
- **C.18.a - Value (excl. sponsor support):** $100034060.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG SECURITIES AMERICAS INC. DBA MUFG SECURITIES AND MUFG

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC. DBA MUFG SECURITIES AND MUFG
- **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: 0VH001OL0
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN EXPRESS COSR | 2028-07-26      | 5.0430%  | N/A     | $1128000.00        | $1155625.00        | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2028-04-10      | 4.5500%  | N/A     | $32000.00          | $32160.42          | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2026-07-15      | 4.2862%  | N/A     | $5259000.00        | $5288955.17        | Corporate Debt Securities |
| AMPHENOL CORPSR GLBL  | 2027-11-15      | 3.8000%  | N/A     | $666000.00         | $662741.78         | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS | 2031-01-23      | 5.7000%  | N/A     | $5000.00           | $5012.25           | Corporate Debt Securities |
| APPALACHIAN PWR CO -Y | 2049-03-01      | 4.5000%  | N/A     | $571000.00         | $475580.19         | Corporate Debt Securities |
| AT&T INC GLBL NT 5.25 | 2036-10-30      | 5.2500%  | N/A     | $2300000.00        | $2282242.08        | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2099-01-01      | 5.6250%  | N/A     | $1000000.00        | $1008705.00        | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2099-12-31      | 4.6250%  | N/A     | $300000.00         | $301882.38         | Corporate Debt Securities |
| BANK OF AMER CORPFR 4 | 2029-07-23      | 4.2710%  | N/A     | $1475000.00        | $1487387.79        | Corporate Debt Securities |
| BLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  | N/A     | $33000.00          | $32925.03          | Corporate Debt Securities |
| BNP PARIBASLW TIER II | 2041-01-26      | 2.8240%  | N/A     | $4209000.00        | $2995371.33        | Corporate Debt Securities |
| BROADCOM INC SR GLBL  | 2028-04-15      | 4.8000%  | N/A     | $2123000.00        | $2154243.48        | Corporate Debt Securities |
| BROADCOM INC SR GLBL  | 2036-11-15      | 3.1870%  | N/A     | $5000000.00        | $4192096.94        | Corporate Debt Securities |
| BUCKEYE OHIO TOB SETT | 2039-06-01      | 4.0000%  | N/A     | $5000000.00        | $5015638.89        | Other Instrument          |
| CALIFORNIA EDL FACS A | 2051-04-01      | 5.0000%  | N/A     | $4000000.00        | $4505862.22        | Other Instrument          |
| CATERPILLAR FINL SVCS | 2027-05-14      | 5.0000%  | N/A     | $5238000.00        | $5298463.98        | Corporate Debt Securities |
| COMMONWEALTH BANK OF  | 2034-09-12      | 3.6100%  | N/A     | $3023000.00        | $2921189.56        | Corporate Debt Securities |
| CONN ST HSG FIN AUTH  | 2034-11-15      | 1.6600%  | N/A     | $2000000.00        | $1861881.17        | Other Instrument          |
| CROWN CASTLE INC SR G | 2051-01-15      | 3.2500%  | N/A     | $5000000.00        | $3353886.11        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NO | 2028-09-20      | 5.4000%  | N/A     | $1207000.00        | $1240385.62        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NO | 2028-09-20      | 5.4000%  | N/A     | $454000.00         | $466557.64         | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2029-02-15      | 4.1500%  | N/A     | $664000.00         | $665652.62         | Corporate Debt Securities |
| DISTRICT COLUMBIA HSG | 2047-09-01      | 4.8000%  | N/A     | $4000000.00        | $4038506.67        | Other Instrument          |
| DOMINION ENERGY INCSR | 2035-03-15      | 5.4500%  | N/A     | $1120000.00        | $1151430.31        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI L | 2049-06-01      | 3.8500%  | N/A     | $1892000.00        | $1457324.56        | Corporate Debt Securities |
| ERAC USA FINANCE COMP | 2029-10-30      | 4.5000%  | N/A     | $3000000.00        | $3002385.00        | Corporate Debt Securities |
| ESSENTIAL PPTYS LP SR | 2035-12-01      | 5.4000%  | N/A     | $307000.00         | $311703.24         | Corporate Debt Securities |
| FEDEX CORP SR NT 4.5% | 2065-02-01      | 4.5000%  | N/A     | $24000.00          | $16678.56          | Corporate Debt Securities |
| GATX CORPSR GLBL NT5. | 2035-06-15      | 5.5000%  | N/A     | $32000.00          | $33145.46          | Corporate Debt Securities |
| GEORGIA PWR CO SR GLB | 2031-03-15      | 4.8500%  | N/A     | $5756000.00        | $5862137.44        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2047-01-21      | 5.5410%  | N/A     | $6000000.00        | $5913188.00        | Corporate Debt Securities |
| GOLUB CAP BDC INCSR G | 2028-12-05      | 7.0500%  | N/A     | $30000.00          | $31844.25          | Corporate Debt Securities |
| GRAND RIV FDG TR I SR | 2036-02-15      | 6.3110%  | N/A     | $3000000.00        | $3037024.17        | Corporate Debt Securities |
| HONEYWELL AEROSPACE I | 2056-03-16      | 5.7320%  | N/A     | $3344000.00        | $3373371.10        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2036-05-13      | 5.7900%  | N/A     | $699000.00         | $723103.85         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CO | 2028-01-07      | 4.6500%  | N/A     | $1066000.00        | $1092385.28        | Corporate Debt Securities |
| KANSAS ST DEV FIN AUT | 2036-05-01      | 5.0000%  | N/A     | $5000000.00        | $5620905.56        | Other Instrument          |
| LOS ANGELES CALIF UNI | 2040-07-01      | 4.0000%  | N/A     | $5360000.00        | $5447874.22        | Other Instrument          |
| LOS ANGELES CALIF UNI | 2034-01-01      | 3.0000%  | N/A     | $2700000.00        | $2711025.00        | Other Instrument          |
| LOS ANGELES CNTY CALI | 2050-12-01      | 3.0000%  | N/A     | $565000.00         | $428639.13         | Other Instrument          |
| MACQUARIE GROUP LIMIT | 2032-06-23      | 2.6910%  | N/A     | $500000.00         | $454545.50         | Corporate Debt Securities |
| MAIN STR CAP CORPSR G | 2029-03-01      | 6.9500%  | N/A     | $3709000.00        | $3879906.60        | Corporate Debt Securities |
| MID-AMERICA APTS LPSR | 2027-06-01      | 3.6000%  | N/A     | $955000.00         | $966479.10         | Corporate Debt Securities |
| MISSOURI ST HEALTH &  | 2033-05-01      | 5.0000%  | N/A     | $3700000.00        | $4150470.89        | Other Instrument          |
| MIZUHO BANK LTD. SR G | 2029-04-16      | 4.3950%  | N/A     | $500000.00         | $502454.79         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROU | 2031-05-25      | 2.5910%  | N/A     | $350000.00         | $322153.26         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROU | 2027-02-28      | 3.6630%  | N/A     | $6250000.00        | $6286620.31        | Corporate Debt Securities |
| MOLSON COORS BEVERAGE | 2036-07-08      | 5.5000%  | N/A     | $4577000.00        | $4610117.14        | Corporate Debt Securities |
| MORGAN STANLEY DIRECT | 2029-05-17      | 6.1500%  | N/A     | $500000.00         | $506380.00         | Corporate Debt Securities |
| MORGAN STANLEY FR 4.8 | 2036-10-22      | 4.8920%  | N/A     | $5000000.00        | $4870689.44        | Corporate Debt Securities |
| MORGAN STANLEY FR 5.3 | 2041-01-18      | 5.3140%  | N/A     | $5000000.00        | $4967059.17        | Corporate Debt Securities |
| MORGAN STANLEY FR 6.3 | 2042-07-24      | 6.3750%  | N/A     | $513000.00         | $568724.84         | Corporate Debt Securities |
| NEW JERSEY HEALTH CAR | 2028-07-01      | 5.0000%  | N/A     | $5000000.00        | $5247027.78        | Other Instrument          |
| NEW JERSEY HEALTH CAR | 2029-07-01      | 5.0000%  | N/A     | $31000000.00       | $33070352.22       | Other Instrument          |
| NEW JERSEY ST TRANSN  | 2055-06-15      | 4.1250%  | N/A     | $3045000.00        | $2824090.33        | Other Instrument          |
| NEW JERSEY ST TRANSN  | 2055-06-15      | 5.0000%  | N/A     | $5000000.00        | $5233438.89        | Other Instrument          |
| NEW YORK N Y CITY MUN | 2041-06-15      | 2.5000%  | N/A     | $12500000.00       | $12508534.95       | Other Instrument          |
| NEW YORK ST TWY AUTH  | 2059-03-15      | 5.0000%  | N/A     | $1415000.00        | $1463333.26        | Other Instrument          |
| OAKTREE SPECIALTY LEN | 2029-02-15      | 7.1000%  | N/A     | $31000.00          | $32170.28          | Corporate Debt Securities |
| OMNIS FDG TR SR 144A  | 2055-05-15      | 6.7220%  | N/A     | $2000000.00        | $2093728.22        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY C | 2050-05-15      | 3.7000%  | N/A     | $3962000.00        | $2895029.00        | Corporate Debt Securities |
| PACIFICORP 1M GLBL BD | 2033-04-15      | 5.4500%  | N/A     | $22000.00          | $22566.04          | Corporate Debt Securities |
| PENNSYLVANIA STFIRST  | 2029-04-01      | 5.0000%  | N/A     | $7900000.00        | $8528418.67        | Other Instrument          |
| PORT GTR CINCINNATI D | 2063-12-01      | 5.0000%  | N/A     | $10890000.00       | $11201151.50       | Other Instrument          |
| PROGRESSIVE CORP SR G | 2036-03-26      | 5.1500%  | N/A     | $800000.00         | $806130.00         | Corporate Debt Securities |
| RLI CORP SR GLBL NT 3 | 2036-06-01      | 5.3750%  | N/A     | $4898000.00        | $4813314.94        | Corporate Debt Securities |
| SAN MARCOS TEX WTRWKS | 2044-08-15      | 4.0000%  | N/A     | $1000000.00        | $970237.78         | Other Instrument          |
| SAN MARCOS TEX WTRWKS | 2043-08-15      | 4.0000%  | N/A     | $1000000.00        | $982827.78         | Other Instrument          |
| SANTANDER HOLDINGS US | 2027-07-13      | 4.4000%  | N/A     | $3583000.00        | $3640192.64        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2033-03-15      | 4.8000%  | N/A     | $21000.00          | $20799.45          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2035-01-15      | 5.6320%  | N/A     | $590000.00         | $622930.00         | Corporate Debt Securities |
| TARGA RES CORP GLBL N | 2034-03-30      | 6.5000%  | N/A     | $30000.00          | $32860.88          | Corporate Debt Securities |
| TEXAS WTR DEV BRD REV | 2050-10-15      | 4.7500%  | N/A     | $1335000.00        | $1355579.77        | Other Instrument          |
| TORONTO DOMINION BK O | 2028-06-02      | 4.5740%  | N/A     | $5000000.00        | $5124394.17        | Corporate Debt Securities |
| TRINITY CAP INCSR NT  | 2031-05-21      | 7.0000%  | N/A     | $5734000.00        | $5773252.42        | Corporate Debt Securities |
| TRUIST FINL CORP FR 5 | 2037-04-23      | 5.2810%  | N/A     | $4000.00           | $3974.12           | Corporate Debt Securities |
| UBS GROUP AG FR 3.126 | 2030-08-13      | 3.1260%  | N/A     | $3450000.00        | $3310117.45        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2031-01-20      | 1.7500%  | N/A     | $5000.00           | $4438.15           | Corporate Debt Securities |

### Security 276: N TEXAS ST HGR EDU AUTH

- **C.1 - Title:** N TEXAS ST HGR EDU AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FV3, C.4 - ISIN: US662826FV31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 277: N TEXAS ST HGR EDU AUTH

- **C.1 - Title:** N TEXAS ST HGR EDU AUTH
- **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):** $19600000.00
- **C.18.a - Value (excl. sponsor support):** $19600000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: 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 278: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3M5, C.4 - ISIN: US63254G3M55, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $116994512.70
- **C.18.a - Value (excl. sponsor support):** $116994512.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3B9, C.4 - ISIN: US63254G3B90, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $100007100.00
- **C.18.a - Value (excl. sponsor support):** $100007100.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ81, C.4 - ISIN: US63254GZ811, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $53019588.80
- **C.18.a - Value (excl. sponsor support):** $53019588.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254FJ16, C.4 - ISIN: US63254FJ163, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $99011740.00
- **C.18.a - Value (excl. sponsor support):** $99011740.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ73, C.4 - ISIN: US63254GZ738, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $115049001.50
- **C.18.a - Value (excl. sponsor support):** $115049001.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3392898832, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: AG75714
- **C.18 - Value (incl. sponsor support):** $96088910.00
- **C.18.a - Value (excl. sponsor support):** $96088910.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-05-26
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3283862244, C.3 - LEI: N/A, C.5 - Other ID: AIV9912S3
- **C.18 - Value (incl. sponsor support):** $147597435.00
- **C.18.a - Value (excl. sponsor support):** $147597435.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3307431158, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P714C25
- **C.18 - Value (incl. sponsor support):** $148493085.00
- **C.18.a - Value (excl. sponsor support):** $148493085.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3309065376, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P76BC8E
- **C.18 - Value (incl. sponsor support):** $245035900.00
- **C.18.a - Value (excl. sponsor support):** $245035900.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3309071002, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P76C8FA
- **C.18 - Value (incl. sponsor support):** $117655896.00
- **C.18.a - Value (excl. sponsor support):** $117655896.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3343308188, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: PCCCEA9
- **C.18 - Value (incl. sponsor support):** $248836758.50
- **C.18.a - Value (excl. sponsor support):** $248836758.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3367701144, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: PEB9008
- **C.18 - Value (incl. sponsor support):** $103087117.00
- **C.18.a - Value (excl. sponsor support):** $103087117.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-05-03
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3261206265, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: YA1F943
- **C.18 - Value (incl. sponsor support):** $146667135.00
- **C.18.a - Value (excl. sponsor support):** $146667135.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NSP3, C.4 - ISIN: US63307NSP32, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $527256027.14
- **C.18.a - Value (excl. sponsor support):** $527256027.14
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MFW4, C.4 - ISIN: US63307MFW47, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $224253742.50
- **C.18.a - Value (excl. sponsor support):** $224253742.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: AJE9918T2
- **C.18 - Value (incl. sponsor support):** $640000000.00
- **C.18.a - Value (excl. sponsor support):** $640000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 294: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ZS3XYH2
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 295: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAC3, C.4 - ISIN: US63609FAC32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27705000.00
- **C.18.a - Value (excl. sponsor support):** $27705000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2033-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa2; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FGT2, C.4 - ISIN: US63854FGT21, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $92128968.00
- **C.18.a - Value (excl. sponsor support):** $92128968.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 298: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FHK0, C.4 - ISIN: US63854FHK03, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $69398147.00
- **C.18.a - Value (excl. sponsor support):** $69398147.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FFW6, C.4 - ISIN: US63854FFW68, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $92691546.90
- **C.18.a - Value (excl. sponsor support):** $92691546.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FK83, C.4 - ISIN: US63854FK838, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $197198660.00
- **C.18.a - Value (excl. sponsor support):** $197198660.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 301: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KH34, C.4 - ISIN: US63873KH347, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $318764202.90
- **C.18.a - Value (excl. sponsor support):** $318764202.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KL21, C.4 - ISIN: US63873KL216, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $174025975.20
- **C.18.a - Value (excl. sponsor support):** $174025975.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001LI5
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.2252%  | N/A     | $1838600.00        | $1852353.95        | Asset-Backed Securities                           |
| ABBOTT LABORATORIESSR | 2056-03-15      | 5.5000%  | N/A     | $310000.00         | $305598.69         | Corporate Debt Securities                         |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $1363000.00        | $1402596.66        | Corporate Debt Securities                         |
| AG CC FDG 2021-1 LTD  | 2038-04-25      | 2.8200%  | N/A     | $2152160.00        | $2067436.63        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $200000.00         | $213810.20         | Corporate Debt Securities                         |
| BLUEMOUNTAIN CLO 2018 | 2031-08-15      | 5.6127%  | N/A     | $1399263.00        | $1404038.28        | Asset-Backed Securities                           |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $3024500.00        | $3033303.45        | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $5000.00           | $4134.43           | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $564000.00         | $580919.37         | Corporate Debt Securities                         |
| COMVEST CR CLO LP 202 | 2037-10-15      | 5.3431%  | N/A     | $1138714.00        | $1144203.12        | Asset-Backed Securities                           |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $307000.00         | $319257.74         | Corporate Debt Securities                         |
| DOVER CORP SR NT 6.6% | 2038-03-15      | 6.6000%  | N/A     | $166000.00         | $187446.65         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $157000.00         | $164239.71         | Corporate Debt Securities                         |
| ENSTAR GROUP LTD JR S | 2045-04-01      | 7.5000%  | N/A     | $1694000.00        | $1790733.05        | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $970000.00         | $985777.59         | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $7070000.00        | $5193182.09        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $1336000.00        | $1204921.89        | Corporate Debt Securities                         |
| GREAT LAKES 7.33744 2 | 2037-04-20      | 5.6752%  | N/A     | $300967.00         | $302976.91         | Asset-Backed Securities                           |
| GS REFT ISSUER LTD 20 | 2043-10-20      | 5.1128%  | N/A     | $1014268.00        | $1017135.54        | Private Label Collateralized Mortgage Obligations |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1666%  | N/A     | $479352.00         | $482650.62         | Asset-Backed Securities                           |
| GXO LOGISTICS INCORPO | 2029-05-06      | 6.2500%  | N/A     | $3000.00           | $3109.81           | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 20 | 2056-09-25      | 5.4160%  | N/A     | $295910.00         | $284917.41         | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2531%  | N/A     | $491900.00         | $492906.29         | Private Label Collateralized Mortgage Obligations |
| MFA TR 2026-INVR1A-12 | 2059-12-25      | 5.3870%  | N/A     | $172000.00         | $170769.82         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-22 | 2064-02-25      | 6.7000%  | N/A     | $1621350.00        | $836045.19         | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO | 2042-04-15      | 4.4500%  | N/A     | $1000.00           | $831.11            | Corporate Debt Securities                         |
| PANAMA INFRASTRUCTURE | 2032-04-05      | 0.0000%  | N/A     | $207500.00         | $166000.00         | Corporate Debt Securities                         |
| PAR PETROLEUM LLCSR G | 2034-06-01      | 7.3750%  | N/A     | $2000.00           | $2048.79           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2044-08-15      | 4.9000%  | N/A     | $155000.00         | $102369.06         | Corporate Debt Securities                         |
| PIKES PEAK CLO 2019-3 | 2034-10-25      | 6.0782%  | N/A     | $747500.00         | $752174.00         | Asset-Backed Securities                           |
| PPM CLO LTD 2021-5RB- | 2034-10-18      | 5.3752%  | N/A     | $138920.00         | $139762.30         | Asset-Backed Securities                           |
| REGATTA FUNDING LTD 2 | 2038-01-25      | 5.5166%  | N/A     | $1019296.00        | $1016495.62        | Asset-Backed Securities                           |
| S&P GLOBAL INC SR GLB | 2029-05-01      | 4.2500%  | N/A     | $9768000.00        | $9746076.27        | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $3000.00           | $2781.42           | Corporate Debt Securities                         |
| SLM CORP SR NT 6.495% | 2032-05-15      | 6.4950%  | N/A     | $18000.00          | $18021.71          | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO  | 2055-09-10      | 5.8750%  | N/A     | $284000.00         | $287275.19         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $1876.00           | $1660.80           | Corporate Debt Securities                         |
| VENTURE XXIX CLO 2017 | 2030-09-07      | 7.8127%  | N/A     | $210010.00         | $199366.33         | Asset-Backed Securities                           |
| VERUS SECUR TR 2026-R | 2067-10-25      | 5.4480%  | N/A     | $14820983.00       | $14863568.62       | Private Label Collateralized Mortgage Obligations |
| VODAFONE GROUP PLC GL | 2053-02-10      | 5.6250%  | N/A     | $359000.00         | $345117.92         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SU | 2081-06-04      | 5.1250%  | N/A     | $28000.00          | $22619.05          | Corporate Debt Securities                         |
| ZAIS CLO LTD 2020-15R | 2037-07-28      | 11.5201% | N/A     | $250000.00         | $253233.03         | Asset-Backed Securities                           |

### Security 304: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001LL8
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2030-10-15      | 4.0000%  | N/A     | $6000.00           | $5714.93           | Corporate Debt Securities                         |
| A&D MTG TR 2026-NQM2  | 2071-03-25      | 4.8110%  | N/A     | $1566132.00        | $1523192.42        | Private Label Collateralized Mortgage Obligations |
| AG CC FDG 2021-1 LTD  | 2038-04-25      | 5.7500%  | N/A     | $326795.00         | $321716.79         | Asset-Backed Securities                           |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $100000.00         | $62694.80          | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH | 2031-05-25      | 2.6900%  | N/A     | $1576000.00        | $1425112.01        | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $2000.00           | $2121.18           | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018- | 2038-01-20      | 5.3252%  | N/A     | $1155790.00        | $1158643.64        | Asset-Backed Securities                           |
| APIDOS CLO 2019-31R2  | 2039-04-15      | 4.8422%  | N/A     | $1750000.00        | $1770370.11        | Asset-Backed Securities                           |
| APPLE INCSR GLBL NT 5 | 2051-02-08      | 2.6500%  | N/A     | $633000.00         | $392732.72         | Corporate Debt Securities                         |
| ARBR RTL CM RL ES NT2 | 2043-09-22      | 5.1026%  | N/A     | $21508776.00       | $21535998.80       | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $4400000.00        | $4703824.40        | Corporate Debt Securities                         |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $223000.00         | $232170.19         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $174400.00         | $148874.10         | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FI | 2051-01-15      | 2.5000%  | N/A     | $2000000.00        | $1201151.11        | Corporate Debt Securities                         |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $152000.00         | $152442.43         | Private Label Collateralized Mortgage Obligations |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $2000.00           | $2071.28           | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.3771%  | N/A     | $322000.00         | $323277.08         | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.2639%  | N/A     | $148340.00         | $148819.48         | Private Label Collateralized Mortgage Obligations |
| CARLYLE FIN LLCGLBL R | 2029-09-19      | 3.5000%  | N/A     | $207000.00         | $200633.83         | Corporate Debt Securities                         |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $20000.00          | $19141.46          | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $934000.00         | $897144.36         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $722000.00         | $743659.20         | Corporate Debt Securities                         |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $106000.00         | $110232.32         | Corporate Debt Securities                         |
| CSL FIN PLCSR 144A NT | 2042-04-27      | 4.6250%  | N/A     | $1758000.00        | $1562740.89        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2052-03-15      | 3.5500%  | N/A     | $284000.00         | $203604.49         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $3040000.00        | $3021586.04        | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2054-05-15      | 5.9500%  | N/A     | $504000.00         | $487410.28         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $61365.00          | $61460.52          | Corporate Debt Securities                         |
| FS RIALTO 2026-FL11 2 | 2044-01-19      | 5.0628%  | N/A     | $10000000.00       | $10020263.36       | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 4.9895%  | N/A     | $891000.00         | $320551.43         | Private Label Collateralized Mortgage Obligations |
| GOLUB CAP PART 2016-1 | 2039-08-09      | 5.2777%  | N/A     | $150029.00         | $149916.31         | Asset-Backed Securities                           |
| GOLUB CAP PART CLO 20 | 2039-05-09      | 5.3977%  | N/A     | $3271200.00        | $3203629.62        | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1477%  | N/A     | $1610080.00        | $1615206.26        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0420%  | N/A     | $1594700.00        | $1523978.95        | Private Label Collateralized Mortgage Obligations |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1666%  | N/A     | $1122280.00        | $1130002.87        | Asset-Backed Securities                           |
| HCA INC. SR GLBL NT 2 | 2027-03-15      | 3.1250%  | N/A     | $626000.00         | $624543.68         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2032-09-30      | 7.8750%  | N/A     | $200000.00         | $154139.25         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $1300000.00        | $1245991.86        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $4000.00           | $3873.92           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP  | 2034-05-15      | 4.0000%  | N/A     | $295000.00         | $178075.96         | Asset-Backed Securities                           |
| KRAFT HEINZ FOODS CO  | 2042-06-04      | 5.0000%  | N/A     | $1425000.00        | $1306875.42        | Corporate Debt Securities                         |
| LPL HLDGS INCSR GLBL  | 2029-03-15      | 4.0000%  | N/A     | $496000.00         | $487087.98         | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2531%  | N/A     | $1804600.00        | $1808291.71        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2026-INVR1A-12 | 2059-12-25      | 5.3870%  | N/A     | $100000.00         | $99284.78          | Private Label Collateralized Mortgage Obligations |
| MOUNTAIN PT CLO LTD 2 | 2039-04-20      | 5.1700%  | N/A     | $999270.00         | $1006581.46        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1661%  | N/A     | $2723833.00        | $2668182.42        | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $242000.00         | $228849.72         | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $219000.00         | $212334.61         | Corporate Debt Securities                         |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 5.0210%  | N/A     | $23781472.00       | $20438817.07       | Private Label Collateralized Mortgage Obligations |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $254000.00         | $249396.11         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2035-05-15      | 3.9000%  | N/A     | $2906000.00        | $2487410.07        | Corporate Debt Securities                         |
| PACIFIC LIFE INS COSU | 2067-10-24      | 4.3000%  | N/A     | $1408000.00        | $1121599.50        | Corporate Debt Securities                         |
| PAR PETROLEUM LLCSR G | 2034-06-01      | 7.3750%  | N/A     | $8000.00           | $8195.14           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2045-01-15      | 4.6000%  | N/A     | $2000.00           | $1274.36           | Corporate Debt Securities                         |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $1470000.00        | $963222.41         | Corporate Debt Securities                         |
| PRPM ISSUER LLC 2026- | 2043-03-17      | 5.2871%  | N/A     | $7227129.00        | $7248222.31        | Private Label Collateralized Mortgage Obligations |
| PSEG POWER LLC SR 144 | 2030-05-15      | 5.2000%  | N/A     | $2529000.00        | $2568837.37        | Corporate Debt Securities                         |
| RCKT MTG TR 2026-CES5 | 2056-05-25      | 6.0620%  | N/A     | $1636000.00        | $1642957.73        | Asset-Backed Securities                           |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $680000.00         | $698191.51         | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $15000.00          | $13907.10          | Corporate Debt Securities                         |
| SOLARIS ENERGY INFRAS | 2031-05-15      | 6.3750%  | N/A     | $311000.00         | $316128.52         | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $117000.00         | $117246.48         | Private Label Collateralized Mortgage Obligations |
| TEXAS INSTRS INC SR G | 2031-09-15      | 1.9000%  | N/A     | $553000.00         | $488644.93         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $2645730.00        | $2641718.04        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $1108.00           | $980.90            | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $1821000.00        | $1616892.20        | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8552%  | N/A     | $6628519.00        | $6470527.14        | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018- | 2031-10-15      | 7.2347%  | N/A     | $1653250.00        | $1663140.44        | Asset-Backed Securities                           |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $100608.00         | $92795.71          | Private Label Collateralized Mortgage Obligations |
| VISTAJET MALTA FIN P  | 2032-01-15      | 8.7500%  | N/A     | $3448000.00        | $3399198.35        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $2712000.00        | $2406167.76        | Corporate Debt Securities                         |
| VOYA CLO 2012-4RR LTD | 2030-10-15      | 11.5347% | N/A     | $2000000.00        | $1913375.96        | Asset-Backed Securities                           |

### Security 305: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001LM6
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR 2026-NQM2  | 2071-03-25      | 4.8110%  | N/A     | $6516400.00        | $6337735.97        | Private Label Collateralized Mortgage Obligations |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $2827000.00        | $2909127.49        | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $8300000.00        | $5203668.22        | Corporate Debt Securities                         |
| ALABAMA PWR CO SR -20 | 2033-11-15      | 5.8500%  | N/A     | $1881000.00        | $1987887.83        | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $918000.00         | $973619.58         | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018- | 2038-04-20      | 5.2752%  | N/A     | $400000.00         | $402617.53         | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $93000.00          | $86756.76          | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 5 | 2051-02-08      | 2.6500%  | N/A     | $2000.00           | $1240.86           | Corporate Debt Securities                         |
| ARBR RTL CM RL ES NT2 | 2043-09-22      | 5.1026%  | N/A     | $4544821.00        | $4550573.20        | Private Label Collateralized Mortgage Obligations |
| ATLANTIC MARINE CORP  | 2048-02-15      | 5.3830%  | N/A     | $4690000.00        | $3054650.69        | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $8400000.00        | $8980028.40        | Corporate Debt Securities                         |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $90000.00          | $92062.73          | Corporate Debt Securities                         |
| BANNER HEALTHSR GLBL  | 2031-01-01      | 1.8970%  | N/A     | $50000.00          | $44740.44          | Corporate Debt Securities                         |
| BARINGS CLO LTD 2015- | 2031-01-21      | 9.4368%  | N/A     | $599450.00         | $579616.14         | Asset-Backed Securities                           |
| BARRICK NORTH AMERICA | 2043-05-01      | 5.7500%  | N/A     | $5000000.00        | $5089061.11        | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $6267000.00        | $5747316.68        | Corporate Debt Securities                         |
| BCC MIDDLE MARKET CLO | 2037-10-22      | 5.1636%  | N/A     | $2197830.00        | $2203801.67        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $10010.00          | $8544.90           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-10-20      | 2.0000%  | N/A     | $3151126.00        | $1867056.51        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STR PT CLO LT | 2038-01-25      | 4.8466%  | N/A     | $12500000.00       | $12221088.50       | Asset-Backed Securities                           |
| BHP BILLITON FIN USA  | 2035-02-21      | 5.3000%  | N/A     | $5000000.00        | $5178788.89        | Corporate Debt Securities                         |
| BLUEMOUNTAIN CLO 2018 | 2031-08-15      | 5.6127%  | N/A     | $600737.00         | $602787.14         | Asset-Backed Securities                           |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $198000.00         | $192480.20         | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $225000.00         | $235706.03         | Corporate Debt Securities                         |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $36754000.00       | $36860980.31       | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.7452%  | N/A     | $4321200.00        | $4343586.69        | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $7000.00           | $7249.49           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $834000.00         | $689622.55         | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.3771%  | N/A     | $3396000.00        | $3409468.85        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $645000.00         | $646941.22         | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.2639%  | N/A     | $18477760.00       | $18537486.24       | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $2137000.00        | $2334042.09        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NE | 2050-05-01      | 3.5000%  | N/A     | $341000.00         | $243375.87         | Corporate Debt Securities                         |
| CAPSTONE BORROWER INC | 2030-06-15      | 8.0000%  | N/A     | $998000.00         | $1022465.42        | Corporate Debt Securities                         |
| CBAM 2017-3R LTD C-R2 | 2034-07-17      | 6.3920%  | N/A     | $2565820.00        | $2588187.08        | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO H | 2033-06-01      | 4.5000%  | N/A     | $1876000.00        | $1641031.00        | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1531%  | N/A     | $21758833.00       | $21808839.87       | Asset-Backed Securities                           |
| CHOICE HOTELS INTL IN | 2031-01-15      | 3.7000%  | N/A     | $189000.00         | $180652.29         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $4256000.00        | $4383675.27        | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2 | 2064-12-26      | 1.0510%  | N/A     | $6718461.00        | $828728.29         | Private Label Collateralized Mortgage Obligations |
| COMPEER FINANCIAL ACA | 2099-01-01      | 4.8750%  | N/A     | $1900000.00        | $1875102.08        | Corporate Debt Securities                         |
| COMVEST CR CLO LP 202 | 2037-10-15      | 5.3431%  | N/A     | $698830.00         | $702198.68         | Asset-Backed Securities                           |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $4325000.00        | $4428633.01        | Corporate Debt Securities                         |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $1060000.00        | $1102323.15        | Corporate Debt Securities                         |
| COREWEAVE INCSR GLBL  | 2031-02-01      | 9.0000%  | N/A     | $2000.00           | $2082.40           | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $68000.00          | $74169.79          | Corporate Debt Securities                         |
| CROCS INCSR GLBL 144A | 2029-03-15      | 4.2500%  | N/A     | $1625000.00        | $1587846.18        | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $1212000.00        | $1251452.62        | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $3109000.00        | $2750463.21        | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO  | 2038-04-20      | 5.4252%  | N/A     | $418356.00         | $420789.72         | Asset-Backed Securities                           |
| DUKE ENERGY CAROLINAS | 2052-03-15      | 3.5500%  | N/A     | $255000.00         | $182813.89         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $24771000.00       | $25913259.62       | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2025- | 2038-10-20      | 4.9352%  | N/A     | $660694.00         | $665006.02         | Asset-Backed Securities                           |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $3491000.00        | $3469854.24        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $2647000.00        | $2661670.26        | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $60000.00          | $60975.93          | Corporate Debt Securities                         |
| FEDERAL HOME LOAN MOR | 2046-08-01      | 3.5000%  | N/A     | $7341.00           | $941.39            | Agency Mortgage-Backed Securities                 |
| FERTITTA ENTMT LLC /  | 2029-01-15      | 4.6250%  | N/A     | $1647000.00        | $1635759.68        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $3753000.00        | $3833220.38        | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $2023.00           | $2026.15           | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2 | 2038-04-20      | 5.7752%  | N/A     | $1240000.00        | $1245389.66        | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2038-05-18      | 5.2095%  | N/A     | $10023000.00       | $1568087.70        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 4.9895%  | N/A     | $9864000.00        | $3548730.99        | Private Label Collateralized Mortgage Obligations |
| FULLER H B COSR GLBL  | 2028-10-15      | 4.2500%  | N/A     | $775000.00         | $768524.44         | Corporate Debt Securities                         |
| GOLUB CAP PART 2016-1 | 2039-08-09      | 5.2777%  | N/A     | $349971.00         | $349708.12         | Asset-Backed Securities                           |
| GOLUB CAP PART 2019-4 | 2038-01-28      | 5.4701%  | N/A     | $5952000.00        | $5940038.80        | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1477%  | N/A     | $1768216.00        | $1773845.74        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2038-10-21      | 5.2421%  | N/A     | $12272220.00       | $12028350.98       | Asset-Backed Securities                           |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1666%  | N/A     | $250316.00         | $252038.53         | Asset-Backed Securities                           |
| HCA INC. SR GLBL NT 2 | 2027-03-15      | 3.1250%  | N/A     | $2000.00           | $1995.35           | Corporate Debt Securities                         |
| HESS CORPSR GLBL NT7. | 2031-08-15      | 7.3000%  | N/A     | $666000.00         | $760764.40         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $5631000.00        | $5583086.45        | Corporate Debt Securities                         |
| INVESCO U.S CLO 2025- | 2038-07-15      | 4.9831%  | N/A     | $695152.00         | $700532.79         | Asset-Backed Securities                           |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $3297000.00        | $3103621.33        | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $89000.00          | $87156.81          | Corporate Debt Securities                         |
| KEMPER CORPSR GLBL NT | 2030-09-30      | 2.4000%  | N/A     | $713000.00         | $625531.54         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2035-05-15      | 5.1500%  | N/A     | $3000.00           | $2954.29           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL | 2045-06-01      | 5.5500%  | N/A     | $4992000.00        | $4961157.76        | Corporate Debt Securities                         |
| KREF LTD2022-FL3 A-S2 | 2039-02-22      | 5.5128%  | N/A     | $3673500.00        | $3680190.68        | Asset-Backed Securities                           |
| MADISON PARK 2014-14R | 2030-10-22      | 5.1636%  | N/A     | $826424.00         | $831809.87         | Asset-Backed Securities                           |
| MARANON LOAN FDG LTD  | 2036-10-15      | 8.4831%  | N/A     | $1108262.00        | $1118422.80        | Asset-Backed Securities                           |
| MAUSER PACKAGING SOLU | 2030-04-15      | 7.8750%  | N/A     | $334000.00         | $339719.75         | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC SR | 2028-08-01      | 5.7500%  | N/A     | $2189000.00        | $2219683.70        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $13775000.00       | $12742747.42       | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.2531%  | N/A     | $4941750.00        | $4951859.45        | Private Label Collateralized Mortgage Obligations |
| MFA TR 2026-INVR1A-12 | 2059-12-25      | 5.3870%  | N/A     | $2361260.00        | $2344371.82        | Private Label Collateralized Mortgage Obligations |
| MOO SEC TR 2026-RM2M- | 2066-06-25      | 4.7500%  | N/A     | $100040.00         | $88232.67          | Asset-Backed Securities                           |
| MORGAN STANLEY EATON  | 2037-10-23      | 4.9561%  | N/A     | $8153566.00        | $8207673.55        | Asset-Backed Securities                           |
| MORGAN STANLEY FR 5.0 | 2030-07-19      | 5.0420%  | N/A     | $1924000.00        | $1975269.26        | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $970000.00         | $598965.09         | Asset-Backed Securities                           |
| MSDBTRUST 2017-712FB2 | 2039-07-13      | 3.4528%  | N/A     | $6033000.00        | $5773370.01        | Private Label Collateralized Mortgage Obligations |
| NASSAU COS NEW YORKSR | 2030-07-15      | 7.8750%  | N/A     | $862000.00         | $848192.92         | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1661%  | N/A     | $2564438.00        | $2512044.02        | Asset-Backed Securities                           |
| NEW MOUNTAIN CLO LTD  | 2038-03-31      | 4.8752%  | N/A     | $4347271.00        | $4368970.40        | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $25570000.00       | $26827731.48       | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $2258750.00        | $1165121.49        | Private Label Collateralized Mortgage Obligations |
| OCEAN TRAILS CLO 2022 | 2035-07-20      | 7.1752%  | N/A     | $2000000.00        | $1967944.33        | Asset-Backed Securities                           |
| OCHSNER LSU HEALTH SY | 2031-05-15      | 2.5100%  | N/A     | $2000.00           | $1700.63           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP SR G | 2030-09-15      | 4.0000%  | N/A     | $3300000.00        | $3060130.33        | Corporate Debt Securities                         |
| OPTEUM MTG ACCEP 2005 | 2035-11-25      | 4.4638%  | N/A     | $3678000.00        | $3144648.18        | Private Label Collateralized Mortgage Obligations |
| OWL ROCK CLO XXI LLC  | 2034-07-24      | 5.5671%  | N/A     | $1500000.00        | $1503318.67        | Asset-Backed Securities                           |
| OZLM XVIII LTD 2018-1 | 2031-04-15      | 9.4347%  | N/A     | $7187500.00        | $6775090.68        | Asset-Backed Securities                           |
| OZLM XXII 2018-22B203 | 2031-01-17      | 5.7420%  | N/A     | $1000000.00        | $822027.12         | Asset-Backed Securities                           |
| PAR PETROLEUM LLCSR G | 2034-06-01      | 7.3750%  | N/A     | $1405000.00        | $1439272.05        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2045-01-15      | 4.6000%  | N/A     | $2000.00           | $1274.36           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2044-08-15      | 4.9000%  | N/A     | $2000.00           | $1320.89           | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $14000.00          | $13639.34          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2030-11-15      | 7.1250%  | N/A     | $800000.00         | $809064.67         | Corporate Debt Securities                         |
| PERSHING SQUARE HOLDI | 2032-07-15      | 3.0000%  | N/A     | $450000.00         | $384370.50         | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $766000.00         | $716034.42         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $4134000.00        | $3717908.31        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $15300000.00       | $12015778.50       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-01-15      | 5.9500%  | N/A     | $1226000.00        | $1225947.55        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $15000000.00       | $15566206.25       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $12166000.00       | $12025009.58       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $2062000.00        | $2097940.66        | Other Instrument                                  |
| RIO TINTO FIN USA LTD | 2040-11-02      | 5.2000%  | N/A     | $1267000.00        | $1251770.66        | Corporate Debt Securities                         |
| RR LTD 2019-7R B-1-B2 | 2037-01-15      | 5.7731%  | N/A     | $1200000.00        | $1209079.21        | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 10.1347% | N/A     | $779880.00         | $695681.71         | Asset-Backed Securities                           |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $2316000.00        | $2237706.98        | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $151000.00         | $151318.11         | Private Label Collateralized Mortgage Obligations |
| SWITCH ABS ISSUER LLC | 2056-03-27      | 5.6090%  | N/A     | $4139000.00        | $4162638.75        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 5.3666%  | N/A     | $10000000.00       | $9790813.02        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 9.1666%  | N/A     | $3182210.00        | $3208838.99        | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 4.9966%  | N/A     | $483315.00         | $473109.04         | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $3252728.00        | $2879606.22        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $1510.00           | $1507.71           | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $4779000.00        | $4243343.13        | Corporate Debt Securities                         |
| TRESTLES CLO 2023-6R  | 2038-04-26      | 5.2166%  | N/A     | $1491000.00        | $1500642.25        | Asset-Backed Securities                           |
| TRESTLES CLO LTD 2021 | 2038-10-30      | 4.9434%  | N/A     | $7514800.00        | $7565165.51        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8552%  | N/A     | $250036.00         | $244076.35         | Asset-Backed Securities                           |
| TUPY OVERSEAS S ASR G | 2031-02-16      | 4.5000%  | N/A     | $4326000.00        | $3573816.75        | Corporate Debt Securities                         |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $4863000.00        | $5504578.29        | Corporate Debt Securities                         |
| VENTURE 32 CLO 2018-3 | 2031-07-18      | 9.6868%  | N/A     | $5000000.00        | $1849020.39        | Asset-Backed Securities                           |
| VENTURE 38 CLO LTD 20 | 2032-07-30      | 10.8950% | N/A     | $4140000.00        | $3783816.37        | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018- | 2031-10-15      | 10.0647% | N/A     | $2550000.00        | $1617468.35        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $201000.00         | $221720.70         | Corporate Debt Securities                         |
| VENTURE XXIX CLO 2017 | 2030-09-07      | 7.8127%  | N/A     | $4236920.00        | $4022185.54        | Asset-Backed Securities                           |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $1130552.00        | $1042763.76        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2 A- | 2067-02-25      | 4.2600%  | N/A     | $7394732.00        | $5030774.96        | Private Label Collateralized Mortgage Obligations |
| VERUS SECUR TR 2026-R | 2067-10-25      | 5.4480%  | N/A     | $179017.00         | $179531.38         | Private Label Collateralized Mortgage Obligations |
| VIBRANT CLO XV LTD A- | 2035-01-22      | 4.8752%  | N/A     | $5026300.00        | $5053499.82        | Asset-Backed Securities                           |
| VMED O2 UK FING I PLC | 2031-01-31      | 4.2500%  | N/A     | $3250000.00        | $2757135.69        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SU | 2081-06-04      | 5.1250%  | N/A     | $922000.00         | $744812.99         | Corporate Debt Securities                         |
| VOYA CLO LTD 2019-3R  | 2032-10-18      | 5.0220%  | N/A     | $3900000.00        | $2274566.13        | Asset-Backed Securities                           |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $5400000.00        | $5699973.00        | Corporate Debt Securities                         |
| Z CAP CR PART CLO LTD | 2033-07-15      | 8.1347%  | N/A     | $10000000.00       | $10041924.23       | Asset-Backed Securities                           |

### Security 306: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001LR5
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR 2026-NQM2  | 2071-03-25      | 4.8110%  | N/A     | $5398500.00        | $5250486.10        | Private Label Collateralized Mortgage Obligations |
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.2252%  | N/A     | $250000.00         | $251870.17         | Asset-Backed Securities                           |
| ABBOTT LABORATORIESSR | 2056-03-15      | 5.5000%  | N/A     | $494000.00         | $486986.30         | Corporate Debt Securities                         |
| AG CC FDG 2021-1 LTD  | 2038-04-25      | 5.7500%  | N/A     | $1801360.00        | $1773367.87        | Asset-Backed Securities                           |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $579000.00         | $363002.88         | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $507000.00         | $548105.73         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 5 | 2051-02-08      | 2.6500%  | N/A     | $298000.00         | $184888.39         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2042-02-07      | 5.8750%  | N/A     | $1936000.00        | $2037577.62        | Corporate Debt Securities                         |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $1000.00           | $1022.92           | Corporate Debt Securities                         |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $6000.00           | $6246.73           | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $374000.00         | $391795.80         | Corporate Debt Securities                         |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $241500.00         | $242202.94         | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $95000.00          | $78554.13          | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.3771%  | N/A     | $286000.00         | $287134.30         | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $200000.00         | $218441.00         | Corporate Debt Securities                         |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $65000.00          | $62209.73          | Corporate Debt Securities                         |
| CFIP CLO LTD 2021-1E2 | 2035-01-22      | 10.9068% | N/A     | $5379918.00        | $5238758.33        | Asset-Backed Securities                           |
| CSMC 2020-SPT1 B-1206 | 2065-04-25      | 3.3880%  | N/A     | $604440.00         | $571061.68         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $81000.00          | $71658.90          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $3000.00           | $2041.57           | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $575000.00         | $602803.81         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $1004.00           | $1005.56           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $4464000.00        | $4026026.42        | Corporate Debt Securities                         |
| GOLUB CAP PART 2019-4 | 2038-01-28      | 5.4701%  | N/A     | $5067400.00        | $5057216.50        | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1477%  | N/A     | $2004036.00        | $2010416.56        | Asset-Backed Securities                           |
| HUDSONS BAY JV TR 201 | 2034-08-07      | 4.1545%  | N/A     | $2149980.00        | $1410867.69        | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD | 2052-02-02      | 4.3750%  | N/A     | $235000.00         | $180552.56         | Corporate Debt Securities                         |
| MOO SEC TR 2026-RM2M- | 2066-06-25      | 4.7500%  | N/A     | $1578990.00        | $1392627.95        | Asset-Backed Securities                           |
| NAVESINK CLO LTD 2025 | 2037-07-15      | 7.3231%  | N/A     | $1000000.00        | $1003741.46        | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $1100000.00        | $1154106.56        | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $300000.00         | $294248.33         | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-22 | 2064-02-25      | 6.7000%  | N/A     | $100650.00         | $51899.93          | Private Label Collateralized Mortgage Obligations |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $527000.00         | $517447.83         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2044-02-15      | 4.7500%  | N/A     | $1000.00           | $858.38            | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2042-04-15      | 4.4500%  | N/A     | $1000.00           | $831.11            | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR D | 2043-09-01      | 5.8500%  | N/A     | $2929000.00        | $2184301.75        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2045-01-15      | 4.6000%  | N/A     | $61000.00          | $38868.12          | Corporate Debt Securities                         |
| PIKES PEAK CLO 2019-3 | 2034-10-25      | 6.0782%  | N/A     | $975526.00         | $981625.81         | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $200000.00         | $203486.00         | Other Instrument                                  |
| ROYALTY PHARMA PLC SR | 2050-09-02      | 3.5500%  | N/A     | $17000.00          | $11954.05          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $9000.00           | $9240.77           | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $3000.00           | $2781.42           | Corporate Debt Securities                         |
| SFO COMMERCIAL MTG TR | 2038-05-17      | 5.7915%  | N/A     | $10000.00          | $9975.66           | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $143500.00         | $143802.31         | Private Label Collateralized Mortgage Obligations |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $13080.00          | $11579.59          | Corporate Debt Securities                         |
| TRESTLES CLO 2023-6R  | 2038-04-26      | 5.2166%  | N/A     | $1293000.00        | $1301361.79        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2018 | 2031-07-21      | 9.8368%  | N/A     | $3000000.00        | $2094169.73        | Asset-Backed Securities                           |
| TRINITY HEALTH CORP D | 2045-12-01      | 4.1250%  | N/A     | $14000.00          | $11707.72          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORT | 2029-04-15      | 5.5000%  | N/A     | $374000.00         | $358240.47         | Corporate Debt Securities                         |
| VIBRANT CLO XV LTD A- | 2035-01-22      | 4.8752%  | N/A     | $9272800.00        | $9322979.75        | Asset-Backed Securities                           |
| VOYA CLO LTD 2017-1D2 | 2030-04-17      | 10.0420% | N/A     | $1250000.00        | $1231357.07        | Asset-Backed Securities                           |

### Security 307: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001LY0
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR 2026-NQM2  | 2071-03-25      | 4.8110%  | N/A     | $2427000.00        | $2360457.49        | Private Label Collateralized Mortgage Obligations |
| ABBOTT LABORATORIESSR | 2056-03-15      | 5.5000%  | N/A     | $58795000.00       | $57960241.66       | Corporate Debt Securities                         |
| ABPCI DIRECT LDG FD 2 | 2039-05-02      | 5.1026%  | N/A     | $14552600.00       | $14611848.87       | Asset-Backed Securities                           |
| AETNA INC NEWSR GLBL  | 2042-05-15      | 4.5000%  | N/A     | $2000000.00        | $1694620.00        | Corporate Debt Securities                         |
| AG CC FDG 2021-1 LTD  | 2038-04-25      | 5.7500%  | N/A     | $5900509.00        | $5808818.37        | Asset-Backed Securities                           |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $25103000.00       | $15738275.11       | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-T | 2041-05-13      | 3.4390%  | N/A     | $4000.00           | $3152.63           | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2 | 2029-12-15      | 3.2000%  | N/A     | $600000.00         | $346367.37         | Asset-Backed Securities                           |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $2000.00           | $2121.18           | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $3183000.00        | $3441066.15        | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS | 2031-07-29      | 6.7000%  | N/A     | $1594000.00        | $1664794.85        | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $300000.00         | $279860.50         | Corporate Debt Securities                         |
| ARBR RTL CM RL ES NT2 | 2043-09-22      | 5.1026%  | N/A     | $6180757.00        | $6188579.74        | Private Label Collateralized Mortgage Obligations |
| ARCELORMITTAL SA LUXE | 2054-06-17      | 6.3500%  | N/A     | $2556000.00        | $2740581.54        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2039-10-15      | 7.0000%  | N/A     | $3339000.00        | $3749448.43        | Corporate Debt Securities                         |
| ARES CLO LTD 2022-55R | 2037-10-15      | 5.6731%  | N/A     | $640000.00         | $645538.42         | Asset-Backed Securities                           |
| ATLANTIC MARINE CORP  | 2048-02-15      | 5.3830%  | N/A     | $310000.00         | $201906.55         | Corporate Debt Securities                         |
| BAIN CAPITAL CREDIT 2 | 2033-04-18      | 9.9252%  | N/A     | $3000000.00        | $2914627.00        | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $400000.00         | $427620.40         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 1 | 2031-07-23      | 1.8980%  | N/A     | $10000000.00       | $8993330.00        | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2042-02-07      | 5.8750%  | N/A     | $2581000.00        | $2716419.33        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2035-09-10      | 5.3350%  | N/A     | $13900000.00       | $13968212.32       | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $2000.00           | $1834.15           | Corporate Debt Securities                         |
| BBAM US CLO LTD 2024- | 2039-07-15      | 5.5231%  | N/A     | $1250000.00        | $1258713.07        | Asset-Backed Securities                           |
| BCC MIDDLE MARKET CLO | 2037-10-22      | 5.1636%  | N/A     | $5000000.00        | $5013585.37        | Asset-Backed Securities                           |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $369000.00         | $384174.00         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2034-11-22      | 6.0000%  | N/A     | $10000000.00       | $9631466.67        | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDI | 2030-06-30      | 5.3000%  | N/A     | $2000000.00        | $1990612.22        | Corporate Debt Securities                         |
| BLUEMNT CLO LTD 2020- | 2035-04-16      | 6.9731%  | N/A     | $563290.00         | $567904.85         | Asset-Backed Securities                           |
| BOEING CO3.2%29       | 2029-03-01      | 3.2000%  | N/A     | $7975000.00        | $7752674.72        | Corporate Debt Securities                         |
| BOYNE USA INCSR GLBL  | 2029-05-15      | 4.7500%  | N/A     | $775000.00         | $763985.10         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $5649000.00        | $5715492.03        | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $158000.00         | $165518.01         | Corporate Debt Securities                         |
| BPCE FR 6.347%011347  | 2047-01-13      | 6.3470%  | N/A     | $730000.00         | $730005.52         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $39000.00          | $40390.03          | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.3771%  | N/A     | $2413000.00        | $2422570.18        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $2783000.00        | $2791375.84        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRBK A2 | 2041-10-15      | 6.5047%  | N/A     | $128433.00         | $129399.64         | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILMA20360 | 2036-08-15      | 4.3915%  | N/A     | $15000000.00       | $14275620.00       | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.2639%  | N/A     | $1454500.00        | $1459201.43        | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $293000.00         | $320016.07         | Corporate Debt Securities                         |
| CARGILL INCSR 144A NT | 2052-04-22      | 4.3750%  | N/A     | $1993000.00        | $1642484.17        | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 20 | 2037-07-27      | 10.1666% | N/A     | $2050000.00        | $1974184.79        | Asset-Backed Securities                           |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $1749000.00        | $1673920.29        | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-2 | 2032-04-20      | 10.1752% | N/A     | $6500000.00        | $6256725.58        | Asset-Backed Securities                           |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $1049000.00        | $1271920.66        | Corporate Debt Securities                         |
| CBAM 2017-3R LTD C-R2 | 2034-07-17      | 6.3920%  | N/A     | $2434180.00        | $2455399.53        | Asset-Backed Securities                           |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1531%  | N/A     | $18894539.00       | $18937963.05       | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019 | 2037-07-16      | 8.3295%  | N/A     | $2253960.00        | $2262329.29        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2025 | 2038-10-25      | 7.7671%  | N/A     | $768144.00         | $769884.87         | Asset-Backed Securities                           |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $5698000.00        | $5473156.92        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $1202000.00        | $1236868.68        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $1773000.00        | $1826188.03        | Corporate Debt Securities                         |
| COLT MTG LN 2021-1R T | 2065-05-25      | 1.1650%  | N/A     | $9602175.00        | $1284715.05        | Private Label Collateralized Mortgage Obligations |
| COMVEST CR CLO LP 202 | 2037-10-15      | 5.3431%  | N/A     | $936332.00         | $940845.55         | Asset-Backed Securities                           |
| CONSOLIDATED EDISON C | 2045-12-01      | 4.5000%  | N/A     | $2000.00           | $1751.82           | Corporate Debt Securities                         |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $9477000.00        | $9704082.08        | Corporate Debt Securities                         |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $2095000.00        | $2178648.11        | Corporate Debt Securities                         |
| COREWEAVE INCSR GLBL  | 2031-02-01      | 9.0000%  | N/A     | $395000.00         | $411274.00         | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $1032000.00        | $1125635.65        | Corporate Debt Securities                         |
| CUSHMAN & WAKEFIELD U | 2028-05-15      | 6.7500%  | N/A     | $1268000.00        | $1273243.18        | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $574000.00         | $592684.66         | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $1152000.00        | $499666.48         | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $1063000.00        | $940412.48         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  | N/A     | $329000.00         | $314861.36         | Corporate Debt Securities                         |
| EATON VANCE CLO 2019- | 2037-07-15      | 8.3231%  | N/A     | $3000000.00        | $3040646.03        | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $7025000.00        | $7348942.26        | Corporate Debt Securities                         |
| EMPOWER FINANCE 2020  | 2051-09-17      | 3.0750%  | N/A     | $1771000.00        | $1143835.77        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $532000.00         | $528777.56         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $603000.00         | $606341.96         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $4235000.00        | $2882016.32        | Corporate Debt Securities                         |
| EXXON MOBIL CORP SR G | 2040-03-19      | 4.2270%  | N/A     | $1695000.00        | $1544957.19        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORPSR | 2028-10-27      | 6.3610%  | N/A     | $2089000.00        | $2152368.19        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $89000.00          | $90902.38          | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $7005000.00        | $7343722.88        | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $735666.00         | $736811.19         | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2 | 2038-01-15      | 5.8231%  | N/A     | $3026870.00        | $3049865.50        | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL 2 | 2037-10-23      | 5.3661%  | N/A     | $1250000.00        | $1258206.33        | Asset-Backed Securities                           |
| FRANKLIN PK PLACE CLO | 2038-04-14      | 5.5690%  | N/A     | $1120101.00        | $1125736.44        | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 4.9895%  | N/A     | $5000000.00        | $1798829.58        | Private Label Collateralized Mortgage Obligations |
| GLP CAP LP/GLP FING I | 2036-03-01      | 5.6250%  | N/A     | $500000.00         | $497340.63         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $9582000.00        | $8641887.36        | Corporate Debt Securities                         |
| GOLUB CAP PART 2016-1 | 2039-08-09      | 5.2777%  | N/A     | $300000.00         | $299774.66         | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1477%  | N/A     | $5994340.00        | $6013425.11        | Asset-Backed Securities                           |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0420%  | N/A     | $14342000.00       | $13705967.37       | Private Label Collateralized Mortgage Obligations |
| GS REFT ISSUER LTD 20 | 2043-10-20      | 5.1128%  | N/A     | $4988490.00        | $5002593.46        | Private Label Collateralized Mortgage Obligations |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $6024000.00        | $6977579.96        | Corporate Debt Securities                         |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1666%  | N/A     | $3199578.00        | $3221595.62        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG LT | 2031-01-22      | 6.2752%  | N/A     | $1702767.00        | $1606325.10        | Asset-Backed Securities                           |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $685000.00         | $723124.82         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2035-02-10      | 5.2000%  | N/A     | $437000.00         | $447048.57         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $3239000.00        | $3211439.71        | Corporate Debt Securities                         |
| INVESCO U.S CLO 2025- | 2038-07-15      | 4.9831%  | N/A     | $14139647.00       | $14249094.32       | Asset-Backed Securities                           |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $6100000.00        | $5767672.00        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $7326000.00        | $7095080.41        | Corporate Debt Securities                         |
| IVY HL MD MRT CR 2017 | 2037-04-20      | 5.0752%  | N/A     | $5843136.00        | $5815493.09        | Asset-Backed Securities                           |
| JETBLUE AIRWAYS CORP  | 2034-05-15      | 4.0000%  | N/A     | $3405000.00        | $2055419.10        | Asset-Backed Securities                           |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $2928000.00        | $2756264.26        | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $915000.00         | $896050.35         | Corporate Debt Securities                         |
| LONG PT RE IV LTD-A V | 2026-06-01      | 4.0300%  | N/A     | $1916000.00        | $1954993.59        | Corporate Debt Securities                         |
| MARANON LOAN FDG LTD  | 2036-10-15      | 8.4831%  | N/A     | $2713933.00        | $2738814.97        | Asset-Backed Securities                           |
| MCGRAW-HILL ED INC SR | 2028-08-01      | 5.7500%  | N/A     | $986000.00         | $999820.98         | Corporate Debt Securities                         |
| MFA TR 2026-INVR1A-12 | 2059-12-25      | 5.3870%  | N/A     | $5258510.00        | $5220900.14        | Private Label Collateralized Mortgage Obligations |
| MOO SEC TR 2026-RM2M- | 2066-06-25      | 4.7500%  | N/A     | $261512.00         | $218208.46         | Asset-Backed Securities                           |
| MOTION FINCO S A R L  | 2032-02-15      | 8.3750%  | N/A     | $300000.00         | $250630.83         | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $6466000.00        | $3992688.96        | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $2899000.00        | $3190489.62        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1661%  | N/A     | $541458.00         | $530395.48         | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $15430000.00       | $16188967.41       | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $5658000.00        | $5485795.63        | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $901000.00         | $883725.83         | Corporate Debt Securities                         |
| OAKTREE CLO 2024-27 L | 2037-10-22      | 7.8636%  | N/A     | $2000000.00        | $1991218.15        | Asset-Backed Securities                           |
| OFSI BSL CLO LTD 2023 | 2038-01-20      | 5.0152%  | N/A     | $3453350.00        | $3468048.03        | Asset-Backed Securities                           |
| ONEOK INC NEWSR NT 5. | 2045-04-01      | 5.0500%  | N/A     | $2435000.00        | $2155866.48        | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $748000.00         | $734442.08         | Corporate Debt Securities                         |
| PANAMA REP GLBL AMRTZ | 2063-01-19      | 4.5000%  | N/A     | $820000.00         | $637468.00         | Other Instrument                                  |
| PARAMOUNT GLOBAL SR D | 2043-09-01      | 5.8500%  | N/A     | $166000.00         | $123794.50         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2045-01-15      | 4.6000%  | N/A     | $2730000.00        | $1739507.47        | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $2657000.00        | $2588551.25        | Corporate Debt Securities                         |
| PPM CLO LTD 2021-5RB- | 2034-10-18      | 5.3752%  | N/A     | $2029898.00        | $2042205.61        | Asset-Backed Securities                           |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $2790000.00        | $2802626.30        | Corporate Debt Securities                         |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $4329000.00        | $4046622.70        | Corporate Debt Securities                         |
| PRPM ISSUER LLC 2026- | 2043-03-17      | 5.2871%  | N/A     | $101368.00         | $101663.86         | Private Label Collateralized Mortgage Obligations |
| REGATTA FUNDING LTD 2 | 2038-01-25      | 5.5166%  | N/A     | $1380704.00        | $1376910.70        | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $5953000.00        | $4675158.79        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $3404000.00        | $3364551.42        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $13905000.00       | $14147364.15       | Other Instrument                                  |
| ROGERS COMMUNICATIONS | 2049-11-15      | 3.7000%  | N/A     | $1869000.00        | $1354443.53        | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2040-04-15      | 5.7000%  | N/A     | $1096000.00        | $1132120.51        | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CO | 2034-06-01      | 5.0000%  | N/A     | $1366000.00        | $1402543.54        | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $10000.00          | $9271.40           | Corporate Debt Securities                         |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 10.1347% | N/A     | $559770.00         | $499335.48         | Asset-Backed Securities                           |
| SILVER PT SCF CLO 202 | 2038-04-20      | 5.1196%  | N/A     | $7000000.00        | $7044025.10        | Asset-Backed Securities                           |
| SK INVICTUS INTERMEDI | 2029-10-30      | 5.0000%  | N/A     | $4821000.00        | $4744528.23        | Corporate Debt Securities                         |
| SLM CORP SR NT 6.495% | 2032-05-15      | 6.4950%  | N/A     | $157000.00         | $157189.32         | Corporate Debt Securities                         |
| SOLARIS ENERGY INFRAS | 2031-05-15      | 6.3750%  | N/A     | $110000.00         | $111813.95         | Corporate Debt Securities                         |
| STATE STR CORP PERP G | 2099-01-01      | 6.4500%  | N/A     | $441000.00         | $459944.63         | Corporate Debt Securities                         |
| STEELE CREEK CLO 2019 | 2032-07-15      | 5.1931%  | N/A     | $20074491.00       | $19717247.83       | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $9515000.00        | $9535044.91        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR2025- | 2042-02-18      | 5.0700%  | N/A     | $5524000.00        | $5500366.47        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 4.9966%  | N/A     | $13657797.00       | $13369390.94       | Asset-Backed Securities                           |
| TEXAS INSTRS INC SR G | 2031-09-15      | 1.9000%  | N/A     | $1822000.00        | $1609965.76        | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2050-03-15      | 3.4000%  | N/A     | $63000.00          | $43880.69          | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $194034.00         | $171776.28         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $8962181.00        | $8948590.85        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2082-10-31      | 8.1250%  | N/A     | $1850000.00        | $1933500.01        | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $2567000.00        | $2279276.38        | Corporate Debt Securities                         |
| TPG TR 2024-WLSC A204 | 2041-11-15      | 5.7596%  | N/A     | $4793430.00        | $4787221.78        | Private Label Collateralized Mortgage Obligations |
| TRESTLES CLO 2023-6R  | 2038-04-26      | 5.2166%  | N/A     | $11016900.00       | $11088145.95       | Asset-Backed Securities                           |
| TRESTLES CLO LTD 2021 | 2038-10-30      | 4.9434%  | N/A     | $2600000.00        | $2617425.66        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 4.8552%  | N/A     | $1833664.00        | $1789958.31        | Asset-Backed Securities                           |
| TUPY OVERSEAS S ASR G | 2031-02-16      | 4.5000%  | N/A     | $2174000.00        | $1795995.75        | Corporate Debt Securities                         |
| UNITED AIR PASS THRU  | 2033-11-01      | 2.7000%  | N/A     | $1000.00           | $644.94            | Asset-Backed Securities                           |
| UNITED WHOLESALE MORT | 2029-04-15      | 5.5000%  | N/A     | $1469000.00        | $1407099.60        | Corporate Debt Securities                         |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $862000.00         | $975724.14         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $1516000.00        | $1672281.49        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $800000.00         | $850090.89         | Corporate Debt Securities                         |
| VIBRANT CLO XV LTD A- | 2035-01-22      | 4.8752%  | N/A     | $309700.00         | $311375.94         | Asset-Backed Securities                           |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $4400000.00        | $4757201.78        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P  | 2032-01-15      | 8.7500%  | N/A     | $2000.00           | $1971.69           | Corporate Debt Securities                         |
| VMC FIN LLC 2026-FL6  | 2043-11-19      | 5.2500%  | N/A     | $1944500.00        | $1948110.05        | Private Label Collateralized Mortgage Obligations |
| VMED O2 UK FING I PLC | 2033-01-15      | 6.7500%  | N/A     | $297000.00         | $263507.31         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SU | 2081-06-04      | 5.1250%  | N/A     | $209000.00         | $168835.05         | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $4149000.00        | $4019537.37        | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $2000.00           | $2111.10           | Corporate Debt Securities                         |
| WSTN TR 2023-MAUID203 | 2039-09-08      | 8.4548%  | N/A     | $1262970.00        | $1274481.92        | Private Label Collateralized Mortgage Obligations |

### Security 308: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M03
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR 2026-NQM2  | 2071-03-25      | 4.8110%  | N/A     | $4496900.00        | $4373605.81        | Private Label Collateralized Mortgage Obligations |
| ABPCI DIRECT LDG FD 2 | 2039-05-02      | 5.1026%  | N/A     | $7365000.00        | $7394985.57        | Asset-Backed Securities                           |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $2000.00           | $2121.18           | Corporate Debt Securities                         |
| ANCHORAGE CR 2019-9R  | 2037-10-25      | 5.2040%  | N/A     | $1000000.00        | $970054.89         | Asset-Backed Securities                           |
| ANNISA CLO LTD 2016-R | 2031-07-21      | 6.4752%  | N/A     | $8000000.00        | $8078598.66        | Asset-Backed Securities                           |
| ARBR RTL CM RL ES NT2 | 2043-09-22      | 5.1026%  | N/A     | $4900352.00        | $4906554.18        | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD 202 | 2036-10-15      | 7.3847%  | N/A     | $250020.00         | $238515.52         | Asset-Backed Securities                           |
| BCC MIDDLE MARKET CLO | 2037-10-22      | 5.1636%  | N/A     | $521725.00         | $523142.57         | Asset-Backed Securities                           |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $239000.00         | $248828.14         | Corporate Debt Securities                         |
| BOYNE USA INCSR GLBL  | 2029-05-15      | 4.7500%  | N/A     | $1368000.00        | $1348556.92        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $125000.00         | $126471.32         | Corporate Debt Securities                         |
| BRYANT PARK FDG LTD 2 | 2037-04-15      | 6.2731%  | N/A     | $1496863.00        | $1507980.38        | Asset-Backed Securities                           |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $122500.00         | $122856.56         | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.7452%  | N/A     | $974740.00         | $979789.80         | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2032-06-15      | 6.3750%  | N/A     | $2000.00           | $2071.28           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  | N/A     | $51000.00          | $42171.16          | Corporate Debt Securities                         |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $236000.00         | $225869.18         | Corporate Debt Securities                         |
| CATHEDRAL LAKE LTD 20 | 2035-01-22      | 5.8252%  | N/A     | $8000000.00        | $8044725.33        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2025 | 2038-10-25      | 7.7671%  | N/A     | $718110.00         | $719737.48         | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $2204000.00        | $2270117.55        | Corporate Debt Securities                         |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $1348000.00        | $1380299.95        | Corporate Debt Securities                         |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $114000.00         | $118551.74         | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HO | 2032-12-01      | 6.7500%  | N/A     | $800000.00         | $797928.00         | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $2000.00           | $867.48            | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO  | 2038-04-20      | 5.4252%  | N/A     | $500042.00         | $502950.91         | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $6000.00           | $6276.68           | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2025- | 2038-10-20      | 4.9352%  | N/A     | $620044.00         | $624090.72         | Asset-Backed Securities                           |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $7025000.00        | $4780676.42        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $4000.00           | $2938.15           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORPSR | 2028-10-27      | 6.3610%  | N/A     | $1610000.00        | $1658838.10        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $165000.00         | $172978.48         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $8.00              | $8.01              | Corporate Debt Securities                         |
| FORTRESS CR OP CLO LL | 2038-04-20      | 5.9683%  | N/A     | $11500000.00       | $11582987.58       | Asset-Backed Securities                           |
| FORTRESS CR OP CLO LL | 2038-04-20      | 7.4183%  | N/A     | $10000000.00       | $10098070.89       | Asset-Backed Securities                           |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $10379745.00       | $7450158.80        | Private Label Collateralized Mortgage Obligations |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $273000.00         | $270677.07         | Corporate Debt Securities                         |
| INTERNATIONAL PAPER C | 2039-11-15      | 7.3000%  | N/A     | $4890000.00        | $5564961.27        | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.0425%  | N/A     | $77000.00          | $72434.74          | Private Label Collateralized Mortgage Obligations |
| JEFFERIES FINANCE LLC | 2028-08-15      | 5.0000%  | N/A     | $553000.00         | $541737.85         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $269000.00         | $263429.01         | Corporate Debt Securities                         |
| LONG PT RE IV LTD-A V | 2026-06-01      | 4.0300%  | N/A     | $755000.00         | $770365.43         | Corporate Debt Securities                         |
| MADISON PARK 2014-14R | 2030-10-22      | 6.5636%  | N/A     | $9000000.00        | $9094463.67        | Asset-Backed Securities                           |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $15452000.00       | $14294078.63       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.3 | 2045-01-27      | 4.3000%  | N/A     | $948000.00         | $812182.15         | Corporate Debt Securities                         |
| MSDBTRUST 2017-712FB2 | 2039-07-13      | 3.4528%  | N/A     | $578000.00         | $553125.79         | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BERMAN LOAN | 2038-10-25      | 8.0171%  | N/A     | $2250000.00        | $2239551.88        | Asset-Backed Securities                           |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $2103000.00        | $2062680.82        | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $14898000.00       | $7681532.35        | Private Label Collateralized Mortgage Obligations |
| OCHSNER LSU HEALTH SY | 2031-05-15      | 2.5100%  | N/A     | $1000.00           | $850.32            | Corporate Debt Securities                         |
| OCP CLO LTD 2025-40A2 | 2038-04-16      | 4.8195%  | N/A     | $2200529.00        | $2208465.54        | Asset-Backed Securities                           |
| ORACLE CORPSR GLBL NT | 2035-05-15      | 3.9000%  | N/A     | $2000.00           | $1711.91           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2044-02-15      | 4.7500%  | N/A     | $124000.00         | $106439.40         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2044-08-15      | 4.9000%  | N/A     | $472000.00         | $311730.30         | Corporate Debt Securities                         |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $3875000.00        | $2539106.69        | Corporate Debt Securities                         |
| PIONEER OPCO LLC SR S | 2033-05-15      | 7.0000%  | N/A     | $704000.00         | $718176.21         | Corporate Debt Securities                         |
| PRPM ISSUER LLC 2026- | 2043-03-17      | 5.2871%  | N/A     | $6040800.00        | $6058430.85        | Private Label Collateralized Mortgage Obligations |
| PSEG POWER LLC SR 144 | 2030-05-15      | 5.2000%  | N/A     | $2000.00           | $2031.50           | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $2478000.00        | $1946084.91        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $5968000.00        | $5898837.51        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-06-26      | 5.8750%  | N/A     | $7478000.00        | $7439553.73        | Other Instrument                                  |
| ROMARK CLO LTD 2021-4 | 2034-07-10      | 5.3285%  | N/A     | $4500000.00        | $4536507.31        | Asset-Backed Securities                           |
| S&P GLOBAL INC SR GLB | 2029-05-01      | 4.2500%  | N/A     | $375000.00         | $374158.33         | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $2000.00           | $1854.28           | Corporate Debt Securities                         |
| SMUCKER J M CO GLBL N | 2043-11-15      | 6.5000%  | N/A     | $2000.00           | $2135.40           | Corporate Debt Securities                         |
| STEELE CREEK CLO 2017 | 2030-10-15      | 10.1347% | N/A     | $1550000.00        | $1030171.65        | Asset-Backed Securities                           |
| STEELE CREEK CLO LTD  | 2032-07-15      | 6.6731%  | N/A     | $6800000.00        | $6878648.87        | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $3861000.00        | $3869133.83        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 9.1666%  | N/A     | $1817790.00        | $1833001.41        | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $796.00            | $704.69            | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $1270460.00        | $1268533.49        | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $2431000.00        | $2158520.01        | Corporate Debt Securities                         |
| TRESTLES CLO LTD 2021 | 2038-10-30      | 4.9434%  | N/A     | $6618200.00        | $6662556.34        | Asset-Backed Securities                           |
| TRINITY HEALTH CORP D | 2045-12-01      | 4.1250%  | N/A     | $4000.00           | $3345.06           | Corporate Debt Securities                         |
| UNITED WHOLESALE MORT | 2029-04-15      | 5.5000%  | N/A     | $1570000.00        | $1503843.69        | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2030-06-01      | 4.6250%  | N/A     | $239000.00         | $238000.52         | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.6134%  | N/A     | $8750000.00        | $8781516.60        | Asset-Backed Securities                           |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $133899.00         | $123501.64         | Private Label Collateralized Mortgage Obligations |
| VIBRANT CLO 2021-14 L | 2034-10-20      | 5.1468%  | N/A     | $13000000.00       | $13071444.66       | Asset-Backed Securities                           |
| VISTAJET MALTA FIN P  | 2032-01-15      | 8.7500%  | N/A     | $46000.00          | $45348.93          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SU | 2081-06-04      | 5.1250%  | N/A     | $226000.00         | $182568.04         | Corporate Debt Securities                         |
| WISE CLO LTD 2025-2C2 | 2038-04-20      | 5.9752%  | N/A     | $8000000.00        | $8067785.32        | Asset-Backed Securities                           |

### Security 309: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M37
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIESSR | 2056-03-15      | 5.5000%  | N/A     | $105000.00         | $103509.23         | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $6408000.00        | $4017482.65        | Corporate Debt Securities                         |
| ALEXANDER FDG TR IISR | 2028-07-31      | 7.4670%  | N/A     | $1950000.00        | $2094149.04        | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2 | 2031-04-15      | 3.3500%  | N/A     | $374000.00         | $204287.97         | Asset-Backed Securities                           |
| AMERICAN TOWER CORPSR | 2031-09-15      | 2.3000%  | N/A     | $2225000.00        | $1977931.06        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $2876000.00        | $3109175.69        | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018- | 2038-04-20      | 5.2752%  | N/A     | $1600000.00        | $1610470.13        | Asset-Backed Securities                           |
| ARBR RTL CM RL ES NT2 | 2043-09-22      | 5.1026%  | N/A     | $3074464.00        | $3078355.23        | Private Label Collateralized Mortgage Obligations |
| ARCELORMITTAL SA LUXE | 2054-06-17      | 6.3500%  | N/A     | $1000000.00        | $1072215.00        | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 3 | 2037-03-01      | 5.2500%  | N/A     | $4825000.00        | $4840745.58        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2082-10-27      | 8.6250%  | N/A     | $892000.00         | $938256.15         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2042-02-07      | 5.8750%  | N/A     | $5601000.00        | $5894872.02        | Corporate Debt Securities                         |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $1000.00           | $1022.92           | Corporate Debt Securities                         |
| BATTALION CLO LTD 202 | 2036-10-15      | 7.3847%  | N/A     | $1648280.00        | $1572435.64        | Asset-Backed Securities                           |
| BELL CDA JR SB GLBL - | 2055-09-15      | 6.8750%  | N/A     | $1283000.00        | $1335759.45        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $13000.00          | $13153.02          | Corporate Debt Securities                         |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $1000.00           | $1047.58           | Corporate Debt Securities                         |
| BRYANT PARK FDG LTD 2 | 2037-04-15      | 6.2731%  | N/A     | $5908662.00        | $5952546.35        | Asset-Backed Securities                           |
| BSPDF ISSUER LLC 2026 | 2043-09-18      | 5.0751%  | N/A     | $520500.00         | $522015.03         | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.7452%  | N/A     | $607860.00         | $611009.12         | Asset-Backed Securities                           |
| BX COML MTG TR 2025-C | 2042-08-15      | 5.3771%  | N/A     | $1404000.00        | $1409568.39        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $625000.00         | $626881.03         | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.2639%  | N/A     | $3823700.00        | $3836059.46        | Private Label Collateralized Mortgage Obligations |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $589000.00         | $563715.87         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2033-06-01      | 4.5000%  | N/A     | $2000.00           | $1749.50           | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1531%  | N/A     | $781189.00         | $782984.35         | Asset-Backed Securities                           |
| COLUMBIA CENT CLO LTD | 2034-10-20      | 9.1868%  | N/A     | $4850000.00        | $4809843.99        | Asset-Backed Securities                           |
| COREWEAVE INCSR 144A  | 2031-10-01      | 9.7500%  | N/A     | $1522000.00        | $1582769.66        | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $681000.00         | $742788.64         | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $406000.00         | $176097.74         | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $2166000.00        | $1916212.07        | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $1743000.00        | $1732416.60        | Corporate Debt Securities                         |
| DOMINION ENERGY INCJR | 2056-02-15      | 6.2000%  | N/A     | $2250000.00        | $2299952.50        | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2024-8 | 2037-04-20      | 5.6252%  | N/A     | $2120000.00        | $2134912.08        | Asset-Backed Securities                           |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $351000.00         | $348873.92         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $1000.00           | $680.52            | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $290000.00         | $294717.01         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $2.00              | $2.00              | Corporate Debt Securities                         |
| FORTRESS CR 7.60946 2 | 2032-07-23      | 6.7161%  | N/A     | $252100.00         | $253909.08         | Asset-Backed Securities                           |
| FORTRESS CR BSL LTD 2 | 2034-10-16      | 6.3347%  | N/A     | $1361886.00        | $1374663.79        | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL 2 | 2038-01-15      | 5.8231%  | N/A     | $473130.00         | $476724.43         | Asset-Backed Securities                           |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.1477%  | N/A     | $579757.00         | $581602.86         | Asset-Backed Securities                           |
| GS REFT ISSUER LTD 20 | 2043-10-20      | 5.1128%  | N/A     | $14272862.00       | $14313214.24       | Private Label Collateralized Mortgage Obligations |
| GUGGENHEIM CLO LLC 20 | 2036-01-25      | 6.1666%  | N/A     | $250000.00         | $251720.35         | Asset-Backed Securities                           |
| GXO LOGISTICS INCORPO | 2029-05-06      | 6.2500%  | N/A     | $4813000.00        | $4989170.51        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $118000.00         | $116995.95         | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC | 2051-11-23      | 4.0000%  | N/A     | $2502000.00        | $1723844.64        | Corporate Debt Securities                         |
| JEFFERSON MILL CLO LT | 2031-10-20      | 4.9052%  | N/A     | $5000000.00        | $286807.58         | Asset-Backed Securities                           |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $355000.00         | $334178.21         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $119000.00         | $116535.51         | Corporate Debt Securities                         |
| KKR CLO LTD 2024-53C2 | 2038-01-19      | 5.6731%  | N/A     | $300000.00         | $302050.14         | Asset-Backed Securities                           |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $5517000.00        | $5103574.41        | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1411000.00        | $1552873.70        | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.1661%  | N/A     | $322724.00         | $316130.43         | Asset-Backed Securities                           |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $236000.00         | $228817.21         | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P  | 2030-10-01      | 6.3750%  | N/A     | $295000.00         | $309443.45         | Corporate Debt Securities                         |
| OFSI BSL CLO LTD 2023 | 2038-01-20      | 5.0152%  | N/A     | $2581380.00        | $2592366.78        | Asset-Backed Securities                           |
| OMNICOM GROUP INCSR G | 2041-03-01      | 3.3750%  | N/A     | $297000.00         | $222940.08         | Corporate Debt Securities                         |
| ONEOK INC NEWSR GLBL  | 2053-09-01      | 6.6250%  | N/A     | $619000.00         | $659819.61         | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 5. | 2043-10-15      | 5.1500%  | N/A     | $1785000.00        | $1619877.58        | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $225000.00         | $220921.75         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2044-02-15      | 4.7500%  | N/A     | $33000.00          | $28326.61          | Corporate Debt Securities                         |
| PAR PETROLEUM LLCSR G | 2034-06-01      | 7.3750%  | N/A     | $3000.00           | $3073.18           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2044-08-15      | 4.9000%  | N/A     | $1561000.00        | $1030955.51        | Corporate Debt Securities                         |
| POINT SECURITIZATION  | 2056-02-25      | 5.2500%  | N/A     | $186670.00         | $182902.72         | Asset-Backed Securities                           |
| PSEG POWER LLC SR 144 | 2030-05-15      | 5.2000%  | N/A     | $22000.00          | $22346.55          | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $571000.00         | $564382.74         | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $4969000.00        | $3902379.31        | Other Instrument                                  |
| ROGERS COMMUNICATIONS | 2082-03-15      | 5.2500%  | N/A     | $1348000.00        | $1357006.89        | Corporate Debt Securities                         |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $1147000.00        | $1063429.58        | Corporate Debt Securities                         |
| SHACKLETON CLO 2015-7 | 2031-07-15      | 10.1347% | N/A     | $330928.00         | $295199.98         | Asset-Backed Securities                           |
| SK INVICTUS INTERMEDI | 2029-10-30      | 5.0000%  | N/A     | $52000.00          | $51175.16          | Corporate Debt Securities                         |
| SLM CORP SR NT 6.495% | 2032-05-15      | 6.4950%  | N/A     | $2000.00           | $2002.41           | Corporate Debt Securities                         |
| SMUCKER J M CO GLBL N | 2043-11-15      | 6.5000%  | N/A     | $1364000.00        | $1456339.77        | Corporate Debt Securities                         |
| SOLARIS ENERGY INFRAS | 2031-05-15      | 6.3750%  | N/A     | $2000.00           | $2032.98           | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $102500.00         | $102715.93         | Private Label Collateralized Mortgage Obligations |
| SUBURBAN PROPANE PART | 2031-06-01      | 5.0000%  | N/A     | $2200000.00        | $2161724.89        | Corporate Debt Securities                         |
| SWCH COMM MTG TR2025- | 2042-02-18      | 5.0700%  | N/A     | $911000.00         | $907102.43         | Private Label Collateralized Mortgage Obligations |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $5860.00           | $5851.11           | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $2128.00           | $1883.90           | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2025 | 2038-04-22      | 9.1636%  | N/A     | $2500000.00        | $2532962.96        | Asset-Backed Securities                           |
| VENTURE XXIX CLO 2017 | 2030-09-07      | 7.8127%  | N/A     | $590950.00         | $560999.63         | Asset-Backed Securities                           |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $4833969.00        | $4458607.55        | Private Label Collateralized Mortgage Obligations |
| VODAFONE GROUP PLC SU | 2081-06-04      | 5.1250%  | N/A     | $1000.00           | $807.82            | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $1907000.00        | $1847495.24        | Corporate Debt Securities                         |

### Security 310: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M45
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIANZ SE PERP RSTR  | 2099-01-01      | 6.5500%  | N/A     | $5400000.00        | $5504308.50        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $150000.00         | $162161.46         | Corporate Debt Securities                         |
| BAR ISSUER LLC 2026-F | 2043-08-20      | 5.2026%  | N/A     | $9898420.00        | $9947906.95        | Private Label Collateralized Mortgage Obligations |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $9900000.00        | $10283976.73       | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $6041000.00        | $6059181.27        | Private Label Collateralized Mortgage Obligations |
| COMPASS MINERALS INTL | 2030-07-01      | 8.0000%  | N/A     | $750000.00         | $814026.67         | Corporate Debt Securities                         |
| CSMC 2020-SPT1 B-1206 | 2065-04-25      | 3.3880%  | N/A     | $9108740.00        | $8605738.17        | Private Label Collateralized Mortgage Obligations |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $2181000.00        | $2281571.97        | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $2.00              | $2.00              | Corporate Debt Securities                         |
| FRANKLIN PK PL LTD 20 | 2038-07-15      | 8.5231%  | N/A     | $521857.00         | $528522.22         | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $8712000.00        | $8881169.62        | Corporate Debt Securities                         |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.0420%  | N/A     | $1659900.00        | $1586287.49        | Private Label Collateralized Mortgage Obligations |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $3819000.00        | $4031552.81        | Corporate Debt Securities                         |
| HUMANA INC LW TIER II | 2056-09-15      | 6.6250%  | N/A     | $846000.00         | $848700.62         | Corporate Debt Securities                         |
| INVESCO U.S CLO 2025- | 2038-07-15      | 4.9831%  | N/A     | $342584.00         | $345235.76         | Asset-Backed Securities                           |
| ION PLATFORM FINANCE  | 2032-09-30      | 7.8750%  | N/A     | $1155000.00        | $890154.17         | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $988000.00         | $930050.92         | Corporate Debt Securities                         |
| MOO SEC TR 2026-RM2M- | 2066-06-25      | 4.7500%  | N/A     | $4738488.00        | $3953845.98        | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $200000.00         | $220109.67         | Corporate Debt Securities                         |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $4000.00           | $4018.10           | Corporate Debt Securities                         |
| PRKCM TR 2026-AFC2 A- | 2061-04-25      | 5.3680%  | N/A     | $5500000.00        | $5465184.94        | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.4428%  | N/A     | $210000.00         | $210442.40         | Private Label Collateralized Mortgage Obligations |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $2671048.00        | $2364650.97        | Corporate Debt Securities                         |
| TPG TR 2024-WLSC A204 | 2041-11-15      | 5.7596%  | N/A     | $1672708.00        | $1670541.59        | Private Label Collateralized Mortgage Obligations |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $699000.00         | $677188.87         | Corporate Debt Securities                         |
| WSTN TR 2023-MAUID203 | 2039-09-08      | 8.4548%  | N/A     | $9337830.00        | $9422943.92        | Private Label Collateralized Mortgage Obligations |

### Security 311: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M60
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COCOM              | 2099-01-01      | 0.0000%  | N/A     | $73639.00          | $11255721.15       | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $28851.00          | $11255640.63       | Equities   |
| AMERICAN HOMES 4 RENT | 2099-01-01      | 0.0000%  | N/A     | $776.00            | $24824.24          | Equities   |
| AMERICAN TOWER CORPCO | 2099-01-01      | 0.0000%  | N/A     | $12807.00          | $2390810.76        | Equities   |
| AMPHENOL CORPCL A     | 2099-01-01      | 0.0000%  | N/A     | $76217.00          | $11255726.56       | Equities   |
| APPLE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $8017.00           | $2505392.67        | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $18718.00          | $8417110.24        | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $33509.00          | $5202942.43        | Equities   |
| ATI INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $1999.00           | $340889.47         | Equities   |
| BAKER HUGHES COMPANY  | 2099-01-01      | 0.0000%  | N/A     | $172202.00         | $11143191.42       | Equities   |
| BURLINGTON STORES INC | 2099-01-01      | 0.0000%  | N/A     | $70.00             | $21036.40          | Equities   |
| CARPENTER TECHNOLOGY  | 2099-01-01      | 0.0000%  | N/A     | $5695.00           | $2631146.95        | Equities   |
| CERTARA INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $120.00            | $680.40            | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $50246.00          | $9196525.38        | Equities   |
| CLOUDFLARE INC CL A C | 2099-01-01      | 0.0000%  | N/A     | $2471.00           | $563659.81         | Equities   |
| COLGATE PALMOLIVE CO  | 2099-01-01      | 0.0000%  | N/A     | $2744.00           | $251515.04         | Equities   |
| CONOCOPHILLIPS COM    | 2099-01-01      | 0.0000%  | N/A     | $27566.00          | $3169814.34        | Equities   |
| CRANE COMPANYCOMMON S | 2099-01-01      | 0.0000%  | N/A     | $303.00            | $54982.38          | Equities   |
| DELTA AIR LINES INCCO | 2099-01-01      | 0.0000%  | N/A     | $29777.00          | $2456304.73        | Equities   |
| EBAY INC.COM          | 2099-01-01      | 0.0000%  | N/A     | $82542.00          | $9255434.46        | Equities   |
| EDWARDS LIFESCIENCES  | 2099-01-01      | 0.0000%  | N/A     | $2427.00           | $208624.92         | Equities   |
| ELECTRONIC ARTS INCCO | 2099-01-01      | 0.0000%  | N/A     | $10085.00          | $2028597.75        | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $1015.00           | $1085481.60        | Equities   |
| ETSY INC COM          | 2099-01-01      | 0.0000%  | N/A     | $2306.00           | $153994.68         | Equities   |
| GE VERNOVA INC COM    | 2099-01-01      | 0.0000%  | N/A     | $765.00            | $761940.00         | Equities   |
| GENERAL DYNAMICS CORP | 2099-01-01      | 0.0000%  | N/A     | $9829.00           | $3429927.84        | Equities   |
| HALLIBURTON CO COM    | 2099-01-01      | 0.0000%  | N/A     | $2202.00           | $86604.66          | Equities   |
| HARTFORD INSURANCE GR | 2099-01-01      | 0.0000%  | N/A     | $2885.00           | $372078.45         | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $35042.00          | $11255840.82       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $17860.00          | $4161380.00        | Equities   |
| HOWMET AEROSPACE INC  | 2099-01-01      | 0.0000%  | N/A     | $578.00            | $150216.42         | Equities   |
| IDEX CORPCOM          | 2099-01-01      | 0.0000%  | N/A     | $504.00            | $105855.12         | Equities   |
| JOHNSON CONTROLS INTE | 2099-01-01      | 0.0000%  | N/A     | $13996.00          | $1905555.40        | Equities   |
| KINDER MORGAN INC DEL | 2099-01-01      | 0.0000%  | N/A     | $7796.00           | $248770.36         | Equities   |
| LAUDER ESTEE COS INC  | 2099-01-01      | 0.0000%  | N/A     | $14800.00          | $1344876.00        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $10748.00          | $5773933.08        | Equities   |
| MARRIOTT VACATIONS WO | 2099-01-01      | 0.0000%  | N/A     | $29203.00          | $2491891.99        | Equities   |
| MARSH & MCLENNAN COS  | 2099-01-01      | 0.0000%  | N/A     | $16135.00          | $2574016.55        | Equities   |
| MCKESSON CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $7921.00           | $5996038.58        | Equities   |
| MEDTRONIC PLCSHS      | 2099-01-01      | 0.0000%  | N/A     | $113123.00         | $8548705.11        | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $12120.00          | $11193062.40       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $18650.00          | $7963363.50        | Equities   |
| MONDELEZ INTL INCCL A | 2099-01-01      | 0.0000%  | N/A     | $1778.00           | $110929.42         | Equities   |
| MONSTER BEVERAGE CORP | 2099-01-01      | 0.0000%  | N/A     | $3989.00           | $350992.11         | Equities   |
| NVENT ELEC PLC SHS    | 2099-01-01      | 0.0000%  | N/A     | $974.00            | $160583.38         | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $52536.00          | $11255838.00       | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $980.00            | $835753.80         | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $63033.00          | $11255802.81       | Equities   |
| PINTEREST INCCL A     | 2099-01-01      | 0.0000%  | N/A     | $1439.00           | $29715.35          | Equities   |
| PROCTER & GAMBLE COCO | 2099-01-01      | 0.0000%  | N/A     | $17504.00          | $2554008.64        | Equities   |
| QNITY ELECTRONICS INC | 2099-01-01      | 0.0000%  | N/A     | $35536.00          | $5648802.56        | Equities   |
| REPUBLIC SVCS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $16537.00          | $3368421.53        | Equities   |
| ROCKET LAB CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $63638.00          | $9420333.14        | Equities   |
| ROKU INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $68468.00          | $8975470.12        | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $32046.00          | $5734952.16        | Equities   |
| SNOWFLAKE INCCOM SHS  | 2099-01-01      | 0.0000%  | N/A     | $17529.00          | $4192936.80        | Equities   |
| SPOTIFY TECHNOLOGY S  | 2099-01-01      | 0.0000%  | N/A     | $4569.00           | $2360847.99        | Equities   |
| TAKE-TWO INTERACTIVE  | 2099-01-01      | 0.0000%  | N/A     | $8530.00           | $1858431.10        | Equities   |
| TARGET CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $18381.00          | $2364715.65        | Equities   |
| TOLL BROTHERS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $2350.00           | $324629.00         | Equities   |
| TRACTOR SUPPLY COCOM  | 2099-01-01      | 0.0000%  | N/A     | $186134.00         | $5839023.58        | Equities   |
| UNITEDHEALTH GROUP IN | 2099-01-01      | 0.0000%  | N/A     | $5477.00           | $2095116.81        | Equities   |
| VISHAY INTERTECHNOLOG | 2099-01-01      | 0.0000%  | N/A     | $22112.00          | $1155130.88        | Equities   |

### Security 312: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M78
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COCOM              | 2099-01-01      | 0.0000%  | N/A     | $96060.00          | $14682771.00       | Equities   |
| ALPHABET INC CAP STK  | 2099-01-01      | 0.0000%  | N/A     | $38464.00          | $15005960.32       | Equities   |
| AMPHENOL CORPCL A     | 2099-01-01      | 0.0000%  | N/A     | $100203.00         | $14797979.04       | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $83580.00          | $12977466.60       | Equities   |
| ATI INCCOM            | 2099-01-01      | 0.0000%  | N/A     | $13604.00          | $2319890.12        | Equities   |
| AVIS BUDGET GROUP INC | 2099-01-01      | 0.0000%  | N/A     | $85565.00          | $14963607.20       | Equities   |
| CERTARA INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $51234.00          | $290496.78         | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $45368.00          | $8303705.04        | Equities   |
| CRH PLCORD            | 2099-01-01      | 0.0000%  | N/A     | $12025.00          | $1283789.00        | Equities   |
| CSX CORP COM          | 2099-01-01      | 0.0000%  | N/A     | $33709.00          | $1544209.29        | Equities   |
| EBAY INC.COM          | 2099-01-01      | 0.0000%  | N/A     | $129125.00         | $14478786.25       | Equities   |
| ELEVANCE HEALTH INC F | 2099-01-01      | 0.0000%  | N/A     | $4159.00           | $1633447.25        | Equities   |
| F5 INC COM            | 2099-01-01      | 0.0000%  | N/A     | $2068.00           | $792933.24         | Equities   |
| GENERAL DYNAMICS CORP | 2099-01-01      | 0.0000%  | N/A     | $1029.00           | $359079.84         | Equities   |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 0.0000%  | N/A     | $8528.00           | $8599379.36        | Equities   |
| HALLIBURTON CO COM    | 2099-01-01      | 0.0000%  | N/A     | $250496.00         | $9852007.68        | Equities   |
| HEICO CORP NEW CL A   | 2099-01-01      | 0.0000%  | N/A     | $7551.00           | $1943325.36        | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $46524.00          | $14943974.04       | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $63916.00          | $14892428.00       | Equities   |
| HUBBELL INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $7416.00           | $3514664.88        | Equities   |
| HUNTINGTON INGALLS IN | 2099-01-01      | 0.0000%  | N/A     | $26903.00          | $8633172.70        | Equities   |
| JOHNSON & JOHNSONCOM  | 2099-01-01      | 0.0000%  | N/A     | $34298.00          | $7915978.40        | Equities   |
| JOHNSON CONTROLS INTE | 2099-01-01      | 0.0000%  | N/A     | $60564.00          | $8245788.60        | Equities   |
| KINDER MORGAN INC DEL | 2099-01-01      | 0.0000%  | N/A     | $32748.00          | $1044988.68        | Equities   |
| LIBERTY LIVE HOLDINGS | 2099-01-01      | 0.0000%  | N/A     | $10652.00          | $1013537.80        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $17586.00          | $9447375.06        | Equities   |
| MCKESSON CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $19823.00          | $15005614.54       | Equities   |
| MONDELEZ INTL INCCL A | 2099-01-01      | 0.0000%  | N/A     | $5891.00           | $367539.49         | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $69862.00          | $14967933.50       | Equities   |
| OLIN CORPCOM PAR $1   | 2099-01-01      | 0.0000%  | N/A     | $19594.00          | $524139.50         | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $1281.00           | $1092449.61        | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $84035.00          | $15006129.95       | Equities   |
| PROCTER & GAMBLE COCO | 2099-01-01      | 0.0000%  | N/A     | $34534.00          | $5038855.94        | Equities   |
| QNITY ELECTRONICS INC | 2099-01-01      | 0.0000%  | N/A     | $32557.00          | $5175260.72        | Equities   |
| REPUBLIC SVCS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $21881.00          | $4456940.89        | Equities   |
| ROKU INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $113536.00         | $14883434.24       | Equities   |
| ROSS STORES INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $41636.00          | $9459699.20        | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $37652.00          | $6738201.92        | Equities   |
| SPOTIFY TECHNOLOGY S  | 2099-01-01      | 0.0000%  | N/A     | $28337.00          | $14642011.27       | Equities   |
| TARGET CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $116478.00         | $14984894.70       | Equities   |
| TRACTOR SUPPLY COCOM  | 2099-01-01      | 0.0000%  | N/A     | $36242.00          | $1136911.54        | Equities   |
| U HAUL HOLDING COMPAN | 2099-01-01      | 0.0000%  | N/A     | $16783.00          | $870198.55         | Equities   |
| VALERO ENERGY CORP CO | 2099-01-01      | 0.0000%  | N/A     | $19993.00          | $4895286.05        | Equities   |
| VIPER ENERGY INC CL A | 2099-01-01      | 0.0000%  | N/A     | $10556.00          | $475020.00         | Equities   |
| WABTEC COM            | 2099-01-01      | 0.0000%  | N/A     | $3577.00           | $934312.40         | Equities   |

### Security 313: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **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: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001M86
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COCOM              | 2099-01-01      | 0.0000%  | N/A     | $7089.00           | $1083553.65        | Equities   |
| AGILENT TECHNOLOGIES  | 2099-01-01      | 0.0000%  | N/A     | $1945.00           | $263314.10         | Equities   |
| AMPHENOL CORPCL A     | 2099-01-01      | 0.0000%  | N/A     | $16935.00          | $2500960.80        | Equities   |
| APPLIED INDL TECHNOLO | 2099-01-01      | 0.0000%  | N/A     | $189.00            | $58312.17          | Equities   |
| APPLIED MATLS INCCOM  | 2099-01-01      | 0.0000%  | N/A     | $5457.00           | $2453903.76        | Equities   |
| ARISTA NETWORKS INCCO | 2099-01-01      | 0.0000%  | N/A     | $11509.00          | $1787002.43        | Equities   |
| BAKER HUGHES COMPANY  | 2099-01-01      | 0.0000%  | N/A     | $37893.00          | $2452056.03        | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $641.00            | $108854.62         | Equities   |
| CHEVRON CORPORATIONCO | 2099-01-01      | 0.0000%  | N/A     | $13412.00          | $2454798.36        | Equities   |
| CORNING INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $2974.00           | $544152.78         | Equities   |
| CRH PLCORD            | 2099-01-01      | 0.0000%  | N/A     | $10164.00          | $1085108.64        | Equities   |
| DELTA AIR LINES INCCO | 2099-01-01      | 0.0000%  | N/A     | $3017.00           | $248872.33         | Equities   |
| ELEVANCE HEALTH INC F | 2099-01-01      | 0.0000%  | N/A     | $35.00             | $13746.25          | Equities   |
| GENERAL DYNAMICS CORP | 2099-01-01      | 0.0000%  | N/A     | $271.00            | $94568.16          | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $2833.00           | $909987.93         | Equities   |
| HONEYWELL INTL INC CO | 2099-01-01      | 0.0000%  | N/A     | $10191.00          | $2374503.00        | Equities   |
| INTERNATIONAL BUSINES | 2099-01-01      | 0.0000%  | N/A     | $3393.00           | $896498.46         | Equities   |
| INVITATION HOMES INC  | 2099-01-01      | 0.0000%  | N/A     | $9529.00           | $279962.02         | Equities   |
| JOHNSON CONTROLS INTE | 2099-01-01      | 0.0000%  | N/A     | $15918.00          | $2167235.70        | Equities   |
| KENVUE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $61051.00          | $1076939.64        | Equities   |
| KINDER MORGAN INC DEL | 2099-01-01      | 0.0000%  | N/A     | $14102.00          | $449994.82         | Equities   |
| LANDSTAR SYS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $1351.00           | $274860.95         | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $4066.00           | $2184295.86        | Equities   |
| MARRIOTT VACATIONS WO | 2099-01-01      | 0.0000%  | N/A     | $10055.00          | $857993.15         | Equities   |
| MARSH & MCLENNAN COS  | 2099-01-01      | 0.0000%  | N/A     | $15569.00          | $2483722.57        | Equities   |
| MCKESSON CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $3234.00           | $2448073.32        | Equities   |
| MERCADOLIBREINCCOM    | 2099-01-01      | 0.0000%  | N/A     | $300.00            | $508659.00         | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $2708.00           | $2500892.16        | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $4466.00           | $1906937.34        | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $578.00            | $492924.18         | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $6049.00           | $1080169.93        | Equities   |
| QNITY ELECTRONICS INC | 2099-01-01      | 0.0000%  | N/A     | $14255.00          | $2265974.80        | Equities   |
| ROCKET LAB CORPCOM    | 2099-01-01      | 0.0000%  | N/A     | $16642.00          | $2463515.26        | Equities   |
| ROKU INC COM CL A     | 2099-01-01      | 0.0000%  | N/A     | $18954.00          | $2484679.86        | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $11639.00          | $2082915.44        | Equities   |
| SPOTIFY TECHNOLOGY S  | 2099-01-01      | 0.0000%  | N/A     | $2396.00           | $1238037.16        | Equities   |
| TAKE-TWO INTERACTIVE  | 2099-01-01      | 0.0000%  | N/A     | $1824.00           | $397394.88         | Equities   |
| TARGET CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $2696.00           | $346840.40         | Equities   |
| TRACTOR SUPPLY COCOM  | 2099-01-01      | 0.0000%  | N/A     | $73949.00          | $2319780.13        | Equities   |
| VALERO ENERGY CORP CO | 2099-01-01      | 0.0000%  | N/A     | $6617.00           | $1620172.45        | Equities   |
| VISHAY INTERTECHNOLOG | 2099-01-01      | 0.0000%  | N/A     | $14563.00          | $760771.12         | Equities   |

### Security 314: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RJA9, C.4 - ISIN: US65557RJA95, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50009940.00
- **C.18.a - Value (excl. sponsor support):** $50009940.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHY9, C.4 - ISIN: US65557RHY99, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $75034522.50
- **C.18.a - Value (excl. sponsor support):** $75034522.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RHZ6, C.4 - ISIN: US65557RHZ64, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $15002856.00
- **C.18.a - Value (excl. sponsor support):** $15002856.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BHK8, C.4 - ISIN: US86724BHK89, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $24785052.50
- **C.18.a - Value (excl. sponsor support):** $24785052.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BG86, C.4 - ISIN: US86724BG866, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $54772261.50
- **C.18.a - Value (excl. sponsor support):** $54772261.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BFA2, C.4 - ISIN: US86724BFA26, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $59916866.19
- **C.18.a - Value (excl. sponsor support):** $59916866.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BGN3, C.4 - ISIN: US86724BGN38, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $74578350.00
- **C.18.a - Value (excl. sponsor support):** $74578350.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 321: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BH44, C.4 - ISIN: US86724BH443, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $39719740.00
- **C.18.a - Value (excl. sponsor support):** $39719740.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BLQ0, C.4 - ISIN: US86724BLQ04, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $68663700.00
- **C.18.a - Value (excl. sponsor support):** $68663700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-11-24
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BMB2, C.4 - ISIN: US86724BMB26, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $58741536.00
- **C.18.a - Value (excl. sponsor support):** $58741536.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199918880.00
- **C.18.a - Value (excl. sponsor support):** $199918880.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 325: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF13, C.4 - ISIN: US69034BF137, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49984800.00
- **C.18.a - Value (excl. sponsor support):** $49984800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NMF9, C.4 - ISIN: US69033NMF95, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199918900.00
- **C.18.a - Value (excl. sponsor support):** $199918900.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPU3, C.4 - ISIN: US69033NPU36, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149996460.00
- **C.18.a - Value (excl. sponsor support):** $149996460.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NLU7, C.4 - ISIN: US69033NLU71, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199933660.00
- **C.18.a - Value (excl. sponsor support):** $199933660.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NNF7, C.4 - ISIN: US69901NNF77, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $97513320.00
- **C.18.a - Value (excl. sponsor support):** $97513320.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 330: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q4S3, C.4 - ISIN: US69901Q4S32, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $132017490.00
- **C.18.a - Value (excl. sponsor support):** $132017490.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 331: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NMX9, C.4 - ISIN: US69901NMX92, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $132848608.00
- **C.18.a - Value (excl. sponsor support):** $132848608.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 332: PENNSYLVANIA HGR EDU ASSISTANC

- **C.1 - Title:** PENNSYLVANIA HGR EDU ASSISTANC
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $26994000.00
- **C.18.a - Value (excl. sponsor support):** $26994000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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 333: PENNSYLVANIA HGR EDU ASSISTANC

- **C.1 - Title:** PENNSYLVANIA HGR EDU ASSISTANC
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45441000.00
- **C.18.a - Value (excl. sponsor support):** $45441000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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 334: PERSHING LLC

- **C.1 - Title:** PERSHING LLC
- **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: 0VR001AQ3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 3R LUX SR SEC REGS NT | 2031-02-05      | 9.7500%  | N/A     | $401000.00         | $434934.63         | Corporate Debt Securities                 |
| AES CORP GLBL NT 5.45 | 2028-06-01      | 5.4500%  | N/A     | $80000.00          | $82946.98          | Corporate Debt Securities                 |
| AMERICAN ELEC PWR CO  | 2054-12-15      | 6.9500%  | N/A     | $80000.00          | $87835.29          | Corporate Debt Securities                 |
| AMERICAN EXPRESS COSR | 2029-07-27      | 5.2820%  | N/A     | $67000.00          | $69210.56          | Corporate Debt Securities                 |
| AMERICAN EXPRESS COSR | 2027-11-05      | 5.8500%  | N/A     | $74000.00          | $75910.68          | Corporate Debt Securities                 |
| AMERICAN TOWER CORPSR | 2033-07-15      | 5.5500%  | N/A     | $75000.00          | $78742.38          | Corporate Debt Securities                 |
| AMGEN INCSR GLBL NT6. | 2039-02-01      | 6.4000%  | N/A     | $50000.00          | $54865.39          | Corporate Debt Securities                 |
| APPALACHIAN PWR CO SR | 2038-04-01      | 7.0000%  | N/A     | $5000.00           | $5645.69           | Corporate Debt Securities                 |
| ARCOS DORADOS B VSR G | 2029-05-27      | 6.1250%  | N/A     | $220000.00         | $224822.46         | Corporate Debt Securities                 |
| ARES CAPITAL CORPSR G | 2027-01-15      | 7.0000%  | N/A     | $114000.00         | $118452.33         | Corporate Debt Securities                 |
| ASTRAZENECA PLCSR GLB | 2030-08-06      | 1.3750%  | N/A     | $89000.00          | $78960.44          | Corporate Debt Securities                 |
| AT & T CORPSR GLBL NT | 2029-03-15      | 6.5000%  | N/A     | $39000.00          | $41005.42          | Corporate Debt Securities                 |
| AT&T INC GLBL NT 3.1% | 2043-02-01      | 3.1000%  | N/A     | $124000.00         | $90739.62          | Corporate Debt Securities                 |
| AT&T INC GLBL NT 4.55 | 2032-11-01      | 4.5500%  | N/A     | $55000.00          | $54195.29          | Corporate Debt Securities                 |
| AT&T INC SR GLBL NT 5 | 2050-02-15      | 5.1500%  | N/A     | $111000.00         | $99255.18          | Corporate Debt Securities                 |
| AT&T INC SR GLBL NT4. | 2030-02-15      | 4.3000%  | N/A     | $91000.00          | $91224.06          | Corporate Debt Securities                 |
| AT&T INC SR GLBL NT4. | 2028-02-15      | 4.1000%  | N/A     | $34000.00          | $34249.03          | Corporate Debt Securities                 |
| AT&T INC SR GLBL NT4. | 2030-08-15      | 4.7000%  | N/A     | $47000.00          | $47816.76          | Corporate Debt Securities                 |
| AT&T INC SR NT 4.3%42 | 2042-12-15      | 4.3000%  | N/A     | $76000.00          | $64711.64          | Corporate Debt Securities                 |
| ATI INCSR GLBL NT 31  | 2031-10-01      | 5.1250%  | N/A     | $468000.00         | $466992.37         | Corporate Debt Securities                 |
| BALTIMORE MD PROJ REV | 2046-07-01      | 5.0000%  | N/A     | $60000.00          | $61348.53          | Other Instrument                          |
| BALTIMORE MD PROJ REV | 2037-07-01      | 5.0000%  | N/A     | $100000.00         | $102118.56         | Other Instrument                          |
| BANCO DO BRASIL S ASR | 2031-03-18      | 6.0000%  | N/A     | $293000.00         | $300290.82         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM  | 2026-07-10      | 0.0000%  | N/A     | $500000.00         | $540193.50         | Corporate Debt Securities                 |
| BANK OF AMERICA NA CD | 2027-01-29      | 3.7500%  | N/A     | $80000.00          | $80834.88          | Money Market                              |
| BANK OF AMERICA NA CD | 2026-10-22      | 3.9000%  | N/A     | $206000.00         | $206756.73         | Money Market                              |
| BARCLAYS BANK PLCREVR | 2026-06-17      | 0.0000%  | N/A     | $50000.00          | $50393.75          | Corporate Debt Securities                 |
| BELMONT FRESH WTR SUP | 2044-03-01      | 4.5000%  | N/A     | $45000.00          | $45502.65          | Other Instrument                          |
| BNP PARIBASAUTOCLL 29 | 2029-02-27      | 0.0000%  | N/A     | $300000.00         | $315423.30         | Corporate Debt Securities                 |
| BNP PARIBASAUTOCLL 29 | 2029-02-13      | 0.0000%  | N/A     | $159000.00         | $148005.63         | Corporate Debt Securities                 |
| BNP PARIBASAUTOCLL 29 | 2029-04-30      | 0.0000%  | N/A     | $700000.00         | $743063.30         | Corporate Debt Securities                 |
| BNP PARIBASAUTOCLL 29 | 2029-01-30      | 0.0000%  | N/A     | $409000.00         | $377634.61         | Corporate Debt Securities                 |
| BOFA FIN LLC AUTOCLL  | 2031-04-29      | 0.0000%  | N/A     | $137000.00         | $140031.67         | Corporate Debt Securities                 |
| BOFA FIN LLC AUTOCLL  | 2026-11-04      | 0.0000%  | N/A     | $274000.00         | $274843.10         | Corporate Debt Securities                 |
| BP CAP MKTS P L CSR G | 2028-11-28      | 3.7230%  | N/A     | $82000.00          | $80698.94          | Corporate Debt Securities                 |
| BRASKEM NETH FIN B V  | 2050-01-31      | 5.8750%  | N/A     | $542000.00         | $265943.22         | Corporate Debt Securities                 |
| CALIFORNIA SCH FIN AU | 2047-06-01      | 5.0000%  | N/A     | $90000.00          | $94087.10          | Other Instrument                          |
| CANADIAN NATL RY COSR | 2037-11-15      | 6.3750%  | N/A     | $50000.00          | $55250.96          | Corporate Debt Securities                 |
| CARNIVAL CORP LTDSR 1 | 2030-03-15      | 5.7500%  | N/A     | $50000.00          | $51015.97          | Corporate Debt Securities                 |
| CENTRAL AMER BOTTLING | 2029-04-27      | 5.2500%  | N/A     | $194000.00         | $192053.53         | Corporate Debt Securities                 |
| CHEMOURS COSR GLBL 14 | 2033-01-15      | 8.0000%  | N/A     | $20000.00          | $20968.36          | Corporate Debt Securities                 |
| CITIGROUP GLOBAL MKTS | 2028-05-26      | 0.0000%  | N/A     | $570000.00         | $1171502.76        | Corporate Debt Securities                 |
| CITIGROUP GLOBAL MKTS | 2027-04-01      | 0.0000%  | N/A     | $340000.00         | $563364.02         | Corporate Debt Securities                 |
| CITIGROUP INCFR 5.15% | 2030-04-30      | 5.1500%  | N/A     | $150000.00         | $150830.79         | Corporate Debt Securities                 |
| CITIGROUP INCSR NT 5. | 2042-01-30      | 5.8750%  | N/A     | $84000.00          | $88242.01          | Corporate Debt Securities                 |
| COMCAST CORP NEW SR G | 2027-02-01      | 3.3000%  | N/A     | $46000.00          | $46260.67          | Corporate Debt Securities                 |
| COMCAST CORP NEW SR N | 2029-01-15      | 4.5500%  | N/A     | $170000.00         | $173569.34         | Corporate Debt Securities                 |
| COMMERCIAL METALS CO  | 2031-02-15      | 3.8750%  | N/A     | $728000.00         | $685138.60         | Corporate Debt Securities                 |
| CONTINENTAL RES INCSR | 2032-04-01      | 2.8750%  | N/A     | $5975000.00        | $5297267.37        | Corporate Debt Securities                 |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $99000.00          | $93092.45          | Corporate Debt Securities                 |
| DELL INTL LLC/EMC COR | 2030-02-01      | 4.3500%  | N/A     | $171000.00         | $171651.23         | Corporate Debt Securities                 |
| DICKS SPORTING GOODS  | 2032-01-15      | 3.1500%  | N/A     | $64000.00          | $59176.00          | Corporate Debt Securities                 |
| DOW CHEMICAL COSR GLB | 2031-01-15      | 4.8000%  | N/A     | $63000.00          | $63473.55          | Corporate Debt Securities                 |
| ECOPETROL S ASR GLBL  | 2030-04-29      | 6.8750%  | N/A     | $187000.00         | $188997.00         | Corporate Debt Securities                 |
| EDISON INTLSR GLBL NT | 2028-11-15      | 5.2500%  | N/A     | $50000.00          | $50295.08          | Corporate Debt Securities                 |
| ELMWOOD CLO 2022-21R2 | 2038-10-15      | 12.1731% | N/A     | $1450000.00        | $1468729.99        | Asset-Backed Securities                   |
| EXELON CORPGLBL NT 2. | 2027-03-15      | 2.7500%  | N/A     | $348000.00         | $345853.81         | Corporate Debt Securities                 |
| FEDERAL FARM CREDIT B | 2029-05-03      | 2.8000%  | N/A     | $25000.00          | $24218.26          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2054-10-25      | 5.0000%  | N/A     | $60000.00          | $46983.76          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2032-10-15      | 5.5000%  | N/A     | $1100000.00        | $20373.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2055-10-25      | 5.0000%  | N/A     | $2805175.00        | $1941255.51        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2044-10-25      | 3.5000%  | N/A     | $510000.00         | $273952.13         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2051-10-25      | 1.0000%  | N/A     | $500000.00         | $220395.51         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2035-04-25      | 6.0000%  | N/A     | $165000.00         | $145545.65         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2033-11-15      | 5.5000%  | N/A     | $10000.00          | $27.87             | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-03-25      | 1.5000%  | N/A     | $600000.00         | $331158.70         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2049-02-15      | 3.5000%  | N/A     | $2626000.00        | $1384030.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-06-25      | 4.0692%  | N/A     | $5000000.00        | $2615520.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2051-09-25      | 1.2500%  | N/A     | $635000.00         | $367580.45         | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORT | 2037-09-01      | 3.8500%  | N/A     | $799650.00         | $735471.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORT | 2034-05-25      | 6.0000%  | N/A     | $10000.00          | $73.86             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORT | 2035-04-25      | 4.7500%  | N/A     | $45000.00          | $2.13              | Agency Collateralized Mortgage Obligation |
| FEDEX CORP SR GLBL NT | 2044-01-15      | 5.1000%  | N/A     | $61000.00          | $57012.63          | Corporate Debt Securities                 |
| FEDEX CORP SR NT 3.87 | 2042-08-01      | 3.8750%  | N/A     | $112000.00         | $86281.60          | Corporate Debt Securities                 |
| FLEX LTD SR GLBL NT 3 | 2032-01-15      | 5.2500%  | N/A     | $77000.00          | $78644.85          | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COM | 2029-11-07      | 5.8750%  | N/A     | $348000.00         | $354197.98         | Corporate Debt Securities                 |
| FORD MOTOR CREDIT COM | 2029-05-03      | 5.1130%  | N/A     | $204000.00         | $203796.56         | Corporate Debt Securities                 |
| FORD MTR COSR DEB 8.9 | 2032-01-15      | 8.9000%  | N/A     | $1164000.00        | $1364880.53        | Corporate Debt Securities                 |
| FORD MTR COSR GLBL NT | 2046-12-08      | 5.2910%  | N/A     | $238000.00         | $203440.56         | Corporate Debt Securities                 |
| FORD MTR COSR GLBL NT | 2032-08-19      | 6.1000%  | N/A     | $259000.00         | $269679.72         | Corporate Debt Securities                 |
| FREEPORT MCMORAN INC  | 2043-03-15      | 5.4500%  | N/A     | $60000.00          | $58783.37          | Corporate Debt Securities                 |
| GDB DEBT RECOVERY AUT | 2040-08-20      | 7.5000%  | N/A     | $59000.00          | $59040.51          | Other Instrument                          |
| GE HEALTHCARE TECHNOL | 2029-08-14      | 4.8000%  | N/A     | $71000.00          | $72404.38          | Corporate Debt Securities                 |
| GENERAL MTRS COSR GLB | 2027-10-01      | 6.8000%  | N/A     | $52000.00          | $53939.89          | Corporate Debt Securities                 |
| GENERAL MTRS COSR GLB | 2028-10-01      | 5.0000%  | N/A     | $44000.00          | $44690.16          | Corporate Debt Securities                 |
| GENERAL MTRS FINL CO  | 2028-01-05      | 3.8500%  | N/A     | $42000.00          | $42220.92          | Corporate Debt Securities                 |
| GLAXOSMITHKLINE CAP P | 2029-06-01      | 3.3750%  | N/A     | $67000.00          | $66242.73          | Corporate Debt Securities                 |
| GLAXOSMITHKLINE CAP P | 2027-03-12      | 4.1387%  | N/A     | $440000.00         | $444421.41         | Corporate Debt Securities                 |
| GOLDMAN SACHS GROUP I | 2038-01-22      | 5.0500%  | N/A     | $100000.00         | $99063.53          | Corporate Debt Securities                 |
| GOLUB CAP PART CLO 20 | 2039-05-09      | 5.3977%  | N/A     | $5630000.00        | $5513705.90        | Asset-Backed Securities                   |
| GOVERNMENT NATIONAL M | 2056-03-20      | 4.5000%  | N/A     | $25000.00          | $16746.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2035-09-20      | 5.5000%  | N/A     | $25000.00          | $2519.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2055-01-20      | 4.5000%  | N/A     | $5204035.00        | $5119008.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2070-11-20      | 5.0252%  | N/A     | $204723.00         | $126792.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2038-06-20      | 7.0000%  | N/A     | $13000.00          | $612.91            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL M | 2071-05-20      | 5.1251%  | N/A     | $1258778.00        | $1043801.39        | Agency Collateralized Mortgage Obligation |
| GROUP 1 AUTOMOTIVE IN | 2028-08-15      | 4.0000%  | N/A     | $1592000.00        | $1563941.88        | Corporate Debt Securities                 |
| GS FIN CORPSR GLBL IN | 2031-02-04      | 0.0000%  | N/A     | $1600000.00        | $1586176.00        | Corporate Debt Securities                 |
| GS FIN CORPSR GLBL IN | 2030-02-05      | 0.0000%  | N/A     | $680000.00         | $749035.64         | Corporate Debt Securities                 |
| HARTFORD INSURANCE GR | 2040-03-30      | 6.6250%  | N/A     | $50000.00          | $54956.38          | Corporate Debt Securities                 |
| HEWLETT PACKARD ENTER | 2054-10-15      | 5.6000%  | N/A     | $65000.00          | $60315.74          | Corporate Debt Securities                 |
| HP INC SR GLBL NT4.2% | 2032-04-15      | 4.2000%  | N/A     | $81000.00          | $77965.20          | Corporate Debt Securities                 |
| HSBC FINANCE CORPSR N | 2032-05-17      | 7.6250%  | N/A     | $355000.00         | $385495.09         | Corporate Debt Securities                 |
| HSBC HLDGS PLC SR GLB | 2028-11-19      | 4.6744%  | N/A     | $200000.00         | $201345.01         | Corporate Debt Securities                 |
| HSBC HLDGS PLC SR GLB | 2027-08-14      | 5.2020%  | N/A     | $350000.00         | $351505.48         | Corporate Debt Securities                 |
| ICAHN ENTERPRISES LP/ | 2029-02-01      | 4.3750%  | N/A     | $245000.00         | $215465.32         | Corporate Debt Securities                 |
| ILLINOIS FIN AUTH REV | 2041-02-15      | 4.0000%  | N/A     | $55000.00          | $56112.96          | Other Instrument                          |
| INTEL CORP SR GLBL NT | 2030-03-25      | 3.9000%  | N/A     | $90000.00          | $88038.30          | Corporate Debt Securities                 |
| INTERNATIONAL FIN COR | 2029-08-28      | 4.0005%  | N/A     | $619000.00         | $620706.72         | Corporate Debt Securities                 |
| JBS NV / JBS USA FOOD | 2066-04-15      | 6.3750%  | N/A     | $125000.00         | $122878.96         | Corporate Debt Securities                 |
| JBS NV / JBS USA FOOD | 2034-03-15      | 6.7500%  | N/A     | $50000.00          | $55113.75          | Corporate Debt Securities                 |
| JEFFERIES FINANCIAL G | 2032-02-04      | 9.5040%  | N/A     | $63000.00          | $61087.57          | Corporate Debt Securities                 |
| KB HOMESR GLBL NT4.8% | 2029-11-15      | 4.8000%  | N/A     | $121000.00         | $118694.55         | Corporate Debt Securities                 |
| KEYCORP CAP IJR SB GL | 2028-07-01      | 4.6934%  | N/A     | $28000.00          | $27800.12          | Corporate Debt Securities                 |
| KRAFT HEINZ FOODS CO  | 2035-07-15      | 5.0000%  | N/A     | $61000.00          | $60561.48          | Corporate Debt Securities                 |
| LENDMARK FDG TR 2024- | 2034-02-21      | 8.4700%  | N/A     | $2859000.00        | $2930128.43        | Asset-Backed Securities                   |
| MAIN STR NAT GAS INC  | 2054-12-01      | 5.0000%  | N/A     | $65000.00          | $70117.59          | Other Instrument                          |
| MARATHON OIL CORPGLBL | 2029-04-01      | 5.3000%  | N/A     | $100000.00         | $102042.89         | Corporate Debt Securities                 |
| MARVELL TECHNOLOGY IN | 2028-06-22      | 4.8750%  | N/A     | $64000.00          | $65834.91          | Corporate Debt Securities                 |
| MARYLAND ST HEALTH &  | 2042-06-01      | 1.5200%  | N/A     | $3075000.00        | $3080256.43        | Other Instrument                          |
| MCF CLO 2026-11 LTDD- | 2038-04-20      | 6.7896%  | N/A     | $1000000.00        | $979991.51         | Asset-Backed Securities                   |
| METHANEX CORPSR GLBL  | 2029-12-15      | 5.2500%  | N/A     | $33000.00          | $33573.43          | Corporate Debt Securities                 |
| MORGAN STANLEY FIN LL | 2029-02-07      | 0.0000%  | N/A     | $250000.00         | $239113.25         | Corporate Debt Securities                 |
| MORGAN STANLEY FIN LL | 2027-04-29      | 0.0000%  | N/A     | $32000.00          | $47771.14          | Corporate Debt Securities                 |
| MORGAN STANLEY FIN LL | 2027-12-07      | 0.0000%  | N/A     | $140000.00         | $210408.94         | Corporate Debt Securities                 |
| MUNICIPAL ELEC AUTH G | 2057-04-01      | 7.0550%  | N/A     | $37000.00          | $41157.56          | Other Instrument                          |
| NATL BANK OF CANADAGL | 2027-04-30      | 0.0000%  | N/A     | $64000.00          | $63693.95          | Corporate Debt Securities                 |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $655000.00         | $686181.09         | Corporate Debt Securities                 |
| NEW YORK N Y CITY MUN | 2055-06-15      | 2.5900%  | N/A     | $26235000.00       | $26252708.63       | Other Instrument                          |
| NORDEA BK ABP NEW YOR | 2026-09-08      | 3.7500%  | N/A     | $11458000.00       | $11587929.01       | Money Market                              |
| NORDSTROM INCSR GLBL  | 2030-04-01      | 4.3750%  | N/A     | $66000.00          | $63303.81          | Corporate Debt Securities                 |
| ONESKY FLIGHT LLCSR 1 | 2029-12-15      | 8.8750%  | N/A     | $100000.00         | $109582.06         | Corporate Debt Securities                 |
| ORACLE CORPSR GLBL NT | 2055-08-03      | 6.0000%  | N/A     | $75000.00          | $66566.50          | Corporate Debt Securities                 |
| ORACLE CORPSR GLBL NT | 2035-09-26      | 5.2000%  | N/A     | $83000.00          | $79224.33          | Corporate Debt Securities                 |
| PAMPA ENERGIA SA SR R | 2034-12-16      | 7.8750%  | N/A     | $82000.00          | $87203.41          | Corporate Debt Securities                 |
| PARAMOUNT GLOBAL SR G | 2030-07-30      | 7.8750%  | N/A     | $43000.00          | $46091.32          | Corporate Debt Securities                 |
| PEPSICO SINGAPORE FIN | 2027-02-16      | 4.1941%  | N/A     | $20000.00          | $20065.86          | Corporate Debt Securities                 |
| PETROBRAS GLOBAL FINA | 2040-01-20      | 6.8750%  | N/A     | $246000.00         | $253905.31         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOSFR | 2047-09-21      | 6.7500%  | N/A     | $300000.00         | $254970.00         | Corporate Debt Securities                 |
| PETROLEOS MEXICANOSGL | 2031-01-28      | 5.9500%  | N/A     | $60000.00          | $60310.12          | Corporate Debt Securities                 |
| PETROLEOS MEXICANOSGL | 2027-03-13      | 6.5000%  | N/A     | $107000.00         | $109762.98         | Corporate Debt Securities                 |
| PHILLIPS 66 CO GLBL N | 2029-12-15      | 3.1500%  | N/A     | $100000.00         | $96614.00          | Corporate Debt Securities                 |
| PHILLIPS 66 CO SR GLB | 2027-12-01      | 4.9500%  | N/A     | $86000.00          | $88791.13          | Corporate Debt Securities                 |
| POINSETTIA FIN LTD SR | 2031-06-17      | 6.6250%  | N/A     | $200000.00         | $135448.00         | Corporate Debt Securities                 |
| PRECISION DRILLING CO | 2029-01-15      | 6.8750%  | N/A     | $50000.00          | $51725.51          | Corporate Debt Securities                 |
| PROVINCIA DE CORDOBA  | 2035-02-03      | 8.6000%  | N/A     | $100000.00         | $99646.11          | Corporate Debt Securities                 |
| PUERTO RICO SALES TAX | 2040-07-01      | 4.3290%  | N/A     | $56000.00          | $56768.15          | Other Instrument                          |
| REYNOLDS AMERICAN INC | 2035-08-15      | 5.7000%  | N/A     | $6000.00           | $6275.98           | Corporate Debt Securities                 |
| ROYAL BK CDA FR 5%050 | 2033-05-02      | 5.0000%  | N/A     | $104000.00         | $105402.96         | Corporate Debt Securities                 |
| SANTANDER GLOBAL ISSU | 2027-09-09      | 0.0000%  | N/A     | $45000.00          | $44954.33          | Corporate Debt Securities                 |
| SARATOGA INVT CORP GL | 2027-02-28      | 4.3500%  | N/A     | $1500000.00        | $1487993.75        | Corporate Debt Securities                 |
| SCIENCE APPLICATIONS  | 2033-11-01      | 5.8750%  | N/A     | $383000.00         | $378671.89         | Corporate Debt Securities                 |
| SEMINOLE CNTY FLA IND | 2039-11-15      | 5.2500%  | N/A     | $4325000.00        | $4339495.96        | Other Instrument                          |
| SHERWIN WILLIAMS COSR | 2027-06-01      | 3.4500%  | N/A     | $54000.00          | $54482.13          | Corporate Debt Securities                 |
| SOCIETE GENERALE AUTO | 2029-02-01      | 10.0000% | N/A     | $37000.00          | $29306.65          | Corporate Debt Securities                 |
| SOCIETE GENERALE FR 6 | 2029-01-10      | 6.4460%  | N/A     | $250000.00         | $263164.68         | Corporate Debt Securities                 |
| SOCIETE GENERALE REVR | 2027-11-12      | 12.0000% | N/A     | $200000.00         | $196279.80         | Corporate Debt Securities                 |
| SOUTHERN CALIF EDISON | 2028-03-01      | 5.3000%  | N/A     | $62000.00          | $63414.56          | Corporate Debt Securities                 |
| SOUTHERN CO GAS CAPSR | 2026-06-15      | 3.2500%  | N/A     | $48000.00          | $48686.19          | Corporate Debt Securities                 |
| SPEEDWAY MOTORSPORTS  | 2027-11-01      | 4.8750%  | N/A     | $1108000.00        | $1103170.97        | Corporate Debt Securities                 |
| SUZANO NETH BV SR GLB | 2036-01-15      | 5.5000%  | N/A     | $176000.00         | $174323.11         | Corporate Debt Securities                 |
| T MOBILE USA INC SR G | 2030-04-15      | 3.8750%  | N/A     | $1181000.00        | $1153537.16        | Corporate Debt Securities                 |
| T MOBILE USA INC SR G | 2035-05-15      | 5.3000%  | N/A     | $60000.00          | $60703.87          | Corporate Debt Securities                 |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $198000.00         | $202961.28         | Corporate Debt Securities                 |
| TELECOM ITALIA CAP GT | 2034-09-30      | 6.0000%  | N/A     | $7000.00           | $7186.43           | Corporate Debt Securities                 |
| TEVA PHARMACEUTICAL F | 2036-02-01      | 6.1500%  | N/A     | $59000.00          | $63191.85          | Corporate Debt Securities                 |
| TIME WARNER CABLE INC | 2039-06-15      | 6.7500%  | N/A     | $390000.00         | $398080.80         | Corporate Debt Securities                 |
| TIME WARNER CABLE INC | 2038-07-01      | 7.3000%  | N/A     | $63000.00          | $67487.56          | Corporate Debt Securities                 |
| TORONTO DOMINION BK O | 2027-06-10      | 0.0000%  | N/A     | $759000.00         | $758313.11         | Corporate Debt Securities                 |
| TRUST 1401 SR REGS NT | 2034-02-13      | 7.3750%  | N/A     | $240000.00         | $260067.67         | Corporate Debt Securities                 |
| TYSON FOODS INC4.35%2 | 2029-03-01      | 4.3500%  | N/A     | $61000.00          | $61350.95          | Corporate Debt Securities                 |
| UBS AG LONDON BRANCH  | 2027-04-30      | 0.0000%  | N/A     | $73000.00          | $79227.27          | Corporate Debt Securities                 |
| UNITED RENTALS NORTH  | 2030-07-15      | 4.0000%  | N/A     | $27000.00          | $26205.36          | Corporate Debt Securities                 |
| UNITED STATES TREASUR | 2053-02-15      | 1.5000%  | N/A     | $5589700.00        | $4783981.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2055-08-15      | 4.7500%  | N/A     | $263800.00         | $257639.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-08-31      | 1.1250%  | N/A     | $316100.00         | $297448.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $3404600.00        | $3419953.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $2037800.00        | $2078433.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2049-08-15      | 2.2500%  | N/A     | $6160800.00        | $3839681.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-10-31      | 3.5000%  | N/A     | $2933100.00        | $2922819.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $7313400.00        | $5883349.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2052-05-15      | 2.8750%  | N/A     | $6657900.00        | $4576851.85        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-11-30      | 3.8750%  | N/A     | $128100.00         | $130363.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-09-30      | 4.1250%  | N/A     | $362200.00         | $365442.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-02-15      | 3.5000%  | N/A     | $6083300.00        | $5873977.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-05-15      | 4.3750%  | N/A     | $22900.00          | $22998.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-02-29      | 1.1250%  | N/A     | $290200.00         | $277046.79         | U.S. Treasuries (including strips)        |
| VALE OVERSEAS LTDSR G | 2054-06-28      | 6.4000%  | N/A     | $72000.00          | $75220.16          | Corporate Debt Securities                 |
| VERIZON COMMUNICATION | 2041-11-01      | 4.7500%  | N/A     | $81000.00          | $73308.60          | Corporate Debt Securities                 |
| VIKING CRUISES LTD SR | 2031-07-15      | 9.1250%  | N/A     | $6016000.00        | $6543334.15        | Corporate Debt Securities                 |
| VISTRA OPERATIONS CO  | 2027-07-31      | 5.0000%  | N/A     | $56000.00          | $56917.72          | Corporate Debt Securities                 |
| WAYFAIR LLCSR SEC GLB | 2029-10-31      | 7.2500%  | N/A     | $1888000.00        | $1956781.94        | Corporate Debt Securities                 |
| WELLS FARGO BANK NATL | 2029-04-09      | 4.0000%  | N/A     | $2000.00           | $1999.40           | Money Market                              |
| WYNN RESORTS FIN LLC  | 2031-02-15      | 7.1250%  | N/A     | $684000.00         | $737538.96         | Corporate Debt Securities                 |
| YPF SOCIEDAD ANONIMA  | 2031-09-11      | 8.7500%  | N/A     | $59000.00          | $63197.75          | Corporate Debt Securities                 |
| ZAYO ISSUER LLC 2026- | 2056-04-20      | 5.5460%  | N/A     | $8326546.00        | $8355405.34        | Asset-Backed Securities                   |

### Security 335: RANGER FUNDING CO LLC

- **C.1 - Title:** RANGER FUNDING CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BKU7, C.4 - ISIN: US75300BKU79, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $98374160.00
- **C.18.a - Value (excl. sponsor support):** $98374160.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 336: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC
- **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: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0RCM01H34
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC SR GLBL NT | 2046-05-14      | 4.4500%  | N/A     | $254000.00         | $218308.98         | Corporate Debt Securities |
| ABBVIE INC SR NT 4.4% | 2042-11-06      | 4.4000%  | N/A     | $175000.00         | $154554.94         | Corporate Debt Securities |
| ABBVIE INC SR NT 4.7% | 2045-05-14      | 4.7000%  | N/A     | $337000.00         | $301243.74         | Corporate Debt Securities |
| ABN AMRO BANK N.V. FR | 2027-06-16      | 1.5420%  | N/A     | $800000.00         | $804409.47         | Corporate Debt Securities |
| AIR CANADA 2020-1C202 | 2026-07-15      | 10.5000% | N/A     | $7852000.00        | $8244189.07        | Asset-Backed Securities   |
| ALIMENTATION COUCHE-T | 2026-07-15      | 0.0000%  | N/A     | $1000000.00        | $994528.00         | Money Market              |
| ALTRIA GROUP INC SR G | 2039-02-14      | 5.8000%  | N/A     | $25000.00          | $25707.42          | Corporate Debt Securities |
| ALTRIA GROUP INC SR N | 2042-08-09      | 4.2500%  | N/A     | $512000.00         | $426744.89         | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2027-07-09      | 4.5044%  | N/A     | $10795000.00       | $10893580.84       | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2027-07-09      | 4.3444%  | N/A     | $40000.00          | $40240.39          | Corporate Debt Securities |
| AMERICAN NEWS HOLDING | 2027-09-01      | 8.5000%  | N/A     | $19.00             | $21.98             | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV  | 2049-01-23      | 5.5500%  | N/A     | $525000.00         | $526435.88         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV  | 2039-01-15      | 8.2000%  | N/A     | $121000.00         | $156004.36         | Corporate Debt Securities |
| ARMADA FDG CO LLC 0.0 | 2026-07-09      | 0.0000%  | N/A     | $2093856.00        | $2083386.72        | Money Market              |
| AT&T INC GLBL NT 2.3% | 2027-06-01      | 2.3000%  | N/A     | $271000.00         | $268938.29         | Corporate Debt Securities |
| AT&T INC SR GLBL NT 5 | 2056-08-15      | 6.0500%  | N/A     | $3376000.00        | $3388517.46        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2034-02-02      | 4.8130%  | N/A     | $5000.00           | $5010.76           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2028-09-08      | 4.4040%  | N/A     | $3080000.00        | $3109318.52        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 5.4000%  | N/A     | $8000.00           | $8306.48           | Corporate Debt Securities |
| BANK OF AMER CORPFR 3 | 2042-04-22      | 3.3110%  | N/A     | $111000.00         | $86120.79          | Corporate Debt Securities |
| BAT CAPITAL CORP SR G | 2047-08-15      | 4.5400%  | N/A     | $930000.00         | $777503.77         | Corporate Debt Securities |
| BED BATH & BEYOND INC | 2044-08-01      | 0.0000%  | N/A     | $87000.00          | $189.31            | Corporate Debt Securities |
| BETH ISRAEL DEACONESS | 2051-07-01      | 3.0800%  | N/A     | $850000.00         | $561494.89         | Corporate Debt Securities |
| BIOGEN INC SR GLBL NT | 2050-05-01      | 3.1500%  | N/A     | $108000.00         | $70099.56          | Corporate Debt Securities |
| BIOGEN INC SR GLBL NT | 2051-02-15      | 3.2500%  | N/A     | $827000.00         | $547357.30         | Corporate Debt Securities |
| BMW US CAP LLC 144A N | 2030-03-21      | 5.0500%  | N/A     | $9182000.00        | $9361773.36        | Corporate Debt Securities |
| BOEING COCR SEN SR GL | 2054-05-01      | 6.8580%  | N/A     | $717000.00         | $813188.42         | Corporate Debt Securities |
| BOEING COSR GLBL NT 5 | 2050-02-01      | 3.7500%  | N/A     | $351000.00         | $260154.77         | Corporate Debt Securities |
| BOSTON SCIENTIFIC COR | 2026-06-01      | 0.0000%  | N/A     | $4163000.00        | $4161197.42        | Money Market              |
| BRIGHTHOUSE FINL INC  | 2047-06-22      | 4.7000%  | N/A     | $76000.00          | $56293.75          | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2031-01-13      | 5.2450%  | N/A     | $4000.00           | $4149.50           | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2033-10-03      | 6.0920%  | N/A     | $89000.00          | $95767.24          | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2029-03-30      | 4.6672%  | N/A     | $685000.00         | $694036.52         | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2027-06-28      | 5.2370%  | N/A     | $30000.00          | $30992.89          | Corporate Debt Securities |
| CANADIAN NATL RY CO3. | 2048-02-03      | 3.6500%  | N/A     | $655000.00         | $500708.93         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2037-01-30      | 5.3990%  | N/A     | $247000.00         | $247685.86         | Corporate Debt Securities |
| CHESHAM FIN LTD / CHE | 2026-07-22      | 0.0000%  | N/A     | $4000000.00        | $3976868.00        | Money Market              |
| CITIGROUP INCFR 5%032 | 2029-03-28      | 5.0000%  | N/A     | $35000.00          | $35122.23          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2030-09-19      | 4.5420%  | N/A     | $54000.00          | $54211.77          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2030-11-05      | 2.9760%  | N/A     | $100000.00         | $94701.40          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2030-03-20      | 3.9800%  | N/A     | $71000.00          | $70234.50          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2028-02-24      | 3.0700%  | N/A     | $300000.00         | $299556.42         | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2026-10-21      | 3.2000%  | N/A     | $291000.00         | $290816.02         | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2033-03-17      | 3.7850%  | N/A     | $64000.00          | $60684.80          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2036-03-27      | 5.3330%  | N/A     | $202000.00         | $205236.97         | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2029-03-04      | 4.7860%  | N/A     | $64000.00          | $64989.46          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2056-03-04      | 5.6120%  | N/A     | $56000.00          | $55518.99          | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2028-02-24      | 4.9214%  | N/A     | $10000.00          | $10056.27          | Corporate Debt Securities |
| COLUMBIA PIPELINE GRO | 2032-11-17      | 4.9990%  | N/A     | $3264000.00        | $3242445.63        | Corporate Debt Securities |
| COMCAST CORP NEW 3.99 | 2049-11-01      | 3.9990%  | N/A     | $15000.00          | $10986.46          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPAN | 2046-03-15      | 5.9500%  | N/A     | $10000000.00       | $10403705.56       | Corporate Debt Securities |
| CONSOLIDATED EDISON C | 2053-11-15      | 5.9000%  | N/A     | $40000.00          | $40507.78          | Corporate Debt Securities |
| CONSTELLATION ENERGY  | 2054-03-15      | 5.7500%  | N/A     | $51000.00          | $50754.15          | Corporate Debt Securities |
| COX COMMUNICATIONS IN | 2039-03-01      | 8.3750%  | N/A     | $7997000.00        | $9129073.09        | Corporate Debt Securities |
| CREDIT AGRICOLE S AFR | 2033-01-10      | 4.0000%  | N/A     | $275000.00         | $274866.47         | Corporate Debt Securities |
| CREDIT AGRICOLE SA LO | 2031-05-27      | 5.2220%  | N/A     | $872000.00         | $881042.74         | Corporate Debt Securities |
| CSX CORP SR GLBL NT 4 | 2042-05-30      | 4.7500%  | N/A     | $42000.00          | $39628.18          | Corporate Debt Securities |
| CVS HEALTH CORPSR NT  | 2043-12-05      | 5.3000%  | N/A     | $340000.00         | $323570.07         | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2036-07-15      | 8.1000%  | N/A     | $330000.00         | $404745.00         | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2035-04-01      | 5.5000%  | N/A     | $9859000.00        | $10146105.03       | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2029-10-01      | 5.3000%  | N/A     | $6969000.00        | $7166284.65        | Corporate Debt Securities |
| DOLLARAMA INC         | 2026-07-30      | 0.0000%  | N/A     | $6000000.00        | $5955450.00        | Money Market              |
| DOW CHEMICAL COFR 6.1 | 2055-11-15      | 6.1000%  | N/A     | $11000.00          | $10887.93          | Corporate Debt Securities |
| EAGLE RE LTD 2023-1M- | 2033-09-26      | 7.5621%  | N/A     | $319200.00         | $324554.00         | Asset-Backed Securities   |
| EDUCATION FDG LLC 200 | 2033-04-25      | 5.2037%  | N/A     | $12500000.00       | $2613300.03        | Asset-Backed Securities   |
| ELECTRICITE DE FRANCE | 2055-01-13      | 6.3750%  | N/A     | $125000.00         | $130392.92         | Corporate Debt Securities |
| ELEVANCE HEALTH INC F | 2054-06-15      | 5.6500%  | N/A     | $61000.00          | $60053.21          | Corporate Debt Securities |
| ENI SPAGLBL 144A NT6% | 2056-05-18      | 6.0000%  | N/A     | $9830000.00        | $9804376.47        | Corporate Debt Securities |
| ENTERGY TEXAS INC1ST  | 2036-06-15      | 5.2000%  | N/A     | $9110000.00        | $9071525.43        | Corporate Debt Securities |
| FEDEX CORP SR GLBL NT | 2050-05-15      | 5.2500%  | N/A     | $205000.00         | $189102.59         | Corporate Debt Securities |
| FOX CORP SR GLBL NT 3 | 2039-01-25      | 5.4760%  | N/A     | $253000.00         | $252836.00         | Corporate Debt Securities |
| GENERAL MTRS COSR GLB | 2038-04-01      | 5.1500%  | N/A     | $37000.00          | $35470.32          | Corporate Debt Securities |
| GENERAL MTRS COSR GLB | 2046-04-01      | 6.7500%  | N/A     | $26000.00          | $27721.59          | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2027-04-09      | 5.0000%  | N/A     | $7503000.00        | $7595470.31        | Corporate Debt Securities |
| GEORGIA PWR CO GLBL 2 | 2051-03-15      | 3.2500%  | N/A     | $5000.00           | $3417.40           | Corporate Debt Securities |
| GILEAD SCIENCES INCSR | 2040-10-01      | 2.6000%  | N/A     | $2000.00           | $1459.30           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2045-11-19      | 5.5610%  | N/A     | $422000.00         | $410388.55         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $290000.00         | $261547.42         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2032-01-21      | 4.5945%  | N/A     | $50000.00          | $50141.20          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.1530%  | N/A     | $436000.00         | $432526.70         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2036-10-21      | 4.9390%  | N/A     | $399000.00         | $389078.22         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-01-21      | 4.1480%  | N/A     | $237000.00         | $238753.43         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2027-10-21      | 1.9480%  | N/A     | $450000.00         | $446654.80         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 4.7135%  | N/A     | $10000.00          | $10082.50          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2032-07-21      | 2.3830%  | N/A     | $203000.00         | $181072.53         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2030-02-07      | 2.6000%  | N/A     | $359000.00         | $337280.10         | Corporate Debt Securities |
| HALLIBURTON CO SR GLB | 2045-11-15      | 5.0000%  | N/A     | $81000.00          | $73601.01          | Corporate Debt Securities |
| HCA INC               | 2026-06-16      | 0.0000%  | N/A     | $1870145.00        | $1865978.32        | Money Market              |
| HEWLETT PACKARD ENTER | 2054-10-15      | 5.6000%  | N/A     | $1581000.00        | $1467064.36        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2031-05-13      | 5.2400%  | N/A     | $289000.00         | $293250.87         | Corporate Debt Securities |
| ING GROEP N.V. SR GLB | 2029-03-25      | 4.6472%  | N/A     | $895000.00         | $904491.36         | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2049-11-15      | 3.2500%  | N/A     | $3000.00           | $1962.88           | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2041-08-12      | 2.8000%  | N/A     | $1222000.00        | $866999.50         | Corporate Debt Securities |
| INTERCONTINENTAL EXCH | 2040-09-15      | 2.6500%  | N/A     | $2000.00           | $1477.88           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD | 2053-11-15      | 7.2500%  | N/A     | $963000.00         | $1054108.90        | Corporate Debt Securities |
| JEFFERIES FINANCIAL G | 2037-12-28      | 5.5886%  | N/A     | $2000.00           | $1655.75           | Corporate Debt Securities |
| KEURIG DR PEPPER INC  | 2050-05-01      | 3.8000%  | N/A     | $7000.00           | $4992.44           | Corporate Debt Securities |
| LAUDER ESTEE COS INC  | 2053-05-15      | 5.1500%  | N/A     | $1500000.00        | $1354084.17        | Corporate Debt Securities |
| LENDBUZZ SEC TR 2025- | 2032-01-15      | 5.9900%  | N/A     | $85000.00          | $84497.35          | Asset-Backed Securities   |
| LOCKHEED MARTIN CORP  | 2042-12-15      | 4.0700%  | N/A     | $30000.00          | $25962.03          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP  | 2053-06-15      | 4.1500%  | N/A     | $200000.00         | $162045.11         | Corporate Debt Securities |
| LOWES COS INCSR GLBL  | 2047-05-03      | 4.0500%  | N/A     | $8757000.00        | $6852308.72        | Corporate Debt Securities |
| LOWES COS INCSR GLBL  | 2053-04-15      | 5.6250%  | N/A     | $224000.00         | $216037.92         | Corporate Debt Securities |
| LSEG US FIN CORP DISC | 2026-09-02      | 0.0000%  | N/A     | $50000000.00       | $49750000.00       | Money Market              |
| MARRIOTT INTL INC NEW | 2038-05-01      | 5.1000%  | N/A     | $1083000.00        | $1059850.88        | Corporate Debt Securities |
| MOODYS CORPSR GLBL NT | 2034-08-05      | 5.0000%  | N/A     | $3424000.00        | $3484068.37        | Corporate Debt Securities |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $8000.00           | $7103.12           | Corporate Debt Securities |
| MORGAN STANLEY FR 2.8 | 2052-01-25      | 2.8020%  | N/A     | $153000.00         | $97237.82          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS IN | 2097-10-01      | 5.2200%  | N/A     | $8000.00           | $6443.92           | Corporate Debt Securities |
| MPLX LPSR GLBL NT4.8% | 2031-02-15      | 4.8000%  | N/A     | $6926000.00        | $7010335.59        | Corporate Debt Securities |
| NASDAQ INC CR SEN SR  | 2050-04-28      | 3.2500%  | N/A     | $3000.00           | $2041.29           | Corporate Debt Securities |
| NATIONAL RURAL UTILS  | 2053-09-15      | 7.1250%  | N/A     | $133000.00         | $139939.39         | Corporate Debt Securities |
| NFE FING LLC SR SEC G | 2029-11-15      | 0.0000%  | N/A     | $213.00            | $93.72             | Corporate Debt Securities |
| NFE FING LLC SR SEC G | 2029-11-15      | 0.0000%  | N/A     | $65.00             | $28.60             | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP | 2053-03-15      | 4.9500%  | N/A     | $20000.00          | $18019.10          | Corporate Debt Securities |
| NORTHWELL HEALTHCARE  | 2047-11-01      | 4.2600%  | N/A     | $1672000.00        | $1359993.65        | Corporate Debt Securities |
| OFFICE PPTYS INCOME T | 2027-03-15      | 0.0000%  | N/A     | $1720000.00        | $1453968.19        | Corporate Debt Securities |
| ONE GAS INC           | 2026-06-12      | 0.0000%  | N/A     | $6700000.00        | $6688811.00        | Money Market              |
| ONE GAS INCSR GLBL NT | 2044-02-01      | 4.6580%  | N/A     | $11415000.00       | $10252472.30       | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2046-02-04      | 6.5500%  | N/A     | $449000.00         | $438014.59         | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2053-02-06      | 5.5500%  | N/A     | $1044000.00        | $871887.03         | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2055-08-03      | 6.0000%  | N/A     | $2695000.00        | $2391956.23        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2045-05-15      | 4.1250%  | N/A     | $131000.00         | $92372.58          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2051-03-25      | 3.9500%  | N/A     | $44000.00          | $28936.26          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2044-07-08      | 4.5000%  | N/A     | $14000.00          | $10834.67          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2047-11-15      | 4.0000%  | N/A     | $2218000.00        | $1501465.24        | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2046-07-15      | 4.0000%  | N/A     | $10000.00          | $7016.59           | Corporate Debt Securities |
| OVERSEA CHINESE BK IN | 2026-12-23      | 3.9600%  | N/A     | $39782000.00       | $39782000.00       | Money Market              |
| PACIFIC GAS & ELEC CO | 2050-08-01      | 3.5000%  | N/A     | $61000.00          | $41363.63          | Corporate Debt Securities |
| PACIFICORP 1MT 6%39   | 2039-01-15      | 6.0000%  | N/A     | $10000.00          | $10383.13          | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2035-01-22      | 5.6760%  | N/A     | $24000.00          | $25236.09          | Corporate Debt Securities |
| PROGRESS RES TR 2021- | 2040-12-19      | 3.5670%  | N/A     | $7500000.00        | $5930098.69        | Asset-Backed Securities   |
| QUANTA SVCS INCSR GLB | 2041-10-01      | 3.0500%  | N/A     | $2020000.00        | $1497454.06        | Corporate Debt Securities |
| QVC INC1LIEN GLBL NT  | 2027-02-15      | 0.0000%  | N/A     | $312000.00         | $149104.80         | Corporate Debt Securities |
| RESEARCH-DRI PAG MTR  | 2035-01-25      | 4.8640%  | N/A     | $6000000.00        | $6028405.33        | Asset-Backed Securities   |
| RESEARCH-DRIVEN PAGAY | 2034-07-25      | 5.6590%  | N/A     | $2000000.00        | $1812599.07        | Asset-Backed Securities   |
| RESEARCH-DRVN MTR AT  | 2035-02-26      | 5.6200%  | N/A     | $5000000.00        | $5014675.55        | Asset-Backed Securities   |
| RTX CORPORATION4.125% | 2028-11-16      | 4.1250%  | N/A     | $2353000.00        | $2339916.34        | Corporate Debt Securities |
| SAFEHOLD GL HLDGS LLC | 2026-06-25      | 0.0000%  | N/A     | $25000000.00       | $24875000.00       | Money Market              |
| SANTANDER HOLDINGS US | 2027-07-13      | 4.4000%  | N/A     | $105000.00         | $106676.03         | Corporate Debt Securities |
| SFP FDG INTL DAC / SF | 2026-06-03      | 0.0000%  | N/A     | $35037000.00       | $35015171.95       | Money Market              |
| STELLANTIS FINL SVC U | 2026-07-06      | 0.0000%  | N/A     | $3500000.00        | $3482948.00        | Money Market              |
| SUMITOMO MITSUI FIN G | 2026-07-13      | 4.9346%  | N/A     | $790000.00         | $795965.99         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2031-09-17      | 2.2220%  | N/A     | $307000.00         | $270176.58         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2027-10-18      | 3.3520%  | N/A     | $3000.00           | $2972.54           | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2052-10-15      | 3.4000%  | N/A     | $10000.00          | $6680.06           | Corporate Debt Securities |
| TAMPA ELEC COSR GLBL  | 2044-05-15      | 4.3500%  | N/A     | $14000.00          | $11806.08          | Corporate Debt Securities |
| TELESAT CDA / TELESAT | 2026-12-06      | 5.6250%  | N/A     | $121000.00         | $106820.31         | Corporate Debt Securities |
| TELUS CORPORATION     | 2026-07-06      | 0.0000%  | N/A     | $1439000.00        | $1432256.85        | Money Market              |
| TELUS CORPORATION     | 2026-06-09      | 0.0000%  | N/A     | $1600000.00        | $1597729.60        | Money Market              |
| THE CIGNA GROUPSR GLB | 2056-01-15      | 6.0000%  | N/A     | $65000.00          | $67358.42          | Corporate Debt Securities |
| THOMAS JEFFERSON UNIV | 2057-11-01      | 3.8470%  | N/A     | $1014000.00        | $722781.34         | Corporate Debt Securities |
| TR FIN LLC 4/A2 DISC  | 2026-06-03      | 0.0000%  | N/A     | $25000000.00       | $24983775.00       | Money Market              |
| TRUIST FINL CORP FR 1 | 2030-06-05      | 1.9500%  | N/A     | $394000.00         | $359684.57         | Corporate Debt Securities |
| TRUIST FINL CORP FR 4 | 2032-04-23      | 4.6800%  | N/A     | $13000.00          | $12908.87          | Corporate Debt Securities |
| TXNM ENERGY INC 4/A2  | 2026-07-09      | 0.0000%  | N/A     | $15000000.00       | $14925000.00       | Money Market              |
| UBS GROUP AG GLBL 144 | 2033-02-11      | 2.7460%  | N/A     | $1090000.00        | $973346.02         | Corporate Debt Securities |
| UBS GROUP AG SR 144A  | 2031-04-01      | 4.1940%  | N/A     | $926000.00         | $910023.72         | Corporate Debt Securities |
| UNION PAC CORP SR GLB | 2059-08-15      | 3.9500%  | N/A     | $186000.00         | $138994.29         | Corporate Debt Securities |
| UNION PAC CORP SR GLB | 2050-02-05      | 3.2500%  | N/A     | $74000.00          | $51598.84          | Corporate Debt Securities |
| UNION PAC CORP SR NT  | 2037-09-15      | 3.6000%  | N/A     | $29000.00          | $25687.33          | Corporate Debt Securities |
| UNIVERSITY MIAMI FLA  | 2052-04-01      | 4.0630%  | N/A     | $1000.00           | $778.06            | Corporate Debt Securities |
| UNUM GROUP SR GLBL NT | 2054-06-15      | 6.0000%  | N/A     | $84000.00          | $85182.16          | Corporate Debt Securities |
| VALLEY NATL BANCORPSU | 2036-06-01      | 6.2190%  | N/A     | $6685000.00        | $6692896.66        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2050-11-20      | 2.8750%  | N/A     | $2208000.00        | $1362642.36        | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2052-03-01      | 3.8750%  | N/A     | $15000.00          | $11230.83          | Corporate Debt Securities |
| VERTIV HOLDINGS CO SR | 2046-03-15      | 5.6500%  | N/A     | $560000.00         | $552572.84         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR C | 2052-05-15      | 4.6250%  | N/A     | $2000.00           | $1686.16           | Corporate Debt Securities |
| VITERRA FINANCE B.V.  | 2031-04-21      | 3.2000%  | N/A     | $399000.00         | $357670.69         | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2046-06-14      | 4.4000%  | N/A     | $162000.00         | $135102.60         | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2029-09-15      | 4.0780%  | N/A     | $159000.00         | $158426.42         | Corporate Debt Securities |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $99000.00          | $102404.45         | Corporate Debt Securities |
| WELLS FARGO & CO SUB  | 2026-08-01      | 7.5740%  | N/A     | $446000.00         | $459503.05         | Corporate Debt Securities |

### Security 337: RIDGEFIELD FUNDING COMPANY LLC - SERIES A

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC - SERIES A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KFG1, C.4 - ISIN: US76582KFG13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99814110.00
- **C.18.a - Value (excl. sponsor support):** $99814110.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 338: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $230070058.00
- **C.18.a - Value (excl. sponsor support):** $230070058.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRY5, C.4 - ISIN: US78014XRY57, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $130079534.00
- **C.18.a - Value (excl. sponsor support):** $130079534.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WQA1, C.4 - ISIN: US78013WQA17, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $67841809.00
- **C.18.a - Value (excl. sponsor support):** $67841809.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-03-10
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WG79, C.4 - ISIN: US78013WG795, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $181261407.60
- **C.18.a - Value (excl. sponsor support):** $181261407.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $140067928.00
- **C.18.a - Value (excl. sponsor support):** $140067928.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: ROYAL BANK OF CANADA - NY

- **C.1 - Title:** ROYAL BANK OF CANADA - NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015DQB9, C.4 - ISIN: US78015DQB90, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $24226322.50
- **C.18.a - Value (excl. sponsor support):** $24226322.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Y2T5
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 345: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3YB1Y
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 346: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UQH4, C.4 - ISIN: US83050UQH40, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $96852540.00
- **C.18.a - Value (excl. sponsor support):** $96852540.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-03-17
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UJR0, C.4 - ISIN: US83050UJR05, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49363845.00
- **C.18.a - Value (excl. sponsor support):** $49363845.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 348: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050US58, C.4 - ISIN: US83050US583, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $96328880.00
- **C.18.a - Value (excl. sponsor support):** $96328880.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-05-05
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG85, C.4 - ISIN: US83050UG851, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $76679395.10
- **C.18.a - Value (excl. sponsor support):** $76679395.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UR75, C.4 - ISIN: US83050UR759, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $231907104.00
- **C.18.a - Value (excl. sponsor support):** $231907104.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFR4, C.4 - ISIN: US83050UFR41, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49860590.00
- **C.18.a - Value (excl. sponsor support):** $49860590.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 352: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UK23, C.4 - ISIN: US83050UK234, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $123319562.50
- **C.18.a - Value (excl. sponsor support):** $123319562.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 353: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UR59, C.4 - ISIN: US83050UR593, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $144974010.00
- **C.18.a - Value (excl. sponsor support):** $144974010.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-05
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 354: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFV5, C.4 - ISIN: US83050UFV52, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50836188.00
- **C.18.a - Value (excl. sponsor support):** $50836188.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSS4, C.4 - ISIN: US83050WSS43, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49015787.80
- **C.18.a - Value (excl. sponsor support):** $49015787.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UR26, C.4 - ISIN: US83050UR262, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $111183621.50
- **C.18.a - Value (excl. sponsor support):** $111183621.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UR67, C.4 - ISIN: US83050UR676, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $48319320.00
- **C.18.a - Value (excl. sponsor support):** $48319320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-06
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 358: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274830051, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: YCA2B52
- **C.18 - Value (incl. sponsor support):** $99929280.00
- **C.18.a - Value (excl. sponsor support):** $99929280.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 359: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3Y2CL
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 360: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3YC3K
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 361: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03F05, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 5.7%031537    | 2037-03-15      | 5.7000%  | N/A     | $46000.00          | $48406.11          | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2040-05-27      | 5.3000%  | N/A     | $1945000.00        | $1951913.39        | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2036-03-15      | 4.6500%  | N/A     | $8325000.00        | $8167435.50        | Corporate Debt Securities                         |
| ABBVIE INC SR NT 4.7% | 2045-05-14      | 4.7000%  | N/A     | $14000.00          | $12514.58          | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC | 2031-10-04      | 4.2500%  | N/A     | $17000.00          | $16841.95          | Corporate Debt Securities                         |
| ADOBE INCSR GLBL NT5. | 2035-01-17      | 5.3000%  | N/A     | $3000.00           | $3106.75           | Corporate Debt Securities                         |
| AIRPORT AUTHORITY HON | 2035-01-15      | 5.1250%  | N/A     | $1500000.00        | $1592679.58        | Other Instrument                                  |
| ALIBABA GROUP HLDG LT | 2037-12-06      | 4.0000%  | N/A     | $1000000.00        | $931282.22         | Corporate Debt Securities                         |
| ALLY FINL INCSR GLBL  | 2029-05-15      | 5.7370%  | N/A     | $3000.00           | $3050.16           | Corporate Debt Securities                         |
| ALLY FINL INCSR GLBL  | 2027-06-09      | 4.7500%  | N/A     | $10000.00          | $10256.31          | Corporate Debt Securities                         |
| ALTRIA GROUP INC 4.8% | 2029-02-14      | 4.8000%  | N/A     | $9200000.00        | $9383264.00        | Corporate Debt Securities                         |
| AMEREN CORPSR GLBL NT | 2028-03-15      | 1.7500%  | N/A     | $109000.00         | $104338.86         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2033-07-20      | 4.9180%  | N/A     | $2000.00           | $2033.39           | Corporate Debt Securities                         |
| AMERICAN TOWER CORPSR | 2027-07-15      | 3.5500%  | N/A     | $91000.00          | $91466.27          | Corporate Debt Securities                         |
| AMERICAN TRANSMISSION | 2032-01-15      | 2.6500%  | N/A     | $10700000.00       | $9656898.61        | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 3 | 2033-03-02      | 5.2500%  | N/A     | $87000.00          | $89884.70          | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 4 | 2040-03-15      | 5.7500%  | N/A     | $12000.00          | $12456.23          | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT2. | 2027-02-21      | 2.2000%  | N/A     | $9000.00           | $8924.39           | Corporate Debt Securities                         |
| AMGEN INCSR NT 5.15%4 | 2041-11-15      | 5.1500%  | N/A     | $5000.00           | $4756.51           | Corporate Debt Securities                         |
| AMGEN INCSR NT 5.65%4 | 2042-06-15      | 5.6500%  | N/A     | $6000.00           | $6115.13           | Corporate Debt Securities                         |
| AMGEN INCSR NT 6.375% | 2037-06-01      | 6.3750%  | N/A     | $12000.00          | $13449.97          | Corporate Debt Securities                         |
| AMPHENOL CORPSR GLBL  | 2036-02-15      | 4.6250%  | N/A     | $2939000.00        | $2870289.45        | Corporate Debt Securities                         |
| ANALOG DEVICES INC SR | 2031-10-01      | 2.1000%  | N/A     | $2000.00           | $1770.65           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2049-01-23      | 5.5500%  | N/A     | $20000.00          | $20054.70          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2035-06-15      | 5.8750%  | N/A     | $1000.00           | $1095.34           | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 4 | 2043-05-04      | 3.8500%  | N/A     | $9484000.00        | $7923062.69        | Corporate Debt Securities                         |
| ARCH CAP GROUP LTD SR | 2034-05-01      | 7.3500%  | N/A     | $3000.00           | $3423.32           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $9000.00           | $8127.33           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2032-10-01      | 5.9350%  | N/A     | $4000.00           | $4295.77           | Corporate Debt Securities                         |
| ARES CAPITAL CORPSR G | 2031-01-15      | 5.1000%  | N/A     | $2000000.00        | $1979046.67        | Corporate Debt Securities                         |
| ASSURANT INC CR SEN S | 2028-03-27      | 4.9000%  | N/A     | $4000.00           | $4043.92           | Corporate Debt Securities                         |
| AT&T INC GLBL NT 2.75 | 2031-06-01      | 2.7500%  | N/A     | $1714000.00        | $1584399.70        | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 2 | 2027-03-01      | 4.2500%  | N/A     | $75000.00          | $75798.67          | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 3 | 2039-02-15      | 6.5500%  | N/A     | $4000.00           | $4429.25           | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 3 | 2034-06-15      | 6.4500%  | N/A     | $6000.00           | $6685.40           | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 4 | 2046-05-15      | 4.7500%  | N/A     | $83000.00          | $70568.86          | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT 4 | 2042-03-15      | 5.1500%  | N/A     | $5000.00           | $4658.68           | Corporate Debt Securities                         |
| AUTODESK INC SR GLBL  | 2030-01-15      | 2.8500%  | N/A     | $9000.00           | $8550.62           | Corporate Debt Securities                         |
| AVERY DENNISON CORPSR | 2032-02-15      | 2.2500%  | N/A     | $4000.00           | $3508.44           | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC  | 2035-06-01      | 5.4500%  | N/A     | $3000.00           | $3139.46           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2027-09-10      | 4.5201%  | N/A     | $59000.00          | $59671.28          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-10-30      | 3.0000%  | N/A     | $1551000.00        | $1503379.13        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2028-06-13      | 3.9920%  | N/A     | $57000.00          | $57909.01          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2029-10-25      | 6.3170%  | N/A     | $1634000.00        | $1710840.57        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2032-01-26      | 2.5000%  | N/A     | $65000.00          | $59054.56          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2034-10-25      | 6.4740%  | N/A     | $715000.00         | $784651.25         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2031-02-14      | 5.1300%  | N/A     | $630000.00         | $648183.38         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2032-11-10      | 4.7400%  | N/A     | $84000.00          | $83926.22          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-09-15      | 4.2483%  | N/A     | $5000.00           | $5049.41           | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2032-04-23      | 4.6950%  | N/A     | $393000.00         | $392235.62         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2028-04-27      | 4.3760%  | N/A     | $57000.00          | $57190.37          | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2036-02-12      | 5.7440%  | N/A     | $1206000.00        | $1252421.89        | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2029-09-15      | 5.8190%  | N/A     | $161000.00         | $167147.19         | Corporate Debt Securities                         |
| BANK OF AMER CORPJR S | 2026-09-15      | 4.6956%  | N/A     | $1000.00           | $1010.93           | Corporate Debt Securities                         |
| BANK OF AMERICA NA SR | 2026-08-18      | 4.6544%  | N/A     | $17376000.00       | $17409166.58       | Corporate Debt Securities                         |
| BECTON DICKINSON & CO | 2029-06-07      | 5.0810%  | N/A     | $10000.00          | $10313.56          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO | 2028-02-13      | 4.6930%  | N/A     | $1000000.00        | $1018448.28        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO | 2034-02-08      | 5.1100%  | N/A     | $3000.00           | $3058.97           | Corporate Debt Securities                         |
| BIOGEN INC SR GLBL NT | 2030-05-01      | 2.2500%  | N/A     | $20000.00          | $18279.20          | Corporate Debt Securities                         |
| BLACK HILLS CORP SR G | 2030-06-15      | 2.5000%  | N/A     | $8000.00           | $7409.19           | Corporate Debt Securities                         |
| BLOCK FINL LLC CR SEN | 2028-07-15      | 2.5000%  | N/A     | $79000.00          | $76056.11          | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2029-04-18      | 3.6250%  | N/A     | $217000.00         | $212132.36         | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2030-04-09      | 4.1500%  | N/A     | $128000.00         | $126002.42         | Corporate Debt Securities                         |
| BMW US CAP LLC SR GLB | 2027-04-06      | 3.3000%  | N/A     | $411000.00         | $410140.33         | Corporate Debt Securities                         |
| BNP PARIBASSNR NPF RE | 2035-02-20      | 5.7380%  | N/A     | $225000.00         | $234614.14         | Corporate Debt Securities                         |
| BNP PARIBASSNR PREF 1 | 2029-01-13      | 5.1250%  | N/A     | $9520000.00        | $9785713.78        | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2050-05-01      | 5.8050%  | N/A     | $1222000.00        | $1213024.41        | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2029-05-01      | 6.2980%  | N/A     | $7000.00           | $7350.62           | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2060-05-01      | 5.9300%  | N/A     | $20000.00          | $19780.84          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PART | 2028-12-01      | 4.5000%  | N/A     | $10000.00          | $10188.80          | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC COR | 2035-11-15      | 6.2500%  | N/A     | $41000.00          | $44957.75          | Corporate Debt Securities                         |
| BPCE FR 5.389%052831  | 2031-05-28      | 5.3890%  | N/A     | $4392000.00        | $4447601.38        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2063-11-15      | 6.4000%  | N/A     | $53000.00          | $58148.89          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2032-03-15      | 2.9500%  | N/A     | $74000.00          | $68112.85          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2026-06-15      | 3.2000%  | N/A     | $15000.00          | $15212.97          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB  | 2033-11-15      | 5.9000%  | N/A     | $6000.00           | $6405.39           | Corporate Debt Securities                         |
| BROADCOM INC GLBL NT  | 2034-10-15      | 4.8000%  | N/A     | $2000.00           | $1977.21           | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2056-01-15      | 5.7000%  | N/A     | $2895000.00        | $2952764.90        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2032-11-15      | 4.3000%  | N/A     | $15000.00          | $14557.68          | Corporate Debt Securities                         |
| BROOKFIELD CAP FIN LL | 2033-06-14      | 6.0870%  | N/A     | $40000.00          | $43241.95          | Corporate Debt Securities                         |
| BROWN & BROWN INCSR G | 2032-03-17      | 4.2000%  | N/A     | $3000.00           | $2875.23           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SAN | 2042-03-15      | 4.4000%  | N/A     | $42000.00          | $37557.43          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2027-05-11      | 3.6500%  | N/A     | $20000.00          | $19923.70          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2027-02-09      | 4.1000%  | N/A     | $8000.00           | $8092.46           | Corporate Debt Securities                         |
| CARDINAL HEALTH INCSR | 2034-02-15      | 5.4500%  | N/A     | $48000.00          | $49766.61          | Corporate Debt Securities                         |
| CARDINAL HEALTH INCSR | 2029-11-15      | 5.0000%  | N/A     | $17000.00          | $17224.82          | Corporate Debt Securities                         |
| CARDINAL HEALTH INCSR | 2027-06-15      | 3.4100%  | N/A     | $15000.00          | $15101.92          | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPOR | 2031-02-15      | 2.7000%  | N/A     | $18000.00          | $16673.58          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS | 2031-04-01      | 2.5000%  | N/A     | $2000.00           | $1802.14           | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC  | 2032-03-16      | 3.0000%  | N/A     | $3000.00           | $2774.23           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN COR | 2026-12-01      | 2.6700%  | N/A     | $3105000.00        | $3117611.48        | Corporate Debt Securities                         |
| CENCORA INCGLBL NT 5. | 2034-02-15      | 5.1250%  | N/A     | $14000.00          | $14259.36          | Corporate Debt Securities                         |
| CENCORA INCSR GLBL NT | 2029-12-15      | 4.8500%  | N/A     | $79000.00          | $81326.11          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC GL | 2047-06-15      | 5.4000%  | N/A     | $77000.00          | $73143.07          | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $297000.00         | $257021.33         | Other Instrument                                  |
| CHUBB INA HLDGS INCSR | 2036-05-15      | 6.7000%  | N/A     | $6000.00           | $6738.63           | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO IN | 2031-12-15      | 2.3000%  | N/A     | $19000.00          | $16984.06          | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO IN | 2032-11-15      | 5.6000%  | N/A     | $146000.00         | $153269.02         | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2040-01-15      | 5.5000%  | N/A     | $15000.00          | $15622.23          | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2035-02-24      | 5.1000%  | N/A     | $6000.00           | $6159.65           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP I | 2030-01-23      | 5.8410%  | N/A     | $13000.00          | $13600.52          | Corporate Debt Securities                         |
| CLECO CORPORATE HLDGS | 2046-05-01      | 4.9730%  | N/A     | $21000.00          | $17928.08          | Corporate Debt Securities                         |
| CNA FINL CORPSR GLBL  | 2035-08-15      | 5.2000%  | N/A     | $1213000.00        | $1210346.23        | Corporate Debt Securities                         |
| CNH INDL N V FR 3.85% | 2027-11-15      | 3.8500%  | N/A     | $998000.00         | $990312.63         | Corporate Debt Securities                         |
| CNPC OVERSEAS CAPITAL | 2041-04-28      | 5.9500%  | N/A     | $7500000.00        | $8232702.08        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2034-08-14      | 4.6500%  | N/A     | $6000.00           | $6090.02           | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH20 | 2034-12-01      | 5.3180%  | N/A     | $852000.00         | $874956.76         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2047-06-15      | 3.8750%  | N/A     | $9000.00           | $7075.56           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2040-06-15      | 5.7000%  | N/A     | $100000.00         | $104955.67         | Corporate Debt Securities                         |
| CORNING INCSR GLBL NT | 2068-11-15      | 5.8500%  | N/A     | $5000.00           | $4897.43           | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2030-01-14      | 3.2500%  | N/A     | $300000.00         | $286097.25         | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2027-03-15      | 2.9000%  | N/A     | $95000.00          | $94496.61          | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2029-06-01      | 5.6000%  | N/A     | $1000000.00        | $1052178.89        | Corporate Debt Securities                         |
| CSL FIN PLCSR REGS NT | 2032-04-27      | 4.2500%  | N/A     | $8800000.00        | $8508436.44        | Corporate Debt Securities                         |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $19618000.00       | $18447350.34       | Corporate Debt Securities                         |
| CVS HEALTH CORP6.036% | 2028-12-10      | 6.0360%  | N/A     | $13000.00          | $2457.70           | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $5000.00           | $4423.39           | Corporate Debt Securities                         |
| D R HORTON INC SR GLB | 2034-10-15      | 5.0000%  | N/A     | $10000.00          | $9948.11           | Corporate Debt Securities                         |
| DAE FDG LLCFR 3.375%0 | 2028-03-20      | 3.3750%  | N/A     | $455000.00         | $442973.78         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC COR | 2034-04-15      | 5.4000%  | N/A     | $4000.00           | $4099.72           | Corporate Debt Securities                         |
| DELL INTL LLC/EMC COR | 2035-04-01      | 5.5000%  | N/A     | $6000000.00        | $6174726.67        | Corporate Debt Securities                         |
| DISNEY WALT CO FR 2.9 | 2027-06-15      | 2.9500%  | N/A     | $65000.00          | $65167.63          | Corporate Debt Securities                         |
| DISNEY WALT CO FR 4.1 | 2044-06-01      | 4.1250%  | N/A     | $180000.00         | $152777.85         | Corporate Debt Securities                         |
| DOLLAR GEN CORPSR GLB | 2028-07-05      | 5.2000%  | N/A     | $2798000.00        | $2889326.72        | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2034-02-15      | 5.1500%  | N/A     | $7657000.00        | $7653920.18        | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2044-10-01      | 4.6250%  | N/A     | $5000.00           | $4115.71           | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2053-05-15      | 6.9000%  | N/A     | $60000.00          | $63084.20          | Corporate Debt Securities                         |
| DTE ELEC COSR SEC 201 | 2042-06-15      | 3.9500%  | N/A     | $7000.00           | $5773.91           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW  | 2052-08-15      | 5.0000%  | N/A     | $9000.00           | $7934.89           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC1M | 2030-12-01      | 4.2000%  | N/A     | $42000.00          | $42249.90          | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC  | 2046-06-15      | 3.7000%  | N/A     | $146000.00         | $112258.75         | Corporate Debt Securities                         |
| EATON CORP OHIOGLBL N | 2033-03-15      | 4.1500%  | N/A     | $3000.00           | $2935.80           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2064-11-01      | 5.8500%  | N/A     | $10000.00          | $9785.60           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2042-05-15      | 4.6250%  | N/A     | $3000.00           | $2666.97           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2027-12-01      | 3.6500%  | N/A     | $12000.00          | $12090.69          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2033-02-15      | 4.7500%  | N/A     | $1000.00           | $1000.37           | Corporate Debt Securities                         |
| ENTERGY CORP NEW JR S | 2054-12-01      | 7.1250%  | N/A     | $4000.00           | $4289.24           | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI L | 2028-06-01      | 2.8500%  | N/A     | $4000.00           | $3944.69           | Corporate Debt Securities                         |
| EQT CORP SR GLBL NT 3 | 2031-01-15      | 4.7500%  | N/A     | $2132000.00        | $2154046.06        | Corporate Debt Securities                         |
| EQUINIX INCSR GLBL NT | 2032-04-15      | 3.9000%  | N/A     | $4000.00           | $3806.15           | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE G | 2028-03-03      | 5.4500%  | N/A     | $23000.00          | $23584.42          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMP | 2034-06-01      | 6.7000%  | N/A     | $238000.00         | $271271.87         | Corporate Debt Securities                         |
| EVERGY INC JR SB GLBL | 2055-06-01      | 6.6500%  | N/A     | $26000.00          | $27391.79          | Corporate Debt Securities                         |
| EVERGY METRO INC SR G | 2035-11-15      | 6.0500%  | N/A     | $5000.00           | $5303.71           | Corporate Debt Securities                         |
| EXELON CORPSR GLBL NT | 2045-06-15      | 5.1000%  | N/A     | $4000.00           | $3752.53           | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDI | 2031-01-13      | 2.2500%  | N/A     | $6000000.00        | $5421540.00        | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2035-01-13      | 5.5000%  | N/A     | $7470000.00        | $7811437.10        | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2030-01-15      | 3.2500%  | N/A     | $3031000.00        | $2921481.55        | Other Instrument                                  |
| FEDERAL EXPRESS CORP  | 2097-07-01      | 7.6000%  | N/A     | $20000.00          | $24312.69          | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2048-05-15      | 4.7500%  | N/A     | $22000.00          | $18346.84          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORPSR | 2028-04-25      | 4.0550%  | N/A     | $10000.00          | $9991.60           | Corporate Debt Securities                         |
| FISERV INC SR GLBL NT | 2026-07-01      | 3.2000%  | N/A     | $5000.00           | $5061.63           | Corporate Debt Securities                         |
| FISERV INC SR GLBL NT | 2033-08-21      | 5.6250%  | N/A     | $18000.00          | $18487.31          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2047-12-01      | 3.7000%  | N/A     | $10000.00          | $7722.84           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2041-06-01      | 5.1250%  | N/A     | $7000.00           | $6973.40           | Corporate Debt Securities                         |
| FLOWERS FOODS INCSR G | 2035-03-15      | 5.7500%  | N/A     | $787000.00         | $762161.84         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOL | 2035-06-15      | 5.5000%  | N/A     | $100000.00         | $104087.56         | Corporate Debt Securities                         |
| GENERAL MILLS INCGLBL | 2033-03-29      | 4.9500%  | N/A     | $3000.00           | $3004.92           | Corporate Debt Securities                         |
| GENUINE PARTS CO GLBL | 2028-11-01      | 6.5000%  | N/A     | $16000.00          | $16636.09          | Corporate Debt Securities                         |
| GEORGIA PAC CORP SR D | 2029-11-15      | 7.7500%  | N/A     | $4000.00           | $4432.14           | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2035-09-01      | 4.6000%  | N/A     | $4000.00           | $3941.42           | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2033-10-15      | 5.2500%  | N/A     | $40000.00          | $41459.07          | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2047-03-01      | 4.1500%  | N/A     | $1225000.00        | $1014856.69        | Corporate Debt Securities                         |
| GOVERNMENT OF BERMUDA | 2030-08-20      | 2.3750%  | N/A     | $5733000.00        | $5212622.76        | Other Instrument                                  |
| GXO LOGISTICS INCORPO | 2031-07-15      | 2.6500%  | N/A     | $2000.00           | $1792.59           | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPO | 2029-05-06      | 6.2500%  | N/A     | $16000.00          | $16585.65          | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPO | 2026-07-15      | 1.6500%  | N/A     | $105000.00         | $105188.13         | Corporate Debt Securities                         |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $2000000.00        | $1949612.22        | Corporate Debt Securities                         |
| HARLEY DAVIDSON FINL  | 2027-02-14      | 3.0500%  | N/A     | $51000.00          | $50899.32          | Corporate Debt Securities                         |
| HASBRO INC SR NT 5.1% | 2044-05-15      | 5.1000%  | N/A     | $5000.00           | $4520.27           | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 5 | 2052-03-15      | 4.6250%  | N/A     | $18000.00          | $14643.67          | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT5. | 2032-03-01      | 5.5000%  | N/A     | $58000.00          | $60189.18          | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT5. | 2053-06-01      | 5.9000%  | N/A     | $100000.00         | $99166.22          | Corporate Debt Securities                         |
| HCA INC. SR SEC GLBL  | 2049-06-15      | 5.2500%  | N/A     | $1137000.00        | $1040874.23        | Corporate Debt Securities                         |
| HEINEKEN NVSR GLBL RE | 2047-03-29      | 4.3500%  | N/A     | $2000.00           | $1672.30           | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTER | 2027-09-15      | 4.0500%  | N/A     | $8000000.00        | $8030520.00        | Corporate Debt Securities                         |
| HF SINCLAIR CORP SR G | 2035-01-15      | 6.2500%  | N/A     | $39000.00          | $41463.39          | Corporate Debt Securities                         |
| HIGHMARK INC SR REGS  | 2031-05-10      | 2.5500%  | N/A     | $85000.00          | $75706.60          | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2030-09-15      | 3.9500%  | N/A     | $754000.00         | $746942.14         | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2046-04-01      | 4.2500%  | N/A     | $22000.00          | $18458.60          | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2040-09-15      | 5.4000%  | N/A     | $72000.00          | $73384.56          | Corporate Debt Securities                         |
| HOME DEPOT INC SR NT  | 2043-04-01      | 4.2000%  | N/A     | $15000.00          | $12861.55          | Corporate Debt Securities                         |
| HOSPITAL FOR SPL SURG | 2050-10-01      | 2.6670%  | N/A     | $1000.00           | $610.67            | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC  | 2037-02-01      | 5.9500%  | N/A     | $3000.00           | $3245.11           | Corporate Debt Securities                         |
| HP INC SR GLBL NT 31  | 2031-06-17      | 2.6500%  | N/A     | $50000.00          | $45404.25          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING | 2029-09-30      | 6.2500%  | N/A     | $550000.00         | $559335.18         | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.0000%  | N/A     | $353000.00         | $354710.87         | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 8.0000%  | N/A     | $7500000.00        | $7911391.67        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2036-03-03      | 5.4500%  | N/A     | $8599000.00        | $8791268.86        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-08-18      | 2.3570%  | N/A     | $4400000.00        | $4002603.86        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2032-05-17      | 5.7330%  | N/A     | $8081000.00        | $8349539.71        | Corporate Debt Securities                         |
| HUBBELL INCSR GLBL NT | 2035-11-15      | 4.8000%  | N/A     | $10000.00          | $9725.57           | Corporate Debt Securities                         |
| HUBBELL INCSR GLBL NT | 2031-03-15      | 2.3000%  | N/A     | $84000.00          | $75861.89          | Corporate Debt Securities                         |
| HUNGARY REP7.625%41   | 2041-03-29      | 7.6250%  | N/A     | $166000.00         | $196825.92         | Other Instrument                                  |
| HUNTINGTON BANCSHARES | 2033-05-17      | 5.0230%  | N/A     | $4000.00           | $3981.58           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 2 | 2028-06-15      | 2.0000%  | N/A     | $12000.00          | $11491.09          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2027-09-24      | 4.3000%  | N/A     | $50000.00          | $50239.69          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 5 | 2026-09-21      | 5.9500%  | N/A     | $50000.00          | $50830.44          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER SR 1 | 2028-09-15      | 2.1000%  | N/A     | $8500000.00        | $8066641.67        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER VR 0 | 2029-01-08      | 4.5246%  | N/A     | $55000.00          | $55365.01          | Corporate Debt Securities                         |
| INDONESIA REPFR 6.75% | 2044-01-15      | 6.7500%  | N/A     | $3644000.00        | $4132059.14        | Other Instrument                                  |
| INDUSTRIAL BK KOREAVR | 2028-06-24      | 4.2160%  | N/A     | $8550000.00        | $8643326.13        | Other Instrument                                  |
| INTEL CORP SR GLBL NT | 2050-03-25      | 4.7500%  | N/A     | $7000.00           | $5885.98           | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2054-02-21      | 5.6000%  | N/A     | $2000.00           | $1912.75           | Corporate Debt Securities                         |
| INTEL CORP SR NT 4%32 | 2032-12-15      | 4.0000%  | N/A     | $10000.00          | $9615.32           | Corporate Debt Securities                         |
| INTEL CORP SR NT 4.25 | 2042-12-15      | 4.2500%  | N/A     | $15000.00          | $12724.97          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2096-12-01      | 7.1250%  | N/A     | $6000.00           | $7033.14           | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2042-06-20      | 4.0000%  | N/A     | $3000.00           | $2508.23           | Corporate Debt Securities                         |
| JAPAN BK FOR INTL COO | 2034-04-17      | 4.6250%  | N/A     | $14940000.00       | $15046310.55       | Other Instrument                                  |
| JBS NV / JBS USA FOOD | 2052-12-01      | 6.5000%  | N/A     | $2000.00           | $2074.48           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2027-01-08      | 4.5000%  | N/A     | $66000.00          | $67356.63          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-06-17      | 2.0000%  | N/A     | $57000.00          | $51038.94          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2029-10-11      | 4.8500%  | N/A     | $75000.00          | $76928.75          | Corporate Debt Securities                         |
| JOHNS HOPKINS UNIV GL | 2032-07-01      | 4.7050%  | N/A     | $135000.00         | $138685.88         | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC | 2032-12-01      | 4.9000%  | N/A     | $15000.00          | $15406.77          | Corporate Debt Securities                         |
| KELLANOVAGLBL NT 5.25 | 2033-03-01      | 5.2500%  | N/A     | $14000.00          | $14475.49          | Corporate Debt Securities                         |
| KENVUE INC SR GLBL NT | 2063-03-22      | 5.2000%  | N/A     | $5000.00           | $4568.64           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2048-05-25      | 5.0850%  | N/A     | $10000.00          | $8790.45           | Corporate Debt Securities                         |
| KEYCORPFR 2.25%040627 | 2027-04-06      | 2.2500%  | N/A     | $3000.00           | $2960.56           | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPSR | 2033-02-16      | 4.5000%  | N/A     | $18000.00          | $18143.37          | Corporate Debt Securities                         |
| KIOXIA HLDGS CORPSR 1 | 2033-07-24      | 6.6250%  | N/A     | $1508000.00        | $1617425.72        | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT 3 | 2032-07-15      | 4.6500%  | N/A     | $4000.00           | $4079.39           | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT4. | 2034-02-01      | 4.7000%  | N/A     | $2000.00           | $2013.61           | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2030-09-17      | 3.8750%  | N/A     | $22921000.00       | $22546241.65       | Other Instrument                                  |
| KOREA NATIONAL OIL CO | 2027-04-18      | 2.1250%  | N/A     | $6210000.00        | $6107039.06        | Other Instrument                                  |
| KOREA NATIONAL OIL CO | 2029-03-30      | 4.5000%  | N/A     | $1000000.00        | $1009085.00        | Other Instrument                                  |
| KRAFT HEINZ FOODS CO  | 2042-06-04      | 5.0000%  | N/A     | $24000.00          | $22010.53          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO  | 2032-03-15      | 6.7500%  | N/A     | $4000.00           | $4386.90           | Corporate Debt Securities                         |
| KROGER COSR NT 4.45%4 | 2047-02-01      | 4.4500%  | N/A     | $6000.00           | $5042.38           | Corporate Debt Securities                         |
| KYNDRYL HLDGS INCSR G | 2031-10-15      | 3.1500%  | N/A     | $53000.00          | $44636.60          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2026-08-18      | 3.5000%  | N/A     | $8000.00           | $8075.92           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC  | 2037-05-15      | 6.0000%  | N/A     | $7000.00           | $7432.55           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC  | 2042-08-15      | 3.7000%  | N/A     | $27000.00          | $21118.02          | Corporate Debt Securities                         |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $8198000.00        | $8031261.79        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC | 2052-06-15      | 5.5000%  | N/A     | $2000.00           | $1915.69           | Corporate Debt Securities                         |
| LKQ CORP SR GLBL NT 2 | 2028-06-15      | 5.7500%  | N/A     | $325000.00         | $338953.69         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2033-08-11      | 4.9760%  | N/A     | $8269000.00        | $8355807.96        | Corporate Debt Securities                         |
| LOEWS CORP SR GLBL NT | 2036-04-01      | 4.9400%  | N/A     | $3039000.00        | $3003776.30        | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC | 2040-11-15      | 5.1250%  | N/A     | $662000.00         | $638865.12         | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2028-02-15      | 6.8750%  | N/A     | $5000.00           | $5311.71           | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2040-04-15      | 5.0000%  | N/A     | $5000.00           | $4764.21           | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2049-04-05      | 4.5500%  | N/A     | $3989000.00        | $3325210.46        | Corporate Debt Securities                         |
| M & T BK CORPGLBL NT  | 2034-01-27      | 5.0530%  | N/A     | $9000.00           | $9088.06           | Corporate Debt Securities                         |
| MARKEL GROUP INC SR G | 2049-05-20      | 5.0000%  | N/A     | $4000.00           | $3505.64           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2053-09-15      | 5.7000%  | N/A     | $2000.00           | $1998.53           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2033-09-15      | 5.4000%  | N/A     | $3000.00           | $3124.89           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2034-03-15      | 5.1500%  | N/A     | $18000.00          | $18361.91          | Corporate Debt Securities                         |
| MASCO CORP SR GLBL NT | 2047-05-15      | 4.5000%  | N/A     | $5000.00           | $4146.30           | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2028-03-15      | 4.0782%  | N/A     | $10000.00          | $10086.57          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.6 | 2030-05-15      | 4.6000%  | N/A     | $53000.00          | $53391.08          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 5%0 | 2036-02-13      | 5.0000%  | N/A     | $44000.00          | $44481.46          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 6.3 | 2038-03-01      | 6.3000%  | N/A     | $1620000.00        | $1788269.40        | Corporate Debt Securities                         |
| MCDONALDS CORP FR 6.3 | 2037-10-15      | 6.3000%  | N/A     | $3209000.00        | $3503008.58        | Corporate Debt Securities                         |
| MCDONALDS CORP SR GLB | 2048-09-01      | 4.4500%  | N/A     | $36000.00          | $30382.84          | Corporate Debt Securities                         |
| MCKESSON CORPSR GLBL  | 2035-05-30      | 5.2500%  | N/A     | $3000.00           | $3132.34           | Corporate Debt Securities                         |
| MCKESSON CORPSR GLBL  | 2030-05-30      | 4.6500%  | N/A     | $3000.00           | $3076.20           | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2029-03-15      | 4.2083%  | N/A     | $47000.00          | $47491.53          | Corporate Debt Securities                         |
| METLIFE INCSR NT 4.87 | 2043-11-13      | 4.8750%  | N/A     | $4000.00           | $3685.35           | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC | 2033-02-09      | 5.8750%  | N/A     | $2000.00           | $2136.56           | Corporate Debt Securities                         |
| MICROSOFT CORP NT 5.2 | 2039-06-01      | 5.2000%  | N/A     | $4000.00           | $4242.48           | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2032-05-12      | 4.5630%  | N/A     | $7848000.00        | $7878902.82        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2030-05-26      | 5.3760%  | N/A     | $7747000.00        | $7916488.87        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE | 2036-07-08      | 5.5000%  | N/A     | $2000000.00        | $2014471.11        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 1.9 | 2032-04-28      | 1.9280%  | N/A     | $1375000.00        | $1199000.31        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2036-09-16      | 2.4840%  | N/A     | $11000.00          | $9620.24           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.9 | 2033-01-21      | 2.9430%  | N/A     | $47000.00          | $42807.79          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.9 | 2027-04-23      | 3.9500%  | N/A     | $467000.00         | $467686.49         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.2 | 2028-04-20      | 4.2100%  | N/A     | $87000.00          | $87267.16          | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.2 | 2030-01-09      | 4.2380%  | N/A     | $413000.00         | $414514.13         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS IN | 2032-06-01      | 5.6000%  | N/A     | $22000.00          | $23343.08          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS IN | 2034-04-15      | 5.4000%  | N/A     | $8000.00           | $8168.24           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS IN | 2035-08-15      | 5.5500%  | N/A     | $150000.00         | $155318.00         | Corporate Debt Securities                         |
| MOZART DEBT MERGER SU | 2031-06-15      | 5.0000%  | N/A     | $404000.00         | $403543.03         | Corporate Debt Securities                         |
| MPLX LPSR GLBL NT5.3% | 2036-04-01      | 5.3000%  | N/A     | $3568000.00        | $3577572.15        | Corporate Debt Securities                         |
| NASDAQ INC CR SEN SR  | 2034-02-15      | 5.5500%  | N/A     | $4000.00           | $4192.41           | Corporate Debt Securities                         |
| NETAPP INC SR GLBL NT | 2035-03-17      | 5.7000%  | N/A     | $2000.00           | $2067.86           | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GA | 2031-10-01      | 2.1500%  | N/A     | $9000000.00        | $7917785.00        | Corporate Debt Securities                         |
| NEWMONT CORP GLBL NT  | 2035-04-01      | 5.8750%  | N/A     | $7000.00           | $7500.47           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2030-06-01      | 2.2500%  | N/A     | $6000.00           | $5536.35           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2053-02-28      | 5.2500%  | N/A     | $100000.00         | $91971.08          | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CO | 2055-07-03      | 5.9960%  | N/A     | $100000.00         | $101561.71         | Corporate Debt Securities                         |
| NISOURCE INC SR GLBL  | 2047-05-15      | 4.3750%  | N/A     | $20000.00          | $16460.43          | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2030-01-16      | 3.1030%  | N/A     | $8144000.00        | $7761263.44        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $230000.00         | $233135.48         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORPGL | 2054-08-01      | 5.3500%  | N/A     | $118000.00         | $112833.50         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORPSR | 2053-06-01      | 4.5500%  | N/A     | $15000.00          | $12860.51          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORPSR | 2097-05-15      | 7.9000%  | N/A     | $42000.00          | $53654.67          | Corporate Debt Securities                         |
| NORTHWESTERN UNIVGLBL | 2035-12-01      | 4.9400%  | N/A     | $176000.00         | $180608.66         | Corporate Debt Securities                         |
| NORTHWESTERN UNIVSR G | 2050-12-01      | 2.6400%  | N/A     | $1000000.00        | $626243.33         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2045-11-20      | 4.0000%  | N/A     | $20000.00          | $16559.20          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP | 2034-09-18      | 4.2000%  | N/A     | $3000.00           | $2913.70           | Corporate Debt Securities                         |
| NRG ENERGY INC 1LIEN  | 2035-10-15      | 5.4070%  | N/A     | $2034000.00        | $2006070.24        | Corporate Debt Securities                         |
| NVIDIA CORPORATION SR | 2040-04-01      | 3.5000%  | N/A     | $3000.00           | $2520.00           | Corporate Debt Securities                         |
| NYC TR 2024-3ELV B203 | 2039-08-15      | 5.9176%  | N/A     | $4531640.00        | $4542068.61        | Private Label Collateralized Mortgage Obligations |
| OKLAHOMA GAS & ELEC C | 2044-12-15      | 4.0000%  | N/A     | $17000.00          | $13801.49          | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2037-11-15      | 3.8000%  | N/A     | $77000.00          | $62220.45          | Corporate Debt Securities                         |
| OWENS CORNING NEWSR G | 2026-08-15      | 3.4000%  | N/A     | $7000.00           | $7055.39           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP | 2027-05-13      | 5.0000%  | N/A     | $193000.00         | $195167.82         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2050-07-01      | 4.9500%  | N/A     | $1000.00           | $856.44            | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP  | 2034-11-21      | 4.2000%  | N/A     | $50000.00          | $47891.67          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR N | 2031-06-01      | 4.9500%  | N/A     | $2371000.00        | $2377342.42        | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING  | 2030-02-01      | 5.2500%  | N/A     | $8256000.00        | $8502180.16        | Corporate Debt Securities                         |
| PEOPLE REP OF CHINASR | 2026-10-26      | 1.2500%  | N/A     | $25836000.00       | $25577015.63       | Other Instrument                                  |
| PERU REP SR GLBL BD 6 | 2060-12-01      | 2.7800%  | N/A     | $50000.00          | $27782.28          | Other Instrument                                  |
| PERUSAHAAN LISTRIK NE | 2027-05-15      | 4.1250%  | N/A     | $200000.00         | $198994.83         | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  | N/A     | $62126000.00       | $62781774.44       | Other Instrument                                  |
| PERUSAHAAN PENERBIT S | 2030-12-01      | 4.5000%  | N/A     | $5500000.00        | $5545870.00        | Other Instrument                                  |
| PFIZER INC SR GLBL NT | 2031-08-18      | 1.7500%  | N/A     | $3000.00           | $2636.43           | Corporate Debt Securities                         |
| PFIZER INC SR NT 5.6% | 2040-09-15      | 5.6000%  | N/A     | $45000.00          | $46730.30          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2033-05-19      | 4.7500%  | N/A     | $6000.00           | $5966.52           | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2063-05-19      | 5.3400%  | N/A     | $57000.00          | $52557.61          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRIS | 2053-05-19      | 5.3000%  | N/A     | $42000.00          | $39421.71          | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2051-06-01      | 5.5290%  | N/A     | $90000.00          | $91277.81          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARV | 2039-01-15      | 6.5000%  | N/A     | $747000.00         | $849394.61         | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARV | 2040-10-15      | 4.8750%  | N/A     | $2728000.00        | $2685602.33        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL G | 2043-05-15      | 4.3500%  | N/A     | $3000.00           | $2539.11           | Corporate Debt Securities                         |
| PROGRESS ENERGY INCSR | 2039-12-01      | 6.0000%  | N/A     | $8000.00           | $8561.33           | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2032-03-15      | 3.0000%  | N/A     | $8000.00           | $7361.97           | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2047-04-15      | 4.1250%  | N/A     | $2000.00           | $1618.54           | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR N | 2032-12-01      | 6.2500%  | N/A     | $10000.00          | $11129.43          | Corporate Debt Securities                         |
| PROLOGIS L P GLBL NT  | 2027-12-15      | 3.3750%  | N/A     | $43000.00          | $43064.72          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCSR | 2049-12-07      | 3.9350%  | N/A     | $592000.00         | $460753.93         | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE | 2035-03-15      | 5.4000%  | N/A     | $3000.00           | $3068.16           | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE | 2033-10-15      | 6.1250%  | N/A     | $10000.00          | $10660.46          | Corporate Debt Securities                         |
| PUGET ENERGY INC 1LIE | 2054-06-15      | 5.6850%  | N/A     | $2000.00           | $2018.94           | Corporate Debt Securities                         |
| PULTE GROUP INCSR NT  | 2032-06-15      | 7.8750%  | N/A     | $1000.00           | $1187.46           | Corporate Debt Securities                         |
| QATAR ST SR 144A BD4. | 2033-04-08      | 4.8000%  | N/A     | $600000.00         | $607908.00         | Other Instrument                                  |
| QUALCOMM INC SR GLBL  | 2035-05-20      | 5.0000%  | N/A     | $2000.00           | $2005.68           | Corporate Debt Securities                         |
| QUALCOMM INC SR NT 4. | 2035-05-20      | 4.6500%  | N/A     | $14000.00          | $13802.50          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC | 2045-03-30      | 4.7000%  | N/A     | $5000.00           | $4476.16           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC | 2034-12-15      | 5.0000%  | N/A     | $10000.00          | $10171.08          | Corporate Debt Securities                         |
| REPUBLIC SVCS INCGLBL | 2033-03-15      | 2.3750%  | N/A     | $2000.00           | $1745.20           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES IN | 2034-10-15      | 4.9000%  | N/A     | $19000.00          | $18433.78          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES IN | 2032-02-15      | 4.7500%  | N/A     | $20000.00          | $20009.84          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.498 | 2029-08-06      | 4.4980%  | N/A     | $55000.00          | $55707.78          | Corporate Debt Securities                         |
| ROYAL BK CDA VR 11032 | 2028-11-03      | 4.3320%  | N/A     | $44000.00          | $44185.06          | Corporate Debt Securities                         |
| RTX CORPORATION4.625% | 2048-11-16      | 4.6250%  | N/A     | $5000.00           | $4319.80           | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2047-05-04      | 4.0500%  | N/A     | $13445000.00       | $10746891.01       | Corporate Debt Securities                         |
| RYDER SYS INCFR 4.3%0 | 2027-06-15      | 4.3000%  | N/A     | $49000.00          | $49913.31          | Corporate Debt Securities                         |
| SEMPRA JR SB GLBL NT  | 2056-04-01      | 6.3750%  | N/A     | $319000.00         | $325919.38         | Corporate Debt Securities                         |
| SINOPEC GROUP OVERSEA | 2026-09-29      | 2.7500%  | N/A     | $9525000.00        | $9520078.75        | Corporate Debt Securities                         |
| SMUCKER J M CO GLBL N | 2033-11-15      | 6.2000%  | N/A     | $2000.00           | $2135.92           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2041-12-01      | 3.9000%  | N/A     | $124000.00         | $97476.81          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  | N/A     | $10000.00          | $9638.92           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2051-06-01      | 3.6500%  | N/A     | $5000.00           | $3503.29           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2026-06-01      | 4.9000%  | N/A     | $1000.00           | $1024.13           | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAPSR | 2041-03-15      | 5.8750%  | N/A     | $8038000.00        | $8356999.19        | Corporate Debt Securities                         |
| SOUTHERN PWR COSR GLB | 2046-12-15      | 4.9500%  | N/A     | $74000.00          | $67383.66          | Corporate Debt Securities                         |
| SPIRE INCJR SB GLBL - | 2056-06-01      | 6.4500%  | N/A     | $205000.00         | $211481.25         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKE | 2048-11-15      | 4.8500%  | N/A     | $89000.00          | $75671.90          | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2027-10-22      | 4.3300%  | N/A     | $1961000.00        | $1973570.55        | Corporate Debt Securities                         |
| STRYKER CORPORATIONSR | 2044-05-15      | 4.3750%  | N/A     | $11000.00          | $9337.59           | Corporate Debt Securities                         |
| STRYKER CORPORATIONSR | 2043-04-01      | 4.1000%  | N/A     | $67000.00          | $56070.66          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2027-01-15      | 2.2000%  | N/A     | $208000.00         | $206785.05         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2026-06-25      | 5.3000%  | N/A     | $480000.00         | $491093.87         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2028-02-01      | 5.3000%  | N/A     | $59000.00          | $60570.71          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2029-03-01      | 5.1000%  | N/A     | $33000.00          | $33685.63          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST | 2036-09-11      | 5.4160%  | N/A     | $6770000.00        | $6744508.69        | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW | 2039-06-01      | 6.8500%  | N/A     | $2574000.00        | $2932788.43        | Corporate Debt Securities                         |
| SWISS RE SOLUTIONS HO | 2030-06-15      | 7.7500%  | N/A     | $15000.00          | $16800.68          | Corporate Debt Securities                         |
| SYSCO CORP SR GLBL NT | 2046-04-01      | 4.5000%  | N/A     | $41000.00          | $34303.06          | Corporate Debt Securities                         |
| T MOBILE USA INC SR G | 2055-06-15      | 5.2500%  | N/A     | $7000.00           | $6443.41           | Corporate Debt Securities                         |
| TARGET CORPSR GLBL NT | 2032-09-15      | 4.5000%  | N/A     | $3000.00           | $3028.74           | Corporate Debt Securities                         |
| TARGET CORPSR GLBL NT | 2028-06-15      | 4.3500%  | N/A     | $19000.00          | $19415.47          | Corporate Debt Securities                         |
| TELUS CORPORATIONGLBL | 2032-05-13      | 3.4000%  | N/A     | $23000.00          | $21051.47          | Corporate Debt Securities                         |
| TEMASEK FINL LTD VR 0 | 2027-08-20      | 4.0140%  | N/A     | $20505000.00       | $20547668.80       | Other Instrument                                  |
| TEXAS INSTRS INC SR G | 2034-02-08      | 4.8500%  | N/A     | $4000.00           | $4092.82           | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2031-09-15      | 1.9000%  | N/A     | $85000.00          | $75108.17          | Corporate Debt Securities                         |
| THE CIGNA GROUPGLBL N | 2027-03-01      | 3.4000%  | N/A     | $14000.00          | $14025.36          | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2054-02-15      | 5.6000%  | N/A     | $107000.00         | $104285.17         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTI | 2046-02-12      | 5.5460%  | N/A     | $2164000.00        | $2176386.62        | Corporate Debt Securities                         |
| TIFFANY & CO NEW SR G | 2044-10-01      | 4.9000%  | N/A     | $5000.00           | $4649.67           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-05-17      | 4.5500%  | N/A     | $140000.00         | $140360.73         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2028-01-12      | 4.6250%  | N/A     | $62000.00          | $63542.60          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-01-08      | 3.6500%  | N/A     | $112000.00         | $111668.01         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2026-06-18      | 1.1250%  | N/A     | $446000.00         | $447548.18         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2032-01-13      | 2.4000%  | N/A     | $5000.00           | $4484.38           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2027-08-13      | 1.1500%  | N/A     | $69000.00          | $66894.54          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-06-29      | 4.4500%  | N/A     | $10000.00          | $10189.02          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-08-09      | 4.5500%  | N/A     | $157000.00         | $159592.51         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2026-08-14      | 5.0000%  | N/A     | $94000.00          | $95583.27          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-05-16      | 5.0500%  | N/A     | $181000.00         | $184546.44         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2034-01-05      | 4.8000%  | N/A     | $259000.00         | $262457.65         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2029-01-05      | 4.6500%  | N/A     | $620000.00         | $635791.40         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2026-08-07      | 4.5500%  | N/A     | $11000.00          | $11167.04          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2026-11-20      | 5.4000%  | N/A     | $6000.00           | $6047.76           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-01-09      | 4.9500%  | N/A     | $12000.00          | $12406.20          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-02-13      | 2.1500%  | N/A     | $13000.00          | $12041.39          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP VR | 2027-03-19      | 4.2869%  | N/A     | $4000.00           | $4048.33           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP VR | 2026-08-07      | 4.4017%  | N/A     | $24000.00          | $24090.57          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP VR | 2027-05-14      | 4.3437%  | N/A     | $7000.00           | $7040.86           | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2043-08-01      | 4.6000%  | N/A     | $3000.00           | $2714.48           | Corporate Debt Securities                         |
| TRAVELERS COMPANIES I | 2037-06-15      | 6.2500%  | N/A     | $4000.00           | $4478.89           | Corporate Debt Securities                         |
| TRAVELERS INS GROUP H | 2033-03-15      | 6.3750%  | N/A     | $3000.00           | $3358.54           | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 1 | 2029-06-07      | 1.8870%  | N/A     | $47000.00          | $44999.95          | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 4 | 2028-06-06      | 4.1230%  | N/A     | $66000.00          | $67140.70          | Corporate Debt Securities                         |
| TRUSTEES OF PRINCETON | 2052-03-01      | 4.2010%  | N/A     | $50000.00          | $40900.46          | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROU | 2032-02-04      | 2.5000%  | N/A     | $3000.00           | $2684.69           | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2037-03-23      | 5.0100%  | N/A     | $8000000.00        | $7857480.00        | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2031-05-20      | 2.3750%  | N/A     | $5000.00           | $4527.57           | Corporate Debt Securities                         |
| UNION PAC CORP SR NT  | 2037-09-15      | 3.6000%  | N/A     | $124000.00         | $109835.48         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2038-01-29      | 6.6250%  | N/A     | $812000.00         | $844141.67         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2061-05-24      | 3.7710%  | N/A     | $5463000.00        | $3267003.75        | Other Instrument                                  |
| UNITED MEXICAN STATES | 2050-01-31      | 4.5000%  | N/A     | $1000000.00        | $752375.00         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2034-02-12      | 3.5000%  | N/A     | $1700000.00        | $1461834.72        | Other Instrument                                  |
| UNITED STATES TREASUR | 2027-06-30      | 3.2500%  | N/A     | $53000.00          | $53333.69          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-06-23      | 0.0000%  | N/A     | $67100.00          | $66931.58          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2028-11-30      | 4.3750%  | N/A     | $50000.00          | $51447.13          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2028-11-15      | 3.1250%  | N/A     | $59300.00          | $58074.85          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2027-08-31      | 3.1250%  | N/A     | $84000.00          | $83794.34          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2027-07-15      | 4.3750%  | N/A     | $94000.00          | $95969.37          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2035-11-15      | 0.0000%  | N/A     | $76869.21          | $50159.31          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2030-09-30      | 4.6250%  | N/A     | $77000.00          | $79016.06          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2039-02-15      | 3.5000%  | N/A     | $1000.00           | $904.36            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2046-05-15      | 2.5000%  | N/A     | $127000.00         | $86638.78          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-08-31      | 3.7500%  | N/A     | $13000.00          | $13117.41          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2029-02-28      | 4.2500%  | N/A     | $62600.00          | $63531.05          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $960800.00         | $908224.55         | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2029-04-30      | 4.6250%  | N/A     | $72000.00          | $73322.62          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $13600.00          | $13712.74          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2030-07-31      | 4.0000%  | N/A     | $85000.00          | $85663.06          | U.S. Treasuries (including strips)                |
| UNITEDHEALTH GROUP IN | 2041-05-15      | 3.0500%  | N/A     | $17000.00          | $12777.13          | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME | 2045-02-15      | 3.4380%  | N/A     | $139000.00         | $107210.98         | Corporate Debt Securities                         |
| UNIVERSITY SOUTHN CAL | 2047-10-01      | 3.8410%  | N/A     | $750000.00         | $595873.71         | Corporate Debt Securities                         |
| US BANCORP FR 2.677%0 | 2033-01-27      | 2.6770%  | N/A     | $32000.00          | $28766.15          | Corporate Debt Securities                         |
| US BANCORP FR 6.787%1 | 2027-10-26      | 6.7870%  | N/A     | $93000.00          | $94465.81          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC  | 2035-03-15      | 5.2500%  | N/A     | $10000.00          | $10039.72          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2041-11-01      | 4.7500%  | N/A     | $16000.00          | $14480.71          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2036-01-15      | 4.2720%  | N/A     | $2395000.00        | $2258033.14        | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2033-05-09      | 5.0500%  | N/A     | $2000.00           | $2027.51           | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2042-11-01      | 3.8500%  | N/A     | $10000.00          | $8099.94           | Corporate Debt Securities                         |
| VICI PROPERTIES LP GL | 2030-02-15      | 4.9500%  | N/A     | $1521000.00        | $1541913.75        | Corporate Debt Securities                         |
| VICI PROPERTIES LP SR | 2035-04-01      | 5.6250%  | N/A     | $7690000.00        | $7772917.43        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2052-05-15      | 4.6250%  | N/A     | $2000.00           | $1686.16           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2055-09-15      | 5.6000%  | N/A     | $5000.00           | $4912.16           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2048-12-01      | 4.6000%  | N/A     | $2000.00           | $1744.45           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2043-02-19      | 4.3750%  | N/A     | $3000.00           | $2572.54           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2038-05-30      | 5.0000%  | N/A     | $6000.00           | $6016.75           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2037-02-27      | 6.1500%  | N/A     | $3000.00           | $3263.66           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2048-05-30      | 5.2500%  | N/A     | $6000.00           | $5594.01           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2032-11-30      | 6.2500%  | N/A     | $9000.00           | $9883.59           | Corporate Debt Securities                         |
| WASHINGTON UNIVSR 202 | 2054-04-15      | 3.5240%  | N/A     | $3890000.00        | $2821327.96        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2036-04-23      | 5.6050%  | N/A     | $1299000.00        | $1338950.75        | Corporate Debt Securities                         |
| WELLS FARGO & CO VR 0 | 2029-09-15      | 4.5183%  | N/A     | $655000.00         | $662561.31         | Corporate Debt Securities                         |
| WESTROCK COSR GLBL DE | 2047-03-01      | 7.5500%  | N/A     | $6000.00           | $6846.57           | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC | 2033-05-15      | 5.3500%  | N/A     | $6000.00           | $6086.88           | Corporate Debt Securities                         |
| WYETHSR GLBL NT 6%36  | 2036-02-15      | 6.0000%  | N/A     | $14000.00          | $15166.11          | Corporate Debt Securities                         |

### Security 362: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03EY2, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEROPUERTOS DOMINICAN | 2034-06-30      | 7.0000%  | N/A     | $5770000.00        | $6142120.12        | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $453000.00         | $284007.43         | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES  | 2028-02-15      | 6.5000%  | N/A     | $7000000.00        | $7201864.44        | Corporate Debt Securities                         |
| APIDOS CLO LTD 2025-5 | 2038-07-20      | 4.9952%  | N/A     | $2272765.00        | $2289291.41        | Asset-Backed Securities                           |
| AUSTRALIA & NEW ZEALA | 2028-06-18      | 4.2577%  | N/A     | $535000.00         | $541469.78         | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2030-03-12      | 5.6900%  | N/A     | $1673000.00        | $1732743.29        | Corporate Debt Securities                         |
| BOYD GAMING CORP SR G | 2027-12-01      | 4.7500%  | N/A     | $698000.00         | $712180.65         | Corporate Debt Securities                         |
| BSTN COML MTG TR 2025 | 2041-04-15      | 6.1615%  | N/A     | $105000.00         | $104557.66         | Private Label Collateralized Mortgage Obligations |
| BSTN COML MTG TR 2025 | 2041-04-15      | 7.1289%  | N/A     | $17373000.00       | $17162850.58       | Private Label Collateralized Mortgage Obligations |
| BW REAL ESTATEINCPERP | 2099-01-01      | 9.5000%  | N/A     | $1092000.00        | $1120708.07        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR  | 2045-03-15      | 7.8771%  | N/A     | $154383.00         | $154277.30         | Private Label Collateralized Mortgage Obligations |
| CHARTER COMMUNICATION | 2053-04-01      | 5.2500%  | N/A     | $2049000.00        | $1611596.56        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2029-06-01      | 7.5000%  | N/A     | $306000.00         | $318201.24         | Corporate Debt Securities                         |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $1804000.00        | $1847226.35        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRAN | 2029-08-15      | 9.5000%  | N/A     | $7645000.00        | $4824487.68        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2032-04-15      | 7.8750%  | N/A     | $7224000.00        | $7519858.92        | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2030-12-01      | 4.1250%  | N/A     | $4172000.00        | $2514154.98        | Corporate Debt Securities                         |
| CWABS INC 2006-9 MV-1 | 2034-11-25      | 4.0888%  | N/A     | $4653211.00        | $3184040.29        | Asset-Backed Securities                           |
| DOMINICAN REPUBLIC SR | 2035-10-28      | 5.8750%  | N/A     | $471000.00         | $463868.60         | Other Instrument                                  |
| GMR HYDERABAD INTL AR | 2027-10-27      | 4.2500%  | N/A     | $1633000.00        | $1615392.63        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $4000.00           | $4077.67           | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $3045000.00        | $3071937.25        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2028-03-13      | 4.0410%  | N/A     | $3108000.00        | $3124413.35        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS  | 2031-01-15      | 7.0000%  | N/A     | $10000000.00       | $9264255.56        | Corporate Debt Securities                         |
| JAMAICA GOVT SR GLBL  | 2028-04-28      | 6.7500%  | N/A     | $2833000.00        | $1955171.44        | Other Instrument                                  |
| JANE STR GROUP LLC /  | 2031-04-30      | 7.1250%  | N/A     | $7450000.00        | $7770123.40        | Corporate Debt Securities                         |
| LIVE NATION ENTERTAIN | 2027-10-15      | 4.7500%  | N/A     | $2224000.00        | $2224724.04        | Corporate Debt Securities                         |
| MILLROSE PPTYS INC SR | 2032-09-15      | 6.2500%  | N/A     | $1505000.00        | $1531273.12        | Corporate Debt Securities                         |
| NOMURA HLDGS INC ALT  | 2099-01-01      | 7.0000%  | N/A     | $1161000.00        | $1226591.34        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 3.7500%  | N/A     | $284000.00         | $269324.77         | Corporate Debt Securities                         |
| OHI GROUP SA SR SEC 1 | 2029-07-22      | 13.0000% | N/A     | $8300000.00        | $8420400.26        | Corporate Debt Securities                         |
| PANAMA INFRASTRUCTURE | 2032-04-05      | 0.0000%  | N/A     | $9036000.00        | $7228800.00        | Corporate Debt Securities                         |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $1540000.00        | $1009090.14        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2060-01-28      | 6.9500%  | N/A     | $1431000.00        | $1216592.87        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $3711000.00        | $3804774.91        | Corporate Debt Securities                         |
| PG&E CORP1LIEN GLBL N | 2030-07-01      | 5.2500%  | N/A     | $8000000.00        | $8078826.67        | Corporate Debt Securities                         |
| PRM5 TR 2025-PRM5E203 | 2033-03-10      | 6.8678%  | N/A     | $161280.00         | $155863.18         | Private Label Collateralized Mortgage Obligations |
| REPUBLIC OF TURKEY GL | 2043-04-16      | 4.8750%  | N/A     | $201000.00         | $148290.35         | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2033-01-19      | 9.3750%  | N/A     | $240000.00         | $278384.20         | Other Instrument                                  |
| RFR TRUST 2025-SGRME2 | 2041-03-13      | 7.2670%  | N/A     | $1090982.00        | $1112213.72        | Private Label Collateralized Mortgage Obligations |
| SABRE GLBL INC SR SEC | 2030-03-15      | 10.7500% | N/A     | $8380000.00        | $7548932.12        | Corporate Debt Securities                         |
| SWCH COMM MTG TR2025- | 2042-02-18      | 6.9673%  | N/A     | $307000.00         | $304666.04         | Private Label Collateralized Mortgage Obligations |
| TEVA PHARMACEUTICAL F | 2026-10-01      | 3.1500%  | N/A     | $8004000.00        | $8002679.34        | Corporate Debt Securities                         |
| TOPBUILD COR SR GLBL  | 2032-02-15      | 4.1250%  | N/A     | $519000.00         | $527951.02         | Corporate Debt Securities                         |
| TRANSDIGM INCSR SEC G | 2028-08-15      | 6.7500%  | N/A     | $567000.00         | $585098.64         | Corporate Debt Securities                         |

### Security 363: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03DN7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AAMES MTG TR 2005-4M5 | 2035-10-25      | 4.6738%  | N/A     | $215082.00         | $126113.65         | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-HE3 | 2035-05-25      | 4.6888%  | N/A     | $1781553.00        | $1093971.07        | Asset-Backed Securities                           |
| AIR CANADA 2020-1C202 | 2026-07-15      | 10.5000% | N/A     | $2000.00           | $2099.90           | Asset-Backed Securities                           |
| ANYWHERE REAL ESTATE  | 2029-01-15      | 5.7500%  | N/A     | $2000.00           | $2010.05           | Corporate Debt Securities                         |
| AOA 2025-1301G2042081 | 2042-08-13      | 8.8230%  | N/A     | $12202569.00       | $11589039.72       | Private Label Collateralized Mortgage Obligations |
| ARSENAL AIC PARENT LL | 2030-10-01      | 8.0000%  | N/A     | $1020000.00        | $1084105.87        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL  | 2035-03-10      | 5.8000%  | N/A     | $12000.00          | $12137.73          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2035-03-15      | 6.6250%  | N/A     | $32293000.00       | $33661191.62       | Other Instrument                                  |
| BSTN COML MTG TR 2025 | 2041-04-15      | 6.1615%  | N/A     | $100000.00         | $99578.72          | Private Label Collateralized Mortgage Obligations |
| BUCKEYE PARTNERS L P  | 2028-03-01      | 4.5000%  | N/A     | $170000.00         | $170107.10         | Corporate Debt Securities                         |
| BW REAL ESTATEINCPERP | 2099-01-01      | 9.5000%  | N/A     | $477000.00         | $489540.07         | Corporate Debt Securities                         |
| BX TR 2022-LBA6F20390 | 2039-01-18      | 6.9771%  | N/A     | $1045376.00        | $1043392.20        | Private Label Collateralized Mortgage Obligations |
| CAESARS ENTERTAINMENT | 2032-10-15      | 6.0000%  | N/A     | $161000.00         | $144472.28         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2037-01-30      | 5.3990%  | N/A     | $326000.00         | $326905.22         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC | 2030-04-15      | 6.5000%  | N/A     | $150000.00         | $155130.67         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $17753000.00       | $15363298.26       | Other Instrument                                  |
| CRESCENT ENERGY FINAN | 2032-04-15      | 7.8750%  | N/A     | $17000.00          | $17696.24          | Corporate Debt Securities                         |
| DEXKO GLOBAL INC SR G | 2032-04-15      | 7.5000%  | N/A     | $1.00              | $0.88              | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-07-01      | 7.7500%  | N/A     | $962000.00         | $990255.01         | Corporate Debt Securities                         |
| DOMINICAN REPUBLIC SR | 2035-10-28      | 5.8750%  | N/A     | $8372000.00        | $8245239.78        | Other Instrument                                  |
| ECOPETROL S ASR GLBL  | 2030-04-29      | 6.8750%  | N/A     | $21000.00          | $21224.26          | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $8000.00           | $8686.21           | Corporate Debt Securities                         |
| ECOPETROL S ASR NT 7. | 2043-09-18      | 7.3750%  | N/A     | $181000.00         | $167755.35         | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDI | 2035-01-13      | 5.5000%  | N/A     | $9069000.00        | $9483523.84        | Other Instrument                                  |
| FMC CORP GLBL NT 6.37 | 2053-05-18      | 6.3750%  | N/A     | $235000.00         | $183790.66         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST  | 2030-04-15      | 5.8750%  | N/A     | $150000.00         | $153687.08         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2029-03-08      | 5.8000%  | N/A     | $507000.00         | $520227.63         | Corporate Debt Securities                         |
| GEE AUTOMOTIVE HOLDIN | 2031-03-01      | 7.2500%  | N/A     | $1254000.00        | $1290017.32        | Corporate Debt Securities                         |
| GOL FINSR SEC GLBL 30 | 2030-06-06      | 14.3750% | N/A     | $535000.00         | $521383.51         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $155000.00         | $163265.89         | Corporate Debt Securities                         |
| HERC HLDGS INC SR GLB | 2034-03-15      | 6.0000%  | N/A     | $2000.00           | $2003.35           | Corporate Debt Securities                         |
| INEOS FINANCE PLCSR S | 2029-04-15      | 7.5000%  | N/A     | $200000.00         | $201635.33         | Corporate Debt Securities                         |
| JACKCON PK TR 2019-LI | 2039-10-14      | 3.2424%  | N/A     | $148000.00         | $127049.54         | Private Label Collateralized Mortgage Obligations |
| KOREA HOUSING FINANCE | 2031-01-15      | 3.8750%  | N/A     | $20000000.00       | $19805072.22       | Other Instrument                                  |
| KOREA REPGLBL NT 1.75 | 2031-10-15      | 1.7500%  | N/A     | $16536000.00       | $14583080.03       | Other Instrument                                  |
| KOREA REPSR GLBL NT 4 | 2044-06-10      | 4.1250%  | N/A     | $14200000.00       | $12999597.08       | Other Instrument                                  |
| KRONOS ACQUISITION HL | 2031-06-30      | 8.2500%  | N/A     | $623000.00         | $472947.85         | Corporate Debt Securities                         |
| LIGHT & WONDER INTL I | 2029-11-15      | 7.2500%  | N/A     | $20000.00          | $20483.79          | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO L | 2031-04-30      | 6.2500%  | N/A     | $90000.00          | $90948.28          | Corporate Debt Securities                         |
| NIGERIA FED REPFR 10. | 2034-12-09      | 10.3750% | N/A     | $1225000.00        | $1535136.99        | Other Instrument                                  |
| NISSAN MTR ACCEP CO L | 2028-09-15      | 7.0500%  | N/A     | $110000.00         | $114308.88         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2028-09-29      | 5.6250%  | N/A     | $20000.00          | $20138.70          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2029-09-13      | 5.5500%  | N/A     | $25000.00          | $24746.67          | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 3.7500%  | N/A     | $872000.00         | $826940.85         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP M | 2027-06-01      | 5.2500%  | N/A     | $485000.00         | $498520.99         | Corporate Debt Securities                         |
| PANAMA REP GLBL BD 8. | 2027-09-30      | 8.8750%  | N/A     | $405000.00         | $431201.53         | Other Instrument                                  |
| PARAMOUNT GLOBAL SR N | 2042-07-01      | 4.8500%  | N/A     | $1000000.00        | $684938.89         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2030-02-01      | 7.0000%  | N/A     | $18000.00          | $18801.44          | Corporate Debt Securities                         |
| PATRICK INDS INC SR G | 2032-11-01      | 6.3750%  | N/A     | $30000.00          | $30073.75          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2029-02-15      | 4.2500%  | N/A     | $86000.00          | $83166.11          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2034-02-15      | 6.7500%  | N/A     | $20000.00          | $19510.40          | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROU | 2029-08-01      | 4.2500%  | N/A     | $21000.00          | $20608.36          | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  | N/A     | $19463000.00       | $19668442.78       | Other Instrument                                  |
| PERUSAHAAN PENERBIT S | 2030-05-25      | 5.0000%  | N/A     | $16000000.00       | $16112088.89       | Other Instrument                                  |
| PETROBRAS GLOBAL FINA | 2044-03-17      | 7.2500%  | N/A     | $88000.00          | $91828.00          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINA | 2041-01-27      | 6.7500%  | N/A     | $168000.00         | $169163.40         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINA | 2029-02-01      | 5.7500%  | N/A     | $168000.00         | $173662.81         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  | N/A     | $511000.00         | $383250.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2027-03-13      | 6.5000%  | N/A     | $125000.00         | $128227.78         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $376000.00         | $385501.31         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2060-01-28      | 6.9500%  | N/A     | $841000.00         | $714992.74         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSSR | 2041-06-02      | 6.5000%  | N/A     | $160000.00         | $147079.73         | Corporate Debt Securities                         |
| PITNEY BOWES INC SR G | 2029-03-15      | 7.2500%  | N/A     | $20000.00          | $20443.46          | Corporate Debt Securities                         |
| POST HLDGS INC SR GLB | 2030-04-15      | 4.6250%  | N/A     | $10000.00          | $9797.53           | Corporate Debt Securities                         |
| POST HLDGS INC SR GLB | 2031-09-15      | 4.5000%  | N/A     | $155000.00         | $146628.45         | Corporate Debt Securities                         |
| POST HOLDINGS INC 6.2 | 2034-10-15      | 6.2500%  | N/A     | $54000.00          | $53871.96          | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC | 2029-09-01      | 5.6250%  | N/A     | $19000.00          | $11471.25          | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN SR | 2028-01-15      | 5.1250%  | N/A     | $20000.00          | $20306.33          | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN SR | 2031-04-01      | 3.7500%  | N/A     | $20000.00          | $18395.63          | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY 7. | 2029-04-26      | 7.6250%  | N/A     | $8433000.00        | $8827576.56        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2028-02-17      | 5.1250%  | N/A     | $8181000.00        | $8229765.58        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $24180000.00       | $25092724.48       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2031-05-22      | 6.3750%  | N/A     | $1351000.00        | $1342842.77        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2033-09-20      | 6.5000%  | N/A     | $2611000.00        | $2576112.69        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2043-04-16      | 4.8750%  | N/A     | $3760000.00        | $2773988.57        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2029-03-14      | 9.3750%  | N/A     | $45119000.00       | $49829931.19       | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2030-07-13      | 9.1250%  | N/A     | $24192000.00       | $27383462.40       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2041-01-14      | 6.0000%  | N/A     | $24576000.00       | $21687091.20       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2034-05-15      | 7.6250%  | N/A     | $8409000.00        | $8754317.92        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2026-10-09      | 4.8750%  | N/A     | $7522000.00        | $7572704.55        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2040-05-30      | 6.7500%  | N/A     | $3195000.00        | $3099285.79        | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2033-01-19      | 9.3750%  | N/A     | $20878000.00       | $24217105.53       | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $32747000.00       | $33317780.21       | Other Instrument                                  |
| ROCKET SOFTWARE INCSR | 2028-11-28      | 9.0000%  | N/A     | $85000.00          | $86159.40          | Corporate Debt Securities                         |
| ROCKET SOFTWARE INCSR | 2029-02-15      | 6.5000%  | N/A     | $68000.00          | $64221.09          | Corporate Debt Securities                         |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $22000.00          | $20470.11          | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS IN | 2029-05-01      | 6.6250%  | N/A     | $79000.00          | $78818.52          | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC | 2029-01-15      | 3.8750%  | N/A     | $59000.00          | $55309.76          | Corporate Debt Securities                         |
| SEALED AIR CORP NEWSR | 2033-07-15      | 6.8750%  | N/A     | $5000.00           | $5029.35           | Corporate Debt Securities                         |
| SILGAN HLDGS INC SR G | 2028-02-01      | 4.1250%  | N/A     | $150000.00         | $148995.88         | Corporate Debt Securities                         |
| SIMMONS FOODS INC / S | 2029-03-01      | 4.6250%  | N/A     | $20000.00          | $19550.71          | Corporate Debt Securities                         |
| SNAP INC SR GLBL REGS | 2033-03-01      | 6.8750%  | N/A     | $86000.00          | $86396.08          | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC  | 2029-11-15      | 4.6250%  | N/A     | $30000.00          | $29411.66          | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC | 2032-06-01      | 6.5000%  | N/A     | $26000.00          | $27082.09          | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC | 2027-09-30      | 5.5000%  | N/A     | $155000.00         | $156239.05         | Corporate Debt Securities                         |
| STAPLES INC2LIEN GLBL | 2030-01-15      | 12.7500% | N/A     | $8468.00           | $6892.18           | Corporate Debt Securities                         |
| STAPLES INCSR REGS NT | 2027-04-15      | 10.7500% | N/A     | $47000.00          | $44738.78          | Corporate Debt Securities                         |
| STAPLES INCSR SEC REG | 2029-09-01      | 10.7500% | N/A     | $71000.00          | $69021.07          | Corporate Debt Securities                         |
| STERIGENICS-NORDION H | 2031-06-01      | 7.3750%  | N/A     | $20000.00          | $21493.51          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2030-05-01      | 4.6250%  | N/A     | $115000.00         | $112149.98         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  | N/A     | $2000.00           | $2060.03           | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2028-01-15      | 5.5000%  | N/A     | $75000.00          | $76503.92          | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2029-02-15      | 7.3750%  | N/A     | $83000.00          | $87444.28          | Corporate Debt Securities                         |
| TALOS PRODTN INC 2LIE | 2029-02-01      | 9.0000%  | N/A     | $37000.00          | $39747.99          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL F | 2029-05-09      | 5.1250%  | N/A     | $200000.00         | $201321.44         | Corporate Debt Securities                         |
| THOR INDS INCSR GLBL  | 2029-10-15      | 4.0000%  | N/A     | $52000.00          | $49357.82          | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $8000.00           | $8018.74           | Corporate Debt Securities                         |
| TIME WARNER CABLE INC | 2040-11-15      | 5.8750%  | N/A     | $2000.00           | $1798.97           | Corporate Debt Securities                         |
| TRONOX INC SR GLBL RE | 2029-03-15      | 4.6250%  | N/A     | $91000.00          | $73269.28          | Corporate Debt Securities                         |
| UNDER ARMOUR INC SR G | 2030-07-15      | 7.2500%  | N/A     | $5000.00           | $5205.03           | Corporate Debt Securities                         |
| UNITED NAT FOODS INC  | 2028-10-15      | 6.7500%  | N/A     | $15000.00          | $15153.90          | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI | 2030-01-15      | 6.0000%  | N/A     | $12000.00          | $11922.76          | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI | 2032-06-15      | 8.6250%  | N/A     | $185000.00         | $201067.56         | Corporate Debt Securities                         |
| UNITI SVC LLC/ UNITI  | 2029-02-15      | 6.5000%  | N/A     | $160000.00         | $161092.44         | Corporate Debt Securities                         |
| UNIVISION COMMUNICATI | 2030-06-30      | 7.3750%  | N/A     | $137000.00         | $140163.92         | Corporate Debt Securities                         |
| VALVOLINE INCSR GLBL  | 2031-06-15      | 3.6250%  | N/A     | $18000.00          | $16664.63          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2031-06-01      | 8.3750%  | N/A     | $12000.00          | $12986.76          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $21000.00          | $23164.85          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2028-06-01      | 8.1250%  | N/A     | $28000.00          | $29753.18          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2030-01-15      | 7.0000%  | N/A     | $130000.00         | $136615.12         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $11000.00          | $12302.17          | Corporate Debt Securities                         |
| VIASAT INC 1LIEN GLBL | 2027-04-15      | 5.6250%  | N/A     | $12000.00          | $12065.58          | Corporate Debt Securities                         |
| VIASAT INC SR GLBL RE | 2028-07-15      | 6.5000%  | N/A     | $178000.00         | $182025.37         | Corporate Debt Securities                         |
| VIASAT INC SR SEC REG | 2031-05-30      | 7.5000%  | N/A     | $46000.00          | $48232.92          | Corporate Debt Securities                         |
| VICTORIAS SECRET AND  | 2029-07-15      | 4.6250%  | N/A     | $86000.00          | $84259.81          | Corporate Debt Securities                         |
| VOLTAGRID LLC2LIEN RE | 2030-11-01      | 7.3750%  | N/A     | $130000.00         | $136027.59         | Corporate Debt Securities                         |
| VOYAGER PARENT LLC SR | 2032-07-01      | 9.2500%  | N/A     | $46000.00          | $50411.76          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2029-10-31      | 7.2500%  | N/A     | $6000.00           | $6218.59           | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC | 2031-10-01      | 7.3750%  | N/A     | $68000.00          | $71530.69          | Corporate Debt Securities                         |
| WYNN LAS VEGAS LLC /  | 2027-05-15      | 5.2500%  | N/A     | $10000.00          | $10021.22          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2033-03-15      | 6.2500%  | N/A     | $8000.00           | $8125.34           | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $107000.00         | $107017.86         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2031-02-15      | 7.1250%  | N/A     | $48000.00          | $51757.12          | Corporate Debt Securities                         |
| XEROX CORP 1LIEN GLBL | 2030-10-15      | 10.2500% | N/A     | $36000.00          | $31916.80          | Corporate Debt Securities                         |
| XEROX CORP 2LIEN GLBL | 2031-04-15      | 13.5000% | N/A     | $29000.00          | $19836.00          | Corporate Debt Securities                         |
| XPO INCSR GLBL REGS 3 | 2032-02-01      | 7.1250%  | N/A     | $28000.00          | $29644.84          | Corporate Debt Securities                         |
| XPO INCSR GLBL REGS 3 | 2031-06-01      | 7.1250%  | N/A     | $8000.00           | $8538.63           | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC  | 2030-09-09      | 13.7500% | N/A     | $90470.00          | $90823.26          | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $50171.00          | $50994.29          | Corporate Debt Securities                         |
| ZOOMINFO TECHNOLOGIES | 2029-02-01      | 3.8750%  | N/A     | $7000.00           | $5524.48           | Corporate Debt Securities                         |

### Security 364: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03F62, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASHFORD HOSP TR 2018- | 2035-04-16      | 6.9000%  | N/A     | $12000.00          | $11822.20          | Private Label Collateralized Mortgage Obligations |
| BSTN COML MTG TR 2025 | 2041-04-15      | 7.1289%  | N/A     | $12659000.00       | $12505872.65       | Private Label Collateralized Mortgage Obligations |
| BX 2021-21M MTG TR G2 | 2036-10-15      | 6.8075%  | N/A     | $10766000.00       | $7556152.51        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-C | 2042-08-15      | 8.1271%  | N/A     | $13400000.00       | $13483502.57       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2045-03-15      | 7.8771%  | N/A     | $7226306.00        | $7221358.24        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP E20390 | 2039-01-18      | 6.6671%  | N/A     | $11885000.00       | $11680882.82       | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-LBA6F20390 | 2039-01-18      | 6.9771%  | N/A     | $3642948.00        | $3636034.82        | Private Label Collateralized Mortgage Obligations |
| BX TR 2025-DELCE20421 | 2042-12-15      | 6.6771%  | N/A     | $7547000.00        | $7585388.92        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE E2 | 2041-04-15      | 7.5771%  | N/A     | $7850000.00        | $7529727.74        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-PC1  | 2050-07-12      | 4.3880%  | N/A     | $11903000.00       | $9920352.08        | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2010-2R3- | 2037-06-26      | 6.0000%  | N/A     | $981848.00         | $185419.18         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-621-A- | 2035-12-25      | 5.7658%  | N/A     | $8212000.00        | $276273.58         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-A SECS 2 | 2047-08-25      | 3.9188%  | N/A     | $25875697.00       | $4862133.96        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE MTG RE-REMIC | 2036-09-28      | 4.1327%  | N/A     | $31105619.00       | $2750458.01        | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR  | 2036-07-25      | 4.2988%  | N/A     | $5607834.00        | $5134438.81        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-7A- | 2035-11-25      | 4.2188%  | N/A     | $110000000.00      | $3118556.38        | Private Label Collateralized Mortgage Obligations |
| JACKCON PK TR 2019-LI | 2039-10-14      | 3.2424%  | N/A     | $9259000.00        | $7948322.51        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR  | 2037-04-15      | 7.4166%  | N/A     | $11000000.00       | $10077693.72       | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MTG TR | 2039-12-15      | 8.1652%  | N/A     | $22260000.00       | $16792744.23       | Private Label Collateralized Mortgage Obligations |
| LADDER CAPITAL FIN HL | 2031-07-15      | 7.0000%  | N/A     | $169000.00         | $179397.82         | Corporate Debt Securities                         |
| MAC TR 2025-801B D204 | 2040-10-15      | 7.7271%  | N/A     | $11900000.00       | $12061923.06       | Private Label Collateralized Mortgage Obligations |
| MASTR ADJ MTG 2006-OA | 2046-12-25      | 4.2343%  | N/A     | $92654000.00       | $8552416.17        | Private Label Collateralized Mortgage Obligations |
| MCR MORTGAGE 2024-HTL | 2037-02-17      | 8.2823%  | N/A     | $2520000.00        | $2025286.49        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR  | 2034-11-15      | 7.0750%  | N/A     | $14956000.00       | $14997149.77       | Private Label Collateralized Mortgage Obligations |
| PRM5 TR 2025-PRM5E203 | 2033-03-10      | 6.8678%  | N/A     | $4785872.00        | $4625131.75        | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRME2 | 2041-03-13      | 7.2670%  | N/A     | $6285714.00        | $6408040.98        | Private Label Collateralized Mortgage Obligations |
| SMRT COML MTG TR 2022 | 2039-01-18      | 6.3280%  | N/A     | $2159725.00        | $2160315.76        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2047-08-25      | 5.4958%  | N/A     | $115846513.00      | $3679619.45        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR2025- | 2042-02-18      | 6.9673%  | N/A     | $4494000.00        | $4459834.41        | Private Label Collateralized Mortgage Obligations |
| VTR COML MTG TR 2025- | 2039-10-14      | 7.5573%  | N/A     | $18000000.00       | $17835406.76       | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR | 2045-10-25      | 4.5988%  | N/A     | $23311000.00       | $11295851.39       | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR | 2045-11-25      | 4.3788%  | N/A     | $59266250.00       | $2372516.03        | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2007-H | 2037-02-25      | 3.8788%  | N/A     | $90315000.00       | $3301818.94        | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2007-O | 2037-05-25      | 4.1788%  | N/A     | $50400000.00       | $4441317.16        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COMM MTG T | 2042-10-15      | 6.8183%  | N/A     | $16550000.00       | $16599063.73       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2042-06-16      | 9.8130%  | N/A     | $11750000.00       | $12009253.82       | Private Label Collateralized Mortgage Obligations |

### Security 365: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03F47, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGLO AMERICAN CAPITA | 2027-04-10      | 4.7500%  | N/A     | $12960000.00       | $13086039.60       | Corporate Debt Securities                         |
| APIDOS CLO LTD 2025-5 | 2038-07-20      | 4.9952%  | N/A     | $69211806.00       | $69715079.65       | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2028-11-07      | 6.6070%  | N/A     | $14600000.00       | $15335805.12       | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $17640000.00       | $15501643.92       | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2035-08-15      | 5.4250%  | N/A     | $6329000.00        | $6449961.25        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5470%  | N/A     | $2285000.00        | $2170250.23        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $6161000.00        | $4708749.62        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2048-12-01      | 4.6500%  | N/A     | $17300000.00       | $15200673.83       | Corporate Debt Securities                         |
| GC TREAS CTR CO LTDFR | 2031-03-18      | 2.9800%  | N/A     | $13273000.00       | $12052908.97       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-04-22      | 2.6150%  | N/A     | $17000000.00       | $15332089.86       | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-12-31      | 7.0500%  | N/A     | $1541000.00        | $1630293.25        | Corporate Debt Securities                         |
| KUAISHOU TECHNOLOGYSR | 2036-01-22      | 4.7500%  | N/A     | $14000000.00       | $13791077.22       | Corporate Debt Securities                         |
| LENOVO GROUP LTD SR G | 2030-11-02      | 3.4210%  | N/A     | $1450000.00        | $1372795.84        | Corporate Debt Securities                         |
| MEGA ADVANCE INVESTME | 2041-05-12      | 6.3750%  | N/A     | $13407000.00       | $14671017.55       | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2031-07-10      | 2.2010%  | N/A     | $11012000.00       | $10034886.58       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2036-09-16      | 2.4840%  | N/A     | $224000.00         | $195903.01         | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK | 2030-08-21      | 2.3320%  | N/A     | $979000.00         | $888519.08         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 3.7500%  | N/A     | $1455000.00        | $1379815.30        | Corporate Debt Securities                         |
| NYC TR 2024-3ELV B203 | 2039-08-15      | 5.9176%  | N/A     | $10738360.00       | $10763072.07       | Private Label Collateralized Mortgage Obligations |
| PERUSAHAAN PENERBIT S | 2035-07-23      | 5.2000%  | N/A     | $200000.00         | $200390.00         | Other Instrument                                  |
| STATE GRID OVERSEAS I | 2027-05-04      | 3.5000%  | N/A     | $13495000.00       | $13448044.90       | Corporate Debt Securities                         |
| STATE GRID OVERSEAS I | 2028-05-02      | 4.2500%  | N/A     | $364000.00         | $365888.25         | Corporate Debt Securities                         |
| SYNOPSYS INC SR GLBL  | 2030-04-01      | 4.8500%  | N/A     | $14852000.00       | $15035034.40       | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA  | 2054-04-05      | 5.4880%  | N/A     | $7404000.00        | $7246235.57        | Corporate Debt Securities                         |
| VARANASI AURANGABAD N | 2034-02-28      | 5.9000%  | N/A     | $13100000.00       | $13638605.63       | Corporate Debt Securities                         |

### Security 366: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC03F39, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AAMES MTG TR 2005-4M5 | 2035-10-25      | 4.6738%  | N/A     | $9716918.00        | $5697529.28        | Asset-Backed Securities                           |
| ACADEMY LTD / ACADEMY | 2031-05-15      | 5.8750%  | N/A     | $149000.00         | $150218.51         | Corporate Debt Securities                         |
| ADECOAGRO S ASR GLBL  | 2032-07-29      | 7.5000%  | N/A     | $5080000.00        | $5084572.00        | Corporate Debt Securities                         |
| AES ANDRES B V SR GLB | 2028-05-04      | 5.7000%  | N/A     | $2716000.00        | $2645949.83        | Corporate Debt Securities                         |
| AES PANAMA GENERATION | 2030-05-31      | 4.3750%  | N/A     | $322000.00         | $284721.79         | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.6847%  | N/A     | $239000.00         | $149840.57         | Corporate Debt Securities                         |
| AI CANDELARIA SPAIN S | 2033-06-15      | 5.7500%  | N/A     | $1000000.00        | $927444.44         | Corporate Debt Securities                         |
| ALBERTSONS INC SR DEB | 2031-05-01      | 8.0000%  | N/A     | $300000.00         | $319188.67         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2028-04-15      | 6.7500%  | N/A     | $5000000.00        | $5083200.00        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION  | 2031-01-30      | 3.7500%  | N/A     | $700000.00         | $663681.08         | Corporate Debt Securities                         |
| ALPEK SA DE CV SR GLB | 2031-02-25      | 3.2500%  | N/A     | $1016000.00        | $898820.77         | Corporate Debt Securities                         |
| ALTICE FRANCE S ASR S | 2029-11-01      | 9.5000%  | N/A     | $6693754.00        | $6828194.33        | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2 | 2036-01-25      | 4.8538%  | N/A     | $6952224.00        | $4702057.64        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-09-25      | 4.7938%  | N/A     | $3536238.00        | $2812864.67        | Asset-Backed Securities                           |
| ARIS MINING CORPORATI | 2029-10-31      | 8.0000%  | N/A     | $5000000.00        | $5218422.22        | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018- | 2035-04-16      | 6.9000%  | N/A     | $134000.00         | $132014.57         | Private Label Collateralized Mortgage Obligations |
| ASTON MARTIN CAP HLDG | 2029-03-31      | 10.0000% | N/A     | $7860000.00        | $6447383.33        | Corporate Debt Securities                         |
| ATS CORPORATIONGLBL 1 | 2028-12-15      | 4.1250%  | N/A     | $206000.00         | $204080.42         | Corporate Debt Securities                         |
| AXIA ENERGIA SASR GLB | 2030-02-04      | 4.6250%  | N/A     | $2000000.00        | $1948308.61        | Corporate Debt Securities                         |
| BANCO DE BOGOTA SA SR | 2027-08-03      | 4.3750%  | N/A     | $516000.00         | $520921.21         | Corporate Debt Securities                         |
| BANCO SANTANDER SA AL | 2099-01-01      | 4.7500%  | N/A     | $1000000.00        | $1002123.06        | Corporate Debt Securities                         |
| BANCOLOMBIA S ALW TIE | 2034-12-24      | 8.6250%  | N/A     | $1740000.00        | $1893947.23        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTIT | 2033-01-18      | 5.1250%  | N/A     | $1500000.00        | $1494917.50        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTIT | 2039-01-08      | 8.1250%  | N/A     | $3259000.00        | $3598369.18        | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $1495000.00        | $1512357.99        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2028-01-10      | 4.5000%  | N/A     | $716000.00         | $487535.14         | Corporate Debt Securities                         |
| BRF SA SR GLBL REGS 5 | 2050-09-21      | 5.7500%  | N/A     | $1150000.00        | $925774.28         | Corporate Debt Securities                         |
| BRUNDAGE-BONE CONCRET | 2032-02-01      | 7.5000%  | N/A     | $5250000.00        | $5527375.00        | Corporate Debt Securities                         |
| BSTN COML MTG TR 2025 | 2041-04-15      | 7.1289%  | N/A     | $481000.00         | $475181.67         | Private Label Collateralized Mortgage Obligations |
| BW REAL ESTATEINCPERP | 2099-01-01      | 9.5000%  | N/A     | $3180000.00        | $3263600.43        | Corporate Debt Securities                         |
| BX COML MTG TR 2026-C | 2031-02-15      | 7.0771%  | N/A     | $5884000.00        | $5907513.65        | Private Label Collateralized Mortgage Obligations |
| C&W SR FIN LTD SR GLB | 2033-01-15      | 9.0000%  | N/A     | $465000.00         | $488863.80         | Corporate Debt Securities                         |
| CABLE ONDA S.A.SR GLB | 2030-01-30      | 4.5000%  | N/A     | $2000000.00        | $1937870.00        | Corporate Debt Securities                         |
| CAPSTONE BORROWER INC | 2030-06-15      | 8.0000%  | N/A     | $5225000.00        | $5353087.97        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2036-02-01      | 7.3750%  | N/A     | $4900000.00        | $4910442.44        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2030-10-15      | 3.0000%  | N/A     | $2000.00           | $1807.45           | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH SR | 2031-10-03      | 9.3750%  | N/A     | $5000000.00        | $4557291.67        | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2053-04-01      | 5.2500%  | N/A     | $2000.00           | $1573.06           | Corporate Debt Securities                         |
| CIBANCO S A INSTITUCI | 2031-07-22      | 4.3750%  | N/A     | $2000000.00        | $1846888.06        | Corporate Debt Securities                         |
| CIENA CORP SR GLBL 14 | 2030-01-31      | 4.0000%  | N/A     | $2077000.00        | $2013697.66        | Corporate Debt Securities                         |
| CIP COMMERCIAL MORTGA | 2037-10-15      | 9.3771%  | N/A     | $4607000.00        | $4591924.27        | Private Label Collateralized Mortgage Obligations |
| CLEAR CHANNEL OUTDOOR | 2029-06-01      | 7.5000%  | N/A     | $2072000.00        | $2154617.55        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR | 2028-04-15      | 7.7500%  | N/A     | $1764000.00        | $1787200.52        | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITIO | 2030-04-15      | 8.7500%  | N/A     | $5100000.00        | $4938760.67        | Corporate Debt Securities                         |
| CNX RES CORP SR 144A  | 2031-01-15      | 7.3750%  | N/A     | $4915000.00        | $5185135.23        | Corporate Debt Securities                         |
| COMPASS MINERALS INTL | 2030-07-01      | 8.0000%  | N/A     | $3869000.00        | $4199292.23        | Corporate Debt Securities                         |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $5383000.00        | $5511984.16        | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HO | 2030-10-01      | 6.5000%  | N/A     | $5500000.00        | $5460522.22        | Corporate Debt Securities                         |
| CSC HLDGS LLCSR 144A  | 2031-02-15      | 3.3750%  | N/A     | $10000000.00       | $5846000.00        | Corporate Debt Securities                         |
| CWABS INC 2005-4 MF-2 | 2035-08-25      | 5.1360%  | N/A     | $2733000.00        | $2492965.16        | Asset-Backed Securities                           |
| CWABS INC 2006-9 MV-1 | 2034-11-25      | 4.0888%  | N/A     | $7102182.00        | $4859791.14        | Asset-Backed Securities                           |
| DELEK LOGISTICS PARTN | 2029-03-15      | 8.6250%  | N/A     | $6202000.00        | $6569711.41        | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-07-01      | 7.7500%  | N/A     | $4829000.00        | $4970833.10        | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $3000.00           | $3067.02           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $470000.00         | $497581.04         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $2000000.00        | $2092225.56        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $724000.00         | $786101.70         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $7453000.00        | $6725354.29        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2033-01-13      | 8.8750%  | N/A     | $5499000.00        | $6002641.19        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2030-04-29      | 6.8750%  | N/A     | $2063000.00        | $2085031.12        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2051-11-02      | 5.8750%  | N/A     | $999000.00         | $731713.80         | Corporate Debt Securities                         |
| EMERA US FIN LLC JR S | 2056-10-01      | 6.8500%  | N/A     | $5000000.00        | $5112891.67        | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE  | 2031-02-15      | 4.3750%  | N/A     | $1000000.00        | $917618.89         | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR  | 2032-06-30      | 8.4990%  | N/A     | $1000000.00        | $1041428.92        | Corporate Debt Securities                         |
| FAIR ISAAC CORPSR GLB | 2034-09-15      | 6.2500%  | N/A     | $5890000.00        | $5891820.99        | Corporate Debt Securities                         |
| FBR SEC TRUST 2005-3  | 2035-10-25      | 4.3738%  | N/A     | $9000000.00        | $5588430.70        | Asset-Backed Securities                           |
| FIRST QUANTUM MINERAL | 2031-06-01      | 8.6250%  | N/A     | $5640000.00        | $6126821.30        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERAL | 2033-03-01      | 8.0000%  | N/A     | $3662000.00        | $3909351.82        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2029-02-10      | 2.9000%  | N/A     | $500000.00         | $475970.28         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2032-03-19      | 6.5320%  | N/A     | $1014000.00        | $1064336.09        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-03-05      | 5.8000%  | N/A     | $4935000.00        | $5034308.65        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2031-11-05      | 6.0540%  | N/A     | $1967000.00        | $2010128.44        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-11-02      | 3.8150%  | N/A     | $604000.00         | $596499.07         | Corporate Debt Securities                         |
| GARDEN SPINCO CORP SR | 2030-07-20      | 8.6250%  | N/A     | $2100000.00        | $2269420.13        | Corporate Debt Securities                         |
| GC TREAS CTR CO LTDPE | 2099-01-01      | 6.5000%  | N/A     | $1000000.00        | $1039963.89        | Corporate Debt Securities                         |
| GENWORTH HLDGS INC EX | 2066-11-15      | 5.9152%  | N/A     | $1000.00           | $843.03            | Corporate Debt Securities                         |
| GLOBO COMUNICACOES E  | 2030-01-22      | 4.8750%  | N/A     | $1365000.00        | $1369255.96        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING I | 2032-01-15      | 3.2500%  | N/A     | $1975000.00        | $1793531.51        | Corporate Debt Securities                         |
| GMR HYDERABAD INTL AR | 2027-10-27      | 4.2500%  | N/A     | $4587000.00        | $4537541.95        | Corporate Debt Securities                         |
| GOL FINSR SEC GLBL 30 | 2030-06-06      | 14.3750% | N/A     | $2178000.00        | $2122566.88        | Corporate Debt Securities                         |
| GOL FINSR SEC GLBL 30 | 2030-06-06      | 14.3750% | N/A     | $6573000.00        | $6405708.02        | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB  | 2029-11-15      | 8.2500%  | N/A     | $6500000.00        | $6573634.17        | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB  | 2031-11-15      | 8.6250%  | N/A     | $1500000.00        | $1517361.25        | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB  | 2031-11-15      | 8.6250%  | N/A     | $2000000.00        | $2023148.33        | Corporate Debt Securities                         |
| GRUPO AVAL LTD SR GLB | 2030-02-04      | 4.3750%  | N/A     | $1842000.00        | $1750205.21        | Corporate Debt Securities                         |
| GSAMP TRUST 2006-FM1  | 2036-04-25      | 4.0188%  | N/A     | $75044000.00       | $2876335.30        | Asset-Backed Securities                           |
| HELIX ENERGY SOLUTION | 2029-03-01      | 9.7500%  | N/A     | $4369000.00        | $4692713.77        | Corporate Debt Securities                         |
| HUNT OIL CO PERU LLC  | 2038-11-05      | 7.7500%  | N/A     | $6000000.00        | $6441340.00        | Corporate Debt Securities                         |
| IHS HOLDING LIMITEDSR | 2031-11-29      | 8.2500%  | N/A     | $550000.00         | $574629.00         | Corporate Debt Securities                         |
| INRETAIL SHOPPING MAL | 2032-10-16      | 5.6500%  | N/A     | $657000.00         | $652833.71         | Corporate Debt Securities                         |
| INSULET CORP SR GLBL  | 2033-04-01      | 6.5000%  | N/A     | $4800000.00        | $4926634.67        | Corporate Debt Securities                         |
| IOCHPE MAXION AUSTRIA | 2028-05-07      | 5.0000%  | N/A     | $1000000.00        | $979795.56         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $5760000.00        | $5520702.40        | Corporate Debt Securities                         |
| JSW STEEL LTDGLBL 1 R | 2027-04-05      | 3.9500%  | N/A     | $799000.00         | $795128.85         | Corporate Debt Securities                         |
| KSL COMMERCIAL MTG TR | 2039-12-15      | 8.1652%  | N/A     | $6373000.00        | $4807734.01        | Private Label Collateralized Mortgage Obligations |
| LD CELULOSE INTERNATI | 2032-01-26      | 7.9500%  | N/A     | $4000000.00        | $4276490.00        | Corporate Debt Securities                         |
| LIBERTY COSTA RICA SR | 2031-01-15      | 10.8750% | N/A     | $1100000.00        | $1204026.08        | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS  | 2030-09-15      | 7.0000%  | N/A     | $1926000.00        | $2012648.60        | Corporate Debt Securities                         |
| LIVE NATION ENTERTAIN | 2027-10-15      | 4.7500%  | N/A     | $4860000.00        | $4861582.20        | Corporate Debt Securities                         |
| MARB BONDCO PLCSR GLB | 2031-01-29      | 3.9500%  | N/A     | $3000000.00        | $2714840.00        | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2034-04-15      | 6.0000%  | N/A     | $4694000.00        | $4695689.84        | Corporate Debt Securities                         |
| MEDCO MAPLE TREE PTE  | 2029-04-27      | 8.9600%  | N/A     | $900000.00         | $939631.00         | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD | 2027-07-17      | 5.6250%  | N/A     | $800000.00         | $815660.00         | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD | 2028-07-21      | 5.7500%  | N/A     | $465000.00         | $472004.97         | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD | 2029-12-04      | 5.3750%  | N/A     | $715000.00         | $695766.50         | Corporate Debt Securities                         |
| MERIDIAN ARC HOLDCO L | 2031-04-30      | 6.2500%  | N/A     | $4066000.00        | $4108840.96        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $5375000.00        | $5765204.10        | Corporate Debt Securities                         |
| MINSUR SAGLBL REGS NT | 2031-10-28      | 4.5000%  | N/A     | $2000000.00        | $1902870.00        | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC | 2028-06-15      | 4.3750%  | N/A     | $4504000.00        | $4526162.18        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR  | 2034-11-15      | 7.0750%  | N/A     | $3904000.00        | $3914741.42        | Private Label Collateralized Mortgage Obligations |
| MOVIDA EUROPE S.ASR G | 2031-02-08      | 5.2500%  | N/A     | $2000000.00        | $1743735.00        | Corporate Debt Securities                         |
| MURPHY OIL CORPSR GLB | 2029-05-01      | 7.0500%  | N/A     | $4105000.00        | $4279188.83        | Corporate Debt Securities                         |
| NEUBERGER BM LN AD CL | 2033-01-19      | 9.6252%  | N/A     | $2982000.00        | $2900165.97        | Asset-Backed Securities                           |
| NOVA SECURITISATION S | 2036-02-03      | 6.5000%  | N/A     | $1700000.00        | $1648259.56        | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $4600000.00        | $4511807.78        | Corporate Debt Securities                         |
| NOVA SECURITISATION S | 2031-02-03      | 5.7500%  | N/A     | $3854000.00        | $3780110.26        | Corporate Debt Securities                         |
| OAK-EAGLE ACQUIRECO I | 2033-07-01      | 7.2500%  | N/A     | $982000.00         | $1032593.46        | Corporate Debt Securities                         |
| OHI GROUP SA SR SEC R | 2029-07-22      | 13.0000% | N/A     | $1500000.00        | $1521759.08        | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2028-02-15      | 3.8750%  | N/A     | $4900000.00        | $4811184.78        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S  | 2030-05-13      | 6.8000%  | N/A     | $2000000.00        | $2013184.44        | Corporate Debt Securities                         |
| ORGANON & CO SR GLBL  | 2031-04-30      | 5.1250%  | N/A     | $6907000.00        | $6871694.68        | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP /  | 2029-01-15      | 4.2500%  | N/A     | $5350000.00        | $5300563.03        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2027-01-15      | 2.9000%  | N/A     | $1000000.00        | $995234.44         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2028-06-01      | 3.7000%  | N/A     | $1723000.00        | $1696042.71        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC  | 2029-05-15      | 4.8750%  | N/A     | $289000.00         | $282496.30         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2030-09-15      | 7.8750%  | N/A     | $34000.00          | $35293.28          | Corporate Debt Securities                         |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $3263000.00        | $2138091.65        | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2035-07-23      | 5.2000%  | N/A     | $4102000.00        | $4109998.90        | Other Instrument                                  |
| PETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  | N/A     | $1299000.00        | $974250.00         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2046-01-23      | 5.6250%  | N/A     | $2000000.00        | $1596395.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $195000.00         | $199927.54         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2030-01-23      | 6.8400%  | N/A     | $5000000.00        | $5247750.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2060-01-28      | 6.9500%  | N/A     | $6056000.00        | $5148627.84        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSSR | 2028-02-12      | 5.3500%  | N/A     | $789000.00         | $803282.00         | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC | 2029-11-01      | 9.8750%  | N/A     | $6000000.00        | $5946843.33        | Corporate Debt Securities                         |
| PLS GROUP LTDSR REGS  | 2031-05-01      | 6.8750%  | N/A     | $32000.00          | $33036.99          | Corporate Debt Securities                         |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $6700000.00        | $6730321.22        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2032-07-17      | 7.1250%  | N/A     | $1822000.00        | $1892939.57        | Other Instrument                                  |
| RITHM CAPITAL CORP SR | 2031-06-01      | 8.5000%  | N/A     | $5000000.00        | $5001658.33        | Corporate Debt Securities                         |
| SAAVI ENERGIA S A R L | 2035-02-10      | 8.8750%  | N/A     | $4500000.00        | $4997796.88        | Corporate Debt Securities                         |
| SASOL FING USA LLC SR | 2031-03-18      | 5.5000%  | N/A     | $6901000.00        | $6638466.79        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO | 2032-02-01      | 4.3750%  | N/A     | $700000.00         | $660884.19         | Corporate Debt Securities                         |
| SIMPAR EUROPESR GLBL  | 2031-01-26      | 5.2000%  | N/A     | $2000000.00        | $1740733.33        | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC | 2027-09-30      | 5.5000%  | N/A     | $4673000.00        | $4710355.44        | Corporate Debt Securities                         |
| SUBURBAN PROPANE PART | 2035-12-15      | 6.5000%  | N/A     | $4562000.00        | $4648619.71        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2030-05-01      | 4.6250%  | N/A     | $3603000.00        | $3513707.65        | Corporate Debt Securities                         |
| SUPERIOR PLUS LP / SU | 2029-03-15      | 4.5000%  | N/A     | $4984000.00        | $4863686.24        | Corporate Debt Securities                         |
| TELECOMMUNICATIONS SE | 2029-10-18      | 8.8750%  | N/A     | $1000000.00        | $1030927.64        | Corporate Debt Securities                         |
| TERMOCANDELARIA PWR S | 2031-09-17      | 7.7500%  | N/A     | $3200000.00        | $3338208.00        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL F | 2029-05-09      | 5.1250%  | N/A     | $5949000.00        | $5988306.37        | Corporate Debt Securities                         |
| TGS ASASR SEC REGS NT | 2030-01-15      | 8.5000%  | N/A     | $500000.00         | $533019.44         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC | 2040-11-15      | 5.8750%  | N/A     | $4000.00           | $3597.94           | Corporate Debt Securities                         |
| TIME WARNER CABLE INC | 2041-09-01      | 5.5000%  | N/A     | $999000.00         | $871841.73         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 5.7500%  | N/A     | $6500000.00        | $6490143.47        | Corporate Debt Securities                         |
| TOTAL PLAY TELECOMUNI | 2028-12-31      | 10.5000% | N/A     | $6400000.00        | $6116469.87        | Corporate Debt Securities                         |
| TRANSDIGM INCSR SEC G | 2028-08-15      | 6.7500%  | N/A     | $5006000.00        | $5165791.52        | Corporate Debt Securities                         |
| TRANSOCEAN INC SR GLB | 2031-05-15      | 8.5000%  | N/A     | $5330000.00        | $5647804.21        | Corporate Debt Securities                         |
| TRANSOCEAN INC SR GLB | 2029-05-15      | 8.2500%  | N/A     | $368000.00         | $383256.67         | Corporate Debt Securities                         |
| TUTOR PERINI CORPSR G | 2029-04-30      | 11.8750% | N/A     | $5419000.00        | $5946463.63        | Corporate Debt Securities                         |
| UEP PENONOME II S ASR | 2038-10-01      | 6.5000%  | N/A     | $690000.00         | $473674.22         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORT | 2027-06-15      | 5.7500%  | N/A     | $2159000.00        | $2206680.32        | Corporate Debt Securities                         |
| UPBOUND GROUP INCSR G | 2029-02-15      | 6.3750%  | N/A     | $6014000.00        | $6050845.77        | Corporate Debt Securities                         |
| V F CORP SR GLBL NT2. | 2027-04-23      | 2.8000%  | N/A     | $5500000.00        | $5393300.00        | Corporate Debt Securities                         |
| VFH PARENT LLC & VALO | 2031-06-15      | 7.5000%  | N/A     | $1350000.00        | $1460749.50        | Corporate Debt Securities                         |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $1992000.00        | $2153714.99        | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2032-01-15      | 5.0000%  | N/A     | $500000.00         | $443195.56         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS  | 2031-03-01      | 7.3750%  | N/A     | $5000000.00        | $5119388.89        | Corporate Debt Securities                         |
| WINNEBAGO INDS INC 1L | 2028-07-15      | 6.2500%  | N/A     | $4998000.00        | $5109874.68        | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE  | 2029-08-15      | 4.0000%  | N/A     | $5052000.00        | $4801297.31        | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESO | 2028-08-15      | 4.3750%  | N/A     | $823000.00         | $820587.70         | Corporate Debt Securities                         |
| YUM BRANDS INC SR GLB | 2030-01-15      | 4.7500%  | N/A     | $2921000.00        | $2927953.60        | Corporate Debt Securities                         |

### Security 367: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **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: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SOC03EW6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ADANI PORTS & SPL ECO | 2027-08-04      | 4.2000%  | N/A     | $5100000.00        | $5111101.00        | Corporate Debt Securities |
| ADOBE INCSR GLBL NT5. | 2035-01-17      | 5.3000%  | N/A     | $2000.00           | $2071.17           | Corporate Debt Securities |
| ALPHABET INC SR GLBL  | 2060-08-15      | 2.2500%  | N/A     | $145000.00         | $74125.45          | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2031-10-30      | 6.4890%  | N/A     | $4934000.00        | $5303395.01        | Corporate Debt Securities |
| AT&T INC SR GLBL NT 6 | 2040-08-15      | 6.0000%  | N/A     | $8000.00           | $8311.79           | Corporate Debt Securities |
| AUTONATION INC CR SEN | 2027-11-15      | 3.8000%  | N/A     | $5569000.00        | $5515580.91        | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD | 2033-09-21      | 5.5000%  | N/A     | $5000000.00        | $5168694.44        | Corporate Debt Securities |
| BANK OF AMER CORPJR S | 2026-09-15      | 4.6956%  | N/A     | $42000.00          | $42459.17          | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2029-11-11      | 4.7120%  | N/A     | $6000000.00        | $6041541.42        | Corporate Debt Securities |
| BAT CAPITAL CORP SR G | 2027-08-15      | 3.5570%  | N/A     | $10571000.00       | $10577509.39       | Corporate Debt Securities |
| BAYER US FIN II LLCSR | 2064-07-15      | 4.7000%  | N/A     | $8120000.00        | $6415485.69        | Corporate Debt Securities |
| BLOCK FINL LLC CR SEN | 2030-08-15      | 3.8750%  | N/A     | $4208000.00        | $4043401.74        | Corporate Debt Securities |
| BOSTON PPTYS LTD PART | 2032-04-01      | 2.5500%  | N/A     | $7635000.00        | $6674122.53        | Corporate Debt Securities |
| BOSTON SCIENTIFIC COR | 2030-06-01      | 2.6500%  | N/A     | $6925000.00        | $6528909.24        | Corporate Debt Securities |
| BRUNSWICK CORP SR GLB | 2029-03-18      | 5.8500%  | N/A     | $6715000.00        | $6963639.66        | Corporate Debt Securities |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $7546000.00        | $5767282.03        | Corporate Debt Securities |
| CREDIT AGRICOLE S AFR | 2099-01-01      | 4.7500%  | N/A     | $1975000.00        | $1934193.21        | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  | N/A     | $7322000.00        | $7007340.10        | Corporate Debt Securities |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $10000.00          | $10882.86          | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2030-01-07      | 4.9243%  | N/A     | $6962000.00        | $7046072.15        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2029-04-06      | 4.3000%  | N/A     | $7422000.00        | $7384968.34        | Corporate Debt Securities |
| GILEAD SCIENCES INCSR | 2030-10-01      | 1.6500%  | N/A     | $7347000.00        | $6536393.25        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $6965000.00        | $6923535.03        | Corporate Debt Securities |
| GSK CONSU HEAL CAP US | 2032-03-24      | 3.6250%  | N/A     | $6924000.00        | $6537745.62        | Corporate Debt Securities |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 6.8750%  | N/A     | $5293000.00        | $5498399.28        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2028-03-13      | 4.0410%  | N/A     | $5287000.00        | $5314920.65        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2030-11-19      | 4.9237%  | N/A     | $3529000.00        | $3573975.31        | Corporate Debt Securities |
| HYUNDAI CAP AMER FR 5 | 2032-03-29      | 5.4000%  | N/A     | $5600000.00        | $5743024.00        | Corporate Debt Securities |
| INTERNATIONAL BUSINES | 2042-06-20      | 4.0000%  | N/A     | $8000.00           | $6688.61           | Corporate Debt Securities |
| KILROY RLTY L PSR GLB | 2030-02-15      | 3.0500%  | N/A     | $7107000.00        | $6604969.42        | Corporate Debt Securities |
| KOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  | N/A     | $6918000.00        | $7014802.04        | Corporate Debt Securities |
| LAM RESEARCH CORP4.87 | 2049-03-15      | 4.8750%  | N/A     | $5067000.00        | $4654905.11        | Corporate Debt Securities |
| LG ELECTRONICS INC NE | 2027-04-24      | 5.6250%  | N/A     | $5343000.00        | $5419505.08        | Corporate Debt Securities |
| LIBERTY UTILS FIN GP1 | 2030-09-15      | 2.0500%  | N/A     | $7325000.00        | $6592381.99        | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2031-11-04      | 4.4250%  | N/A     | $6990000.00        | $6890133.29        | Corporate Debt Securities |
| META PLATFORMS INC SR | 2066-05-15      | 6.4500%  | N/A     | $3300000.00        | $3330390.25        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANC | 2030-07-17      | 2.0480%  | N/A     | $7268000.00        | $6614892.67        | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2028-05-26      | 4.5115%  | N/A     | $6384000.00        | $6401315.71        | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2029-01-12      | 5.0160%  | N/A     | $6881000.00        | $7063956.62        | Corporate Debt Securities |
| MOSAIC COSR NT 5.625% | 2043-11-15      | 5.6250%  | N/A     | $19000.00          | $17985.92          | Corporate Debt Securities |
| NORTHWESTERN MEM HEAL | 2051-07-15      | 2.6330%  | N/A     | $1000.00           | $606.57            | Corporate Debt Securities |
| ORIX CORPSR GLBL NT 3 | 2030-09-09      | 4.4500%  | N/A     | $407000.00         | $406140.78         | Corporate Debt Securities |
| PERU REP SR GLBL BD 6 | 2060-12-01      | 2.7800%  | N/A     | $1000.00           | $555.65            | Other Instrument          |
| PERUSAHAAN LISTRIK NE | 2049-07-17      | 4.8750%  | N/A     | $6900000.00        | $5697226.50        | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NE | 2027-05-15      | 4.1250%  | N/A     | $2650000.00        | $2636681.54        | Corporate Debt Securities |
| PERUSAHAAN PENERBIT S | 2035-07-23      | 5.2000%  | N/A     | $5102000.00        | $5111948.90        | Other Instrument          |
| PETRONAS CAPITAL LTD  | 2032-01-28      | 2.4800%  | N/A     | $5400000.00        | $4880604.00        | Corporate Debt Securities |
| POWER FIN CORP LTD FR | 2030-04-23      | 3.9500%  | N/A     | $6717000.00        | $6583230.95        | Corporate Debt Securities |
| PROLOGIS L P SR GLBL  | 2031-02-01      | 1.7500%  | N/A     | $1000.00           | $884.50            | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH  | 2051-10-01      | 2.7000%  | N/A     | $1000.00           | $588.14            | Corporate Debt Securities |
| SIEMENS FIN NV SR 144 | 2026-10-15      | 2.3500%  | N/A     | $7000000.00        | $6976005.56        | Corporate Debt Securities |
| SMBC AVIATION CAP FIN | 2030-04-01      | 5.1000%  | N/A     | $6000000.00        | $6084580.00        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2031-05-13      | 5.3133%  | N/A     | $7000000.00        | $7203054.26        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2036-07-08      | 5.2460%  | N/A     | $5046000.00        | $5184446.26        | Corporate Debt Securities |
| TD SYNNEX CORPORATION | 2031-08-09      | 2.6500%  | N/A     | $7578000.00        | $6796687.15        | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2031-05-14      | 4.5500%  | N/A     | $13000.00          | $12969.27          | Corporate Debt Securities |
| UBS GROUP AG SR GLBL  | 2029-01-12      | 3.8690%  | N/A     | $6646000.00        | $6664699.81        | Corporate Debt Securities |
| YARA INTL ASASR GLBL  | 2028-06-01      | 4.7500%  | N/A     | $85000.00          | $87082.17          | Corporate Debt Securities |

### Security 368: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **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: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 0SOC03F70
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 5.7%031537    | 2037-03-15      | 5.7000%  | N/A     | $944000.00         | $993377.49         | Corporate Debt Securities                         |
| ABBOTT LABORATORIESSR | 2043-04-15      | 4.7500%  | N/A     | $2842000.00        | $2624347.01        | Corporate Debt Securities                         |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $4000.00           | $4116.20           | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECO | 2031-02-02      | 3.1000%  | N/A     | $2463000.00        | $2247302.78        | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECO | 2041-08-02      | 5.0000%  | N/A     | $1150000.00        | $1036299.50        | Corporate Debt Securities                         |
| ADOBE INCSR GLBL NT 2 | 2027-04-04      | 4.8500%  | N/A     | $7000.00           | $7097.86           | Corporate Debt Securities                         |
| AES GENER S ASR REGS  | 2032-03-14      | 6.2500%  | N/A     | $450000.00         | $468031.88         | Corporate Debt Securities                         |
| AGROSUPER SA SR REGS  | 2032-01-20      | 4.6000%  | N/A     | $2000000.00        | $1942566.67        | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KO | 2046-03-16      | 4.5000%  | N/A     | $828000.00         | $743332.86         | Corporate Debt Securities                         |
| AKER BP ASASR GLBL 14 | 2030-01-15      | 3.7500%  | N/A     | $465000.00         | $454550.68         | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2030-11-15      | 4.1000%  | N/A     | $1648000.00        | $1630241.88        | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2060-08-15      | 2.2500%  | N/A     | $1002000.00        | $512232.42         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2028-09-01      | 4.5439%  | N/A     | $1951000.00        | $1975783.58        | Corporate Debt Securities                         |
| AMERICAN TRANSMISSION | 2056-04-01      | 5.7500%  | N/A     | $2000.00           | $2001.98           | Corporate Debt Securities                         |
| AMFAM HOLDINGS INC SR | 2051-03-11      | 3.8330%  | N/A     | $2296000.00        | $1601562.94        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2042-07-15      | 3.7500%  | N/A     | $3000.00           | $2453.99           | Corporate Debt Securities                         |
| ANTOFAGASTA PLCSR REG | 2034-05-02      | 6.2500%  | N/A     | $1500000.00        | $1593596.25        | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2028-08-14      | 5.3550%  | N/A     | $1488000.00        | $1541685.18        | Corporate Debt Securities                         |
| APA CORPORATIONSR NT  | 2040-09-01      | 5.1000%  | N/A     | $2923000.00        | $2645159.11        | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS | 2031-07-29      | 6.7000%  | N/A     | $1800000.00        | $1879944.00        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 3 | 2030-05-11      | 1.6500%  | N/A     | $734000.00         | $665426.05         | Corporate Debt Securities                         |
| ARES MANAGEMENT CORPO | 2028-11-10      | 6.3750%  | N/A     | $2000000.00        | $2080609.17        | Corporate Debt Securities                         |
| ASB BK LTD FR 2.375%1 | 2031-10-22      | 2.3750%  | N/A     | $550000.00         | $489940.53         | Corporate Debt Securities                         |
| ASB BK LTD VR 102925- | 2030-10-29      | 4.5325%  | N/A     | $2000000.00        | $2021368.92        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG2025 | 2028-09-18      | 4.6376%  | N/A     | $402000.00         | $404979.94         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDGSR S | 2030-11-19      | 2.5500%  | N/A     | $1700000.00        | $1513966.17        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2029-12-16      | 4.4885%  | N/A     | $410000.00         | $418293.04         | Corporate Debt Securities                         |
| AUSTRALIAN METCOAL FI | 2031-10-22      | 6.2500%  | N/A     | $600000.00         | $614078.17         | Corporate Debt Securities                         |
| AUSTRALIAN METCOAL FI | 2034-04-22      | 6.7500%  | N/A     | $1100000.00        | $1137595.25        | Corporate Debt Securities                         |
| AUTOZONE INC SR GLBL  | 2029-07-15      | 5.1000%  | N/A     | $62000.00          | $64106.35          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC  | 2029-06-01      | 3.3000%  | N/A     | $2372000.00        | $2330316.05        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LL | 2033-01-28      | 4.8750%  | N/A     | $2000000.00        | $1972295.83        | Corporate Debt Securities                         |
| AVNET INCSR GLBL NT 3 | 2031-05-15      | 3.0000%  | N/A     | $1413000.00        | $1277078.82        | Corporate Debt Securities                         |
| AXA SA PERP FR 6.379% | 2099-01-01      | 6.3790%  | N/A     | $400000.00         | $460898.83         | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FI | 2030-03-15      | 5.9500%  | N/A     | $1328000.00        | $1314269.22        | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LL | 2036-06-15      | 5.0000%  | N/A     | $259000.00         | $257299.23         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2030-03-14      | 5.5380%  | N/A     | $2600000.00        | $2678097.50        | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2028-03-24      | 4.1750%  | N/A     | $200000.00         | $200899.64         | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2031-04-15      | 4.8670%  | N/A     | $1400000.00        | $1399017.98        | Corporate Debt Securities                         |
| BANGKOK BK PUB CO LTD | 2027-06-15      | 4.3000%  | N/A     | $200000.00         | $203549.78         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2085-11-26      | 6.8750%  | N/A     | $1864000.00        | $1894798.72        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2029-10-25      | 6.3170%  | N/A     | $1164000.00        | $1218738.33        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2031-01-28      | 1.6500%  | N/A     | $483000.00         | $428887.50         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2085-10-27      | 6.8750%  | N/A     | $501000.00         | $509707.94         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2082-10-27      | 8.6250%  | N/A     | $750000.00         | $788892.50         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 3 | 2030-07-23      | 3.1940%  | N/A     | $150000.00         | $145255.35         | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 4 | 2028-04-27      | 4.3760%  | N/A     | $2000.00           | $2006.68           | Corporate Debt Securities                         |
| BANK OF AMER CORPFR 5 | 2035-08-15      | 5.4250%  | N/A     | $159000.00         | $162038.84         | Corporate Debt Securities                         |
| BANK OF AMER CORPVR 0 | 2032-02-06      | 4.5018%  | N/A     | $3000000.00        | $2991171.27        | Corporate Debt Securities                         |
| BANK OF AMERICA NA SR | 2026-08-18      | 4.6544%  | N/A     | $619000.00         | $620181.52         | Corporate Debt Securities                         |
| BANQUE FED DU CRED MU | 2028-10-16      | 4.6262%  | N/A     | $3000000.00        | $3032945.80        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL FLT | 2028-03-12      | 5.1287%  | N/A     | $1630000.00        | $1659052.65        | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2035-09-10      | 5.3350%  | N/A     | $2663000.00        | $2676068.30        | Corporate Debt Securities                         |
| BARCLAYS PLC SR GLBL  | 2036-02-25      | 5.7850%  | N/A     | $1800000.00        | $1861659.50        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.5470%  | N/A     | $9993000.00        | $9491164.34        | Private Label Collateralized Mortgage Obligations |
| BELROSE FDG TR IISR 1 | 2055-05-15      | 6.7920%  | N/A     | $850000.00         | $873223.13         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  | N/A     | $1663000.00        | $1722644.42        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CR | 2029-01-15      | 4.0000%  | N/A     | $2500000.00        | $2424547.22        | Corporate Debt Securities                         |
| BLOCK FINL LLC CR SEN | 2030-08-15      | 3.8750%  | N/A     | $751000.00         | $721624.22         | Corporate Debt Securities                         |
| BNP PARIBASFR 5.198%0 | 2030-01-10      | 5.1980%  | N/A     | $377000.00         | $388291.17         | Corporate Debt Securities                         |
| BNP PARIBASFR 5.906%1 | 2035-11-19      | 5.9060%  | N/A     | $1000000.00        | $1021660.56        | Corporate Debt Securities                         |
| BOC AVIATION USA CORP | 2031-09-04      | 4.6250%  | N/A     | $890000.00         | $903172.12         | Corporate Debt Securities                         |
| BOEING COCR SEN SR GL | 2040-05-01      | 5.7050%  | N/A     | $19000.00          | $19384.51          | Corporate Debt Securities                         |
| BPCE FR 5.389%052831  | 2031-05-28      | 5.3890%  | N/A     | $1400000.00        | $1417723.57        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2031-02-15      | 2.4500%  | N/A     | $2613000.00        | $2390941.45        | Corporate Debt Securities                         |
| BX COML MTG TR 2024-M | 2039-02-15      | 5.3183%  | N/A     | $7000000.00        | $6224562.79        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.3271%  | N/A     | $36988000.00       | $37099320.79       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE D2 | 2041-04-15      | 7.5151%  | N/A     | $23811111.00       | $22893861.27       | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP | 2032-11-02      | 2.6180%  | N/A     | $4000.00           | $3543.13           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN COR | 2031-12-01      | 3.5690%  | N/A     | $730000.00         | $677525.21         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CON | 2032-05-05      | 6.1800%  | N/A     | $529000.00         | $531179.48         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CON | 2049-04-30      | 5.5000%  | N/A     | $1500000.00        | $1306350.83        | Corporate Debt Securities                         |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $1501000.00        | $1629428.06        | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2034-02-26      | 5.0500%  | N/A     | $1319000.00        | $1352721.33        | Corporate Debt Securities                         |
| CITIBANK N A SR GLBL  | 2030-05-29      | 4.7639%  | N/A     | $2000000.00        | $2043601.07        | Corporate Debt Securities                         |
| CITIGROUP INCJR SB GL | 2034-05-25      | 6.1740%  | N/A     | $1092000.00        | $1142096.59        | Corporate Debt Securities                         |
| CITIGROUP INCJR SB GL | 2035-02-13      | 5.8270%  | N/A     | $96000.00          | $99592.06          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2030-02-13      | 5.1740%  | N/A     | $3000000.00        | $3086983.67        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2028-02-24      | 3.0700%  | N/A     | $1515000.00        | $1512759.90        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2029-03-04      | 4.5104%  | N/A     | $1961000.00        | $1986427.62        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2031-03-31      | 4.4120%  | N/A     | $180000.00         | $179197.34         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2031-09-11      | 4.8096%  | N/A     | $2000000.00        | $2033814.49        | Corporate Debt Securities                         |
| CITIGROUP INCSR NT FX | 2028-07-24      | 3.6680%  | N/A     | $401000.00         | $402835.02         | Corporate Debt Securities                         |
| COLBUN SASR GLBL REGS | 2030-03-06      | 3.1500%  | N/A     | $657000.00         | $620866.64         | Corporate Debt Securities                         |
| COLBUN SASR REGS NT 3 | 2035-09-11      | 5.3750%  | N/A     | $1000000.00        | $993715.83         | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2052-08-15      | 2.4500%  | N/A     | $5000000.00        | $2649338.89        | Corporate Debt Securities                         |
| COMISION FEDERAL DE E | 2035-01-24      | 6.4500%  | N/A     | $1600000.00        | $1631801.33        | Corporate Debt Securities                         |
| COMISION FEDERAL DE E | 2033-07-26      | 3.8750%  | N/A     | $493000.00         | $431774.12         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $1293000.00        | $988218.35         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2099-01-01      | 7.1250%  | N/A     | $1230000.00        | $1283790.98        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S AFR | 2099-01-01      | 4.7500%  | N/A     | $792000.00         | $775635.96         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LO | 2027-01-10      | 4.1250%  | N/A     | $3000000.00        | $3045501.25        | Corporate Debt Securities                         |
| CROWN CASTLE INC SR G | 2026-07-15      | 1.0500%  | N/A     | $2505000.00        | $2504695.23        | Corporate Debt Securities                         |
| CSX CORP SR GLBL NT 4 | 2042-05-30      | 4.7500%  | N/A     | $2564000.00        | $2419205.93        | Corporate Debt Securities                         |
| DAIICHI LIFE GROUP IN | 2099-01-01      | 4.0000%  | N/A     | $447000.00         | $452046.13         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2034-06-25      | 5.3750%  | N/A     | $2429000.00        | $2499764.19        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  | N/A     | $3178000.00        | $3041426.77        | Corporate Debt Securities                         |
| DANSKE BK AS FR 5.705 | 2030-03-01      | 5.7050%  | N/A     | $1800000.00        | $1869040.00        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y LW | 2033-01-07      | 3.7420%  | N/A     | $300000.00         | $278640.03         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2029-11-20      | 6.8190%  | N/A     | $618000.00         | $648587.76         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2031-08-04      | 4.9500%  | N/A     | $2225000.00        | $2252573.31        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2031-09-18      | 3.5470%  | N/A     | $1825000.00        | $1731697.74        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 5.3730%  | N/A     | $2610000.00        | $2692856.41        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2035-09-11      | 5.4030%  | N/A     | $2937000.00        | $2965449.25        | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  | N/A     | $1180000.00        | $1381580.71        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS | 2038-04-15      | 6.0500%  | N/A     | $2000000.00        | $2142328.89        | Corporate Debt Securities                         |
| DWIGHT 2025-FL1A20420 | 2042-06-20      | 5.2871%  | N/A     | $16163000.00       | $16251634.24       | Private Label Collateralized Mortgage Obligations |
| DWIGHT 2025-FL1E20420 | 2042-06-20      | 8.5631%  | N/A     | $5000000.00        | $5023823.87        | Private Label Collateralized Mortgage Obligations |
| ECOLAB INC SR GLBL NT | 2028-06-15      | 4.3000%  | N/A     | $416000.00         | $423978.42         | Corporate Debt Securities                         |
| ECOLAB INC SR GLBL NT | 2035-09-01      | 5.0000%  | N/A     | $116000.00         | $116963.06         | Corporate Debt Securities                         |
| EL PUERTO DE LIVERPOO | 2038-02-10      | 5.7500%  | N/A     | $550000.00         | $533582.35         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2034-04-22      | 5.9500%  | N/A     | $2000000.00        | $2098350.56        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2039-01-26      | 6.9500%  | N/A     | $2000.00           | $2255.83           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2036-04-22      | 5.2500%  | N/A     | $1876000.00        | $1856294.18        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2029-09-15      | 2.8750%  | N/A     | $27000.00          | $25735.85          | Corporate Debt Securities                         |
| EMPRESA DE ENERGIA DE | 2035-10-22      | 5.7500%  | N/A     | $1978000.00        | $1922931.93        | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2036-01-15      | 5.3500%  | N/A     | $3000000.00        | $3046711.67        | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2030-04-01      | 5.2000%  | N/A     | $2800000.00        | $2876153.78        | Corporate Debt Securities                         |
| ENI SPAGLBL 144A NT6% | 2056-05-18      | 6.0000%  | N/A     | $477000.00         | $475756.62         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC1ST  | 2036-06-15      | 5.2000%  | N/A     | $3000.00           | $2987.33           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2041-02-01      | 5.9500%  | N/A     | $2389000.00        | $2542643.23        | Corporate Debt Securities                         |
| EPR PPTYSSR GLBL NT 3 | 2030-11-15      | 4.7500%  | N/A     | $5170000.00        | $5072737.94        | Corporate Debt Securities                         |
| EQT CORP SR GLBL NT3. | 2027-10-01      | 3.9000%  | N/A     | $112000.00         | $111929.81         | Corporate Debt Securities                         |
| EQUIFAX INCGLBL NT 2. | 2031-09-15      | 2.3500%  | N/A     | $45000.00          | $39842.57          | Corporate Debt Securities                         |
| EXPEDIA GROUP INCSR G | 2036-04-15      | 5.5000%  | N/A     | $1500000.00        | $1492929.17        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE L | 2029-04-01      | 3.9000%  | N/A     | $21000.00          | $20731.48          | Corporate Debt Securities                         |
| FARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  | N/A     | $480000.00         | $487807.47         | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP  | 2029-06-15      | 3.2000%  | N/A     | $1522000.00        | $1481039.60        | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO IN | 2029-03-15      | 4.3000%  | N/A     | $2000000.00        | $2000293.33        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2029-06-15      | 5.1500%  | N/A     | $800000.00         | $835920.89         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1M | 2044-10-01      | 4.0500%  | N/A     | $1000.00           | $824.35            | Corporate Debt Securities                         |
| FORTIVE CORP SR GLBL  | 2036-05-15      | 5.2500%  | N/A     | $1673000.00        | $1671389.74        | Corporate Debt Securities                         |
| GC TREAS CTR CO LTDFR | 2032-03-30      | 4.4000%  | N/A     | $2565000.00        | $2462736.30        | Corporate Debt Securities                         |
| GENERAL MILLS INCSR G | 2028-04-17      | 4.2000%  | N/A     | $1057000.00        | $1057190.26        | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2028-04-15      | 5.3500%  | N/A     | $29000.00          | $29563.15          | Corporate Debt Securities                         |
| GENERAL MTRS COSR GLB | 2027-10-01      | 6.8000%  | N/A     | $2749000.00        | $2851552.97        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2032-01-12      | 3.1000%  | N/A     | $461000.00         | $422099.54         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2029-10-06      | 4.9000%  | N/A     | $1760000.00        | $1780475.64        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2031-01-08      | 4.6000%  | N/A     | $2743000.00        | $2761368.96        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2029-01-07      | 5.8000%  | N/A     | $122000.00         | $128129.01         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2030-01-07      | 4.9243%  | N/A     | $2598000.00        | $2629373.09        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2028-06-23      | 5.8000%  | N/A     | $184000.00         | $192582.37         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2028-10-15      | 2.4000%  | N/A     | $500000.00         | $476446.67         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2029-04-06      | 4.3000%  | N/A     | $119000.00         | $118406.26         | Corporate Debt Securities                         |
| GENM CAPITAL LABUAN L | 2031-04-19      | 3.8820%  | N/A     | $867000.00         | $788149.24         | Corporate Debt Securities                         |
| GLOBAL PMTS INCSR GLB | 2032-11-15      | 5.2000%  | N/A     | $2000000.00        | $1960484.44        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 4.7614%  | N/A     | $2000000.00        | $2008599.22        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2030-10-23      | 4.6920%  | N/A     | $2668000.00        | $2673928.30        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 4.7135%  | N/A     | $114000.00         | $114940.54         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-08-23      | 4.4820%  | N/A     | $1000.00           | $1011.66           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-05-01      | 4.2230%  | N/A     | $19000.00          | $18920.48          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2030-04-20      | 4.6349%  | N/A     | $1138000.00        | $1146301.71        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-01-28      | 5.2070%  | N/A     | $1000.00           | $1030.41           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2035-04-25      | 5.8510%  | N/A     | $1797000.00        | $1878001.47        | Corporate Debt Securities                         |
| GRAND RIV FDG TR IISR | 2056-02-15      | 7.2800%  | N/A     | $550000.00         | $584284.56         | Corporate Debt Securities                         |
| GS CALTEX CORP SR REG | 2028-08-07      | 5.3750%  | N/A     | $2650000.00        | $2736581.39        | Corporate Debt Securities                         |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $895000.00         | $872451.47         | Corporate Debt Securities                         |
| HANWHA Q CELLS AMERS  | 2028-07-27      | 5.0000%  | N/A     | $3000000.00        | $3084253.33        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLCSR G | 2035-02-15      | 5.3750%  | N/A     | $1263000.00        | $1291263.13        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTER | 2031-10-15      | 4.8500%  | N/A     | $2902000.00        | $2908087.75        | Corporate Debt Securities                         |
| HF SINCLAIR CORP SR G | 2031-01-15      | 5.7500%  | N/A     | $2200000.00        | $2298368.11        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2031-03-15      | 1.3750%  | N/A     | $2392000.00        | $2077060.64        | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2079-12-31      | 6.5000%  | N/A     | $600000.00         | $613726.00         | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-12-31      | 7.0500%  | N/A     | $1959000.00        | $2072514.25        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2030-11-19      | 4.9237%  | N/A     | $1634000.00        | $1654824.50        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-11-06      | 4.6190%  | N/A     | $2380000.00        | $2357820.85        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2032-05-24      | 2.8040%  | N/A     | $438000.00         | $395894.82         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2029-03-09      | 6.1610%  | N/A     | $228000.00         | $237001.69         | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-03-03      | 4.9350%  | N/A     | $707000.00         | $722862.12         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2029-09-26      | 4.5500%  | N/A     | $1300000.00        | $1305281.25        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2027-11-01      | 4.8750%  | N/A     | $1000000.00        | $1007091.67        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 5 | 2030-01-08      | 5.3000%  | N/A     | $2500000.00        | $2591445.83        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER SR 1 | 2029-04-06      | 4.7500%  | N/A     | $188000.00         | $189393.65         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER VR 0 | 2028-09-18      | 4.7077%  | N/A     | $715000.00         | $724747.64         | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2041-08-12      | 2.8000%  | N/A     | $8000.00           | $5675.94           | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS | 2030-11-01      | 2.3000%  | N/A     | $1628000.00        | $1461030.51        | Corporate Debt Securities                         |
| INTERNATIONAL PAPER C | 2039-11-15      | 7.3000%  | N/A     | $1000000.00        | $1138028.89        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A | 2042-06-01      | 4.9500%  | N/A     | $962000.00         | $851567.21         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A  | 2033-06-23      | 6.1250%  | N/A     | $1874000.00        | $1915399.78        | Corporate Debt Securities                         |
| JACKCON PK TR 2019-LI | 2039-10-14      | 3.2424%  | N/A     | $39589000.00       | $34880279.07       | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD | 2052-02-02      | 4.3750%  | N/A     | $1747000.00        | $1342235.39        | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR  | 2037-01-16      | 3.0648%  | N/A     | $5610000.00        | $4526617.74        | Private Label Collateralized Mortgage Obligations |
| KENTUCKY UTILS CO1M G | 2040-11-01      | 5.1250%  | N/A     | $2610000.00        | $2535944.15        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC  | 2026-11-15      | 4.2140%  | N/A     | $2426000.00        | $2430406.47        | Corporate Debt Securities                         |
| KLA CORP SR GLBL NT 5 | 2049-03-15      | 5.0000%  | N/A     | $54000.00          | $50082.18          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES | 2034-06-01      | 5.3500%  | N/A     | $1250000.00        | $1304340.97        | Corporate Debt Securities                         |
| LAM RESEARCH CORP4.87 | 2049-03-15      | 4.8750%  | N/A     | $894000.00         | $821291.73         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP  | 2033-05-18      | 5.6500%  | N/A     | $100000.00         | $100651.11         | Corporate Debt Securities                         |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $777000.00         | $761196.68         | Corporate Debt Securities                         |
| LEIGHTON FINANCE (USA | 2034-03-25      | 7.0000%  | N/A     | $2190000.00        | $2364158.53        | Corporate Debt Securities                         |
| LENOVO GROUP LTD SR G | 2032-07-27      | 6.5360%  | N/A     | $600000.00         | $660671.87         | Corporate Debt Securities                         |
| LG ELECTRONICS INC NE | 2027-04-24      | 5.6250%  | N/A     | $988000.00         | $1002146.93        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LT | 2031-04-02      | 5.1960%  | N/A     | $1100000.00        | $1117874.77        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2099-01-01      | 8.0000%  | N/A     | $2866000.00        | $3089713.59        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2036-06-13      | 6.0680%  | N/A     | $670000.00         | $707533.55         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2029-03-06      | 5.8710%  | N/A     | $2480000.00        | $2568153.87        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2028-11-07      | 3.5740%  | N/A     | $1500000.00        | $1484031.17        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  | N/A     | $2284000.00        | $2397893.94        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMIT | 2033-01-14      | 2.8710%  | N/A     | $2777000.00        | $2511675.01        | Corporate Debt Securities                         |
| MARATHON PETE CORP SR | 2048-04-01      | 4.5000%  | N/A     | $3618000.00        | $2947114.26        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW | 2031-04-15      | 2.8500%  | N/A     | $905000.00         | $832729.72         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY IN | 2031-04-15      | 2.9500%  | N/A     | $902000.00         | $833200.45         | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.4 | 2031-02-12      | 4.4000%  | N/A     | $2000000.00        | $2014935.56        | Corporate Debt Securities                         |
| MEGA ADVANCE INVESTME | 2041-05-12      | 6.3750%  | N/A     | $628000.00         | $687208.10         | Corporate Debt Securities                         |
| MEITUANSR GLBL REGS 3 | 2032-11-05      | 4.7500%  | N/A     | $2000000.00        | $1955513.33        | Corporate Debt Securities                         |
| MEITUANSR GLBL REGS 3 | 2035-11-05      | 5.1250%  | N/A     | $735000.00         | $718474.75         | Corporate Debt Securities                         |
| METLIFE INCJR SB GLBL | 2055-03-15      | 6.3500%  | N/A     | $51000.00          | $52936.61          | Corporate Debt Securities                         |
| MINEJESA CAPITAL BVSR | 2037-08-10      | 5.6250%  | N/A     | $600000.00         | $584694.75         | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AME | 2029-10-24      | 5.1500%  | N/A     | $1400000.00        | $1421429.72        | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AME | 2031-01-14      | 4.5580%  | N/A     | $1500000.00        | $1506813.75        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2031-01-16      | 5.1970%  | N/A     | $2050000.00        | $2119515.56        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2031-04-24      | 5.1590%  | N/A     | $1240000.00        | $1263244.66        | Corporate Debt Securities                         |
| MITSUI SUMITOMO INSUR | 2099-01-01      | 4.9500%  | N/A     | $2371000.00        | $2396233.37        | Corporate Debt Securities                         |
| MIZUHO BANK LTD. SR G | 2036-04-16      | 5.1850%  | N/A     | $367000.00         | $367900.32         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2031-05-13      | 4.7118%  | N/A     | $2000000.00        | $2012975.41        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2037-05-12      | 5.0500%  | N/A     | $500000.00         | $492247.36         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2030-05-22      | 3.2610%  | N/A     | $614000.00         | $591609.93         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2032-05-12      | 4.4380%  | N/A     | $1369000.00        | $1344215.24        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2032-05-12      | 4.5630%  | N/A     | $852000.00         | $855354.89         | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE | 2036-07-08      | 5.5000%  | N/A     | $2000000.00        | $2014471.11        | Corporate Debt Securities                         |
| MORGAN STANLEY 3.591% | 2028-07-22      | 3.5910%  | N/A     | $2900000.00        | $2907070.93        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A | 2029-01-12      | 5.0160%  | N/A     | $1500000.00        | $1539883.00        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.6 | 2031-04-01      | 3.6220%  | N/A     | $3029000.00        | $2923789.03        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.6 | 2030-10-18      | 4.6540%  | N/A     | $371000.00         | $371282.10         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.2 | 2034-04-21      | 5.2500%  | N/A     | $1000.00           | $1015.73           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.2 | 2037-04-20      | 5.2970%  | N/A     | $484000.00         | $487082.31         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVAT | 2028-07-06      | 4.4660%  | N/A     | $2675000.00        | $2723203.35        | Corporate Debt Securities                         |
| MPLX LPSR GLBL NT5.4% | 2035-04-01      | 5.4000%  | N/A     | $3000000.00        | $3034950.00        | Corporate Debt Securities                         |
| NATIONAL GAS CO TRINI | 2036-01-15      | 6.0500%  | N/A     | $1000000.00        | $926119.44         | Corporate Debt Securities                         |
| NATWEST GROUP PLCALT  | 2099-01-01      | 8.1250%  | N/A     | $1000000.00        | $1105845.97        | Corporate Debt Securities                         |
| NATWEST GROUP PLCSR G | 2028-03-01      | 5.5830%  | N/A     | $938000.00         | $958520.94         | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2030-03-21      | 4.8262%  | N/A     | $3000000.00        | $3054861.04        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL  | 2031-08-01      | 1.8500%  | N/A     | $2278000.00        | $1995696.32        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2082-03-15      | 3.8000%  | N/A     | $300000.00         | $297747.33         | Corporate Debt Securities                         |
| NIPPON LIFE INSURANCE | 2055-04-30      | 6.5000%  | N/A     | $392000.00         | $413393.84         | Corporate Debt Securities                         |
| NMI HLDGS INCGLBL NT  | 2029-08-15      | 6.0000%  | N/A     | $2327000.00        | $2409895.50        | Corporate Debt Securities                         |
| NOMURA HLDGS INC GLBL | 2027-07-02      | 5.5940%  | N/A     | $779000.00         | $805440.95         | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2034-07-03      | 5.7830%  | N/A     | $1357000.00        | $1435873.29        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2030-08-28      | 4.4765%  | N/A     | $1500000.00        | $1503725.83        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP | 2054-06-01      | 5.2000%  | N/A     | $2000000.00        | $1907042.22        | Corporate Debt Securities                         |
| NORTHWESTERN MEM HEAL | 2051-07-15      | 2.6330%  | N/A     | $1000.00           | $606.57            | Corporate Debt Securities                         |
| OAKTREE CLO LTD 2025- | 2038-07-15      | 4.9931%  | N/A     | $29560695.00       | $29804058.68       | Asset-Backed Securities                           |
| OBX TRUST 2021-INV2B- | 2051-10-25      | 3.0591%  | N/A     | $2400000.00        | $1799352.47        | Private Label Collateralized Mortgage Obligations |
| OMEGA HEALTHCARE INVS | 2031-02-01      | 3.3750%  | N/A     | $1500000.00        | $1407813.75        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL FL | 2028-08-03      | 4.3920%  | N/A     | $3000000.00        | $2986617.76        | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2036-02-04      | 5.7000%  | N/A     | $658000.00         | $652800.70         | Corporate Debt Securities                         |
| ORIX CORPGLBL NT 5%27 | 2027-09-13      | 5.0000%  | N/A     | $2100000.00        | $2135984.67        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2032-03-01      | 4.4000%  | N/A     | $1428000.00        | $1398105.61        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2043-06-15      | 4.6000%  | N/A     | $1702000.00        | $1444973.42        | Corporate Debt Securities                         |
| PACIFICORP 1MTG BD 5. | 2035-06-15      | 5.2500%  | N/A     | $695000.00         | $702531.48         | Corporate Debt Securities                         |
| PANASONIC HLDGS CORP  | 2034-07-16      | 5.3020%  | N/A     | $2232000.00        | $2304713.97        | Corporate Debt Securities                         |
| PAYCHEX INCSR GLBL NT | 2035-04-15      | 5.6000%  | N/A     | $2200000.00        | $2233911.78        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR N | 2036-06-01      | 5.5500%  | N/A     | $153000.00         | $153163.45         | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NE | 2027-05-15      | 4.1250%  | N/A     | $2350000.00        | $2338189.29        | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NE | 2027-05-15      | 4.1250%  | N/A     | $1800000.00        | $1790953.50        | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD  | 2032-01-28      | 2.4800%  | N/A     | $1000000.00        | $903815.56         | Corporate Debt Securities                         |
| POLARIS INCSR GLBL NT | 2031-03-01      | 5.6000%  | N/A     | $1000000.00        | $1008228.89        | Corporate Debt Securities                         |
| POWER FIN CORP LTD FR | 2028-12-06      | 6.1500%  | N/A     | $2160000.00        | $2227176.00        | Corporate Debt Securities                         |
| PROSUS N V FR 4.027%0 | 2050-08-03      | 4.0270%  | N/A     | $950000.00         | $675161.09         | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH  | 2051-10-01      | 2.7000%  | N/A     | $2748000.00        | $1616208.72        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2044-05-15      | 4.6000%  | N/A     | $1855000.00        | $1616092.49        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCJR | 2052-03-01      | 5.1250%  | N/A     | $1378000.00        | $1361994.34        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER C | 2035-12-15      | 5.0000%  | N/A     | $646000.00         | $643939.98         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2032-12-15      | 4.9000%  | N/A     | $1312000.00        | $1349657.32        | Corporate Debt Securities                         |
| QUALCOMM INC SR GLBL  | 2035-05-20      | 5.0000%  | N/A     | $185000.00         | $185525.40         | Corporate Debt Securities                         |
| RADIAN GROUP INC SR G | 2029-05-15      | 6.2000%  | N/A     | $555000.00         | $575069.42         | Corporate Debt Securities                         |
| RCKT MRTG TR 2022-2B- | 2052-02-25      | 2.7985%  | N/A     | $8350000.00        | $6272492.23        | Private Label Collateralized Mortgage Obligations |
| RELIANCE INDS LTDGLBL | 2052-01-12      | 3.6250%  | N/A     | $441000.00         | $321751.46         | Corporate Debt Securities                         |
| RELIANCE INDS LTDSR R | 2040-10-19      | 6.2500%  | N/A     | $1959000.00        | $2137316.89        | Corporate Debt Securities                         |
| ROYAL BK CDA ALT TIER | 2085-11-24      | 6.5000%  | N/A     | $800000.00         | $784114.22         | Corporate Debt Securities                         |
| ROYAL BK CDA ALT TIER | 2084-05-02      | 7.5000%  | N/A     | $1800000.00        | $1881603.00        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 2.3%1 | 2031-11-03      | 2.3000%  | N/A     | $1575000.00        | $1409091.25        | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2046-11-01      | 3.7500%  | N/A     | $341000.00         | $262081.23         | Corporate Debt Securities                         |
| RTX CORPORATIONSR NT  | 2042-06-01      | 4.5000%  | N/A     | $2421000.00        | $2213883.45        | Corporate Debt Securities                         |
| RYDER SYS INCFR 6.3%1 | 2028-12-01      | 6.3000%  | N/A     | $1028000.00        | $1100967.44        | Corporate Debt Securities                         |
| SANDS CHINA LTDCR SEN | 2027-03-08      | 2.3000%  | N/A     | $500000.00         | $494107.50         | Corporate Debt Securities                         |
| SANDS CHINA LTDCR SEN | 2029-03-08      | 2.8500%  | N/A     | $1000000.00        | $957902.50         | Corporate Debt Securities                         |
| SERVICENOW INC SR NT  | 2056-05-15      | 6.3000%  | N/A     | $1000000.00        | $1024530.00        | Corporate Debt Securities                         |
| SG RESIDENTIAL MTG TR | 2059-09-25      | 4.0780%  | N/A     | $9937000.00        | $9371443.38        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC GLBL | 2030-11-06      | 4.4117%  | N/A     | $589000.00         | $592370.48         | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.  | 2028-05-26      | 4.3500%  | N/A     | $1245000.00        | $1248750.56        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.  | 2030-05-28      | 4.6000%  | N/A     | $336000.00         | $337427.25         | Corporate Debt Securities                         |
| SIERRA PAC PWR COJR S | 2056-09-15      | 6.3750%  | N/A     | $637000.00         | $644266.05         | Corporate Debt Securities                         |
| SINOCHEM OVERSEAS CAP | 2040-11-12      | 6.3000%  | N/A     | $1500000.00        | $1675072.50        | Corporate Debt Securities                         |
| SK HYNIX INC SR GLBL  | 2028-01-17      | 6.3750%  | N/A     | $900000.00         | $948595.50         | Corporate Debt Securities                         |
| SK HYNIX INC SR REGS  | 2029-01-16      | 5.5000%  | N/A     | $2800000.00        | $2928378.44        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN | 2030-04-01      | 5.1000%  | N/A     | $200000.00         | $202819.33         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN | 2028-06-15      | 2.3000%  | N/A     | $200000.00         | $192747.56         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2051-06-01      | 3.6500%  | N/A     | $4202000.00        | $2944161.65        | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAPSR | 2041-03-15      | 5.8750%  | N/A     | $166000.00         | $172587.94         | Corporate Debt Securities                         |
| SOUTHERN COJR SB GLBL | 2055-03-15      | 6.3750%  | N/A     | $2921000.00        | $3022020.35        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2029-01-21      | 4.8745%  | N/A     | $2000000.00        | $2021679.10        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2030-01-13      | 4.5549%  | N/A     | $1000000.00        | $1007797.11        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2030-02-08      | 7.0180%  | N/A     | $1540000.00        | $1657099.80        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2034-07-06      | 6.2960%  | N/A     | $1530000.00        | $1658809.34        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2029-01-09      | 6.3010%  | N/A     | $2752000.00        | $2889005.26        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2028-11-16      | 7.7670%  | N/A     | $1070000.00        | $1121215.28        | Corporate Debt Securities                         |
| STAR ENERGY GEOTHERMA | 2038-10-14      | 4.8500%  | N/A     | $750000.00         | $710566.88         | Corporate Debt Securities                         |
| STATE GRID OVERSEAS I | 2028-05-02      | 4.2500%  | N/A     | $2998000.00        | $3013552.13        | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2029-11-21      | 5.6840%  | N/A     | $1368000.00        | $1409591.46        | Corporate Debt Securities                         |
| STATE STR CORP SR SB  | 2031-03-03      | 2.2000%  | N/A     | $208000.00         | $187450.76         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2027-12-01      | 3.6250%  | N/A     | $1410000.00        | $1415109.29        | Corporate Debt Securities                         |
| SUMISHO AIR LEASE COR | 2030-12-01      | 3.1250%  | N/A     | $1810000.00        | $1700026.91        | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO  | 2099-01-01      | 5.8750%  | N/A     | $2447000.00        | $2501026.02        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2030-04-15      | 4.6845%  | N/A     | $3000000.00        | $3037923.71        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2027-10-18      | 3.3520%  | N/A     | $39000.00          | $38643.05          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2036-07-08      | 5.2460%  | N/A     | $1120000.00        | $1150729.25        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2028-09-17      | 1.9020%  | N/A     | $3161000.00        | $2993131.93        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2031-07-08      | 4.6600%  | N/A     | $270000.00         | $273548.25         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2029-07-09      | 4.8056%  | N/A     | $2800000.00        | $2841564.41        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2026-09-14      | 4.7887%  | N/A     | $1700000.00        | $1721320.37        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2034-03-07      | 5.3500%  | N/A     | $1860000.00        | $1920554.37        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2027-03-07      | 5.2000%  | N/A     | $3000000.00        | $3059323.33        | Corporate Debt Securities                         |
| SWCH COMM MTG TR2025- | 2042-02-18      | 5.0700%  | N/A     | $25822000.00       | $25711524.78       | Private Label Collateralized Mortgage Obligations |
| SYNCHRONY FINANCIALSR | 2036-07-29      | 6.0000%  | N/A     | $663000.00         | $675815.79         | Corporate Debt Securities                         |
| SYSCO CORP SR GLBL NT | 2030-09-23      | 5.1000%  | N/A     | $2200000.00        | $2245584.00        | Corporate Debt Securities                         |
| TARGA RES CORP SR GLB | 2035-08-15      | 5.5500%  | N/A     | $2895000.00        | $2987562.80        | Corporate Debt Securities                         |
| TENCENT HLDGS LTDFR 2 | 2030-06-03      | 2.3900%  | N/A     | $1601000.00        | $1510422.54        | Corporate Debt Securities                         |
| TENCENT HLDGS LTDFR 3 | 2050-06-03      | 3.2400%  | N/A     | $400000.00         | $287568.00         | Corporate Debt Securities                         |
| THAIOIL TREAS CTR CO  | 2050-06-18      | 3.7500%  | N/A     | $1951000.00        | $1441166.31        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2029-04-05      | 4.9940%  | N/A     | $975000.00         | $994793.48         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2036-01-11      | 4.8000%  | N/A     | $3000000.00        | $2997020.00        | Corporate Debt Securities                         |
| TRUIST FINL CORP FR 4 | 2036-10-23      | 4.9640%  | N/A     | $2000000.00        | $1947128.00        | Corporate Debt Securities                         |
| TSMC ARIZ CORP SR GLB | 2032-04-22      | 4.2500%  | N/A     | $1262000.00        | $1258388.23        | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH  | 2048-06-26      | 4.5000%  | N/A     | $3500000.00        | $3086982.50        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 6.6250%  | N/A     | $1522000.00        | $1566728.41        | Corporate Debt Securities                         |
| UBS GROUP AG SR 87 14 | 2034-09-22      | 6.3010%  | N/A     | $240000.00         | $258188.85         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2033-08-12      | 6.5370%  | N/A     | $2000000.00        | $2184038.83        | Corporate Debt Securities                         |
| ULTRATECH CEMENT LTD  | 2031-02-16      | 2.8000%  | N/A     | $223000.00         | $205111.19         | Corporate Debt Securities                         |
| UNITED AIR LINES INC  | 2029-04-15      | 4.6250%  | N/A     | $895000.00         | $885121.69         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2050-04-01      | 5.3000%  | N/A     | $2925000.00        | $2795770.25        | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2055-11-15      | 4.6250%  | N/A     | $1565800.00        | $1480118.66        | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $2999900.00        | $2028548.79        | U.S. Treasuries (including strips)                |
| VALERO ENERGY CORP SR | 2052-06-01      | 4.0000%  | N/A     | $2275000.00        | $1719985.94        | Corporate Debt Securities                         |
| VALLOUREC SA SR GLBL  | 2032-04-15      | 7.5000%  | N/A     | $2000000.00        | $2115133.33        | Corporate Debt Securities                         |
| VARANASI AURANGABAD N | 2034-02-28      | 5.9000%  | N/A     | $450000.00         | $468501.72         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC  | 2029-03-15      | 4.1250%  | N/A     | $991000.00         | $987600.04         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2040-11-20      | 2.6500%  | N/A     | $2000.00           | $1427.29           | Corporate Debt Securities                         |
| VICI PROPERTIES LP GL | 2032-05-15      | 5.1250%  | N/A     | $5000.00           | $4969.57           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC CR | 2030-02-15      | 7.8750%  | N/A     | $184000.00         | $208626.97         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2028-03-27      | 5.0500%  | N/A     | $304000.00         | $308315.96         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER | 2027-11-24      | 1.6250%  | N/A     | $593000.00         | $567468.80         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2032-03-15      | 4.8000%  | N/A     | $1805000.00        | $1838278.18        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 2 | 2031-02-11      | 2.5720%  | N/A     | $1000.00           | $934.43            | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 3 | 2033-03-02      | 3.3500%  | N/A     | $1498000.00        | $1390287.56        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2031-01-24      | 5.2440%  | N/A     | $2792000.00        | $2888012.23        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 5 | 2034-04-24      | 5.3890%  | N/A     | $1955000.00        | $1999611.74        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2 | 2052-01-18      | 3.0000%  | N/A     | $10783000.00       | $8926990.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERICA | 2037-06-11      | 6.3228%  | N/A     | $27252000.00       | $26242987.64       | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022 | 2035-11-15      | 7.7101%  | N/A     | $19850000.00       | $17502592.79       | Private Label Collateralized Mortgage Obligations |
| WOODSIDE FIN LTD SR G | 2032-05-19      | 5.7000%  | N/A     | $1500000.00        | $1553480.00        | Corporate Debt Securities                         |
| WOORI BK KOREA FR 4.7 | 2027-01-24      | 4.7500%  | N/A     | $1000000.00        | $1019883.06        | Corporate Debt Securities                         |
| YARA INTL ASASR GLBL  | 2030-06-04      | 3.1480%  | N/A     | $791000.00         | $750336.89         | Corporate Debt Securities                         |

### Security 369: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWB2, C.4 - ISIN: US85325VWB25, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $193018122.70
- **C.18.a - Value (excl. sponsor support):** $193018122.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVB3, C.4 - ISIN: US85325VVB34, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $206003617.36
- **C.18.a - Value (excl. sponsor support):** $206003617.36
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVX5, C.4 - ISIN: US85325VVX53, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $175026565.00
- **C.18.a - Value (excl. sponsor support):** $175026565.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520ML35, C.4 - ISIN: US85520ML353, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $87487293.70
- **C.18.a - Value (excl. sponsor support):** $87487293.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 373: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MH55, C.4 - ISIN: US85520MH559, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $39713240.00
- **C.18.a - Value (excl. sponsor support):** $39713240.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 374: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCS9, C.4 - ISIN: US86564KCS96, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $100006100.00
- **C.18.a - Value (excl. sponsor support):** $100006100.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3274806184, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: YCA2352
- **C.18 - Value (incl. sponsor support):** $144322444.00
- **C.18.a - Value (excl. sponsor support):** $144322444.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION -LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3291844127, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: YFCDB02
- **C.18 - Value (incl. sponsor support):** $152912205.60
- **C.18.a - Value (excl. sponsor support):** $152912205.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 377: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXP0, C.4 - ISIN: US86565GXP08, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $100017060.00
- **C.18.a - Value (excl. sponsor support):** $100017060.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TRL9, C.4 - ISIN: US86564TRL97, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $299991450.00
- **C.18.a - Value (excl. sponsor support):** $299991450.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TKZ5, C.4 - ISIN: US86564TKZ56, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $192031353.60
- **C.18.a - Value (excl. sponsor support):** $192031353.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KRF1, C.4 - ISIN: US86960KRF11, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $96487160.00
- **C.18.a - Value (excl. sponsor support):** $96487160.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KG71, C.4 - ISIN: US86960KG719, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $121509950.40
- **C.18.a - Value (excl. sponsor support):** $121509950.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KRG9, C.4 - ISIN: US86960KRG93, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $3859035.20
- **C.18.a - Value (excl. sponsor support):** $3859035.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNH9, C.4 - ISIN: US86960LNH95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $49018835.60
- **C.18.a - Value (excl. sponsor support):** $49018835.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFV9, C.4 - ISIN: US86960KFV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $116626395.60
- **C.18.a - Value (excl. sponsor support):** $116626395.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KF15, C.4 - ISIN: US86960KF158, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $109966769.00
- **C.18.a - Value (excl. sponsor support):** $109966769.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 386: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KGF3, C.4 - ISIN: US86960KGF30, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $149273955.00
- **C.18.a - Value (excl. sponsor support):** $149273955.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KSL7, C.4 - ISIN: US86960KSL79, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $122035544.60
- **C.18.a - Value (excl. sponsor support):** $122035544.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-05-20
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFA5, C.4 - ISIN: US86960KFA51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $126846025.20
- **C.18.a - Value (excl. sponsor support):** $126846025.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KQJ4, C.4 - ISIN: US86960KQJ42, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $242005625.00
- **C.18.a - Value (excl. sponsor support):** $242005625.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3YB6K
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 391: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTR7, C.4 - ISIN: US86959TTR76, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $69002477.10
- **C.18.a - Value (excl. sponsor support):** $69002477.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TUZ7, C.4 - ISIN: US86959TUZ73, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150044280.00
- **C.18.a - Value (excl. sponsor support):** $150044280.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-01-07
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRL2, C.4 - ISIN: US86959TRL25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $53022975.50
- **C.18.a - Value (excl. sponsor support):** $53022975.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XJV3, C.4 - ISIN: US87020XJV38, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $138194770.00
- **C.18.a - Value (excl. sponsor support):** $138194770.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XF39, C.4 - ISIN: US87020XF393, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $136931102.70
- **C.18.a - Value (excl. sponsor support):** $136931102.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 396: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XGD6, C.4 - ISIN: US87020XGD66, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99531020.00
- **C.18.a - Value (excl. sponsor support):** $99531020.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 397: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **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: 0TSU03WL4
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $14191000.00       | $14603264.32       | Corporate Debt Securities |
| AEGON FUNDING COMPANY | 2027-04-16      | 5.5000%  | N/A     | $12000000.00       | $12168473.33       | Corporate Debt Securities |
| AERCAP IRELAND CAP DE | 2033-10-29      | 3.4000%  | N/A     | $12625000.00       | $11255103.33       | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2027-07-28      | 4.6035%  | N/A     | $8000000.00        | $8039324.98        | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2029-04-25      | 4.7310%  | N/A     | $9000000.00        | $9079183.50        | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2029-04-25      | 4.8937%  | N/A     | $8000000.00        | $8132416.77        | Corporate Debt Securities |
| AMERICAN EXPRESS COSR | 2028-07-26      | 5.0430%  | N/A     | $8000000.00        | $8195922.00        | Corporate Debt Securities |
| AMERICO LIFE INC SR 1 | 2031-04-15      | 3.4500%  | N/A     | $20671000.00       | $18479805.10       | Corporate Debt Securities |
| ANTARES HLDGS LP SR 1 | 2029-02-08      | 6.5000%  | N/A     | $20600000.00       | $21092374.33       | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS | 2030-08-30      | 5.8750%  | N/A     | $10700000.00       | $10763565.43       | Corporate Debt Securities |
| AXA FINL INC SR DEB7% | 2028-04-01      | 7.0000%  | N/A     | $19100000.00       | $20044834.56       | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2028-11-07      | 6.6070%  | N/A     | $14000000.00       | $14705566.56       | Corporate Debt Securities |
| BANCO SANTANDER SA SN | 2027-04-11      | 4.2500%  | N/A     | $15000000.00       | $15077050.00       | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2029-03-20      | 4.2990%  | N/A     | $12400000.00       | $12525112.90       | Corporate Debt Securities |
| BANK OF AMER CORPFR 4 | 2032-04-23      | 4.6950%  | N/A     | $21800000.00       | $21757599.00       | Corporate Debt Securities |
| BANK OF AMER CORPFR 5 | 2044-01-21      | 5.0000%  | N/A     | $22318000.00       | $21379701.68       | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2047-01-10      | 4.9500%  | N/A     | $17300000.00       | $15755326.25       | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2028-08-09      | 5.5010%  | N/A     | $9000000.00        | $9241907.50        | Corporate Debt Securities |
| BARCLAYS PLC SR GLBL  | 2036-02-25      | 5.7850%  | N/A     | $17200000.00       | $17789190.78       | Corporate Debt Securities |
| BERKLEY W R CORP SR G | 2052-03-30      | 3.5500%  | N/A     | $17000000.00       | $11931416.94       | Corporate Debt Securities |
| BERKLEY W R CORP SR G | 2050-05-12      | 4.0000%  | N/A     | $13200000.00       | $10145065.33       | Corporate Debt Securities |
| BLACKSTONE SECD LENDI | 2031-05-21      | 5.9000%  | N/A     | $15000000.00       | $14842516.67       | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP | 2026-07-15      | 3.4000%  | N/A     | $17636000.00       | $17829917.62       | Corporate Debt Securities |
| BNP PARIBASFR 2.871%0 | 2032-04-19      | 2.8710%  | N/A     | $10000000.00       | $9112700.00        | Corporate Debt Securities |
| CAIXABANK S ASNR NPF  | 2029-01-18      | 6.2080%  | N/A     | $8500000.00        | $8905621.89        | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2029-06-08      | 4.4140%  | N/A     | $11300000.00       | $11579974.45       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2034-11-02      | 7.9640%  | N/A     | $17616000.00       | $20386521.17       | Corporate Debt Securities |
| CARLYLE SECURED LENDI | 2031-02-15      | 5.7500%  | N/A     | $10000000.00       | $9786211.11        | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2033-01-25      | 3.0570%  | N/A     | $10800000.00       | $9891500.40        | Corporate Debt Securities |
| COMMONWEALTH BANK OF  | 2029-09-14      | 5.0710%  | N/A     | $17350000.00       | $17850627.02       | Corporate Debt Securities |
| DANSKE BK AS FR 5.705 | 2030-03-01      | 5.7050%  | N/A     | $10000000.00       | $10383555.56       | Corporate Debt Securities |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 5.3730%  | N/A     | $20000000.00       | $20634915.00       | Corporate Debt Securities |
| DRAWBRIDGE SPL OPPORT | 2030-09-17      | 5.9500%  | N/A     | $10000000.00       | $9635700.00        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LT | 2030-04-29      | 4.6250%  | N/A     | $9759000.00        | $9743719.03        | Corporate Debt Securities |
| FIDELITY NATL FINL IN | 2051-09-17      | 3.2000%  | N/A     | $13600000.00       | $8544880.00        | Corporate Debt Securities |
| FIRST AMERN FINL CORP | 2030-05-15      | 4.0000%  | N/A     | $12797000.00       | $12324989.76       | Corporate Debt Securities |
| GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  | N/A     | $11998000.00       | $8268481.69        | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC | 2029-01-28      | 5.1000%  | N/A     | $12900000.00       | $12829845.50       | Corporate Debt Securities |
| GOLUB CAP PRIVATE CR  | 2031-04-15      | 5.6000%  | N/A     | $10000000.00       | $9806066.67        | Corporate Debt Securities |
| HANOVER INS GROUP INC | 2035-09-01      | 5.5000%  | N/A     | $17092000.00       | $17397168.16       | Corporate Debt Securities |
| HARTFORD INSURANCE GR | 2042-04-15      | 6.6250%  | N/A     | $13800000.00       | $14881605.67       | Corporate Debt Securities |
| HORSESHOE FDG TR IISR | 2055-11-15      | 6.8870%  | N/A     | $8200000.00        | $8475177.88        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2029-06-19      | 4.5830%  | N/A     | $18000000.00       | $18337300.00       | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2029-08-17      | 2.2060%  | N/A     | $10500000.00       | $10037478.50       | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2030-03-04      | 5.5460%  | N/A     | $12000000.00       | $12404336.67       | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2030-05-12      | 4.7110%  | N/A     | $12000000.00       | $11993935.67       | Corporate Debt Securities |
| HUMANA INC SR GLBL NT | 2035-05-01      | 5.5500%  | N/A     | $18200000.00       | $18251445.33       | Corporate Debt Securities |
| HUMANA INC SR GLBL NT | 2031-04-15      | 5.3750%  | N/A     | $12000000.00       | $12254873.33       | Corporate Debt Securities |
| ING GROEP N.V. SR GLB | 2027-09-11      | 6.0830%  | N/A     | $9000000.00        | $9157768.50        | Corporate Debt Securities |
| LLOYDS BANKING GROUP  | 2028-11-26      | 5.0870%  | N/A     | $10000000.00       | $10089339.17       | Corporate Debt Securities |
| LPL HLDGS INCSR GLBL  | 2029-03-15      | 4.0000%  | N/A     | $10603000.00       | $10412487.65       | Corporate Debt Securities |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $22835000.00       | $20274973.86       | Corporate Debt Securities |
| MORGAN STANLEY FR 5.2 | 2037-04-10      | 5.2960%  | N/A     | $13000000.00       | $13015062.67       | Corporate Debt Securities |
| MORGAN STANLEY VR 012 | 2030-01-09      | 4.4349%  | N/A     | $15749000.00       | $15810921.79       | Corporate Debt Securities |
| NATIONWIDE BLDG SOC G | 2032-10-18      | 4.1250%  | N/A     | $20200000.00       | $20061587.92       | Corporate Debt Securities |
| NATIONWIDE FINL SVCS  | 2037-03-01      | 7.8990%  | N/A     | $17300000.00       | $19605893.93       | Corporate Debt Securities |
| NATL BANK OF CANADAFR | 2028-04-30      | 4.3730%  | N/A     | $8800000.00        | $8820527.71        | Corporate Debt Securities |
| PENN MUT LIFE INS CO  | 2061-04-29      | 3.8000%  | N/A     | $13330000.00       | $9017359.91        | Corporate Debt Securities |
| RADIAN GROUP INC SR G | 2029-05-15      | 6.2000%  | N/A     | $9436000.00        | $9777216.24        | Corporate Debt Securities |
| RADIAN GROUP INC SR N | 2027-03-15      | 4.8750%  | N/A     | $9000000.00        | $9091627.50        | Corporate Debt Securities |
| ROYAL BK CDA FR 4.498 | 2029-08-06      | 4.4980%  | N/A     | $8000000.00        | $8102949.78        | Corporate Debt Securities |
| ROYAL BK CDA GLBL CVR | 2026-12-14      | 4.8510%  | N/A     | $8112000.00        | $8329675.38        | Corporate Debt Securities |
| ROYAL BK CDA VR 08062 | 2029-08-06      | 4.5117%  | N/A     | $8000000.00        | $8047730.10        | Corporate Debt Securities |
| SCHWAB CHARLES CORPSR | 2031-12-01      | 1.9500%  | N/A     | $11021000.00       | $9696624.80        | Corporate Debt Securities |
| SCHWAB CHARLES CORPSR | 2037-05-21      | 5.4930%  | N/A     | $15000000.00       | $15200860.00       | Corporate Debt Securities |
| SCHWAB CHARLES CORPSR | 2030-05-21      | 4.7440%  | N/A     | $17000000.00       | $17097141.78       | Corporate Debt Securities |
| SELECTIVE INS GROUP I | 2035-04-15      | 5.9000%  | N/A     | $8095000.00        | $8428765.84        | Corporate Debt Securities |
| SOCIETE GENERALE FR 5 | 2029-05-22      | 5.2490%  | N/A     | $16000000.00       | $16162090.22       | Corporate Debt Securities |
| THE CIGNA GROUPSR GLB | 2050-03-15      | 3.4000%  | N/A     | $4225000.00        | $2942792.31        | Corporate Debt Securities |
| TRUSTAGE FINL GROUP I | 2032-04-15      | 4.6250%  | N/A     | $17123000.00       | $16659527.95       | Corporate Debt Securities |
| US BANCORP FR 5.836%0 | 2034-06-12      | 5.8360%  | N/A     | $9468000.00        | $10126334.24       | Corporate Debt Securities |
| WELLS FARGO & CO FR 3 | 2045-05-01      | 3.9000%  | N/A     | $10707000.00       | $8514027.95        | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2053-04-25      | 4.6110%  | N/A     | $20000000.00       | $16912896.67       | Corporate Debt Securities |
| WELLS FARGO & CO FR 5 | 2051-04-04      | 5.0130%  | N/A     | $14500000.00       | $13126686.88       | Corporate Debt Securities |
| WELLS FARGO & CO FR 6 | 2027-12-15      | 6.7500%  | N/A     | $8000000.00        | $8514960.00        | Corporate Debt Securities |
| WELLS FARGO & CO VR 0 | 2029-05-20      | 4.3578%  | N/A     | $20000000.00       | $20014705.82       | Corporate Debt Securities |
| WESTPAC BKG CORP LW T | 2033-11-17      | 6.8200%  | N/A     | $13278000.00       | $14523786.22       | Corporate Debt Securities |
| WINTRUST FINL CORP SU | 2029-06-06      | 4.8500%  | N/A     | $7611000.00        | $7643780.15        | Corporate Debt Securities |

### Security 398: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **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: 0TSU03WM2
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2028-01-15      | 4.3750%  | N/A     | $134000.00         | $132636.07         | Corporate Debt Securities |
| ADVANCE AUTO PARTS IN | 2030-08-01      | 7.0000%  | N/A     | $3000000.00        | $3149083.33        | Corporate Debt Securities |
| ADVANTAGE SALES & MRK | 2030-11-15      | 9.0000%  | N/A     | $2603617.00        | $2183132.85        | Corporate Debt Securities |
| AECOMSR GLBL 144A 33  | 2033-08-01      | 6.0000%  | N/A     | $479000.00         | $488568.82         | Corporate Debt Securities |
| AHEAD DB HOLDINGS LLC | 2028-05-01      | 6.6250%  | N/A     | $498000.00         | $501074.04         | Corporate Debt Securities |
| AHP HEALTH PARTNERS I | 2029-07-15      | 5.7500%  | N/A     | $345000.00         | $348364.71         | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2032-03-31      | 5.6250%  | N/A     | $1583000.00        | $1573567.30        | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2034-03-31      | 5.7500%  | N/A     | $2000000.00        | $1931072.22        | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2031-03-31      | 5.5000%  | N/A     | $1000000.00        | $984878.89         | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2030-02-15      | 4.8750%  | N/A     | $1571000.00        | $1556017.90        | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2029-03-15      | 3.5000%  | N/A     | $2000000.00        | $1918848.89        | Corporate Debt Securities |
| ALBERTSONS COMPANIES  | 2033-03-15      | 6.2500%  | N/A     | $120000.00         | $121556.07         | Corporate Debt Securities |
| ALBION FING 1 S A R L | 2030-05-21      | 7.0000%  | N/A     | $476000.00         | $497762.19         | Corporate Debt Securities |
| ALGOMA STL INC SR SEC | 2029-04-15      | 9.1250%  | N/A     | $20000.00          | $19550.86          | Corporate Debt Securities |
| ALLIANT HLDGS INTER L | 2028-04-15      | 6.7500%  | N/A     | $271000.00         | $275509.44         | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LL | 2030-06-15      | 6.8750%  | N/A     | $1708000.00        | $1800709.29        | Corporate Debt Securities |
| ALLISON TRANSMISSION  | 2029-06-01      | 5.8750%  | N/A     | $2000000.00        | $2075377.22        | Corporate Debt Securities |
| AMERICAN AXLE & MFG I | 2029-10-01      | 5.0000%  | N/A     | $1000000.00        | $986685.56         | Corporate Debt Securities |
| AMERICAN AXLE & MFG I | 2032-10-15      | 6.3750%  | N/A     | $3000000.00        | $3032225.00        | Corporate Debt Securities |
| AMERICAN BLDRS & CONT | 2028-01-15      | 4.0000%  | N/A     | $4150000.00        | $4126630.89        | Corporate Debt Securities |
| AMERIGAS PARTNERS L P | 2031-06-01      | 6.8750%  | N/A     | $587000.00         | $599185.39         | Corporate Debt Securities |
| AMERIGAS PARTNERS L P | 2030-06-01      | 9.5000%  | N/A     | $35000.00          | $39267.28          | Corporate Debt Securities |
| ANTERO MIDSTREAM PART | 2034-07-01      | 5.7500%  | N/A     | $1897000.00        | $1925581.47        | Corporate Debt Securities |
| ANTERO MIDSTREAM PART | 2029-06-15      | 5.3750%  | N/A     | $1691000.00        | $1731256.13        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $271200.00         | $275215.27         | Corporate Debt Securities |
| API ESCROW CORPORATIO | 2029-10-15      | 4.7500%  | N/A     | $1281000.00        | $1265366.11        | Corporate Debt Securities |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $3000000.00        | $3383107.50        | Corporate Debt Securities |
| ARCHROCK PARTNERS L P | 2032-09-01      | 6.6250%  | N/A     | $1026000.00        | $1067075.34        | Corporate Debt Securities |
| ARCHROCK SERVICES LP  | 2034-02-01      | 6.0000%  | N/A     | $2500000.00        | $2549708.33        | Corporate Debt Securities |
| ARCOSA INC SR GLBL 14 | 2029-04-15      | 4.3750%  | N/A     | $3080000.00        | $3024489.84        | Corporate Debt Securities |
| ARDAGH GROUP S A 1LIE | 2030-12-01      | 9.5000%  | N/A     | $1500000.00        | $1617376.67        | Corporate Debt Securities |
| ARDONAGH FINCO LTD SR | 2031-02-15      | 7.7500%  | N/A     | $1258000.00        | $1305322.47        | Corporate Debt Securities |
| ARKO CORPSR 144A NT 2 | 2029-11-15      | 5.1250%  | N/A     | $4000000.00        | $3691652.22        | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GRO | 2029-11-15      | 4.6250%  | N/A     | $248000.00         | $241102.78         | Corporate Debt Securities |
| ASCENT RES UTICA HLDG | 2029-06-30      | 5.8750%  | N/A     | $405000.00         | $410054.85         | Corporate Debt Securities |
| ASCENT RES UTICA HLDG | 2033-07-15      | 6.6250%  | N/A     | $727000.00         | $762666.42         | Corporate Debt Securities |
| ASCENT RES UTICA HLDG | 2027-11-01      | 9.0000%  | N/A     | $3000000.00        | $3441000.00        | Corporate Debt Securities |
| ASHLAND INCSR GLBL 14 | 2031-09-01      | 3.3750%  | N/A     | $4426000.00        | $4078647.52        | Corporate Debt Securities |
| ASURION LLC / ASURION | 2032-12-31      | 8.0000%  | N/A     | $950000.00         | $1022775.28        | Corporate Debt Securities |
| ATI INCSR GLBL NT 27  | 2027-12-01      | 5.8750%  | N/A     | $2000000.00        | $2058557.22        | Corporate Debt Securities |
| ATI INCSR GLBL NT 31  | 2031-10-01      | 5.1250%  | N/A     | $215000.00         | $214537.09         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTDSR | 2028-12-01      | 9.0000%  | N/A     | $376000.00         | $388972.00         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTDSR | 2031-01-28      | 9.5000%  | N/A     | $1000000.00        | $995930.56         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTDSR | 2030-02-14      | 9.6250%  | N/A     | $4038000.00        | $4020123.44        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT  | 2027-07-15      | 5.7500%  | N/A     | $1560000.00        | $1592935.93        | Corporate Debt Securities |
| B & G FOODS INCSR GLB | 2027-09-15      | 5.2500%  | N/A     | $3500000.00        | $3453280.83        | Corporate Debt Securities |
| BALL CORPSR GLBL NT5. | 2033-09-15      | 5.5000%  | N/A     | $150000.00         | $153858.17         | Corporate Debt Securities |
| BATH & BODY WORKS INC | 2030-10-01      | 6.6250%  | N/A     | $1585000.00        | $1625930.42        | Corporate Debt Securities |
| BEACH ACQUISITION BID | 2033-07-15      | 10.0000% | N/A     | $620692.00         | $710862.34         | Corporate Debt Securities |
| BEACON ROOFING SUPPLY | 2032-04-30      | 6.7500%  | N/A     | $893000.00         | $914054.71         | Corporate Debt Securities |
| BIOMARIN PHARMACEUTIC | 2034-02-15      | 5.5000%  | N/A     | $340000.00         | $341036.06         | Corporate Debt Securities |
| BLACKSTONE MORTGAGE T | 2031-06-01      | 6.2500%  | N/A     | $1000000.00        | $982066.11         | Corporate Debt Securities |
| BLOCK INCSR GLBL 144A | 2030-08-15      | 5.6250%  | N/A     | $341000.00         | $346977.73         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM  | 2029-07-15      | 7.0000%  | N/A     | $1574000.00        | $1660263.94        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM  | 2032-07-15      | 7.2500%  | N/A     | $2188000.00        | $2334390.57        | Corporate Debt Securities |
| BOMBARDIER INC SR 144 | 2031-07-01      | 7.2500%  | N/A     | $3653000.00        | $3943872.15        | Corporate Debt Securities |
| BOMBARDIER INC SR GLB | 2033-06-15      | 6.7500%  | N/A     | $2800000.00        | $3000172.00        | Corporate Debt Securities |
| BOMBARDIER INC SR GLB | 2030-11-15      | 8.7500%  | N/A     | $251000.00         | $267315.70         | Corporate Debt Securities |
| BOYD GAMING CORP SR G | 2027-12-01      | 4.7500%  | N/A     | $1180000.00        | $1203973.01        | Corporate Debt Securities |
| BRANDYWINE OPER PARTN | 2031-01-15      | 6.1250%  | N/A     | $3000000.00        | $2875375.83        | Corporate Debt Securities |
| BRISTOW GROUP INCSR S | 2033-02-01      | 6.7500%  | N/A     | $1000000.00        | $1030202.50        | Corporate Debt Securities |
| BROOKFIELD PPTY REIT  | 2027-04-01      | 4.5000%  | N/A     | $327000.00         | $324858.15         | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRET | 2032-02-01      | 7.5000%  | N/A     | $1000000.00        | $1052833.33        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P  | 2028-03-01      | 4.5000%  | N/A     | $95000.00          | $95059.85          | Corporate Debt Securities |
| BUCKEYE PARTNERS L P  | 2026-12-01      | 3.9500%  | N/A     | $3200000.00        | $3240417.78        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P  | 2043-11-15      | 5.8500%  | N/A     | $3225000.00        | $2935024.13        | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE  | 2035-05-15      | 6.7500%  | N/A     | $40000.00          | $40442.20          | Corporate Debt Securities |
| BURFORD CAPITAL GLOBA | 2031-07-01      | 9.2500%  | N/A     | $2000000.00        | $1986955.56        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT | 2030-02-15      | 7.0000%  | N/A     | $218000.00         | $224836.96         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT | 2032-02-15      | 6.5000%  | N/A     | $547000.00         | $539658.04         | Corporate Debt Securities |
| CAPSTONE BORROWER INC | 2030-06-15      | 8.0000%  | N/A     | $302000.00         | $309403.36         | Corporate Debt Securities |
| CAPSTONE COPPER CORP  | 2033-03-31      | 6.7500%  | N/A     | $2000000.00        | $2059665.00        | Corporate Debt Securities |
| CARNIVAL CORP LTDSR 1 | 2032-08-01      | 5.7500%  | N/A     | $180000.00         | $184371.70         | Corporate Debt Securities |
| CARNIVAL CORP LTDSR G | 2033-02-15      | 6.1250%  | N/A     | $649000.00         | $666733.56         | Corporate Debt Securities |
| CATURUS ENERGY LLC SR | 2030-02-15      | 8.5000%  | N/A     | $623000.00         | $667585.34         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2031-02-01      | 4.2500%  | N/A     | $406000.00         | $372972.13         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2034-01-15      | 4.2500%  | N/A     | $723000.00         | $613320.50         | Corporate Debt Securities |
| CDI ESCROW ISSUER INC | 2030-04-01      | 5.7500%  | N/A     | $699000.00         | $705153.92         | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2030-10-15      | 3.0000%  | N/A     | $1400000.00        | $1265217.33        | Corporate Debt Securities |
| CENTURY COMMUNITIES I | 2033-09-15      | 6.6250%  | N/A     | $754000.00         | $757316.13         | Corporate Debt Securities |
| CHOBANI LLC / CHOBANI | 2028-11-15      | 4.6250%  | N/A     | $3457000.00        | $3431240.55        | Corporate Debt Securities |
| CHOBANI LLC / CHOBANI | 2029-07-01      | 7.6250%  | N/A     | $486000.00         | $516922.83         | Corporate Debt Securities |
| CIPHER COMPUTE LLC SR | 2030-11-15      | 7.1250%  | N/A     | $591000.00         | $617607.31         | Corporate Debt Securities |
| CLARIOS GLOBAL LP / C | 2028-05-15      | 6.7500%  | N/A     | $839000.00         | $856463.79         | Corporate Debt Securities |
| CLARIOS GLOBAL LP / C | 2032-09-15      | 6.7500%  | N/A     | $684000.00         | $708018.66         | Corporate Debt Securities |
| CLEAN HARBORS INCSR G | 2033-10-15      | 5.7500%  | N/A     | $1000000.00        | $1013307.78        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER  | 2032-01-15      | 3.7500%  | N/A     | $155000.00         | $144076.89         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC  | 2031-09-15      | 7.5000%  | N/A     | $3000000.00        | $3136640.00        | Corporate Debt Securities |
| CLYDESDALE ACQUISITIO | 2029-04-15      | 6.6250%  | N/A     | $702000.00         | $697701.81         | Corporate Debt Securities |
| CLYDESDALE ACQUISITIO | 2030-01-15      | 6.8750%  | N/A     | $231000.00         | $232002.60         | Corporate Debt Securities |
| CNX MIDSTREAM PARTNER | 2030-04-15      | 4.7500%  | N/A     | $1000000.00        | $971985.56         | Corporate Debt Securities |
| CNX RES CORP SR 144A  | 2034-03-01      | 5.8750%  | N/A     | $388000.00         | $387777.71         | Corporate Debt Securities |
| CNX RES CORP SR 144A  | 2031-01-15      | 7.3750%  | N/A     | $392000.00         | $413544.86         | Corporate Debt Securities |
| COHERENT CORPGLBL 144 | 2029-12-15      | 5.0000%  | N/A     | $300000.00         | $303479.33         | Corporate Debt Securities |
| COMMERCIAL METALS CO  | 2035-12-15      | 6.0000%  | N/A     | $637000.00         | $657103.72         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2032-01-15      | 10.8750% | N/A     | $81000.00          | $89806.05          | Corporate Debt Securities |
| COMPASS GROUP DIVERSI | 2029-04-15      | 5.2500%  | N/A     | $248000.00         | $238676.85         | Corporate Debt Securities |
| COMSTOCK RES INC SR G | 2029-03-01      | 6.7500%  | N/A     | $354000.00         | $354077.88         | Corporate Debt Securities |
| COMSTOCK RES INC SR G | 2029-03-01      | 6.7500%  | N/A     | $2454000.00        | $2451104.28        | Corporate Debt Securities |
| COMSTOCK RES INC SR G | 2030-01-15      | 5.8750%  | N/A     | $2176000.00        | $2107364.73        | Corporate Debt Securities |
| CONCENTRA ESCROW ISSU | 2032-07-15      | 6.8750%  | N/A     | $340000.00         | $360457.89         | Corporate Debt Securities |
| CONDUENT BUSINESS SVC | 2029-11-01      | 6.0000%  | N/A     | $1000000.00        | $867626.67         | Corporate Debt Securities |
| CORE SCIENTIFIC FIN I | 2031-05-15      | 7.7500%  | N/A     | $3235000.00        | $3312515.09        | Corporate Debt Securities |
| CORELOGIC INCSR SEC 1 | 2028-05-01      | 4.5000%  | N/A     | $1313000.00        | $1294775.56        | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2033-01-15      | 7.3750%  | N/A     | $140000.00         | $146172.79         | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2032-04-15      | 7.8750%  | N/A     | $235000.00         | $244624.43         | Corporate Debt Securities |
| CRESCENT ENERGY FINAN | 2029-07-31      | 7.7500%  | N/A     | $2440000.00        | $2511658.06        | Corporate Debt Securities |
| CROSSCOUNTRY INTER HO | 2030-10-01      | 6.5000%  | N/A     | $2000000.00        | $1985644.44        | Corporate Debt Securities |
| CROSSCOUNTRY INTER HO | 2032-12-01      | 6.7500%  | N/A     | $700000.00         | $698187.00         | Corporate Debt Securities |
| CROWN AMERS LLCSR GLB | 2033-06-01      | 5.8750%  | N/A     | $2000000.00        | $2065437.22        | Corporate Debt Securities |
| CVR ENERGY INC SR GLB | 2031-02-15      | 7.5000%  | N/A     | $1000000.00        | $1032551.67        | Corporate Debt Securities |
| DAVITA INC SR GLBL 14 | 2032-09-01      | 6.8750%  | N/A     | $2933000.00        | $3084036.46        | Corporate Debt Securities |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $1451000.00        | $1442189.61        | Corporate Debt Securities |
| DELEK LOGISTICS PARTN | 2033-06-30      | 7.3750%  | N/A     | $51000.00          | $54099.49          | Corporate Debt Securities |
| DELUXE CORP MEDIUM TE | 2029-09-15      | 8.1250%  | N/A     | $2600000.00        | $2757277.61        | Corporate Debt Securities |
| DELUXE CORP MEDIUM TE | 2029-06-01      | 8.0000%  | N/A     | $2967000.00        | $3121834.54        | Corporate Debt Securities |
| DIRECTV FING LLC / DI | 2031-02-15      | 10.0000% | N/A     | $3000000.00        | $3214076.67        | Corporate Debt Securities |
| DIRECTV FING LLC / DI | 2030-02-01      | 8.8750%  | N/A     | $1172000.00        | $1233471.73        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCAR | 2028-02-15      | 4.7500%  | N/A     | $3000000.00        | $2967666.67        | Corporate Debt Securities |
| DONNELLEY R R & SONS  | 2029-04-15      | 6.6250%  | N/A     | $1000000.00        | $958097.22         | Corporate Debt Securities |
| DONNELLEY R R & SONS  | 2029-08-01      | 9.5000%  | N/A     | $716000.00         | $764035.64         | Corporate Debt Securities |
| DREAM FINDERS HOMES I | 2028-08-15      | 8.2500%  | N/A     | $369000.00         | $387019.50         | Corporate Debt Securities |
| EFESTO BIDCO S.P.A/LL | 2032-02-15      | 7.5000%  | N/A     | $952000.00         | $957243.93         | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC | 2028-09-01      | 3.8750%  | N/A     | $1262000.00        | $1240561.42        | Corporate Debt Securities |
| ELLUCIAN HLDGS INC SR | 2029-12-01      | 6.5000%  | N/A     | $183000.00         | $186229.75         | Corporate Debt Securities |
| EMERALD DEBT MERGER S | 2030-12-15      | 6.6250%  | N/A     | $2097000.00        | $2206569.42        | Corporate Debt Securities |
| ENERGIZER HLDGS INCSR | 2033-09-15      | 6.0000%  | N/A     | $2000000.00        | $1930086.67        | Corporate Debt Securities |
| ENERGIZER HLDGS INCSR | 2029-03-31      | 4.3750%  | N/A     | $1006000.00        | $975216.54         | Corporate Debt Securities |
| EQUIPMENTSHARE COM IN | 2032-05-15      | 8.6250%  | N/A     | $200000.00         | $210638.83         | Corporate Debt Securities |
| ESAB CORPORATION SR 1 | 2031-04-01      | 5.6250%  | N/A     | $650000.00         | $660252.94         | Corporate Debt Securities |
| FAIR ISAAC CORPSR GLB | 2033-05-15      | 6.0000%  | N/A     | $3161000.00        | $3135090.34        | Corporate Debt Securities |
| FAIR ISAAC CORPSR GLB | 2034-09-15      | 6.2500%  | N/A     | $400000.00         | $400123.67         | Corporate Debt Securities |
| FIRST CASH INC SR GLB | 2032-03-01      | 6.8750%  | N/A     | $3278000.00        | $3427790.03        | Corporate Debt Securities |
| FIVE POINT OPERATING  | 2030-10-01      | 8.0000%  | N/A     | $1000000.00        | $1036968.89        | Corporate Debt Securities |
| FLASH COMPUTE LLCSR S | 2030-12-31      | 7.2500%  | N/A     | $300000.00         | $318380.50         | Corporate Debt Securities |
| FMC CORP GLBL NT 6.37 | 2053-05-18      | 6.3750%  | N/A     | $1744000.00        | $1363961.33        | Corporate Debt Securities |
| FMC CORP SR GLBL NT4. | 2049-10-01      | 4.5000%  | N/A     | $4000000.00        | $2539760.00        | Corporate Debt Securities |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $197000.00         | $201210.88         | Corporate Debt Securities |
| FORD MOTOR CREDIT COM | 2028-03-20      | 5.6664%  | N/A     | $2400000.00        | $2448947.09        | Corporate Debt Securities |
| FORD MOTOR CREDIT COM | 2033-11-07      | 7.1220%  | N/A     | $412000.00         | $442583.72         | Corporate Debt Securities |
| FORTRESS TRANSN & INF | 2030-12-01      | 7.8750%  | N/A     | $571000.00         | $621172.34         | Corporate Debt Securities |
| FORTRESS TRANSN & INF | 2033-04-15      | 5.8750%  | N/A     | $367000.00         | $367227.74         | Corporate Debt Securities |
| FORTRESS TRANSN & INF | 2031-05-01      | 7.0000%  | N/A     | $838000.00         | $873953.92         | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2031-01-15      | 6.1250%  | N/A     | $574000.00         | $567013.62         | Corporate Debt Securities |
| GENESIS ENERGY LP & G | 2030-04-15      | 8.8750%  | N/A     | $2000000.00        | $2115934.44        | Corporate Debt Securities |
| GENESIS ENERGY LP & G | 2033-05-15      | 8.0000%  | N/A     | $796000.00         | $837416.76         | Corporate Debt Securities |
| GENESIS ENERGY LP & G | 2032-05-15      | 7.8750%  | N/A     | $3641000.00        | $3793639.82        | Corporate Debt Securities |
| GENESIS ENERGY LP & G | 2034-03-15      | 6.7500%  | N/A     | $2524000.00        | $2570637.21        | Corporate Debt Securities |
| GENMAB AS & GENMAB FI | 2033-12-15      | 7.2500%  | N/A     | $435000.00         | $467539.93         | Corporate Debt Securities |
| GEO GROUP INCSR GLBL  | 2031-04-15      | 10.2500% | N/A     | $3000000.00        | $3280133.33        | Corporate Debt Securities |
| GEO GROUP INCSR SEC G | 2029-04-15      | 8.6250%  | N/A     | $3000000.00        | $3163025.00        | Corporate Debt Securities |
| GETTY IMAGES INC SR G | 2028-03-01      | 14.0000% | N/A     | $4000000.00        | $3746888.89        | Corporate Debt Securities |
| GFL ENVIRONMENTAL HOL | 2034-02-01      | 5.5000%  | N/A     | $2000000.00        | $1992998.89        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2028-08-01      | 4.0000%  | N/A     | $121000.00         | $119784.08         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2031-01-15      | 6.7500%  | N/A     | $254000.00         | $268311.63         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2029-06-15      | 4.7500%  | N/A     | $2000000.00        | $2006637.78        | Corporate Debt Securities |
| GLOBAL PARTNERS LP /  | 2029-01-15      | 6.8750%  | N/A     | $2980000.00        | $3086088.83        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2031-07-15      | 5.2500%  | N/A     | $2000000.00        | $1813223.33        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2031-04-30      | 5.2500%  | N/A     | $148000.00         | $132773.64         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2033-04-30      | 5.6250%  | N/A     | $1500000.00        | $1312786.88        | Corporate Debt Securities |
| GOTO GROUP INC SR SEC | 2028-05-01      | 5.5000%  | N/A     | $5000000.00        | $3992222.22        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L | 2032-05-15      | 7.5000%  | N/A     | $540000.00         | $562770.00         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L | 2034-05-15      | 6.7500%  | N/A     | $1176000.00        | $1208545.80        | Corporate Debt Securities |
| HELIX ENERGY SOLUTION | 2029-03-01      | 9.7500%  | N/A     | $674000.00         | $723938.91         | Corporate Debt Securities |
| HERC HLDGS INC SR GLB | 2031-03-15      | 5.7500%  | N/A     | $2135000.00        | $2155281.31        | Corporate Debt Securities |
| HERTZ CORP 1LIEN GLBL | 2029-07-15      | 12.6250% | N/A     | $500000.00         | $478551.53         | Corporate Debt Securities |
| HESS MIDSTREAM OPERAT | 2028-03-01      | 5.8750%  | N/A     | $2235000.00        | $2287860.23        | Corporate Debt Securities |
| HESS MIDSTREAM OPERAT | 2030-02-15      | 4.2500%  | N/A     | $3275000.00        | $3210278.72        | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2032-04-15      | 6.2500%  | N/A     | $2000.00           | $1992.68           | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2030-04-15      | 6.0000%  | N/A     | $82000.00          | $82132.29          | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2033-11-01      | 8.3750%  | N/A     | $499000.00         | $534351.10         | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2034-05-15      | 6.8750%  | N/A     | $267000.00         | $268205.13         | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2031-02-01      | 6.0000%  | N/A     | $720000.00         | $724224.00         | Corporate Debt Securities |
| HILCORP ENERGY I L P  | 2029-02-01      | 5.7500%  | N/A     | $1330000.00        | $1348908.91        | Corporate Debt Securities |
| HILTON DOMESTIC OPER  | 2033-03-15      | 5.8750%  | N/A     | $152000.00         | $155509.13         | Corporate Debt Securities |
| HILTON DOMESTIC OPER  | 2030-01-15      | 4.8750%  | N/A     | $834000.00         | $842128.03         | Corporate Debt Securities |
| HOWARD HUGHES HOLDING | 2032-03-01      | 5.8750%  | N/A     | $1605000.00        | $1601911.71        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENER | 2032-07-15      | 7.3750%  | N/A     | $2111000.00        | $2243067.09        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENER | 2034-01-15      | 6.6250%  | N/A     | $2206000.00        | $2281929.91        | Corporate Debt Securities |
| HOWDEN UK RE 2 PLC /  | 2032-02-15      | 8.1250%  | N/A     | $1561000.00        | $1475195.30        | Corporate Debt Securities |
| HOWDEN UK REFIN PLC & | 2031-02-15      | 7.2500%  | N/A     | $1200000.00        | $1218245.33        | Corporate Debt Securities |
| HUB INTL LTD SR 144A  | 2032-01-31      | 7.3750%  | N/A     | $3326000.00        | $3487705.04        | Corporate Debt Securities |
| HUB INTL LTD SR SEC 1 | 2030-06-15      | 7.2500%  | N/A     | $2764000.00        | $2929778.58        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/ | 2029-01-15      | 9.7500%  | N/A     | $3258000.00        | $3359394.39        | Corporate Debt Securities |
| ILIAD HLDG S A S SR S | 2032-04-15      | 7.0000%  | N/A     | $211000.00         | $216523.04         | Corporate Debt Securities |
| ILIAD HLDG S A S SR S | 2031-04-15      | 8.5000%  | N/A     | $729000.00         | $779970.87         | Corporate Debt Securities |
| ING GROEP N.V. ALT TI | 2099-01-01      | 3.8750%  | N/A     | $1750000.00        | $1716906.28        | Corporate Debt Securities |
| INGLES MKTS INCSR GLB | 2031-06-15      | 4.0000%  | N/A     | $4286000.00        | $4113798.04        | Corporate Debt Securities |
| INVERSION ESCROW ISSU | 2032-08-01      | 6.7500%  | N/A     | $590000.00         | $580533.45         | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2032-09-30      | 7.8750%  | N/A     | $1800000.00        | $1387253.25        | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2028-05-01      | 5.0000%  | N/A     | $373000.00         | $355672.08         | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $396000.00         | $383517.86         | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2033-01-15      | 6.2500%  | N/A     | $78000.00          | $81061.80          | Corporate Debt Securities |
| ITT HOLDINGS LLC SR 1 | 2029-08-01      | 6.5000%  | N/A     | $239000.00         | $243176.66         | Corporate Debt Securities |
| JANE STR GROUP LLC /  | 2032-11-01      | 6.1250%  | N/A     | $680000.00         | $685517.44         | Corporate Debt Securities |
| JONES DESLAURIERS INS | 2030-03-15      | 8.5000%  | N/A     | $747000.00         | $774767.65         | Corporate Debt Securities |
| K HOVNANIAN ENTERPRIS | 2033-10-01      | 8.3750%  | N/A     | $3672000.00        | $3756467.22        | Corporate Debt Securities |
| KAISER ALUMINIUM CORP | 2034-03-01      | 5.8750%  | N/A     | $418000.00         | $421193.98         | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE | 2033-04-30      | 7.1250%  | N/A     | $550000.00         | $560223.13         | Corporate Debt Securities |
| KENNEDY WILSON INC NT | 2031-03-01      | 5.0000%  | N/A     | $320000.00         | $327405.51         | Corporate Debt Securities |
| KODIAK GAS SVCS LLCSR | 2031-04-01      | 5.8750%  | N/A     | $3353000.00        | $3409331.80        | Corporate Debt Securities |
| KODIAK GAS SVCS LLCSR | 2033-10-01      | 6.5000%  | N/A     | $500000.00         | $513806.11         | Corporate Debt Securities |
| KRONOS ACQUISITION HL | 2031-06-30      | 8.2500%  | N/A     | $1000000.00        | $759145.83         | Corporate Debt Securities |
| LAMB WESTON HLDGS INC | 2032-01-31      | 4.3750%  | N/A     | $3000000.00        | $2849315.42        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDI | 2031-08-01      | 8.2500%  | N/A     | $405000.00         | $433966.28         | Corporate Debt Securities |
| LEVEL 3 FING INC SR G | 2036-01-15      | 8.5000%  | N/A     | $1565000.00        | $1746983.42        | Corporate Debt Securities |
| LSF12 HELIX PARENT LL | 2033-02-01      | 7.1250%  | N/A     | $2765000.00        | $2763900.91        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LL | 2037-03-15      | 6.3750%  | N/A     | $2469000.00        | $2288995.50        | Corporate Debt Securities |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $769000.00         | $778350.19         | Corporate Debt Securities |
| MATADOR RES CO SR GLB | 2032-04-15      | 6.5000%  | N/A     | $1391000.00        | $1420467.56        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS  | 2033-09-15      | 6.1250%  | N/A     | $4000000.00        | $3975041.11        | Corporate Debt Securities |
| MATIV HOLDINGS INC SR | 2029-10-01      | 8.0000%  | N/A     | $2872000.00        | $2897615.05        | Corporate Debt Securities |
| MAUSER PACKAGING SOLU | 2030-04-15      | 7.8750%  | N/A     | $672000.00         | $683508.00         | Corporate Debt Securities |
| MELCO RESORTS FIN LTD | 2032-04-17      | 7.6250%  | N/A     | $261000.00         | $270869.93         | Corporate Debt Securities |
| MERIDIAN ARC HOLDCO L | 2031-04-30      | 6.2500%  | N/A     | $2806000.00        | $2835565.11        | Corporate Debt Securities |
| MERLIN ENT GRO U S HL | 2031-02-15      | 7.3750%  | N/A     | $400000.00         | $346458.22         | Corporate Debt Securities |
| METHANEX US OPERATION | 2032-03-15      | 6.2500%  | N/A     | $1457000.00        | $1516936.93        | Corporate Debt Securities |
| MIDWEST GAMING BORROW | 2029-05-01      | 4.8750%  | N/A     | $500000.00         | $488565.83         | Corporate Debt Securities |
| MILLROSE PPTYS INC SR | 2032-09-15      | 6.2500%  | N/A     | $3636000.00        | $3699474.46        | Corporate Debt Securities |
| MINERAL RES LTDSR 144 | 2032-05-01      | 6.0000%  | N/A     | $1000000.00        | $1000550.00        | Corporate Debt Securities |
| MONEYGRAM INTL INC SR | 2030-06-01      | 9.0000%  | N/A     | $3014000.00        | $2150247.88        | Corporate Debt Securities |
| MOTION FINCO S A R L  | 2032-02-15      | 8.3750%  | N/A     | $213000.00         | $177947.89         | Corporate Debt Securities |
| MOZART DEBT MERGER SU | 2029-10-01      | 5.2500%  | N/A     | $4106000.00        | $4134365.62        | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $173000.00         | $124650.73         | Corporate Debt Securities |
| MURPHY OIL CORPSR GLB | 2032-10-01      | 6.0000%  | N/A     | $1027000.00        | $1043438.85        | Corporate Debt Securities |
| MURPHY OIL CORPSR GLB | 2034-02-15      | 6.5000%  | N/A     | $635000.00         | $651700.50         | Corporate Debt Securities |
| NABORS INDS INCSR 144 | 2032-11-15      | 7.6250%  | N/A     | $1000000.00        | $1045415.28        | Corporate Debt Securities |
| NABORS INDS INCSR GLB | 2031-08-15      | 8.8750%  | N/A     | $273000.00         | $293944.26         | Corporate Debt Securities |
| NCL CORP LTD SR 144A  | 2032-02-01      | 6.7500%  | N/A     | $92000.00          | $92953.58          | Corporate Debt Securities |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $2000000.00        | $2095209.44        | Corporate Debt Securities |
| NGL ENERGY OPERATING  | 2029-02-15      | 8.1250%  | N/A     | $574000.00         | $598567.04         | Corporate Debt Securities |
| NGL ENERGY OPERATING  | 2032-02-15      | 8.3750%  | N/A     | $1577000.00        | $1661128.13        | Corporate Debt Securities |
| NISSAN MOTOR CO LTDSR | 2027-09-17      | 4.3450%  | N/A     | $2600000.00        | $2586298.00        | Corporate Debt Securities |
| NISSAN MOTOR CO LTDSR | 2030-07-17      | 7.5000%  | N/A     | $2800000.00        | $2971108.00        | Corporate Debt Securities |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $2000000.00        | $1891320.00        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO L | 2030-09-30      | 6.1250%  | N/A     | $446000.00         | $444464.95         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2036-01-15      | 6.0000%  | N/A     | $2000000.00        | $2059740.00        | Corporate Debt Securities |
| NUSTAR LOGISTICS L P  | 2027-04-28      | 5.6250%  | N/A     | $3346000.00        | $3371308.31        | Corporate Debt Securities |
| NUSTAR LOGISTICS L P  | 2030-10-01      | 6.3750%  | N/A     | $2203000.00        | $2310860.72        | Corporate Debt Securities |
| OLYMPUS WTR US HLDG C | 2031-06-15      | 7.2500%  | N/A     | $396000.00         | $405864.58         | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2032-03-15      | 6.7500%  | N/A     | $753000.00         | $758116.64         | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2030-05-15      | 6.1250%  | N/A     | $1000000.00        | $997111.94         | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2029-11-15      | 5.3750%  | N/A     | $189000.00         | $184675.73         | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2028-09-15      | 3.8750%  | N/A     | $800000.00         | $779716.22         | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2031-05-15      | 7.5000%  | N/A     | $4024000.00        | $4146436.91        | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2030-03-15      | 7.8750%  | N/A     | $370000.00         | $390160.38         | Corporate Debt Securities |
| OPTICS BIDCO S P A SR | 2036-07-18      | 7.2000%  | N/A     | $758000.00         | $777859.60         | Corporate Debt Securities |
| ORGANON & CO / ORGANO | 2034-05-15      | 7.8750%  | N/A     | $3000000.00        | $3220927.50        | Corporate Debt Securities |
| ORGANON & CO SR GLBL  | 2031-04-30      | 5.1250%  | N/A     | $200000.00         | $198977.69         | Corporate Debt Securities |
| OSAIC HLDGS INCSR SEC | 2032-08-01      | 6.7500%  | N/A     | $338000.00         | $348625.03         | Corporate Debt Securities |
| PAPA JOHNS INTL INCSR | 2029-09-15      | 3.8750%  | N/A     | $1493000.00        | $1440185.54        | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2036-04-30      | 6.8750%  | N/A     | $50000.00          | $46134.41          | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR G | 2031-01-15      | 4.9500%  | N/A     | $4000000.00        | $3783700.00        | Corporate Debt Securities |
| PATRICK INDS INC SR G | 2032-11-01      | 6.3750%  | N/A     | $1276000.00        | $1279136.83        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF | 2030-09-15      | 7.8750%  | N/A     | $796000.00         | $826277.85         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF | 2028-02-15      | 6.0000%  | N/A     | $1046000.00        | $1064841.95        | Corporate Debt Securities |
| PENN ENTERTAINMENT IN | 2031-04-01      | 6.7500%  | N/A     | $1000000.00        | $1008267.50        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2033-02-15      | 6.8750%  | N/A     | $728000.00         | $721143.05         | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2029-02-15      | 4.2500%  | N/A     | $600000.00         | $580228.67         | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2030-11-15      | 7.1250%  | N/A     | $148000.00         | $149676.96         | Corporate Debt Securities |
| PERFORMANCE FOOD GROU | 2029-08-01      | 4.2500%  | N/A     | $171000.00         | $167810.95         | Corporate Debt Securities |
| PERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  | N/A     | $517000.00         | $528849.78         | Corporate Debt Securities |
| PG&E CORP1LIEN GLBL N | 2030-07-01      | 5.2500%  | N/A     | $1802000.00        | $1819755.71        | Corporate Debt Securities |
| PHH ESCROW ISSUER LLC | 2029-11-01      | 9.8750%  | N/A     | $4000000.00        | $3964562.22        | Corporate Debt Securities |
| PHINIA INC SR GLBL 14 | 2032-10-15      | 6.6250%  | N/A     | $133000.00         | $137598.77         | Corporate Debt Securities |
| PHOENIX AVIATION CAP  | 2030-07-15      | 9.2500%  | N/A     | $625000.00         | $664562.85         | Corporate Debt Securities |
| PLS GROUP LTDSR 144A  | 2031-05-01      | 6.8750%  | N/A     | $1225000.00        | $1264697.32        | Corporate Debt Securities |
| POINSETTIA FIN LTD SR | 2031-06-17      | 6.6250%  | N/A     | $900000.00         | $609516.02         | Corporate Debt Securities |
| POST HLDGS INC SR 144 | 2033-03-01      | 6.3750%  | N/A     | $1144000.00        | $1157377.17        | Corporate Debt Securities |
| POST HLDGS INC SR GLB | 2030-04-15      | 4.6250%  | N/A     | $480000.00         | $470281.33         | Corporate Debt Securities |
| POST HLDGS INC SR GLB | 2034-10-15      | 6.2500%  | N/A     | $469000.00         | $467887.95         | Corporate Debt Securities |
| POST HLDGS INC SR GLB | 2036-03-15      | 6.5000%  | N/A     | $759000.00         | $764488.41         | Corporate Debt Securities |
| PRAIRIE ACQUIROR LPSR | 2029-08-01      | 9.0000%  | N/A     | $241000.00         | $258279.70         | Corporate Debt Securities |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $188000.00         | $200298.33         | Corporate Debt Securities |
| PRIMO WTR HLDGS INC / | 2029-04-30      | 4.3750%  | N/A     | $73000.00          | $71871.00          | Corporate Debt Securities |
| QNITY ELECTRONICS INC | 2032-08-15      | 5.7500%  | N/A     | $83000.00          | $84860.12          | Corporate Debt Securities |
| RAILWORKS HLDGS LP /  | 2028-11-15      | 8.2500%  | N/A     | $2000000.00        | $2002936.67        | Corporate Debt Securities |
| RAIN CARBON INCSR SEC | 2029-09-01      | 12.2500% | N/A     | $3351000.00        | $3656257.48        | Corporate Debt Securities |
| RAND PARENT LLC1LIEN  | 2030-02-15      | 8.5000%  | N/A     | $2600000.00        | $2738698.44        | Corporate Debt Securities |
| RAND PARENT LLC1LIEN  | 2030-02-15      | 8.5000%  | N/A     | $600000.00         | $632007.33         | Corporate Debt Securities |
| RFNA LPSR 144A NT 30  | 2030-02-15      | 7.8750%  | N/A     | $276000.00         | $276869.40         | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP F | 2034-03-15      | 5.7500%  | N/A     | $2000000.00        | $2007436.67        | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP F | 2029-02-15      | 4.5000%  | N/A     | $162000.00         | $161060.40         | Corporate Debt Securities |
| RITHM CAPITAL CORP SR | 2029-04-01      | 8.0000%  | N/A     | $3350000.00        | $3409358.28        | Corporate Debt Securities |
| ROCKET COS INC SR GLB | 2029-08-01      | 6.5000%  | N/A     | $409000.00         | $426352.05         | Corporate Debt Securities |
| SABRE GLBL INC SR SEC | 2030-07-15      | 11.1250% | N/A     | $10000.00          | $9304.60           | Corporate Debt Securities |
| SBA COMMUNICATIONS CO | 2029-02-01      | 3.1250%  | N/A     | $4221000.00        | $4088473.50        | Corporate Debt Securities |
| SEAGATE DATA STORAGE  | 2031-07-15      | 8.5000%  | N/A     | $2010000.00        | $2168727.47        | Corporate Debt Securities |
| SENSATA TECHNOLOGIES  | 2032-07-15      | 6.6250%  | N/A     | $227000.00         | $241096.64         | Corporate Debt Securities |
| SERVICE CORP INTLSR G | 2030-08-15      | 3.3750%  | N/A     | $263000.00         | $246707.15         | Corporate Debt Securities |
| SERVICE PPTYS TR SR G | 2032-06-15      | 8.8750%  | N/A     | $37000.00          | $39771.37          | Corporate Debt Securities |
| SIX FLAGS ENTERTAINME | 2032-05-01      | 6.6250%  | N/A     | $2098000.00        | $2154987.51        | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2034-04-15      | 6.6250%  | N/A     | $2650000.00        | $2703880.39        | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2033-06-15      | 9.6250%  | N/A     | $50000.00          | $57831.36          | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2032-08-01      | 7.0000%  | N/A     | $198000.00         | $207494.98         | Corporate Debt Securities |
| SM ENERGY COMPANYSR G | 2026-09-15      | 6.7500%  | N/A     | $302000.00         | $306634.19         | Corporate Debt Securities |
| SOLSTICE ADVANCED MAT | 2033-09-30      | 5.6250%  | N/A     | $413000.00         | $412218.91         | Corporate Debt Securities |
| SONIC AUTOMOTIVE INC  | 2031-11-15      | 4.8750%  | N/A     | $1000000.00        | $956365.83         | Corporate Debt Securities |
| SOTHEBYS SR SEC GLBL  | 2031-04-15      | 8.2500%  | N/A     | $400000.00         | $396240.33         | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2032-08-15      | 6.5000%  | N/A     | $494000.00         | $508868.30         | Corporate Debt Securities |
| STAR HOLDING LLC SR S | 2031-08-01      | 8.7500%  | N/A     | $256000.00         | $267241.10         | Corporate Debt Securities |
| STARWOOD PPTY TR INC  | 2030-07-01      | 6.5000%  | N/A     | $98000.00          | $102899.24         | Corporate Debt Securities |
| STARWOOD PPTY TR INC  | 2030-10-15      | 6.5000%  | N/A     | $3096000.00        | $3193754.48        | Corporate Debt Securities |
| STONEPEAK NILE PARENT | 2032-03-15      | 7.2500%  | N/A     | $1545000.00        | $1631987.79        | Corporate Debt Securities |
| SUBURBAN PROPANE PART | 2031-06-01      | 5.0000%  | N/A     | $3500000.00        | $3439107.78        | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDG | 2029-10-31      | 8.6250%  | N/A     | $297000.00         | $317631.60         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2029-05-01      | 7.0000%  | N/A     | $2549000.00        | $2642916.49        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2030-05-01      | 4.6250%  | N/A     | $213000.00         | $207721.27         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2032-05-01      | 7.2500%  | N/A     | $1832000.00        | $1921179.72        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2031-03-15      | 5.6250%  | N/A     | $1000000.00        | $1013532.50        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN  | 2034-07-15      | 5.6250%  | N/A     | $3529000.00        | $3514354.65        | Corporate Debt Securities |
| SUPERIOR PLUS LP / SU | 2029-03-15      | 4.5000%  | N/A     | $373000.00         | $363995.78         | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2031-05-01      | 6.1250%  | N/A     | $2112000.00        | $2122167.52        | Corporate Debt Securities |
| TALLGRASS ENERGY PART | 2031-09-01      | 6.0000%  | N/A     | $125000.00         | $126815.83         | Corporate Debt Securities |
| TALLGRASS ENERGY PART | 2034-03-15      | 6.7500%  | N/A     | $907000.00         | $938622.56         | Corporate Debt Securities |
| TALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  | N/A     | $416000.00         | $428485.55         | Corporate Debt Securities |
| TALLGRASS ENERGY PART | 2029-02-15      | 7.3750%  | N/A     | $150000.00         | $158031.83         | Corporate Debt Securities |
| TENET HEALTHCARE CORP | 2033-11-15      | 6.0000%  | N/A     | $2000000.00        | $2020706.67        | Corporate Debt Securities |
| TENET HEALTHCARE CORP | 2031-05-15      | 6.7500%  | N/A     | $451000.00         | $465614.66         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2026-10-01      | 3.1500%  | N/A     | $1722000.00        | $1721715.87        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2028-03-01      | 6.7500%  | N/A     | $2783000.00        | $2904338.80        | Corporate Debt Securities |
| TOLL RD INVS PARTNERS | 2027-02-15      | 0.0000%  | N/A     | $3000000.00        | $2845770.00        | Corporate Debt Securities |
| TOLL RD INVS PARTNERS | 2029-02-15      | 0.0000%  | N/A     | $2000000.00        | $1659240.00        | Corporate Debt Securities |
| TOPBUILD COR SR GLBL  | 2032-02-15      | 4.1250%  | N/A     | $2057000.00        | $2092476.39        | Corporate Debt Securities |
| TOPBUILD COR SR GLBL  | 2034-01-31      | 5.6250%  | N/A     | $2139000.00        | $2239265.63        | Corporate Debt Securities |
| TRANSDIGM INC1LIEN GL | 2029-03-01      | 6.3750%  | N/A     | $865000.00         | $895277.88         | Corporate Debt Securities |
| TRANSDIGM INCSR SB GL | 2034-07-31      | 6.1250%  | N/A     | $3255000.00        | $3292089.82        | Corporate Debt Securities |
| TRANSDIGM INCSR SB GL | 2033-05-31      | 6.3750%  | N/A     | $939000.00         | $975628.43         | Corporate Debt Securities |
| TRANSDIGM INCSR SEC G | 2028-08-15      | 6.7500%  | N/A     | $1637000.00        | $1689253.04        | Corporate Debt Securities |
| TRANSOCEAN INC 1LIEN  | 2030-02-15      | 8.7500%  | N/A     | $5000000.00        | $3745027.22        | Corporate Debt Securities |
| TREEHOUSE FOODS INCSR | 2033-02-11      | 7.7500%  | N/A     | $889000.00         | $927493.70         | Corporate Debt Securities |
| TRI POINTE HOMES INC  | 2027-06-01      | 5.2500%  | N/A     | $2800000.00        | $2869715.33        | Corporate Debt Securities |
| UNISYS CORPSR SEC GLB | 2031-01-15      | 10.6250% | N/A     | $1000000.00        | $1010058.61        | Corporate Debt Securities |
| UNITED AIRLS HLDGS IN | 2031-03-01      | 5.3750%  | N/A     | $3000000.00        | $3017606.25        | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2033-04-15      | 8.8750%  | N/A     | $1800000.00        | $1806763.00        | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2030-06-30      | 7.3750%  | N/A     | $1500000.00        | $1534641.46        | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2031-07-31      | 8.5000%  | N/A     | $666000.00         | $686437.69         | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2029-05-01      | 4.5000%  | N/A     | $73000.00          | $69467.53          | Corporate Debt Securities |
| UPBOUND GROUP INCSR G | 2029-02-15      | 6.3750%  | N/A     | $760000.00         | $764656.27         | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2032-01-15      | 7.2500%  | N/A     | $1000000.00        | $1066616.11        | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2028-09-15      | 6.8750%  | N/A     | $3059000.00        | $3177511.61        | Corporate Debt Securities |
| US FOODS INC SR GLBL  | 2033-04-15      | 5.7500%  | N/A     | $2575000.00        | $2590701.78        | Corporate Debt Securities |
| USA COMPRESSION PARTN | 2029-03-15      | 7.1250%  | N/A     | $64000.00          | $66811.89          | Corporate Debt Securities |
| UWM HLDGS LLCSR GLBL  | 2030-02-01      | 6.6250%  | N/A     | $242000.00         | $233688.58         | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2033-11-01      | 3.8750%  | N/A     | $34000.00          | $30394.77          | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2030-01-15      | 6.2500%  | N/A     | $402000.00         | $422660.34         | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $1306000.00        | $1460602.83        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $2239000.00        | $2482073.30        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2036-01-15      | 6.7500%  | N/A     | $1600000.00        | $1735704.00        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2030-12-15      | 6.1250%  | N/A     | $2141000.00        | $2261674.49        | Corporate Debt Securities |
| VERDE PURCHASER LLCSR | 2030-11-30      | 10.5000% | N/A     | $385000.00         | $415452.86         | Corporate Debt Securities |
| VFH PARENT LLC & VALO | 2031-06-15      | 7.5000%  | N/A     | $2857000.00        | $3091378.76        | Corporate Debt Securities |
| VIAVI SOLUTIONS INCSR | 2029-10-01      | 3.7500%  | N/A     | $2383000.00        | $2273123.84        | Corporate Debt Securities |
| VICTORIAS SECRET AND  | 2029-07-15      | 4.6250%  | N/A     | $3000000.00        | $2939295.83        | Corporate Debt Securities |
| VIKING CRUISES LTD SR | 2031-07-15      | 9.1250%  | N/A     | $549000.00         | $597122.75         | Corporate Debt Securities |
| VIKING CRUISES LTD SR | 2033-10-15      | 5.8750%  | N/A     | $536000.00         | $540057.82         | Corporate Debt Securities |
| VIRGIN MEDIA O2 VENDO | 2033-03-15      | 8.5000%  | N/A     | $3334000.00        | $2981003.49        | Corporate Debt Securities |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $1650000.00        | $1783950.67        | Corporate Debt Securities |
| VOLTAGRID LLC2LIEN 14 | 2030-11-01      | 7.3750%  | N/A     | $2220000.00        | $2322932.77        | Corporate Debt Securities |
| WAND NEWCO 3 INC SR S | 2032-01-30      | 7.6250%  | N/A     | $487000.00         | $514308.46         | Corporate Debt Securities |
| WASTE PRO USA INCSR 1 | 2033-02-01      | 7.0000%  | N/A     | $941000.00         | $978296.01         | Corporate Debt Securities |
| WAYFAIR LLC1LIEN GLBL | 2034-05-31      | 7.1250%  | N/A     | $1000000.00        | $1019737.08        | Corporate Debt Securities |
| WBI OPER LLC SR 144A  | 2033-10-15      | 6.5000%  | N/A     | $498000.00         | $508275.95         | Corporate Debt Securities |
| WBI OPER LLC SR GLBL  | 2030-10-15      | 6.2500%  | N/A     | $88000.00          | $89509.10          | Corporate Debt Securities |
| WEATHERFORD INTL LTD  | 2033-10-15      | 6.7500%  | N/A     | $556000.00         | $577094.64         | Corporate Debt Securities |
| WEX INCSR GLBL 144A 3 | 2033-03-15      | 6.5000%  | N/A     | $339000.00         | $341759.84         | Corporate Debt Securities |
| WHIRLPOOL CORP SR GLB | 2032-05-14      | 4.7000%  | N/A     | $950000.00         | $786322.92         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC | 2031-10-01      | 7.3750%  | N/A     | $376000.00         | $395522.65         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INT | 2028-08-15      | 4.6250%  | N/A     | $453000.00         | $454508.99         | Corporate Debt Securities |
| WINDSOR HLDGS III LLC | 2030-06-15      | 8.5000%  | N/A     | $135000.00         | $145746.30         | Corporate Debt Securities |
| WINDSTREAM SVCS LLC / | 2031-10-01      | 8.2500%  | N/A     | $1113000.00        | $1189220.10        | Corporate Debt Securities |
| WULF COMPUTE LLC 1LIE | 2030-10-15      | 7.7500%  | N/A     | $912000.00         | $969914.03         | Corporate Debt Securities |
| WYNDHAM HOTELS & RESO | 2033-03-01      | 5.6250%  | N/A     | $800000.00         | $798492.00         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC  | 2033-03-15      | 6.2500%  | N/A     | $138000.00         | $140162.08         | Corporate Debt Securities |
| YUM BRANDS INC SR GLB | 2032-04-01      | 5.3750%  | N/A     | $1179000.00        | $1185224.79        | Corporate Debt Securities |
| YUM BRANDS INC SR GLB | 2032-01-31      | 4.6250%  | N/A     | $302000.00         | $291288.48         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC | 2030-04-23      | 6.7500%  | N/A     | $150000.00         | $150060.00         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC | 2028-04-14      | 6.8750%  | N/A     | $3000000.00        | $3100751.25        | Corporate Debt Securities |
| ZIFF DAVIS INC SR GLB | 2030-10-15      | 4.6250%  | N/A     | $1317000.00        | $1256816.76        | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES | 2029-02-01      | 3.8750%  | N/A     | $1014000.00        | $800260.35         | Corporate Debt Securities |

### Security 399: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **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: 0TSU03WX8
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALGONQUIN POWER & UTI | 2026-06-15      | 5.3650%  | N/A     | $40300000.00       | $41286163.39       | Corporate Debt Securities |
| AS MILEAGE PLAN IP LT | 2031-10-20      | 5.3080%  | N/A     | $36950000.00       | $36450078.82       | Corporate Debt Securities |
| BROADCOM INC SR GLBL  | 2037-05-15      | 4.9260%  | N/A     | $39469000.00       | $38309624.44       | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2029-03-30      | 4.6672%  | N/A     | $35100000.00       | $35563039.20       | Corporate Debt Securities |
| CONSTELLATION ENERGY  | 2029-02-01      | 4.6250%  | N/A     | $37000000.00       | $37367769.72       | Corporate Debt Securities |
| HAT HLDGS I LLC / HAT | 2026-06-15      | 3.3750%  | N/A     | $35643000.00       | $36163922.45       | Corporate Debt Securities |
| LIBERTY UTILITIES CO  | 2031-05-15      | 5.1000%  | N/A     | $37000000.00       | $37068943.33       | Corporate Debt Securities |
| LPL HLDGS INCSR GLBL  | 2028-11-17      | 6.7500%  | N/A     | $577000.00         | $603870.89         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS | 2032-03-15      | 3.8000%  | N/A     | $39300000.00       | $36976627.67       | Corporate Debt Securities |
| WSP GLOBAL INC SR GLB | 2036-09-18      | 5.7140%  | N/A     | $15210000.00       | $15308701.91       | Corporate Debt Securities |

### Security 400: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **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: 0TSU03WY6
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                |
|:---|:---|:---|:---|:---|:---|:---|
| ADAMS & WELD CNTYS CO | 2040-12-01      | 5.5000%  | N/A     | $5000000.00        | $5903938.89        | Other Instrument        |
| AIR CANADA 2015-2AA 2 | 2029-06-15      | 3.7500%  | N/A     | $1896000.00        | $1030578.37        | Asset-Backed Securities |
| AIR CANADA 2017-1AA 2 | 2031-07-15      | 3.3000%  | N/A     | $300000.00         | $177980.02         | Asset-Backed Securities |
| ALASKA HSG FIN CORP M | 2053-12-01      | 6.2500%  | N/A     | $8030000.00        | $7502271.49        | Other Instrument        |
| ALBANY N Y CAP RESOUR | 2055-05-01      | 5.5000%  | N/A     | $4000000.00        | $4273431.11        | Other Instrument        |
| ALBUQUERQUE N MEXGEN  | 2038-07-01      | 4.0000%  | N/A     | $1245000.00        | $1283411.02        | Other Instrument        |
| AMER AIRLINES PT TR 2 | 2029-07-15      | 3.5750%  | N/A     | $2900000.00        | $1585125.14        | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2030-04-15      | 3.0000%  | N/A     | $100000.00         | $53214.86          | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2028-11-01      | 3.3750%  | N/A     | $11875000.00       | $5263703.42        | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2029-03-22      | 3.6000%  | N/A     | $800000.00         | $418676.11         | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2030-08-15      | 3.6500%  | N/A     | $600000.00         | $336145.16         | Asset-Backed Securities |
| AMER AIRLINES PT TR 2 | 2031-04-15      | 3.3500%  | N/A     | $400000.00         | $218489.80         | Asset-Backed Securities |
| AMERICAN AIRLINE PAS  | 2036-01-11      | 2.8750%  | N/A     | $300000.00         | $222020.83         | Asset-Backed Securities |
| AMERICAN AIRLN PSTHRU | 2033-08-15      | 3.1500%  | N/A     | $1700000.00        | $1083055.26        | Asset-Backed Securities |
| AMERICAN MUN PWR OHIO | 2028-02-15      | 7.3340%  | N/A     | $2605000.00        | $1427317.83        | Other Instrument        |
| ATLANTA GA WTR & WAST | 2051-11-01      | 5.0000%  | N/A     | $3010000.00        | $3166463.14        | Other Instrument        |
| AUSTIN TEX WTR & WAST | 2055-11-15      | 5.0000%  | N/A     | $9860000.00        | $10251913.09       | Other Instrument        |
| BLACK BELT ENERGY GAS | 2032-12-01      | 5.0000%  | N/A     | $1350000.00        | $1432405.50        | Other Instrument        |
| BRITISH AIRWAYS PLC 2 | 2034-06-15      | 3.3000%  | N/A     | $700000.00         | $468989.90         | Asset-Backed Securities |
| CALIFORNIA ST UNIV RE | 2042-11-01      | 3.0650%  | N/A     | $2140000.00        | $1660648.32        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2031-11-01      | 1.8540%  | N/A     | $7360000.00        | $6468497.92        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2052-11-01      | 2.9390%  | N/A     | $3490000.00        | $2317555.05        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2036-11-01      | 2.7840%  | N/A     | $1000000.00        | $835025.33         | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2037-11-01      | 2.5250%  | N/A     | $3400000.00        | $2696179.22        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2037-11-01      | 2.8340%  | N/A     | $1950000.00        | $1601913.73        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2036-11-01      | 2.4900%  | N/A     | $1550000.00        | $1256998.33        | Other Instrument        |
| CALIFORNIA ST UNIV RE | 2041-11-01      | 2.7950%  | N/A     | $6800000.00        | $5134774.44        | Other Instrument        |
| CALIFORNIA STGO BDS   | 2040-03-01      | 7.6250%  | N/A     | $8950000.00        | $10734978.06       | Other Instrument        |
| CALIFORNIA STGO BDS   | 2039-11-01      | 7.3500%  | N/A     | $5000000.00        | $5758033.33        | Other Instrument        |
| CALIFORNIA STGO REF V | 2036-03-01      | 5.0000%  | N/A     | $1220000.00        | $1420753.71        | Other Instrument        |
| CALIFORNIA STTAXABLE  | 2041-10-01      | 5.8750%  | N/A     | $5000000.00        | $5204076.39        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2043-10-01      | 5.0000%  | N/A     | $1950000.00        | $2193929.83        | Other Instrument        |
| CALIFORNIA STVAR PURP | 2037-10-01      | 3.0000%  | N/A     | $1025000.00        | $962734.67         | Other Instrument        |
| CALIFORNIA STVARIOUS  | 2035-04-01      | 5.0000%  | N/A     | $2000000.00        | $2243071.11        | Other Instrument        |
| CANUTILLO TEX INDPT S | 2034-02-15      | 5.0000%  | N/A     | $990000.00         | $1116231.60        | Other Instrument        |
| CENTRAL WASH UNIV SYS | 2040-05-01      | 6.9500%  | N/A     | $455000.00         | $493804.93         | Other Instrument        |
| CHAFFEY CMNTY COLLEGE | 2049-06-01      | 5.5000%  | N/A     | $2000000.00        | $2261868.89        | Other Instrument        |
| CHICAGO ILL WASTEWATE | 2040-01-01      | 6.9000%  | N/A     | $5100000.00        | $5688676.00        | Other Instrument        |
| CHICAGO ILL WTR REVBD | 2064-11-01      | 5.0000%  | N/A     | $5085000.00        | $5120397.25        | Other Instrument        |
| CLEVELAND-CUYAHOGA CN | 2047-08-01      | 5.5000%  | N/A     | $2000000.00        | $2098395.56        | Other Instrument        |
| COAST CMNTY COLLEGE D | 2038-08-01      | 2.9570%  | N/A     | $5000000.00        | $4191011.94        | Other Instrument        |
| CONNECTICUT ST HSG FI | 2050-05-15      | 3.2500%  | N/A     | $1000000.00        | $741557.48         | Other Instrument        |
| CONNECTICUT ST HSG FI | 2044-11-15      | 5.3670%  | N/A     | $6575000.00        | $6409094.12        | Other Instrument        |
| CORONA-NORCO CALIF UN | 2039-08-01      | 3.1910%  | N/A     | $3750000.00        | $3124872.71        | Other Instrument        |
| CUPERTINO CALIF UN SC | 2050-08-01      | 5.7500%  | N/A     | $1000000.00        | $1141527.22        | Other Instrument        |
| CUPERTINO CALIF UN SC | 2044-08-01      | 5.7500%  | N/A     | $1050000.00        | $1246189.58        | Other Instrument        |
| DALLAS FORT WORTH TEX | 2051-11-01      | 4.5070%  | N/A     | $4625000.00        | $3960135.18        | Other Instrument        |
| DALLAS FORT WORTH TEX | 2050-11-01      | 2.9190%  | N/A     | $6500000.00        | $4497352.17        | Other Instrument        |
| DALLAS TEX AREA RAPID | 2035-12-01      | 2.1960%  | N/A     | $1850000.00        | $1506950.80        | Other Instrument        |
| DALLAS TEX CONVENTION | 2042-01-01      | 7.0880%  | N/A     | $6425000.00        | $7108267.11        | Other Instrument        |
| DALLAS TEX WTRWKS & S | 2040-10-01      | 2.7720%  | N/A     | $7815000.00        | $6087541.14        | Other Instrument        |
| DELAWARE STGEN OBLIG  | 2034-05-01      | 5.0000%  | N/A     | $6540000.00        | $7546062.73        | Other Instrument        |
| DELAWARE STGEN OBLIG  | 2030-05-01      | 5.0000%  | N/A     | $7375000.00        | $8061850.14        | Other Instrument        |
| DENVER COLO CITY & CN | 2040-11-15      | 5.5000%  | N/A     | $8000000.00        | $8809111.11        | Other Instrument        |
| DETROIT MICH UNLTD TA | 2043-05-01      | 6.0000%  | N/A     | $1000000.00        | $1116246.67        | Other Instrument        |
| DISTRICT COLUMBIA INC | 2032-12-01      | 1.8100%  | N/A     | $9785000.00        | $8356286.71        | Other Instrument        |
| EAST BAY CALIF MUN UT | 2037-06-01      | 5.0000%  | N/A     | $2000000.00        | $2278464.44        | Other Instrument        |
| FAIRFAX CNTY VA SWR R | 2032-07-15      | 5.0000%  | N/A     | $1100000.00        | $1241612.78        | Other Instrument        |
| FAIRFAX CNTY VA SWR R | 2032-07-15      | 5.0000%  | N/A     | $2825000.00        | $3188687.36        | Other Instrument        |
| FAIRFAX CNTY VA SWR R | 2031-07-15      | 5.0000%  | N/A     | $8520000.00        | $9481728.13        | Other Instrument        |
| FAIRFAX CNTY VA SWR R | 2030-07-15      | 5.0000%  | N/A     | $1150000.00        | $1259317.72        | Other Instrument        |
| FAIRFAX CNTY VA SWR R | 2033-07-15      | 5.0000%  | N/A     | $220000.00         | $251369.56         | Other Instrument        |
| FOOTHILL / EASTERN TR | 2046-01-15      | 4.0000%  | N/A     | $2325000.00        | $2280101.67        | Other Instrument        |
| FRANKLIN CNTY OHIO HO | 2050-11-01      | 2.8770%  | N/A     | $8900000.00        | $5709240.23        | Other Instrument        |
| FREMONT CALIF UNI SCH | 2035-08-01      | 2.0000%  | N/A     | $1400000.00        | $1191169.78        | Other Instrument        |
| GILROY CALIF UNI SCH  | 2039-08-01      | 3.2140%  | N/A     | $3000000.00        | $2538404.33        | Other Instrument        |
| GOLDEN ST TOB SECURIT | 2034-06-01      | 2.7460%  | N/A     | $1715000.00        | $1143257.23        | Other Instrument        |
| GRAND FORKS N D HEALT | 2046-12-01      | 4.0000%  | N/A     | $1500000.00        | $1352801.67        | Other Instrument        |
| GRAND PARKWAY TRANSN  | 2049-10-01      | 3.3060%  | N/A     | $4250000.00        | $3046384.42        | Other Instrument        |
| GREATER ASHEVILLE REG | 2048-07-01      | 5.2500%  | N/A     | $1370000.00        | $1448957.67        | Other Instrument        |
| GREENVILLE TEX WTRWKS | 2045-02-15      | 4.1250%  | N/A     | $1250000.00        | $1223555.73        | Other Instrument        |
| HARRISONBURG VAGO PUB | 2039-07-15      | 1.8750%  | N/A     | $5095000.00        | $3852274.30        | Other Instrument        |
| HAWAII ST ARPTS SYS R | 2041-07-01      | 4.0000%  | N/A     | $9795000.00        | $9712079.88        | Other Instrument        |
| HAWAII STTAXABLE GEN  | 2034-10-01      | 4.6590%  | N/A     | $5000000.00        | $5016015.42        | Other Instrument        |
| HAWAII STTAXABLE GEN  | 2033-10-01      | 4.5690%  | N/A     | $2000000.00        | $2006081.17        | Other Instrument        |
| HORRY CNTY S C ARPT R | 2040-07-01      | 7.3280%  | N/A     | $5000000.00        | $5862881.11        | Other Instrument        |
| HUNTINGTON BEACH CALI | 2040-06-15      | 3.2760%  | N/A     | $2000000.00        | $1666348.00        | Other Instrument        |
| IDAHO HSG & FIN ASSN  | 2044-01-01      | 6.0600%  | N/A     | $9655000.00        | $6447639.20        | Other Instrument        |
| ILLINOIS HSG DEV AUTH | 2049-10-01      | 6.1010%  | N/A     | $730000.00         | $646610.32         | Other Instrument        |
| ILLINOIS MUN ELEC AGY | 2035-02-01      | 7.2880%  | N/A     | $5425000.00        | $2149819.82        | Other Instrument        |
| ILLINOIS ST TOLL HWY  | 2034-12-01      | 5.8510%  | N/A     | $2415000.00        | $2577867.47        | Other Instrument        |
| ILLINOIS STGO BDS 201 | 2035-07-01      | 7.3500%  | N/A     | $12010000.00       | $9508545.76        | Other Instrument        |
| INDIANA ST FIN AUTH R | 2039-02-01      | 6.5960%  | N/A     | $7900000.00        | $8778323.76        | Other Instrument        |
| LIBERTY CNTY TEX CTFS | 2047-08-01      | 4.3750%  | N/A     | $1500000.00        | $1456927.50        | Other Instrument        |
| LONG BEACH CALIF CMNT | 2044-08-01      | 5.0000%  | N/A     | $1250000.00        | $1400561.11        | Other Instrument        |
| LOS ANGELES CALIF CMN | 2032-08-01      | 2.1060%  | N/A     | $17755000.00       | $5563680.30        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2040-05-15      | 5.5000%  | N/A     | $3000000.00        | $3274616.67        | Other Instrument        |
| LOS ANGELES CALIF DEP | 2039-05-15      | 5.5000%  | N/A     | $4400000.00        | $4818831.11        | Other Instrument        |
| LOS ANGELES CNTY CALI | 2039-06-01      | 5.0000%  | N/A     | $1500000.00        | $1701971.67        | Other Instrument        |
| LOUISIANA LOC GOVT EN | 2039-12-01      | 5.1980%  | N/A     | $9750000.00        | $10188859.42       | Other Instrument        |
| LOUISVILLE & JEFFERSO | 2044-05-15      | 2.6500%  | N/A     | $10000000.00       | $7006205.56        | Other Instrument        |
| LOUISVILLE & JEFFERSO | 2043-05-15      | 6.2500%  | N/A     | $2800000.00        | $2917937.56        | Other Instrument        |
| MARYLAND STLOC FACS L | 2034-03-01      | 5.0000%  | N/A     | $1270000.00        | $1402997.22        | Other Instrument        |
| MASSACHUSETTS ST DEV  | 2036-02-15      | 4.0000%  | N/A     | $9930000.00        | $10768467.13       | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2054-02-01      | 5.0000%  | N/A     | $3500000.00        | $3646152.22        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2055-12-01      | 5.0000%  | N/A     | $2155000.00        | $2281785.83        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2038-02-01      | 5.0000%  | N/A     | $1000000.00        | $1147557.78        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2056-02-01      | 5.0000%  | N/A     | $8390000.00        | $8715932.86        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2053-02-01      | 5.0000%  | N/A     | $1500000.00        | $1566326.67        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2052-02-01      | 5.0000%  | N/A     | $1800000.00        | $1886054.00        | Other Instrument        |
| MASSACHUSETTS ST GEN  | 2041-02-01      | 5.0000%  | N/A     | $1000000.00        | $1125057.78        | Other Instrument        |
| MASSACHUSETTS ST GO B | 2054-01-01      | 5.0000%  | N/A     | $4330000.00        | $4555746.96        | Other Instrument        |
| MASSACHUSETTS ST PORT | 2042-07-01      | 2.7190%  | N/A     | $425000.00         | $325753.20         | Other Instrument        |
| MEDICAL CENTER BUILDI | 2041-06-01      | 2.9170%  | N/A     | $2315000.00        | $1830199.52        | Other Instrument        |
| MESQUITE TEX INDPT SC | 2052-08-15      | 5.2500%  | N/A     | $3000000.00        | $3213770.00        | Other Instrument        |
| METROPOLITAN GOVT NAS | 2043-07-01      | 6.7310%  | N/A     | $6730000.00        | $7384437.91        | Other Instrument        |
| METROPOLITAN TRANSN A | 2045-11-15      | 4.7500%  | N/A     | $2500000.00        | $2518243.06        | Other Instrument        |
| METROPOLITAN WASH D C | 2046-10-01      | 5.0000%  | N/A     | $5700000.00        | $5865901.67        | Other Instrument        |
| METROPOLITAN WASH D C | 2053-10-01      | 5.2500%  | N/A     | $5000000.00        | $5173441.67        | Other Instrument        |
| MIAMI-DADE CNTY FLA W | 2055-10-01      | 5.0000%  | N/A     | $5960000.00        | $6179241.91        | Other Instrument        |
| MICHIGAN ST UNIV REVS | 2050-02-15      | 6.1730%  | N/A     | $4790000.00        | $4978453.50        | Other Instrument        |
| MIDDLESEX CNTY N J IM | 2033-09-15      | 5.0000%  | N/A     | $1000000.00        | $1143302.22        | Other Instrument        |
| MINNESOTA MUN GAS AGY | 2033-09-01      | 5.0000%  | N/A     | $1840000.00        | $1943481.60        | Other Instrument        |
| MOBILE CNTY ALA INDL  | 2054-06-01      | 5.0000%  | N/A     | $6500000.00        | $6475184.44        | Other Instrument        |
| MONTANA ST BRD REGENT | 2054-11-15      | 4.5000%  | N/A     | $4000000.00        | $3997600.00        | Other Instrument        |
| MUNICIPAL ELEC AUTH G | 2049-01-01      | 4.0000%  | N/A     | $1000000.00        | $903464.44         | Other Instrument        |
| MUNICIPAL ELEC AUTH G | 2057-04-01      | 6.6370%  | N/A     | $526000.00         | $567055.85         | Other Instrument        |
| NATIONAL FIN AUTH N H | 2034-04-01      | 6.8900%  | N/A     | $1000000.00        | $997687.19         | Other Instrument        |
| NEW CANEY TEX INDPT S | 2042-02-15      | 2.4040%  | N/A     | $7025000.00        | $5018553.84        | Other Instrument        |
| NEW JERSEY INST TECHN | 2042-07-01      | 3.4150%  | N/A     | $7500000.00        | $6156670.83        | Other Instrument        |
| NEW JERSEY ST TPK AUT | 2049-01-01      | 5.2500%  | N/A     | $1810000.00        | $1962208.93        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2050-06-15      | 4.0000%  | N/A     | $5000000.00        | $4652711.11        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2050-06-15      | 5.0000%  | N/A     | $3135000.00        | $3262806.98        | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2044-06-15      | 4.0000%  | N/A     | $1000000.00        | $983962.22         | Other Instrument        |
| NEW JERSEY ST TRANSN  | 2044-06-15      | 4.2500%  | N/A     | $3500000.00        | $3531083.89        | Other Instrument        |
| NEW YORK N Y CITY HSG | 2049-08-01      | 5.3980%  | N/A     | $6550000.00        | $6322934.06        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2042-06-15      | 4.0000%  | N/A     | $2010000.00        | $2013944.07        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2054-06-15      | 5.2500%  | N/A     | $3400000.00        | $3648698.67        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2054-06-15      | 5.2500%  | N/A     | $2100000.00        | $2248211.00        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2055-06-15      | 5.2500%  | N/A     | $2000000.00        | $2158185.00        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2043-06-15      | 5.4400%  | N/A     | $1495000.00        | $1463010.32        | Other Instrument        |
| NEW YORK N Y CITY MUN | 2044-06-15      | 5.8820%  | N/A     | $7590000.00        | $7760591.15        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2047-05-01      | 5.5000%  | N/A     | $1000000.00        | $1085907.78        | Other Instrument        |
| NEW YORK N Y CITY TRA | 2053-02-01      | 5.0000%  | N/A     | $1500000.00        | $1565581.67        | Other Instrument        |
| NEW YORK N Y GEN OBLI | 2053-02-01      | 5.2500%  | N/A     | $2000000.00        | $2113403.33        | Other Instrument        |
| NEW YORK N Y TAXABLE  | 2038-02-01      | 5.7500%  | N/A     | $6760000.00        | $7100820.42        | Other Instrument        |
| NEW YORK N Y TAXABLE  | 2055-02-01      | 6.3850%  | N/A     | $3020000.00        | $3213759.01        | Other Instrument        |
| NEW YORK N Y TAXABLE  | 2052-02-01      | 5.7960%  | N/A     | $8000000.00        | $8086608.00        | Other Instrument        |
| NEW YORK ST DORM AUTH | 2050-07-01      | 4.0000%  | N/A     | $1000000.00        | $896234.44         | Other Instrument        |
| NEW YORK ST ENVIRONME | 2052-09-15      | 5.2500%  | N/A     | $1000000.00        | $1062561.67        | Other Instrument        |
| NEW YORK ST PWR AUTH  | 2060-11-15      | 4.0000%  | N/A     | $3300000.00        | $2955201.33        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2045-01-01      | 4.0000%  | N/A     | $1185000.00        | $1157856.92        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2053-03-15      | 5.0000%  | N/A     | $2600000.00        | $2704176.22        | Other Instrument        |
| NEW YORK ST TWY AUTH  | 2054-01-01      | 5.2500%  | N/A     | $1000000.00        | $1079193.33        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-12-31      | 5.2500%  | N/A     | $2995000.00        | $3119170.20        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-06-30      | 5.0000%  | N/A     | $4000000.00        | $4091017.78        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2060-12-31      | 5.5000%  | N/A     | $5890000.00        | $6099706.91        | Other Instrument        |
| NEW YORK TRANSN DEV C | 2054-12-31      | 0.0000%  | N/A     | $1700000.00        | $1118923.00        | Other Instrument        |
| NEWARK N J MASS TRAN  | 2062-11-15      | 6.0000%  | N/A     | $2000000.00        | $2195786.67        | Other Instrument        |
| OAKLAND CALIF UNI SCH | 2033-08-01      | 6.8770%  | N/A     | $9215000.00        | $9482799.67        | Other Instrument        |
| OKLAHOMA TRANSN AUTH  | 2050-01-01      | 5.2500%  | N/A     | $4670000.00        | $5079901.47        | Other Instrument        |
| ONONDAGA N Y CIVIC DE | 2056-12-01      | 5.5000%  | N/A     | $1265000.00        | $1399702.82        | Other Instrument        |
| OREGON HEALTH SCIENCE | 2051-07-01      | 4.0000%  | N/A     | $2000000.00        | $1836348.89        | Other Instrument        |
| PENNSYLVANIA ECONOMIC | 2051-12-15      | 4.5000%  | N/A     | $4445000.00        | $4327051.93        | Other Instrument        |
| PENNSYLVANIA ECONOMIC | 2039-06-15      | 6.5320%  | N/A     | $5440000.00        | $6018146.28        | Other Instrument        |
| PENNSYLVANIA ST TPK C | 2043-12-01      | 3.4370%  | N/A     | $5000000.00        | $3041214.47        | Other Instrument        |
| PHARR TEXCOMBINATION  | 2051-08-15      | 5.2500%  | N/A     | $6675000.00        | $7033959.25        | Other Instrument        |
| PHARR TEXCOMBINATION  | 2043-08-15      | 5.0000%  | N/A     | $1015000.00        | $1106635.33        | Other Instrument        |
| PHILADELPHIA PA WTR & | 2045-11-01      | 5.0000%  | N/A     | $1370000.00        | $1430689.48        | Other Instrument        |
| PITTSBURGH PA SCH DIS | 2029-09-01      | 6.8500%  | N/A     | $6895000.00        | $6857266.14        | Other Instrument        |
| PORT AUTH N Y & N JTA | 2051-02-15      | 3.1390%  | N/A     | $5000000.00        | $3621091.11        | Other Instrument        |
| PORT SEATTLE WASH REV | 2047-08-01      | 5.0000%  | N/A     | $4215000.00        | $4375249.62        | Other Instrument        |
| PUBLIC FIN AUTH WIS T | 2065-12-31      | 6.5000%  | N/A     | $1800000.00        | $2044787.00        | Other Instrument        |
| RICHARDSON TEX COMBIN | 2035-02-15      | 5.0000%  | N/A     | $1430000.00        | $1628709.62        | Other Instrument        |
| RICHARDSON TEX COMBIN | 2034-02-15      | 5.0000%  | N/A     | $1880000.00        | $2123549.82        | Other Instrument        |
| RICHARDSON TEX GEN OB | 2035-02-15      | 5.0000%  | N/A     | $1030000.00        | $1173126.51        | Other Instrument        |
| ROSEVILLE MINN INDPT  | 2039-02-01      | 4.0000%  | N/A     | $2375000.00        | $2420515.56        | Other Instrument        |
| SALT RIVER PROJ ARIZ  | 2041-01-01      | 4.8390%  | N/A     | $7545000.00        | $7220810.77        | Other Instrument        |
| SAN DIEGO CALIF PUB F | 2031-08-01      | 2.2830%  | N/A     | $2625000.00        | $2383403.31        | Other Instrument        |
| SAN DIEGO CNTY CALIF  | 2048-04-01      | 3.2480%  | N/A     | $3375000.00        | $2196713.14        | Other Instrument        |
| SAN FRANCISCO CALIF C | 2045-05-01      | 5.0000%  | N/A     | $3750000.00        | $4082095.83        | Other Instrument        |
| SAN FRANCISCO CALIF C | 2055-05-01      | 5.5000%  | N/A     | $3000000.00        | $3186443.33        | Other Instrument        |
| SANTA CLARA CNTY CALI | 2039-08-01      | 3.2500%  | N/A     | $2105000.00        | $1977842.80        | Other Instrument        |
| SONOMA CNTY CALIF PEN | 2029-12-01      | 6.0000%  | N/A     | $6485000.00        | $3607826.55        | Other Instrument        |
| SOUTH CAROLINA ST PUB | 2050-01-01      | 6.4540%  | N/A     | $4290000.00        | $4661055.45        | Other Instrument        |
| SOUTHERN CALIF PUB PW | 2046-07-01      | 5.2500%  | N/A     | $2300000.00        | $2515172.67        | Other Instrument        |
| SOUTHLAKE TEXTAX WTRW | 2035-02-15      | 5.0000%  | N/A     | $1370000.00        | $1560580.70        | Other Instrument        |
| SOUTHLAKE TEXTAX WTRW | 2034-02-15      | 5.0000%  | N/A     | $1135000.00        | $1283968.75        | Other Instrument        |
| SPARTANBURG CNTY S C  | 2047-03-01      | 5.0000%  | N/A     | $4550000.00        | $4792843.61        | Other Instrument        |
| TARRANT CNTY TEX CULT | 2050-09-01      | 3.4220%  | N/A     | $8000000.00        | $5787639.11        | Other Instrument        |
| TARRANT REGL WTR DIST | 2039-03-01      | 5.0000%  | N/A     | $1000000.00        | $1111595.56        | Other Instrument        |
| TENNESSEE ST SCH BD A | 2041-11-01      | 2.5610%  | N/A     | $4525000.00        | $3390772.05        | Other Instrument        |
| TEXAS MUN GAS ACQUISI | 2036-04-01      | 5.0000%  | N/A     | $3425000.00        | $3614174.17        | Other Instrument        |
| TEXAS NAT GAS SECURIT | 2041-04-01      | 5.1690%  | N/A     | $10000000.00       | $10126378.33       | Other Instrument        |
| TEXAS ST TECHNICAL CO | 2054-08-01      | 6.0000%  | N/A     | $6740000.00        | $7428131.53        | Other Instrument        |
| TEXAS ST UNIV SYS FIN | 2035-03-15      | 5.0000%  | N/A     | $1000000.00        | $1142811.11        | Other Instrument        |
| TEXAS TRANSN COMMN CE | 2041-08-15      | 3.0290%  | N/A     | $8500000.00        | $6638248.78        | Other Instrument        |
| TIMNATH COLO CTFS PAR | 2055-12-01      | 5.0000%  | N/A     | $2250000.00        | $2307127.50        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2035-05-15      | 2.5110%  | N/A     | $10390000.00       | $8690055.73        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2054-11-15      | 5.2500%  | N/A     | $2500000.00        | $2637789.58        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2048-11-15      | 5.2500%  | N/A     | $1250000.00        | $1340269.79        | Other Instrument        |
| TRIBOROUGH BRDG & TUN | 2051-11-15      | 5.2500%  | N/A     | $3000000.00        | $3182837.50        | Other Instrument        |
| UNITED AIRLINES PT CE | 2029-06-01      | 3.4500%  | N/A     | $100000.00         | $54021.70          | Asset-Backed Securities |
| UNITED AIRLINES PT TR | 2029-04-15      | 5.8750%  | N/A     | $12700000.00       | $4037873.44        | Asset-Backed Securities |
| UNITED AIRLINES PTC 2 | 2033-02-25      | 4.1500%  | N/A     | $500000.00         | $300414.99         | Asset-Backed Securities |
| UNIVERSITY CALIF REVS | 2040-05-15      | 5.5000%  | N/A     | $2500000.00        | $2942772.22        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2036-05-15      | 5.0000%  | N/A     | $1775000.00        | $2024306.64        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2035-05-15      | 5.0000%  | N/A     | $1800000.00        | $2062718.00        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2050-05-15      | 2.5000%  | N/A     | $2000000.00        | $1374044.44        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2040-05-15      | 5.2500%  | N/A     | $1000000.00        | $1210181.67        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2045-11-15      | 5.0000%  | N/A     | $1000000.00        | $1098994.44        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2039-05-15      | 3.5520%  | N/A     | $1780000.00        | $1554600.97        | Other Instrument        |
| UNIVERSITY CALIF REVS | 2036-05-15      | 5.0000%  | N/A     | $1930000.00        | $2258784.08        | Other Instrument        |
| UNIVERSITY COLO ENTER | 2051-06-01      | 4.0000%  | N/A     | $5000000.00        | $4587488.89        | Other Instrument        |
| UNIVERSITY MASS BLDG  | 2033-11-01      | 2.2280%  | N/A     | $5000000.00        | $4265514.44        | Other Instrument        |
| UNIVERSITY MASS BLDG  | 2043-11-01      | 3.0130%  | N/A     | $3655000.00        | $2761328.54        | Other Instrument        |
| VIRGINIA SMALL BUSINE | 2049-12-01      | 4.0000%  | N/A     | $1430000.00        | $1263144.42        | Other Instrument        |
| VIRGINIA ST HSG DEV A | 2044-07-01      | 5.8230%  | N/A     | $3670000.00        | $3798409.63        | Other Instrument        |
| WAKE CNTY N CGEN OBLI | 2033-04-01      | 5.0000%  | N/A     | $1140000.00        | $1304756.60        | Other Instrument        |
| WASHINGTON STMTR VEH  | 2040-08-01      | 5.0000%  | N/A     | $1090000.00        | $1232837.23        | Other Instrument        |
| WASHINGTON STMTR VEH  | 2032-06-01      | 5.0000%  | N/A     | $7960000.00        | $9027948.98        | Other Instrument        |
| WAXAHACHIE TEX INDPT  | 2049-02-15      | 4.0000%  | N/A     | $5190000.00        | $4870117.23        | Other Instrument        |
| WISCONSIN ST GEN OBLI | 2034-05-01      | 5.0000%  | N/A     | $5090000.00        | $5900209.23        | Other Instrument        |
| WISCONSIN ST HEALTH & | 2052-08-15      | 3.0000%  | N/A     | $3785000.00        | $2692220.03        | Other Instrument        |

### Security 401: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $31100000.00
- **C.18.a - Value (excl. sponsor support):** $31100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 402: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724Z75, C.4 - ISIN: US882724Z754, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2051-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: 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 403: THE BANK OF NEW YORK MELLON

- **C.1 - Title:** THE BANK OF NEW YORK MELLON
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406XSM7, C.4 - ISIN: US06406XSM73, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $144117015.00
- **C.18.a - Value (excl. sponsor support):** $144117015.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: THE BANK OF NEW YORK MELLON

- **C.1 - Title:** THE BANK OF NEW YORK MELLON
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406XLP7, C.4 - ISIN: US06406XLP77, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $147152985.00
- **C.18.a - Value (excl. sponsor support):** $147152985.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF20, C.4 - ISIN: US06417KF206, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $133945743.40
- **C.18.a - Value (excl. sponsor support):** $133945743.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 406: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF95, C.4 - ISIN: US06417KF958, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $124859950.00
- **C.18.a - Value (excl. sponsor support):** $124859950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LG76, C.4 - ISIN: US06417LG764, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $184004857.60
- **C.18.a - Value (excl. sponsor support):** $184004857.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE78, C.4 - ISIN: US06417LE785, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $130043355.00
- **C.18.a - Value (excl. sponsor support):** $130043355.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE86, C.4 - ISIN: US06417LE868, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $130043108.00
- **C.18.a - Value (excl. sponsor support):** $130043108.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KQJ1, C.4 - ISIN: US06417KQJ15, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $96821850.00
- **C.18.a - Value (excl. sponsor support):** $96821850.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF85, C.4 - ISIN: US06417LF857, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $125034375.00
- **C.18.a - Value (excl. sponsor support):** $125034375.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LG43, C.4 - ISIN: US06417LG434, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $138016325.40
- **C.18.a - Value (excl. sponsor support):** $138016325.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KRG6, C.4 - ISIN: US06417KRG66, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $126391564.10
- **C.18.a - Value (excl. sponsor support):** $126391564.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF36, C.4 - ISIN: US06417LF360, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $15005095.50
- **C.18.a - Value (excl. sponsor support):** $15005095.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KRF8, C.4 - ISIN: US06417KRF83, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $75265242.00
- **C.18.a - Value (excl. sponsor support):** $75265242.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KLW7, C.4 - ISIN: US06417KLW70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $107820845.00
- **C.18.a - Value (excl. sponsor support):** $107820845.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KPC7, C.4 - ISIN: US06417KPC70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $127344143.70
- **C.18.a - Value (excl. sponsor support):** $127344143.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KSL4, C.4 - ISIN: US06417KSL43, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $146999355.30
- **C.18.a - Value (excl. sponsor support):** $146999355.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-05-20
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BW64, C.4 - ISIN: US50066BW648, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50001455.00
- **C.18.a - Value (excl. sponsor support):** $50001455.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 420: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BY39, C.4 - ISIN: US50066BY396, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49994305.00
- **C.18.a - Value (excl. sponsor support):** $49994305.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FFS8, C.4 - ISIN: US89120FFS83, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $195025168.65
- **C.18.a - Value (excl. sponsor support):** $195025168.65
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 422: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BS49, C.4 - ISIN: US89119BS499, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $125189077.00
- **C.18.a - Value (excl. sponsor support):** $125189077.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-05-04
- **C.12 - Maturity Date (WAL):** 2027-05-04
- **C.13 - Final Legal Maturity Date:** 2027-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 423: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BR16, C.4 - ISIN: US89119BR160, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $48340225.00
- **C.18.a - Value (excl. sponsor support):** $48340225.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FGN8, C.4 - ISIN: US89120FGN87, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $161124415.97
- **C.18.a - Value (excl. sponsor support):** $161124415.97
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 425: THE TORONTO-DOMINION BANK LONDON BRANCH

- **C.1 - Title:** THE TORONTO-DOMINION BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3219375279, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: Y30A435
- **C.18 - Value (incl. sponsor support):** $183924243.50
- **C.18.a - Value (excl. sponsor support):** $183924243.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3Y2SG
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 427: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEE5, C.4 - ISIN: US88604GEE52, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $91015306.20
- **C.18.a - Value (excl. sponsor support):** $91015306.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFS9, C.4 - ISIN: US89152FFS92, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $39883860.00
- **C.18.a - Value (excl. sponsor support):** $39883860.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $149501160.00
- **C.18.a - Value (excl. sponsor support):** $149501160.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HH31, C.4 - ISIN: US89233HH316, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $39721332.00
- **C.18.a - Value (excl. sponsor support):** $39721332.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HPG3, C.4 - ISIN: US89233HPG38, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $145656360.00
- **C.18.a - Value (excl. sponsor support):** $145656360.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XRN5, C.4 - ISIN: US90351XRN56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $113670910.40
- **C.18.a - Value (excl. sponsor support):** $113670910.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZY5, C.4 - ISIN: US90276JZY53, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $150000552.00
- **C.18.a - Value (excl. sponsor support):** $150000552.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: UBS AG-STAMFORD BRANCH

- **C.1 - Title:** UBS AG-STAMFORD BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVC1, C.4 - ISIN: US90275DVC19, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $260017680.00
- **C.18.a - Value (excl. sponsor support):** $260017680.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 435: UBS SECURITIES LLC DBA UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC DBA UBS SECURITIES LLC
- **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: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: AJC9994X2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2030-10-15      | 4.0000%  | N/A     | $3500000.00        | $3333711.11        | Corporate Debt Securities |
| 3M COSR GLBL NT 29    | 2029-08-26      | 2.3750%  | N/A     | $45000.00          | $42451.44          | Corporate Debt Securities |
| ABN AMRO BANK N.V. FR | 2028-12-03      | 4.9880%  | N/A     | $2200000.00        | $2265748.71        | Corporate Debt Securities |
| ADT SECURITY CORPORAT | 2029-08-01      | 4.1250%  | N/A     | $3000000.00        | $2916932.50        | Corporate Debt Securities |
| AIB GROUP PLCFR 5.32% | 2031-05-15      | 5.3200%  | N/A     | $2275000.00        | $2313353.97        | Corporate Debt Securities |
| AIRCASTLE LTDPERP JR  | 2099-01-01      | 5.2500%  | N/A     | $754000.00         | $761480.94         | Corporate Debt Securities |
| ALABAMA PWR CO SR -20 | 2039-03-01      | 6.0000%  | N/A     | $1000.00           | $1070.36           | Corporate Debt Securities |
| ALLIANCE RES OP PART  | 2029-06-15      | 8.6250%  | N/A     | $183000.00         | $198260.68         | Corporate Debt Securities |
| ALLIED UNIVERSAL HOLD | 2028-06-01      | 4.6250%  | N/A     | $1308000.00        | $1320868.18        | Corporate Debt Securities |
| ALPHA GENERATION LLC  | 2034-01-15      | 6.2500%  | N/A     | $1666000.00        | $1692395.92        | Corporate Debt Securities |
| AMAZON COM INC SR GLB | 2065-11-20      | 5.5500%  | N/A     | $2475000.00        | $2342630.81        | Corporate Debt Securities |
| AMAZON COM INC SR GLB | 2029-12-01      | 4.6500%  | N/A     | $18000.00          | $18580.17          | Corporate Debt Securities |
| AMC GLOBAL MEDIA INC  | 2032-07-15      | 10.5000% | N/A     | $1525000.00        | $1635354.08        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE  | 2035-03-01      | 6.3750%  | N/A     | $40000.00          | $43873.73          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO  | 2056-03-15      | 5.8000%  | N/A     | $276000.00         | $277935.37         | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2028-02-15      | 3.5000%  | N/A     | $91000.00          | $90425.89          | Corporate Debt Securities |
| AMERICAN INTL GROUP I | 2048-04-01      | 5.7500%  | N/A     | $13000.00          | $13149.29          | Corporate Debt Securities |
| APOLLO GLOBAL MGMT IN | 2054-12-15      | 6.0000%  | N/A     | $49000.00          | $48872.76          | Corporate Debt Securities |
| APPLE INCSR GLBL NT 2 | 2029-08-08      | 3.2500%  | N/A     | $223000.00         | $219278.32         | Corporate Debt Securities |
| APPLE INCSR GLBL NT 3 | 2031-02-08      | 1.6500%  | N/A     | $5000.00           | $4477.64           | Corporate Debt Securities |
| APPLE INCSR GLBL NT 4 | 2046-02-23      | 4.6500%  | N/A     | $3000.00           | $2742.72           | Corporate Debt Securities |
| ARES CAPITAL CORPSR G | 2029-03-01      | 5.8750%  | N/A     | $55000.00          | $56321.71          | Corporate Debt Securities |
| ARGENTINE REPUBLIC GL | 2041-07-09      | 3.5000%  | N/A     | $468901.00         | $341412.03         | Other Instrument          |
| ARGENTINE REPUBLIC GL | 2035-07-09      | 4.1250%  | N/A     | $30000.00          | $23491.25          | Other Instrument          |
| ASURION LLC / ASURION | 2032-12-31      | 8.0000%  | N/A     | $200000.00         | $215321.11         | Corporate Debt Securities |
| ASURION LLC / ASURION | 2034-02-01      | 8.3750%  | N/A     | $849000.00         | $848494.02         | Corporate Debt Securities |
| AT&T INC SR GLBL NT 4 | 2042-03-15      | 5.1500%  | N/A     | $5000.00           | $4658.68           | Corporate Debt Securities |
| AT&T INC SR GLBL NT4. | 2035-05-15      | 4.5000%  | N/A     | $30000.00          | $28467.00          | Corporate Debt Securities |
| ATHENE HOLDING LTD JR | 2055-06-28      | 6.8750%  | N/A     | $2539000.00        | $2524189.52        | Corporate Debt Securities |
| ATHENE HOLDING LTD JR | 2054-10-15      | 6.6250%  | N/A     | $753000.00         | $729549.49         | Corporate Debt Securities |
| AXALTA COATING SYS LL | 2027-06-15      | 4.7500%  | N/A     | $3070000.00        | $3128050.29        | Corporate Debt Securities |
| BAC CAP TR XIIIPERP J | 2099-01-01      | 4.3356%  | N/A     | $203000.00         | $153722.27         | Corporate Debt Securities |
| BALL CORPSR GLBL NT 6 | 2029-06-15      | 6.0000%  | N/A     | $10000.00          | $10400.97          | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2099-01-01      | 6.3000%  | N/A     | $27000.00          | $27978.35          | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2037-04-23      | 5.0850%  | N/A     | $1180000.00        | $1177881.90        | Corporate Debt Securities |
| BANK NEW YORK MELLON  | 2099-01-01      | 5.9500%  | N/A     | $1105000.00        | $1145221.08        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2027-03-11      | 2.9510%  | N/A     | $55000.00          | $54846.76          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2026-06-24      | 1.3500%  | N/A     | $6000.00           | $6023.36           | Corporate Debt Securities |
| BANK OF AMER CORPFR 2 | 2028-02-04      | 2.5510%  | N/A     | $74000.00          | $73694.31          | Corporate Debt Securities |
| BANK OF AMER CORPFR 4 | 2027-11-25      | 4.1830%  | N/A     | $20000.00          | $19942.10          | Corporate Debt Securities |
| BANK OF AMER CORPFR 4 | 2030-04-23      | 4.4770%  | N/A     | $12000.00          | $11989.04          | Corporate Debt Securities |
| BANK OF AMER CORPFR 5 | 2036-10-22      | 5.2000%  | N/A     | $37000.00          | $36627.57          | Corporate Debt Securities |
| BANK OF AMER CORPFR 5 | 2037-02-06      | 5.0450%  | N/A     | $1913000.00        | $1912379.60        | Corporate Debt Securities |
| BANK OF AMER CORPFR 5 | 2045-09-08      | 5.5000%  | N/A     | $197000.00         | $189940.51         | Corporate Debt Securities |
| BANK OF AMER CORPPERP | 2099-01-01      | 6.2500%  | N/A     | $6609000.00        | $6760472.77        | Corporate Debt Securities |
| BANK OF AMER CORPPERP | 2149-12-31      | 6.6250%  | N/A     | $480000.00         | $498092.53         | Corporate Debt Securities |
| BANK OF AMER CORPPERP | 2099-01-01      | 4.3750%  | N/A     | $182000.00         | $181419.22         | Corporate Debt Securities |
| BANK OF AMER CORPSB D | 2028-01-15      | 6.8750%  | N/A     | $10000.00          | $10633.70          | Corporate Debt Securities |
| BLACKROCK INCSR GLBL  | 2029-04-30      | 3.2500%  | N/A     | $155000.00         | $151281.25         | Corporate Debt Securities |
| BLOCK INCSR GLBL NT 2 | 2026-06-01      | 2.7500%  | N/A     | $5000.00           | $5067.29           | Corporate Debt Securities |
| BLOCK INCSR GLBL NT3. | 2031-06-01      | 3.5000%  | N/A     | $11000.00          | $10193.87          | Corporate Debt Securities |
| BNP PARIBASSNR NPF 14 | 2029-09-15      | 2.1590%  | N/A     | $582000.00         | $552514.68         | Corporate Debt Securities |
| BOEING CO3.45%28      | 2028-11-01      | 3.4500%  | N/A     | $35000.00          | $34209.12          | Corporate Debt Securities |
| BOEING CO3.6%34       | 2034-05-01      | 3.6000%  | N/A     | $89000.00          | $80459.56          | Corporate Debt Securities |
| BP CAP MKTS AMER INC  | 2034-11-17      | 5.2270%  | N/A     | $120000.00         | $122213.08         | Corporate Debt Securities |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.1250%  | N/A     | $232000.00         | $243039.11         | Corporate Debt Securities |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.4500%  | N/A     | $141000.00         | $149951.62         | Corporate Debt Securities |
| BP CAP MKTS P L CSR G | 2028-11-28      | 3.7230%  | N/A     | $1000.00           | $984.13            | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP | 2034-01-20      | 8.2500%  | N/A     | $110000.00         | $128261.38         | Other Instrument          |
| BRIGHTHOUSE HLDGS LLC | 2037-09-27      | 6.5000%  | N/A     | $1500000.00        | $763926.67         | Corporate Debt Securities |
| BRITISH TELECOMMUNICA | 2081-11-23      | 4.2500%  | N/A     | $424000.00         | $425786.45         | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE  | 2034-03-01      | 6.3750%  | N/A     | $1000000.00        | $1010993.33        | Corporate Debt Securities |
| CAIXABANK S AFR 5.402 | 2037-04-22      | 5.4020%  | N/A     | $750000.00         | $745621.54         | Corporate Debt Securities |
| CAIXABANK S AFR 5.402 | 2037-04-22      | 5.4020%  | N/A     | $850000.00         | $845037.75         | Corporate Debt Securities |
| CANADIAN IMPERIAL BAN | 2029-04-08      | 5.2600%  | N/A     | $20000.00          | $20531.83          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2027-05-11      | 3.6500%  | N/A     | $5000.00           | $4980.93           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2099-01-01      | 3.9500%  | N/A     | $765000.00         | $768408.50         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP | 2027-03-09      | 3.7500%  | N/A     | $2000.00           | $2009.91           | Corporate Debt Securities |
| CARNIVAL CORP LTDSR 1 | 2032-08-01      | 5.7500%  | N/A     | $2984000.00        | $3056473.07        | Corporate Debt Securities |
| CARNIVAL CORP LTDSR 1 | 2030-03-15      | 5.7500%  | N/A     | $3000000.00        | $3060958.33        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2028-02-01      | 5.0000%  | N/A     | $198000.00         | $199385.78         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2029-06-01      | 5.3750%  | N/A     | $2526000.00        | $2545769.46        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2027-05-01      | 5.1250%  | N/A     | $563000.00         | $565013.35         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2030-08-15      | 4.5000%  | N/A     | $825000.00         | $776547.75         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2033-02-01      | 7.0000%  | N/A     | $85000.00          | $85142.33          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2032-05-01      | 4.5000%  | N/A     | $1680000.00        | $1479643.20        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO H | 2036-02-01      | 7.3750%  | N/A     | $2788000.00        | $2793941.54        | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2029-07-15      | 7.3300%  | N/A     | $42000.00          | $45177.04          | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2026-08-05      | 1.4000%  | N/A     | $576000.00         | $573945.60         | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2030-11-15      | 7.5500%  | N/A     | $145000.00         | $154817.39         | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2028-11-15      | 7.3500%  | N/A     | $15000.00          | $15684.73          | Corporate Debt Securities |
| CELANESE US HLDGS LLC | 2033-11-15      | 7.7000%  | N/A     | $25000.00          | $26893.36          | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2030-02-15      | 3.3750%  | N/A     | $12823000.00       | $12021562.50       | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2030-10-15      | 3.0000%  | N/A     | $370000.00         | $334378.87         | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2028-07-15      | 2.4500%  | N/A     | $50000.00          | $47818.47          | Corporate Debt Securities |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $800000.00         | $795639.56         | Corporate Debt Securities |
| CENTERPOINT ENERGY IN | 2055-02-15      | 7.0000%  | N/A     | $84000.00          | $88789.87          | Corporate Debt Securities |
| CHENIERE ENERGY PARTN | 2029-10-01      | 4.5000%  | N/A     | $10000.00          | $10017.40          | Corporate Debt Securities |
| CHENIERE ENERGY PARTN | 2032-01-31      | 3.2500%  | N/A     | $83000.00          | $76952.04          | Corporate Debt Securities |
| CHEVRON USA INCGLBL N | 2029-10-15      | 3.2500%  | N/A     | $69000.00          | $67054.35          | Corporate Debt Securities |
| CHEVRON USA INCSR GLB | 2028-08-13      | 4.0500%  | N/A     | $10000.00          | $10080.45          | Corporate Debt Securities |
| CITIBANK N A CD 3.15% | 2029-04-02      | 3.1500%  | N/A     | $1000.00           | $979.29            | Money Market              |
| CITIGROUP INCJR SB GL | 2036-01-24      | 6.0200%  | N/A     | $55000.00          | $57744.10          | Corporate Debt Securities |
| CITIGROUP INCJR SB GL | 2027-09-29      | 4.4500%  | N/A     | $58000.00          | $58431.91          | Corporate Debt Securities |
| CITIGROUP INCPERP -Z  | 2099-01-01      | 7.3750%  | N/A     | $415000.00         | $428515.74         | Corporate Debt Securities |
| CITIGROUP INCPERP GLB | 2099-01-01      | 6.6250%  | N/A     | $50000.00          | $50879.82          | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 6.7500%  | N/A     | $591000.00         | $599602.01         | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $4852000.00        | $5068812.97        | Corporate Debt Securities |
| CITIGROUP INCPERP JR  | 2099-01-01      | 6.9500%  | N/A     | $5302000.00        | $5414205.05        | Corporate Debt Securities |
| CITIGROUP INCPERP SR  | 2099-01-01      | 7.0000%  | N/A     | $1127000.00        | $1169467.86        | Corporate Debt Securities |
| CITIZENS FINL GROUP I | 2099-01-01      | 4.0000%  | N/A     | $20000.00          | $19966.18          | Corporate Debt Securities |
| CITIZENS FINL GROUP I | 2099-01-01      | 7.0972%  | N/A     | $188000.00         | $189077.56         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR | 2033-03-15      | 7.5000%  | N/A     | $6833000.00        | $7257921.49        | Corporate Debt Securities |
| CMS ENERGY CORPJR SB  | 2050-06-01      | 4.7500%  | N/A     | $163000.00         | $163990.41         | Corporate Debt Securities |
| COCA COLA CO SR GLBL  | 2040-06-01      | 2.5000%  | N/A     | $100000.00         | $74470.11          | Corporate Debt Securities |
| COMED FING III GTD PF | 2033-03-15      | 6.3500%  | N/A     | $2000.00           | $2081.79           | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2030-05-15      | 5.2500%  | N/A     | $176000.00         | $165908.45         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2031-02-15      | 4.7500%  | N/A     | $123000.00         | $114684.24         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS  | 2030-04-01      | 6.1250%  | N/A     | $243000.00         | $223151.29         | Corporate Debt Securities |
| CONAGRA BRANDS INC SR | 2035-08-01      | 5.7500%  | N/A     | $57000.00          | $58348.46          | Corporate Debt Securities |
| CONOCOPHILLIPS SR NT  | 2029-04-15      | 6.9500%  | N/A     | $1000.00           | $1077.11           | Corporate Debt Securities |
| CONSTELLATION ENERGY  | 2034-01-15      | 6.1250%  | N/A     | $50000.00          | $54365.43          | Corporate Debt Securities |
| COREBRIDGE FINL INCPE | 2099-01-01      | 6.8750%  | N/A     | $1038000.00        | $1101687.21        | Corporate Debt Securities |
| COSTCO WHOLESALE CORP | 2030-04-20      | 1.6000%  | N/A     | $52000.00          | $47168.33          | Corporate Debt Securities |
| CUMMINS INCSR GLBL NT | 2034-02-20      | 5.1500%  | N/A     | $2000.00           | $2062.61           | Corporate Debt Securities |
| CVS HEALTH CORPJR SB  | 2055-03-10      | 7.0000%  | N/A     | $2684000.00        | $2835407.42        | Corporate Debt Securities |
| CVS HEALTH CORPSR GLB | 2030-02-21      | 5.1250%  | N/A     | $51000.00          | $52393.90          | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2036-02-15      | 5.1000%  | N/A     | $86000.00          | $86104.35          | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2035-02-01      | 4.8500%  | N/A     | $100000.00         | $99192.72          | Corporate Debt Securities |
| DELL INTL LLC/EMC COR | 2033-02-01      | 5.7500%  | N/A     | $101000.00         | $107235.46         | Corporate Debt Securities |
| DELTA AIR LINES INCSR | 2028-04-19      | 4.3750%  | N/A     | $21000.00          | $20977.13          | Corporate Debt Securities |
| DEVON ENERGY CORP NEW | 2030-01-15      | 4.5000%  | N/A     | $22000.00          | $22268.18          | Corporate Debt Securities |
| DEVON ENERGY CORP NEW | 2027-10-15      | 5.2500%  | N/A     | $65000.00          | $65430.08          | Corporate Debt Securities |
| DEVON ENERGY CORP NEW | 2041-07-15      | 5.6000%  | N/A     | $25000.00          | $25192.61          | Corporate Debt Securities |
| DEVON FING CORP U L C | 2031-09-30      | 7.8750%  | N/A     | $35000.00          | $40530.92          | Corporate Debt Securities |
| DIRECTV FING LLC / DI | 2027-08-15      | 5.8750%  | N/A     | $21000.00          | $21379.52          | Corporate Debt Securities |
| DIRECTV FING LLC / DI | 2030-02-01      | 8.8750%  | N/A     | $1850000.00        | $1947033.01        | Corporate Debt Securities |
| DISNEY WALT CO SR GLB | 2029-09-01      | 2.0000%  | N/A     | $65000.00          | $60682.63          | Corporate Debt Securities |
| DISNEY WALT CO SR GLB | 2031-03-14      | 4.0000%  | N/A     | $3000.00           | $2976.33           | Corporate Debt Securities |
| DOMINION ENERGY INCJR | 2056-02-15      | 6.2000%  | N/A     | $15000.00          | $15333.02          | Corporate Debt Securities |
| DOMINION ENERGY INCPE | 2079-12-31      | 4.3500%  | N/A     | $47000.00          | $47169.04          | Corporate Debt Securities |
| DOMINION ENERGY INCSR | 2030-06-15      | 5.0000%  | N/A     | $150000.00         | $155321.67         | Corporate Debt Securities |
| DOW CHEMICAL COSR GLB | 2035-03-15      | 5.3500%  | N/A     | $23000.00          | $22975.79          | Corporate Debt Securities |
| DOW CHEMICAL COSR GLB | 2030-11-15      | 2.1000%  | N/A     | $60000.00          | $53101.00          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS | 2034-01-15      | 4.8500%  | N/A     | $27000.00          | $27440.99          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW  | 2032-08-15      | 4.5000%  | N/A     | $95000.00          | $94747.30          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW  | 2054-09-01      | 6.4500%  | N/A     | $986000.00         | $1042080.39        | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2030-04-29      | 6.8750%  | N/A     | $54000.00          | $54576.68          | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2029-01-19      | 8.6250%  | N/A     | $112000.00         | $121606.89         | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $126000.00         | $113698.46         | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $10000.00          | $10461.13          | Corporate Debt Securities |
| EDISON INTLJR SB GLBL | 2054-06-15      | 7.8750%  | N/A     | $103000.00         | $108840.62         | Corporate Debt Securities |
| EDISON INTLPERP SR GL | 2099-01-01      | 5.0000%  | N/A     | $98000.00          | $97682.26          | Corporate Debt Securities |
| EDISON INTLSR GLBL NT | 2028-11-15      | 5.2500%  | N/A     | $45000.00          | $45265.58          | Corporate Debt Securities |
| EDISON INTLSR GLBL NT | 2032-03-15      | 5.2500%  | N/A     | $218000.00         | $216374.08         | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2078-03-01      | 6.2500%  | N/A     | $381000.00         | $389548.79         | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2077-01-15      | 6.0000%  | N/A     | $500000.00         | $512461.67         | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2084-01-15      | 8.2500%  | N/A     | $2758000.00        | $3001223.42        | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2083-01-15      | 7.6250%  | N/A     | $760000.00         | $849955.08         | Corporate Debt Securities |
| ENBRIDGE INC LW TIER  | 2080-07-15      | 5.7500%  | N/A     | $220000.00         | $226418.01         | Corporate Debt Securities |
| ENBRIDGE INC SR GLBL  | 2026-12-01      | 4.2500%  | N/A     | $27000.00          | $27557.39          | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP | 2030-02-01      | 4.7500%  | N/A     | $40000.00          | $39907.58          | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP | 2031-04-01      | 4.6250%  | N/A     | $425000.00         | $414133.34         | Corporate Debt Securities |
| ENEL CHILE SASR GLBL  | 2028-06-12      | 4.8750%  | N/A     | $71000.00          | $72864.08          | Corporate Debt Securities |
| ENERGY TRANSFER L PJR | 2056-02-15      | 6.7500%  | N/A     | $356000.00         | $369253.88         | Corporate Debt Securities |
| ENERGY TRANSFER L PJR | 2054-05-15      | 8.0000%  | N/A     | $413000.00         | $440564.08         | Corporate Debt Securities |
| ENERGY TRANSFER L PPE | 2079-12-31      | 7.1250%  | N/A     | $220000.00         | $227482.38         | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2034-09-01      | 5.6000%  | N/A     | $140000.00         | $145031.44         | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2028-06-15      | 4.9500%  | N/A     | $2000.00           | $2059.48           | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2026-07-15      | 3.9000%  | N/A     | $10000.00          | $10139.27          | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2030-05-15      | 3.7500%  | N/A     | $21000.00          | $20297.31          | Corporate Debt Securities |
| ENERGY TRANSFER L PSR | 2034-05-15      | 5.5500%  | N/A     | $60000.00          | $61398.50          | Corporate Debt Securities |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $237000.00         | $238313.51         | Corporate Debt Securities |
| ENTERGY CORP NEW JR S | 2054-12-01      | 7.1250%  | N/A     | $105000.00         | $112592.46         | Corporate Debt Securities |
| ENTERGY LA LLC 1M GLB | 2034-09-15      | 5.1500%  | N/A     | $25000.00          | $25462.90          | Corporate Debt Securities |
| EQUINOR ASA3.625%28   | 2028-09-10      | 3.6250%  | N/A     | $5000.00           | $4979.67           | Corporate Debt Securities |
| EUSHI FINANCE INC. JR | 2056-04-01      | 6.2500%  | N/A     | $130000.00         | $129963.53         | Corporate Debt Securities |
| EVERSOURCE ENERGYJR S | 2056-08-15      | 6.3500%  | N/A     | $1769000.00        | $1800371.74        | Corporate Debt Securities |
| EXPEDIA GROUP INCSR G | 2035-02-15      | 5.4000%  | N/A     | $33000.00          | $33261.69          | Corporate Debt Securities |
| EXPEDIA GROUP INCSR G | 2030-02-15      | 3.2500%  | N/A     | $3000.00           | $2870.22           | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2046-03-01      | 4.1140%  | N/A     | $95000.00          | $80146.41          | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2030-03-19      | 3.4820%  | N/A     | $17000.00          | $16598.47          | Corporate Debt Securities |
| EXXON MOBIL CORP SR G | 2030-10-15      | 2.6100%  | N/A     | $93000.00          | $86916.87          | Corporate Debt Securities |
| FIFTH THIRD BANCORPPE | 2099-01-01      | 7.0902%  | N/A     | $4000.00           | $4046.20           | Corporate Debt Securities |
| FIFTH THIRD BANCORPPE | 2099-01-01      | 6.9942%  | N/A     | $1000.00           | $1013.66           | Corporate Debt Securities |
| FIRST CTZNS BANCSHARE | 2099-01-01      | 7.9076%  | N/A     | $259000.00         | $263502.60         | Corporate Debt Securities |
| FLASH COMPUTE LLCSR S | 2030-12-31      | 7.2500%  | N/A     | $281000.00         | $298216.40         | Corporate Debt Securities |
| FLORIDA PWR & LT CO1M | 2032-02-03      | 2.4500%  | N/A     | $5000.00           | $4502.07           | Corporate Debt Securities |
| FLORIDA PWR & LT CO1M | 2036-02-15      | 4.7000%  | N/A     | $75000.00          | $74543.75          | Corporate Debt Securities |
| FORTREA HLDGS INC1LIE | 2030-07-01      | 7.5000%  | N/A     | $20000.00          | $20517.07          | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP | 2030-10-01      | 12.2500% | N/A     | $5000000.00        | $5502880.56        | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $3430000.00        | $3340021.57        | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC | 2029-02-01      | 9.2500%  | N/A     | $800000.00         | $852183.56         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC | 2032-04-01      | 8.3750%  | N/A     | $1313000.00        | $1353785.79        | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2028-10-12      | 3.1250%  | N/A     | $15000.00          | $14174.10          | Corporate Debt Securities |
| FS KKR CAP CORPSR GLB | 2030-01-15      | 6.1250%  | N/A     | $9000.00           | $8980.64           | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2099-01-01      | 6.5000%  | N/A     | $1589000.00        | $1598172.94        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2029-06-15      | 4.7500%  | N/A     | $1310000.00        | $1314347.74        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC | 2028-08-01      | 4.0000%  | N/A     | $284000.00         | $281146.12         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINAN | 2051-10-15      | 4.7000%  | N/A     | $58000.00          | $57323.40          | Corporate Debt Securities |
| GOLDMAN SACHS CAP II  | 2043-06-01      | 4.6965%  | N/A     | $2020000.00        | $1629838.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $3904000.00        | $4191796.37        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 6.8500%  | N/A     | $12566000.00       | $13208251.75       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2030-02-07      | 2.6000%  | N/A     | $13000.00          | $12213.49          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $175000.00         | $176916.98         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2031-04-30      | 5.2500%  | N/A     | $8000.00           | $7176.95           | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2029-07-15      | 5.0000%  | N/A     | $19000.00          | $18504.50          | Corporate Debt Securities |
| GRAPHIC PACKAGING INT | 2027-07-15      | 4.7500%  | N/A     | $610000.00         | $616881.14         | Corporate Debt Securities |
| HA SUSTAINABLE INFRA  | 2056-11-15      | 7.1250%  | N/A     | $274000.00         | $276822.43         | Corporate Debt Securities |
| HALLIBURTON CO SR GLB | 2035-11-15      | 4.8500%  | N/A     | $55000.00          | $53614.34          | Corporate Debt Securities |
| HALLIBURTON CO SR GLB | 2039-09-15      | 7.4500%  | N/A     | $63000.00          | $74941.90          | Corporate Debt Securities |
| HAWAIIAN ELEC CO INC  | 2033-10-01      | 6.0000%  | N/A     | $500000.00         | $500478.33         | Corporate Debt Securities |
| HEWLETT PACKARD ENTER | 2034-10-15      | 5.0000%  | N/A     | $68000.00          | $66957.64          | Corporate Debt Securities |
| HOME DEPOT INC SR GLB | 2031-06-25      | 4.8500%  | N/A     | $270000.00         | $280029.75         | Corporate Debt Securities |
| HOME DEPOT INC SR NT  | 2040-09-15      | 5.4000%  | N/A     | $15000.00          | $15288.45          | Corporate Debt Securities |
| HP INC SR GLBL NT5.5% | 2033-01-15      | 5.5000%  | N/A     | $40000.00          | $41731.69          | Corporate Debt Securities |
| HUNTINGTON BANCSHARES | 2099-01-01      | 5.6250%  | N/A     | $115000.00         | $117476.53         | Corporate Debt Securities |
| HUNTINGTON CAPITAL I  | 2027-02-01      | 4.6250%  | N/A     | $100000.00         | $99660.57          | Corporate Debt Securities |
| HUNTSMAN INTERNATIONA | 2029-05-01      | 4.5000%  | N/A     | $50000.00          | $48414.00          | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2066-05-15      | 6.2000%  | N/A     | $50000.00          | $50406.22          | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2056-05-15      | 6.1250%  | N/A     | $50000.00          | $50487.70          | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2033-08-15      | 5.0000%  | N/A     | $11000.00          | $10995.69          | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2036-05-15      | 5.3000%  | N/A     | $50000.00          | $50045.47          | Corporate Debt Securities |
| INTEL CORP SR GLBL NT | 2033-02-10      | 5.2000%  | N/A     | $16000.00          | $16457.99          | Corporate Debt Securities |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $2000000.00        | $2023355.00        | Corporate Debt Securities |
| JANE STR GROUP LLC /  | 2033-05-01      | 6.7500%  | N/A     | $874000.00         | $903541.20         | Corporate Debt Securities |
| JAZZ SECURITIES DESIG | 2029-01-15      | 4.3750%  | N/A     | $1476000.00        | $1472538.37        | Corporate Debt Securities |
| JH NORTH AMER HLDGS I | 2032-07-31      | 6.1250%  | N/A     | $3425000.00        | $3496022.61        | Corporate Debt Securities |
| KBC GROUP NV FR 4.454 | 2031-09-23      | 4.4540%  | N/A     | $2400000.00        | $2376613.60        | Corporate Debt Securities |
| KEYCORPPERP JR GLBL - | 2099-01-01      | 5.0000%  | N/A     | $83000.00          | $83361.70          | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2033-06-01      | 5.2000%  | N/A     | $2000.00           | $2084.54           | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2034-02-01      | 5.4000%  | N/A     | $100000.00         | $104116.00         | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2035-06-01      | 5.8500%  | N/A     | $245000.00         | $263709.43         | Corporate Debt Securities |
| KINDER MORGAN INC DEL | 2032-01-15      | 7.7500%  | N/A     | $25000.00          | $29303.93          | Corporate Debt Securities |
| KIOXIA HLDGS CORPSR 1 | 2030-07-24      | 6.2500%  | N/A     | $350000.00         | $368039.49         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO  | 2045-07-15      | 5.2000%  | N/A     | $83000.00          | $75246.60          | Corporate Debt Securities |
| LAMAR MEDIA CORP SR G | 2028-02-15      | 3.7500%  | N/A     | $85000.00          | $84437.16          | Corporate Debt Securities |
| LAMB WESTON HLDGS INC | 2028-05-15      | 4.8750%  | N/A     | $3000.00           | $2983.43           | Corporate Debt Securities |
| LAUDER ESTEE COS INC  | 2034-02-14      | 5.0000%  | N/A     | $97000.00          | $98474.72          | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC | 2027-11-01      | 8.7500%  | N/A     | $3184000.00        | $3055065.69        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC | 2028-04-01      | 6.1250%  | N/A     | $3740000.00        | $3258093.73        | Corporate Debt Securities |
| LENNAR CORPSR GLBL NT | 2027-11-29      | 4.7500%  | N/A     | $6000.00           | $6006.00           | Corporate Debt Securities |
| LEVEL 3 FING INC SR 1 | 2037-02-15      | 7.5000%  | N/A     | $1000000.00        | $1026236.67        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2051-12-15      | 4.1250%  | N/A     | $49000.00          | $49397.96          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC | 2051-12-15      | 4.1250%  | N/A     | $52000.00          | $52422.33          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2030-08-15      | 9.8750%  | N/A     | $7853000.00        | $8517817.53        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2034-05-01      | 7.0000%  | N/A     | $57000.00          | $55653.98          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC  | 2032-06-01      | 10.0000% | N/A     | $10000.00          | $10705.24          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP  | 2035-08-15      | 5.0000%  | N/A     | $70000.00          | $71414.31          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW | 2034-05-15      | 5.3000%  | N/A     | $76000.00          | $77028.36          | Corporate Debt Securities |
| MCDONALDS CORP FR 4.8 | 2045-12-09      | 4.8750%  | N/A     | $31000.00          | $28641.55          | Corporate Debt Securities |
| META PLATFORMS INC GL | 2030-05-15      | 4.8000%  | N/A     | $31000.00          | $31494.04          | Corporate Debt Securities |
| META PLATFORMS INC SR | 2031-05-15      | 4.5500%  | N/A     | $51000.00          | $50915.84          | Corporate Debt Securities |
| META PLATFORMS INC SR | 2032-08-15      | 3.8500%  | N/A     | $29000.00          | $27779.16          | Corporate Debt Securities |
| META PLATFORMS INC SR | 2046-05-15      | 6.2000%  | N/A     | $2000.00           | $2025.95           | Corporate Debt Securities |
| META PLATFORMS INC SR | 2045-11-15      | 5.5000%  | N/A     | $96000.00          | $90055.57          | Corporate Debt Securities |
| METLIFE INCEXT JR SB  | 2066-12-15      | 6.4000%  | N/A     | $500000.00         | $525987.78         | Corporate Debt Securities |
| MGM RESORTS INTERNATI | 2032-04-15      | 6.5000%  | N/A     | $39000.00          | $40010.27          | Corporate Debt Securities |
| MICHAELS COS INC 1LIE | 2033-03-15      | 8.5000%  | N/A     | $225000.00         | $223549.50         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC | 2031-01-15      | 5.3000%  | N/A     | $50000.00          | $52280.89          | Corporate Debt Securities |
| MITSUBISHI UFJ FINANC | 2028-07-20      | 5.0170%  | N/A     | $500000.00         | $512113.79         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC | 2033-01-15      | 6.2500%  | N/A     | $3142000.00        | $3211293.32        | Corporate Debt Securities |
| MOLSON COORS BEVERAGE | 2026-07-15      | 3.0000%  | N/A     | $50000.00          | $50475.83          | Corporate Debt Securities |
| MORGAN STANLEY BK N A | 2029-01-12      | 5.0160%  | N/A     | $1335000.00        | $1370495.87        | Corporate Debt Securities |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $7000.00           | $6215.23           | Corporate Debt Securities |
| MORGAN STANLEY FR 3.6 | 2027-01-20      | 3.6250%  | N/A     | $11000.00          | $11121.99          | Corporate Debt Securities |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $12933000.00       | $12728878.46       | Corporate Debt Securities |
| MORGAN STANLEY FR 4.6 | 2030-10-18      | 4.6540%  | N/A     | $1791000.00        | $1792361.86        | Corporate Debt Securities |
| MORGAN STANLEY FR 5.0 | 2037-01-30      | 5.0730%  | N/A     | $4590000.00        | $4565339.08        | Corporate Debt Securities |
| MORGAN STANLEY PERP J | 2099-12-31      | 5.8750%  | N/A     | $204000.00         | $203905.42         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS IN | 2028-02-23      | 4.6000%  | N/A     | $53000.00          | $53827.68          | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT | 2029-08-01      | 4.6250%  | N/A     | $4706000.00        | $3913320.05        | Corporate Debt Securities |
| MURPHY OIL CORPSR GLB | 2032-10-01      | 6.0000%  | N/A     | $10000.00          | $10160.07          | Corporate Debt Securities |
| NCL CORP LTD SR 144A  | 2033-09-15      | 6.2500%  | N/A     | $1000000.00        | $970737.22         | Corporate Debt Securities |
| NEVADA POWER COJR SB  | 2055-05-15      | 6.2500%  | N/A     | $160000.00         | $160977.69         | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST | 2034-03-15      | 5.3500%  | N/A     | $25000.00          | $26035.18          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2030-02-28      | 5.0000%  | N/A     | $27000.00          | $27704.40          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2082-03-15      | 3.8000%  | N/A     | $984000.00         | $976611.25         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2079-05-01      | 5.6500%  | N/A     | $46000.00          | $46149.24          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HL | 2054-06-15      | 6.7500%  | N/A     | $4000.00           | $4299.32           | Corporate Debt Securities |
| NISOURCE INC JR SB GL | 2055-03-31      | 6.3750%  | N/A     | $1199000.00        | $1233636.61        | Corporate Debt Securities |
| NORTHERN TR CORP ALT  | 2079-12-31      | 4.6000%  | N/A     | $4000.00           | $4014.56           | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2033-02-01      | 6.0000%  | N/A     | $170000.00         | $174290.23         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2034-01-15      | 5.7500%  | N/A     | $377000.00         | $386506.37         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2036-05-15      | 6.1250%  | N/A     | $171000.00         | $171438.50         | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2032-02-15      | 3.8750%  | N/A     | $2000000.00        | $1858348.89        | Corporate Debt Securities |
| NRG ENERGY INC SR GLB | 2034-11-01      | 6.2500%  | N/A     | $1050000.00        | $1062391.17        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP  | 2031-01-01      | 6.1250%  | N/A     | $15000.00          | $16048.81          | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2031-01-15      | 6.3500%  | N/A     | $43000.00          | $46516.80          | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2033-09-01      | 6.0500%  | N/A     | $43000.00          | $45882.67          | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2027-07-13      | 4.0000%  | N/A     | $250000.00         | $252760.28         | Corporate Debt Securities |
| ONEOK INC NEWSR GLBL  | 2029-09-01      | 3.4000%  | N/A     | $94000.00          | $91087.98          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2056-02-04      | 6.7000%  | N/A     | $21000.00          | $20466.24          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2028-03-25      | 2.3000%  | N/A     | $10000.00          | $9602.89           | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2035-09-26      | 5.2000%  | N/A     | $50000.00          | $47725.50          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2034-09-27      | 4.7000%  | N/A     | $25000.00          | $23329.36          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2033-02-06      | 4.9000%  | N/A     | $423000.00         | $410957.43         | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2054-09-27      | 5.3750%  | N/A     | $50000.00          | $40195.35          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2030-04-01      | 2.9500%  | N/A     | $83000.00          | $76783.53          | Corporate Debt Securities |
| ORACLE CORPSR GLBL NT | 2027-11-15      | 3.2500%  | N/A     | $21000.00          | $20618.72          | Corporate Debt Securities |
| OREILLY AUTOMOTIVE IN | 2034-08-19      | 5.0000%  | N/A     | $6000.00           | $6024.89           | Corporate Debt Securities |
| OWENS CORNING NEWSR N | 2036-12-01      | 7.0000%  | N/A     | $46000.00          | $53257.47          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2029-05-15      | 5.5500%  | N/A     | $51000.00          | $52200.97          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2030-07-01      | 4.5500%  | N/A     | $50000.00          | $50200.28          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO | 2032-03-01      | 4.4000%  | N/A     | $70000.00          | $68534.59          | Corporate Debt Securities |
| PACIFICORP 1M GLBL BD | 2034-02-15      | 5.4500%  | N/A     | $15000.00          | $15410.62          | Corporate Debt Securities |
| PACIFICORP JR SB GLBL | 2055-09-15      | 7.3750%  | N/A     | $3736000.00        | $3862649.36        | Corporate Debt Securities |
| PARAMOUNT GLOBAL JR S | 2057-02-28      | 6.2500%  | N/A     | $194000.00         | $159273.73         | Corporate Debt Securities |
| PARAMOUNT GLOBAL SR N | 2037-10-05      | 6.7500%  | N/A     | $15000.00          | $12731.33          | Corporate Debt Securities |
| PEMEX PROJ FDG MASTER | 2038-06-15      | 6.6250%  | N/A     | $120000.00         | $115089.67         | Corporate Debt Securities |
| PETCO HEALTH & WELLNE | 2031-02-01      | 8.2500%  | N/A     | $200000.00         | $204308.50         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2050-06-03      | 6.7500%  | N/A     | $87000.00          | $88503.36          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2044-03-17      | 7.2500%  | N/A     | $309000.00         | $322441.50         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2043-05-20      | 5.6250%  | N/A     | $84000.00          | $73793.69          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2029-02-01      | 5.7500%  | N/A     | $35000.00          | $36179.75          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2035-01-13      | 6.0000%  | N/A     | $208000.00         | $213319.95         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2028-01-27      | 5.9990%  | N/A     | $742000.00         | $768697.12         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINA | 2027-01-17      | 7.3750%  | N/A     | $392000.00         | $408429.37         | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2027-01-23      | 6.4900%  | N/A     | $147000.00         | $151232.86         | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2027-03-13      | 6.5000%  | N/A     | $589000.00         | $604209.29         | Corporate Debt Securities |
| PETROLEOS MEXICANOSSR | 2044-06-27      | 5.5000%  | N/A     | $239000.00         | $193762.61         | Corporate Debt Securities |
| PETROLEOS MEXICANOSSR | 2045-01-23      | 6.3750%  | N/A     | $46000.00          | $39371.06          | Corporate Debt Securities |
| PETROLEOS MEXICANOSSR | 2041-06-02      | 6.5000%  | N/A     | $45000.00          | $41366.18          | Corporate Debt Securities |
| PG&E CORP1LIEN GLBL N | 2028-07-01      | 5.0000%  | N/A     | $50000.00          | $50717.78          | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2038-05-16      | 6.3750%  | N/A     | $40000.00          | $43890.48          | Corporate Debt Securities |
| PHILIP MORRIS INTL IN | 2034-02-13      | 5.2500%  | N/A     | $2000.00           | $2065.00           | Corporate Debt Securities |
| PHILLIPS 66 CO JR SB  | 2056-03-15      | 6.2000%  | N/A     | $66000.00          | $67109.09          | Corporate Debt Securities |
| PHILLIPS 66 CO SR GLB | 2031-06-15      | 5.2500%  | N/A     | $42000.00          | $43865.92          | Corporate Debt Securities |
| PHILLIPS 66SR GLBL NT | 2030-12-15      | 2.1500%  | N/A     | $161000.00         | $146133.98         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPE | 2099-01-01      | 8.0227%  | N/A     | $260000.00         | $261232.38         | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2029-10-26      | 4.6180%  | N/A     | $12500000.00       | $12505310.42       | Corporate Debt Securities |
| PNC FINL SVCS GROUP I | 2041-01-25      | 5.4230%  | N/A     | $3164000.00        | $3163995.52        | Corporate Debt Securities |
| PRIOR RNO PPTY OWNER  | 2031-05-01      | 6.5000%  | N/A     | $567000.00         | $569565.99         | Corporate Debt Securities |
| PRUDENTIAL FINL INCJR | 2050-10-01      | 3.7000%  | N/A     | $29000.00          | $26867.08          | Corporate Debt Securities |
| PRUDENTIAL FINL INCJR | 2052-09-01      | 6.0000%  | N/A     | $128000.00         | $132418.13         | Corporate Debt Securities |
| PUGET ENERGY INC JR S | 2056-09-15      | 7.0000%  | N/A     | $626000.00         | $638423.32         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS | 2055-04-15      | 7.1250%  | N/A     | $45000.00          | $47040.23          | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP | 2031-09-30      | 5.6250%  | N/A     | $8000.00           | $8124.07           | Corporate Debt Securities |
| SALESFORCE INC SR GLB | 2036-03-15      | 5.5500%  | N/A     | $30000.00          | $30408.80          | Corporate Debt Securities |
| SBL HOLDINGS LLC PERP | 2099-01-01      | 9.5080%  | N/A     | $69000.00          | $66328.03          | Corporate Debt Securities |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $947000.00         | $892015.08         | Corporate Debt Securities |
| SEMPRA GLBL NT 5.5%33 | 2033-08-01      | 5.5000%  | N/A     | $60000.00          | $62836.07          | Corporate Debt Securities |
| SEMPRA JR SB GLBL 55  | 2055-04-01      | 6.6250%  | N/A     | $275000.00         | $280313.99         | Corporate Debt Securities |
| SEMPRA JR SB GLBL NT  | 2056-04-01      | 6.3750%  | N/A     | $56000.00          | $57214.69          | Corporate Debt Securities |
| SEMPRA JR SB GLBL NT  | 2054-10-01      | 6.8750%  | N/A     | $1088000.00        | $1123149.35        | Corporate Debt Securities |
| SEMPRA JR SB GLBL NT  | 2052-04-01      | 4.1250%  | N/A     | $7000.00           | $6962.73           | Corporate Debt Securities |
| SHELL FIN US INC SR G | 2036-01-06      | 4.7500%  | N/A     | $5000.00           | $5005.49           | Corporate Debt Securities |
| SHELL INTERNATIONAL F | 2030-04-06      | 2.7500%  | N/A     | $3000.00           | $2857.20           | Corporate Debt Securities |
| SKEENA RES LTD NEW SR | 2031-04-01      | 8.5000%  | N/A     | $156000.00         | $165612.63         | Corporate Debt Securities |
| SOUTH BOW CDN INFRAST | 2055-03-01      | 7.6250%  | N/A     | $201000.00         | $213632.63         | Corporate Debt Securities |
| SOUTH BOW CDN INFRAST | 2055-03-01      | 7.5000%  | N/A     | $248000.00         | $269056.03         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2034-01-15      | 6.0000%  | N/A     | $11000.00          | $11617.03          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2026-06-01      | 4.9000%  | N/A     | $8000.00           | $8193.02           | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2032-11-01      | 5.9500%  | N/A     | $97000.00          | $101518.04         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2031-06-01      | 5.4500%  | N/A     | $23000.00          | $24067.14          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2029-06-01      | 5.1500%  | N/A     | $75000.00          | $77617.79          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON | 2034-06-01      | 5.2000%  | N/A     | $71000.00          | $71859.89          | Corporate Debt Securities |
| SOUTHERN COJR SB GLBL | 2051-09-15      | 3.7500%  | N/A     | $787000.00         | $791610.51         | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2033-08-01      | 6.2500%  | N/A     | $442000.00         | $450696.84         | Corporate Debt Securities |
| STANDARD BLDG SOLUTIO | 2028-01-15      | 4.7500%  | N/A     | $189000.00         | $191256.77         | Corporate Debt Securities |
| STANLEY BLACK & DECKE | 2028-11-15      | 4.2500%  | N/A     | $246000.00         | $245238.08         | Corporate Debt Securities |
| STARBUCKS CORP 3.55%2 | 2029-08-15      | 3.5500%  | N/A     | $87000.00          | $85736.37          | Corporate Debt Securities |
| STATE STR CORP PERP G | 2099-01-01      | 6.7000%  | N/A     | $96000.00          | $99974.61          | Corporate Debt Securities |
| STATE STR CORP PERP G | 2099-01-01      | 6.4500%  | N/A     | $1000.00           | $1042.96           | Corporate Debt Securities |
| STATE STR CORP SR GLB | 2032-04-23      | 4.5580%  | N/A     | $1026000.00        | $1020748.31        | Corporate Debt Securities |
| SUMISHO AIR LEASE COR | 2099-01-01      | 4.1250%  | N/A     | $137000.00         | $135987.46         | Corporate Debt Securities |
| SUMISHO AIR LEASE COR | 2099-01-01      | 4.6500%  | N/A     | $2743000.00        | $2765378.31        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2028-01-17      | 3.5440%  | N/A     | $88000.00          | $88018.01          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2026-10-19      | 3.0100%  | N/A     | $26000.00          | $25981.66          | Corporate Debt Securities |
| SWORD PURCHASER LLCSR | 2033-04-15      | 8.2500%  | N/A     | $2025000.00        | $2104093.13        | Corporate Debt Securities |
| T MOBILE USA INC SR G | 2034-04-15      | 5.1500%  | N/A     | $61000.00          | $61778.63          | Corporate Debt Securities |
| TALEN ENERGY SUPPLY L | 2036-02-01      | 6.5000%  | N/A     | $1800000.00        | $1875722.00        | Corporate Debt Securities |
| TARGA RES PARTNERS /  | 2031-02-01      | 4.8750%  | N/A     | $5000.00           | $5071.55           | Corporate Debt Securities |
| TARGET CORPSR GLBL NT | 2032-09-15      | 4.5000%  | N/A     | $13000.00          | $13124.54          | Corporate Debt Securities |
| TELUS CORPORATIONJR S | 2056-06-09      | 6.6250%  | N/A     | $268000.00         | $275320.35         | Corporate Debt Securities |
| TERRAFORM PWR OPER LL | 2028-01-31      | 5.0000%  | N/A     | $4624000.00        | $4673605.24        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2029-05-09      | 5.1250%  | N/A     | $261000.00         | $262724.48         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2026-10-01      | 3.1500%  | N/A     | $7026000.00        | $7024840.71        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2029-09-15      | 7.8750%  | N/A     | $700000.00         | $766925.25         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2030-12-01      | 5.7500%  | N/A     | $1072000.00        | $1125922.20        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2036-02-01      | 6.1500%  | N/A     | $263000.00         | $281685.71         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL F | 2031-09-15      | 8.1250%  | N/A     | $264000.00         | $301784.05         | Corporate Debt Securities |
| TORONTO DOMINION BK O | 2026-09-10      | 1.2500%  | N/A     | $12000.00          | $11939.20          | Corporate Debt Securities |
| TORONTO DOMINION BK O | 2027-04-05      | 4.9800%  | N/A     | $108000.00         | $109572.48         | Corporate Debt Securities |
| TOTAL CAP INTL SR GLB | 2029-02-19      | 3.4550%  | N/A     | $39000.00          | $38579.86          | Corporate Debt Securities |
| TOTALENERGIES CAP SA  | 2034-04-05      | 5.1500%  | N/A     | $20000.00          | $20512.30          | Corporate Debt Securities |
| TOYOTA MTR CR CORP FR | 2035-01-09      | 5.3500%  | N/A     | $35000.00          | $36604.24          | Corporate Debt Securities |
| TRANSCANADA PIPELINES | 2067-05-15      | 6.1227%  | N/A     | $2000.00           | $1790.04           | Corporate Debt Securities |
| TRANSCANADA PIPELINES | 2056-10-17      | 6.1250%  | N/A     | $971000.00         | $981754.63         | Corporate Debt Securities |
| TRANSCANADA PIPELINES | 2065-06-01      | 7.0000%  | N/A     | $46000.00          | $48940.37          | Corporate Debt Securities |
| TRANSCANADA TRUSTJR S | 2082-03-07      | 5.6000%  | N/A     | $804000.00         | $806721.99         | Corporate Debt Securities |
| TRANSCANADA TRUSTLW T | 2079-09-15      | 5.5000%  | N/A     | $2863000.00        | $2879564.05        | Corporate Debt Securities |
| TRANSDIGM INC2LIEN GL | 2031-12-01      | 7.1250%  | N/A     | $2650000.00        | $2846044.79        | Corporate Debt Securities |
| TRANSDIGM INC2LIEN GL | 2032-03-01      | 6.6250%  | N/A     | $965000.00         | $1007425.69        | Corporate Debt Securities |
| TRANSDIGM INCSR SB GL | 2029-05-01      | 4.8750%  | N/A     | $73000.00          | $72324.87          | Corporate Debt Securities |
| TRANSDIGM INCSR SB GL | 2033-05-31      | 6.3750%  | N/A     | $1000000.00        | $1039007.92        | Corporate Debt Securities |
| TRUIST FINL CORP FR 1 | 2027-08-03      | 1.1250%  | N/A     | $5000.00           | $4844.52           | Corporate Debt Securities |
| TRUIST FINL CORP PERP | 2079-12-31      | 5.1000%  | N/A     | $217000.00         | $219054.27         | Corporate Debt Securities |
| TRUIST FINL CORP PERP | 2099-01-01      | 6.2500%  | N/A     | $567000.00         | $566988.98         | Corporate Debt Securities |
| UNDER ARMOUR INC SR G | 2026-06-15      | 3.2500%  | N/A     | $135000.00         | $136842.15         | Corporate Debt Securities |
| UNITED PARCEL SVCS IN | 2033-03-03      | 4.8750%  | N/A     | $58000.00          | $59485.14          | Corporate Debt Securities |
| UNITED PARCEL SVCS IN | 2029-09-01      | 2.5000%  | N/A     | $80000.00          | $75904.89          | Corporate Debt Securities |
| UNITED RENTALS NORTH  | 2030-01-15      | 5.2500%  | N/A     | $35000.00          | $35688.51          | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2031-07-31      | 8.5000%  | N/A     | $2681000.00        | $2763272.44        | Corporate Debt Securities |
| URUGUAY REPGLBL SINK  | 2031-01-23      | 4.3750%  | N/A     | $129.00            | $131.36            | Other Instrument          |
| US BANCORP PERP JR SB | 2079-12-31      | 3.7000%  | N/A     | $2806000.00        | $2781117.02        | Corporate Debt Securities |
| USB CAPITAL IX PERP J | 2079-12-31      | 4.9547%  | N/A     | $3000.00           | $2367.80           | Corporate Debt Securities |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $80000.00          | $90554.44          | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2030-01-15      | 6.2500%  | N/A     | $1027000.00        | $1079781.52        | Corporate Debt Securities |
| VENTURE GLOBAL CALCAS | 2029-08-15      | 3.8750%  | N/A     | $995000.00         | $963821.12         | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $6000000.00        | $6618528.33        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUE | 2033-05-01      | 7.5000%  | N/A     | $261000.00         | $289335.03         | Corporate Debt Securities |
| VERIZON COMMUNICATION | 2056-05-14      | 6.2000%  | N/A     | $100000.00         | $101409.33         | Corporate Debt Securities |
| VIKING CRUISES LTD SR | 2033-10-15      | 5.8750%  | N/A     | $2938000.00        | $2960242.29        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR C | 2035-09-15      | 4.9000%  | N/A     | $23000.00          | $22835.14          | Corporate Debt Securities |
| VMED O2 UK FING I PLC | 2031-01-31      | 4.2500%  | N/A     | $3500000.00        | $2969223.06        | Corporate Debt Securities |
| VODAFONE GROUP PLC SU | 2081-06-04      | 4.1250%  | N/A     | $400000.00         | $380696.83         | Corporate Debt Securities |
| VOLTAGRID LLC2LIEN 14 | 2030-11-01      | 7.3750%  | N/A     | $4990000.00        | $5221366.89        | Corporate Debt Securities |
| VZ SECD FING BVSR SEC | 2032-01-15      | 5.0000%  | N/A     | $1090000.00        | $966166.31         | Corporate Debt Securities |
| VZ SECD FING BVSR SEC | 2033-01-15      | 7.5000%  | N/A     | $1380000.00        | $1336939.40        | Corporate Debt Securities |
| W. R. GRACE HOLDINGS  | 2033-08-01      | 7.0000%  | N/A     | $1000000.00        | $1013973.33        | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2033-04-30      | 4.4500%  | N/A     | $40000.00          | $39852.19          | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2029-04-30      | 4.0000%  | N/A     | $35000.00          | $34954.23          | Corporate Debt Securities |
| WALMART INCSR GLBL NT | 2030-02-15      | 7.5500%  | N/A     | $1000.00           | $1135.38           | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2037-01-23      | 4.9600%  | N/A     | $2000000.00        | $1985740.00        | Corporate Debt Securities |
| WELLS FARGO & CO FR 4 | 2026-06-03      | 4.1000%  | N/A     | $18000.00          | $18358.82          | Corporate Debt Securities |
| WELLS FARGO & CO PERP | 2099-01-01      | 6.8500%  | N/A     | $77000.00          | $80903.17          | Corporate Debt Securities |
| WHIRLPOOL CORP SR GLB | 2029-02-26      | 4.7500%  | N/A     | $89000.00          | $85108.99          | Corporate Debt Securities |
| WHIRLPOOL CORP SR GLB | 2034-03-01      | 5.7500%  | N/A     | $76000.00          | $64188.50          | Corporate Debt Securities |
| WHITE CAP SUPPLY HLDG | 2030-11-15      | 7.3750%  | N/A     | $1850000.00        | $1848423.90        | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2034-03-15      | 5.1500%  | N/A     | $20000.00          | $20241.52          | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2036-03-15      | 5.1500%  | N/A     | $5000.00           | $5028.50           | Corporate Debt Securities |
| XPLR INFRASTRUCTURESR | 2027-09-15      | 4.5000%  | N/A     | $446000.00         | $447097.16         | Corporate Debt Securities |
| XPLR INFRASTRUCTURESR | 2033-03-15      | 8.6250%  | N/A     | $940000.00         | $1025332.42        | Corporate Debt Securities |
| XPLR INFRASTRUCTURESR | 2029-01-15      | 7.2500%  | N/A     | $1950000.00        | $2082728.92        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA  | 2033-09-30      | 7.0000%  | N/A     | $5750.00           | $5790.84           | Corporate Debt Securities |
| ZIGGO B V1LIEN GLBL 3 | 2030-01-15      | 4.8750%  | N/A     | $4300000.00        | $4043454.83        | Corporate Debt Securities |

### Security 436: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RLF2, C.4 - ISIN: US91127RLF28, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $240026280.00
- **C.18.a - Value (excl. sponsor support):** $240026280.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1007054728.90
- **C.18.a - Value (excl. sponsor support):** $1007054728.90
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 438: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497337675.40
- **C.18.a - Value (excl. sponsor support):** $497337675.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 439: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1388437711.59
- **C.18.a - Value (excl. sponsor support):** $1388437711.59
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 440: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199556944.00
- **C.18.a - Value (excl. sponsor support):** $199556944.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 441: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247105632.50
- **C.18.a - Value (excl. sponsor support):** $247105632.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 442: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1097345337.00
- **C.18.a - Value (excl. sponsor support):** $1097345337.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 443: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397703004.00
- **C.18.a - Value (excl. sponsor support):** $397703004.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 444: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1294377396.00
- **C.18.a - Value (excl. sponsor support):** $1294377396.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 445: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $393389708.00
- **C.18.a - Value (excl. sponsor support):** $393389708.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 446: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512ML31, C.4 - ISIN: US92512ML310, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98309110.00
- **C.18.a - Value (excl. sponsor support):** $98309110.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 447: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LKP7, C.4 - ISIN: US92544LKP75, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $196800300.00
- **C.18.a - Value (excl. sponsor support):** $196800300.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 448: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LH48, C.4 - ISIN: US92544LH487, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $178686018.00
- **C.18.a - Value (excl. sponsor support):** $178686018.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 449: VERTO CAPITAL I COMPARTMENT C

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XGN1, C.4 - ISIN: US92544XGN12, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $169001930.00
- **C.18.a - Value (excl. sponsor support):** $169001930.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 450: VERTO CAPITAL I COMPARTMENT C

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XF10, C.4 - ISIN: US92544XF106, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $399876200.00
- **C.18.a - Value (excl. sponsor support):** $399876200.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 451: VERTO CAPITAL I COMPARTMENT C

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XM12, C.4 - ISIN: US92544XM128, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97966750.00
- **C.18.a - Value (excl. sponsor support):** $97966750.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: 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 452: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVN1, C.4 - ISIN: US95001KVN17, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $111795297.60
- **C.18.a - Value (excl. sponsor support):** $111795297.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVJ0, C.4 - ISIN: US95001KVJ05, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $139907502.00
- **C.18.a - Value (excl. sponsor support):** $139907502.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 454: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXE9, C.4 - ISIN: US95001KXE99, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $109953195.00
- **C.18.a - Value (excl. sponsor support):** $109953195.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-24
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 455: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVM3, C.4 - ISIN: US95001KVM34, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $111924467.20
- **C.18.a - Value (excl. sponsor support):** $111924467.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVK7, C.4 - ISIN: US95001KVK77, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $56901013.80
- **C.18.a - Value (excl. sponsor support):** $56901013.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUU6, C.4 - ISIN: US95001KUU68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $129964796.00
- **C.18.a - Value (excl. sponsor support):** $129964796.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUX0, C.4 - ISIN: US95001KUX08, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $99832820.00
- **C.18.a - Value (excl. sponsor support):** $99832820.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXM1, C.4 - ISIN: US95001KXM16, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $136885536.50
- **C.18.a - Value (excl. sponsor support):** $136885536.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO ITAU CHILE ACTI | 2027-01-07      | 0.0000%  | N/A     | $8729960.00        | $8500414.43        | Money Market     |
| BANCO SANTANDER CHILE | 2026-09-04      | 0.0000%  | N/A     | $19880561.00       | $19645910.74       | Money Market     |
| EXPORT-IMPORT BK INDI | 2028-02-01      | 3.8750%  | N/A     | $10150000.00       | $10155901.10       | Other Instrument |
| GENUINE PTS CO DISC C | 2026-07-27      | 0.0000%  | N/A     | $25000000.00       | $24875000.00       | Money Market     |
| HARLEY DAVIDSON FINL  | 2026-08-03      | 0.0000%  | N/A     | $372696.00         | $369727.85         | Money Market     |
| HARLEY DAVIDSON FINL  | 2026-08-10      | 0.0000%  | N/A     | $4000000.00        | $3964416.00        | Money Market     |
| INDIAN RAILWAY FINANC | 2050-02-13      | 3.9500%  | N/A     | $1520000.00        | $1191255.24        | Other Instrument |
| INDONESIA REPGLBL BD  | 2052-03-31      | 4.3000%  | N/A     | $1485000.00        | $1187342.48        | Other Instrument |
| INDONESIA REPSR GLBL  | 2031-05-29      | 5.0300%  | N/A     | $539000.00         | $541695.00         | Other Instrument |
| INDONESIA REPSR GLBL  | 2038-01-17      | 7.7500%  | N/A     | $2861000.00        | $3486977.26        | Other Instrument |
| INDUSTRIAL BK KOREAFR | 2030-06-24      | 4.3750%  | N/A     | $2025000.00        | $2063002.78        | Other Instrument |
| JONES LANG LASALLE FI | 2026-06-25      | 0.0000%  | N/A     | $1007.00           | $1003.87           | Money Market     |
| KOREA HOUSING FINANCE | 2030-01-21      | 5.1250%  | N/A     | $3492000.00        | $3632875.04        | Other Instrument |
| L3HARRIS TECHNOLOGIES | 2026-06-26      | 0.0000%  | N/A     | $29949749.00       | $29800000.26       | Money Market     |
| LIBERTY UTILS CO DISC | 2026-06-22      | 0.0000%  | N/A     | $585314.00         | $583697.95         | Money Market     |
| LIME FDG LLC DISC COM | 2026-06-25      | 0.0000%  | N/A     | $5365524.00        | $5349829.84        | Money Market     |
| PERUSAHAAN PENERBIT S | 2029-07-02      | 5.1000%  | N/A     | $320000.00         | $332008.00         | Other Instrument |
| REPUBLIC OF THE PHILI | 2049-09-05      | 5.1750%  | N/A     | $3480000.00        | $3208473.00        | Other Instrument |
| REPUBLIC OF THE PHILI | 2036-01-27      | 5.0000%  | N/A     | $18000000.00       | $17872820.00       | Other Instrument |
| REPUBLIC OF THE PHILI | 2047-10-13      | 5.9500%  | N/A     | $11862000.00       | $11992870.81       | Other Instrument |
| STELLANTIS FINL SVC U | 2026-07-17      | 0.0000%  | N/A     | $4000000.00        | $3974964.00        | Money Market     |
| STELLANTIS FINL SVC U | 2026-06-10      | 0.0000%  | N/A     | $2000000.00        | $1990000.00        | Money Market     |
| TEMASEK FINL LTD FR 2 | 2061-08-02      | 2.7500%  | N/A     | $7019000.00        | $4344883.83        | Other Instrument |

### Security 461: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PN4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AADVANTAGE LOYALTY IP | 2029-04-20      | 5.7500%  | N/A     | $3870855.00        | $3894696.24        | Corporate Debt Securities |
| AIRCASTLE LTDPERP JR  | 2099-01-01      | 5.2500%  | N/A     | $1432000.00        | $1446207.83        | Corporate Debt Securities |
| AK AIRLINES INCSR GLB | 2031-06-01      | 6.5000%  | N/A     | $2150000.00        | $2139721.81        | Corporate Debt Securities |
| ALLIANT HLDGS INTER L | 2031-01-15      | 7.0000%  | N/A     | $4273000.00        | $4448174.01        | Corporate Debt Securities |
| ALTICE FRANCE S ASR S | 2032-04-15      | 6.5000%  | N/A     | $542.00            | $531.76            | Corporate Debt Securities |
| ARDAGH METAL PACKAGIN | 2029-09-01      | 4.0000%  | N/A     | $2204000.00        | $2092555.96        | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS  | 2029-09-30      | 7.1000%  | N/A     | $2807673.00        | $88823.85          | Corporate Debt Securities |
| AZUL SECD FIN LLP1LIE | 2031-02-15      | 9.8750%  | N/A     | $1380000.00        | $1317315.61        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2029-01-19      | 0.0000%  | N/A     | $75000.00          | $51593.18          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C  | 2026-12-22      | 0.0000%  | N/A     | $5000.00           | $4999.63           | Corporate Debt Securities |
| BAUSCH HEALTH COS INC | 2028-01-15      | 7.0000%  | N/A     | $5059000.00        | $4507850.06        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC | 2029-02-15      | 6.2500%  | N/A     | $3525000.00        | $2584020.83        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC | 2030-10-15      | 14.0000% | N/A     | $1920000.00        | $1860040.53        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC | 2028-01-30      | 5.0000%  | N/A     | $2902000.00        | $2492985.67        | Corporate Debt Securities |
| BORR IHC LTD / BORR F | 2028-11-15      | 10.0000% | N/A     | $550000.00         | $474214.06         | Corporate Debt Securities |
| CANPACK SAC / CANPACK | 2029-11-15      | 3.8750%  | N/A     | $885000.00         | $837437.40         | Corporate Debt Securities |
| CARNIVAL CORP LTDSR G | 2033-02-15      | 6.1250%  | N/A     | $50000.00          | $51366.22          | Corporate Debt Securities |
| CASCADES INC SR GLBL  | 2030-07-15      | 6.7500%  | N/A     | $246000.00         | $255499.29         | Corporate Debt Securities |
| CHARLES RIV LABS INTL | 2028-05-01      | 4.2500%  | N/A     | $1600000.00        | $1573992.89        | Corporate Debt Securities |
| CITIGROUP INCPERP -JJ | 2099-01-01      | 6.5000%  | N/A     | $22948000.00       | $23131303.52       | Corporate Debt Securities |
| CITIZENS FINL GROUP I | 2099-01-01      | 4.0000%  | N/A     | $9084000.00        | $9068637.95        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP | 2034-06-01      | 5.8750%  | N/A     | $3401000.00        | $3413277.61        | Corporate Debt Securities |
| ENERGY TRANSFER L PPE | 2079-12-31      | 6.5000%  | N/A     | $1258000.00        | $1265582.94        | Corporate Debt Securities |
| ENQUEST PLCSR REGS NT | 2031-04-30      | 9.8750%  | N/A     | $2400000.00        | $2488187.67        | Corporate Debt Securities |
| ERO COPPER CORPSR GLB | 2030-02-15      | 6.5000%  | N/A     | $3746000.00        | $3800533.44        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARE | 2099-01-01      | 7.9076%  | N/A     | $7079000.00        | $7202065.25        | Corporate Debt Securities |
| FIRST QUANTUM MINERAL | 2031-06-01      | 8.6250%  | N/A     | $1055000.00        | $1146063.20        | Corporate Debt Securities |
| FIRST REP BK SAN FRAN | 2046-08-01      | 4.3750%  | N/A     | $35420000.00       | $511474.64         | Corporate Debt Securities |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $80000.00          | $83868.36          | Corporate Debt Securities |
| FORD MTR COSR GLBL NT | 2026-12-08      | 4.3460%  | N/A     | $31000.00          | $31575.16          | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2099-01-01      | 5.7000%  | N/A     | $2541000.00        | $2563669.96        | Corporate Debt Securities |
| GENTING NEW YORK LLC  | 2029-10-01      | 7.2500%  | N/A     | $2083000.00        | $2151156.92        | Corporate Debt Securities |
| GGAM FIN LTD SR GLBL  | 2030-03-15      | 5.8750%  | N/A     | $135000.00         | $136974.56         | Corporate Debt Securities |
| HNI CORP SR SEC GLBL  | 2029-01-18      | 5.1250%  | N/A     | $30000.00          | $29813.08          | Corporate Debt Securities |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $300000.00         | $282404.13         | Corporate Debt Securities |
| LCPR SR SECD FING DES | 2029-07-15      | 5.1250%  | N/A     | $1211000.00        | $780703.11         | Corporate Debt Securities |
| LEHMAN BRTH HLD RICI  | 2038-05-11      | 7.5000%  | N/A     | $4750000.00        | $17817.25          | Corporate Debt Securities |
| M & T BK CORPPERP JR  | 2079-12-31      | 3.5000%  | N/A     | $4216000.00        | $4215559.66        | Corporate Debt Securities |
| NAVIENT CORPORATIONSR | 2029-03-15      | 5.5000%  | N/A     | $96000.00          | $93089.81          | Corporate Debt Securities |
| NCL CORP LTD SR 144A  | 2033-09-15      | 6.2500%  | N/A     | $3036000.00        | $2947158.21        | Corporate Debt Securities |
| NCL CORP LTD SR GLBL  | 2031-01-15      | 5.8750%  | N/A     | $2655000.00        | $2621780.79        | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2030-05-15      | 6.1250%  | N/A     | $184000.00         | $183468.60         | Corporate Debt Securities |
| PACIFICORP JR SB GLBL | 2055-09-15      | 7.3750%  | N/A     | $109000.00         | $112695.07         | Corporate Debt Securities |
| PLAYTIKA HLDG CORP SR | 2029-03-15      | 4.2500%  | N/A     | $320000.00         | $290315.56         | Corporate Debt Securities |
| RACKSPACE FIN LLCSR S | 2028-05-15      | 3.5000%  | N/A     | $5958.00           | $5005.38           | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP F | 2034-03-15      | 5.7500%  | N/A     | $995000.00         | $998699.74         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS | 2082-03-15      | 5.2500%  | N/A     | $49000.00          | $49327.40          | Corporate Debt Securities |
| SCRIPPS E W CO OHIO2L | 2030-08-15      | 9.8750%  | N/A     | $3189000.00        | $3131048.78        | Corporate Debt Securities |
| SIRIUS XM RADIO LLCSR | 2032-04-15      | 5.8750%  | N/A     | $35000.00          | $35090.00          | Corporate Debt Securities |
| SIX FLAGS ENTERTAINME | 2032-05-01      | 6.6250%  | N/A     | $395000.00         | $405729.30         | Corporate Debt Securities |
| STONEX ESCROW ISSUER  | 2032-07-15      | 6.8750%  | N/A     | $14000.00          | $14772.10          | Corporate Debt Securities |
| TELUS CORPORATIONJR S | 2055-10-15      | 6.6250%  | N/A     | $319000.00         | $325133.48         | Corporate Debt Securities |
| TGNR INTER HOLDINGS L | 2029-10-15      | 5.5000%  | N/A     | $3230000.00        | $3202584.48        | Corporate Debt Securities |
| TITAN INTL INC ILL SR | 2028-04-30      | 7.0000%  | N/A     | $118000.00         | $118559.19         | Corporate Debt Securities |
| TRI LU FIN SPV SARL & | 2029-05-03      | 0.0000%  | N/A     | $2821963.00        | $282.20            | Corporate Debt Securities |
| U.S. INTERNATIONAL DE | 2029-04-23      | 0.0000%  | N/A     | $420000.00         | $437871.00         | Corporate Debt Securities |
| WEATHERFORD INTL LTD  | 2033-10-15      | 6.7500%  | N/A     | $1605000.00        | $1665893.70        | Corporate Debt Securities |

### Security 462: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PP9
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK 2021-BNK34F20630 | 2063-06-15      | 2.2500%  | N/A     | $7850000.00        | $3100930.55        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C1 | 2055-04-16      | 2.5000%  | N/A     | $1182000.00        | $781540.11         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM  | 2037-07-15      | 8.0750%  | N/A     | $6186000.00        | $4170949.35        | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2 | 2042-08-15      | 5.4771%  | N/A     | $15000000.00       | $15050699.70       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 202 | 2038-08-16      | 6.0425%  | N/A     | $2000000.00        | $1235318.00        | Private Label Collateralized Mortgage Obligations |
| BWAY CMMRCIAL MTG TR  | 2044-02-12      | 4.8664%  | N/A     | $1182000.00        | $650377.71         | Private Label Collateralized Mortgage Obligations |
| BX COMLMTG TR 2020-VI | 2044-03-11      | 3.5488%  | N/A     | $635000.00         | $578238.07         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2042-01-15      | 7.0176%  | N/A     | $5000000.00        | $4963680.35        | Private Label Collateralized Mortgage Obligations |
| BX TR 2025-DELCD20421 | 2042-12-15      | 6.2271%  | N/A     | $7000000.00        | $7064516.52        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 D2 | 2044-07-15      | 6.8771%  | N/A     | $11400000.00       | $11458965.63       | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2047-05-10      | 4.7800%  | N/A     | $11659000.00       | $1949823.25        | Private Label Collateralized Mortgage Obligations |
| CLNY TRUST 2019-IKPR  | 2038-11-15      | 6.0330%  | N/A     | $1720000.00        | $1646635.41        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5 | 2047-09-12      | 3.4950%  | N/A     | $17296000.00       | $11281771.46       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC4 | 2057-08-17      | 2.7500%  | N/A     | $4243000.00        | $2251551.72        | Private Label Collateralized Mortgage Obligations |
| D2 MULTIFAMILY CR ISS | 2043-11-20      | 6.3600%  | N/A     | $1000000.00        | $1005745.67        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2 B-2206 | 2069-10-25      | 7.6188%  | N/A     | $770000.00         | $768842.49         | Private Label Collateralized Mortgage Obligations |
| FRESB MORT TR 2024-SB | 2030-12-25      | 4.9600%  | N/A     | $1100000.00        | $1077848.14        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 2026-PJ | 2056-06-25      | 5.8836%  | N/A     | $630000.00         | $477776.64         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2 | 2041-10-15      | 10.6271% | N/A     | $1000000.00        | $1005878.76        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-P | 2033-03-07      | 3.5495%  | N/A     | $23321000.00       | $18837554.59       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-G | 2047-06-12      | 4.3910%  | N/A     | $4695000.00        | $3688425.91        | Private Label Collateralized Mortgage Obligations |
| HMH TR 2017-NSSA20310 | 2031-07-08      | 3.0622%  | N/A     | $1500000.00        | $1199852.57        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 5.3635%  | N/A     | $10000000.00       | $2041516.11        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 20 | 2052-10-25      | 3.2417%  | N/A     | $1752000.00        | $943478.88         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2051-12-25      | 2.7564%  | N/A     | $1809000.00        | $802125.00         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-06-17      | 3.3696%  | N/A     | $9874000.00        | $4670943.18        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-03-17      | 4.5455%  | N/A     | $2978000.00        | $1247503.23        | Private Label Collateralized Mortgage Obligations |
| KSL COML MTG TR 2025- | 2042-12-15      | 7.5674%  | N/A     | $3100000.00        | $3106714.16        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR | 2053-02-18      | 2.2500%  | N/A     | $2500000.00        | $1284327.50        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGA | 2036-12-15      | 4.2500%  | N/A     | $17445000.00       | $7463940.17        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013 | 2046-08-17      | 4.0737%  | N/A     | $8335000.00        | $4610658.74        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023 | 2056-12-15      | 4.0000%  | N/A     | $5000000.00        | $3306565.56        | Private Label Collateralized Mortgage Obligations |
| NYC COMLMTG TR 2026-1 | 2041-05-09      | 6.0091%  | N/A     | $4900000.00        | $4879154.15        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4A- | 2064-01-25      | 0.2100%  | N/A     | $272526000.00      | $159628.36         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11  | 2065-05-25      | 7.1928%  | N/A     | $4876000.00        | $4531459.00        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17  | 2065-08-25      | 7.0607%  | N/A     | $246000.00         | $225471.58         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-I | 2056-10-25      | 6.7737%  | N/A     | $1743000.00        | $1381965.48        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2026-I | 2057-05-25      | 6.1339%  | N/A     | $1248000.00        | $1074859.72        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALT 2024 | 2030-04-25      | 7.7620%  | N/A     | $4110000.00        | $3101469.03        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY E204 | 2041-10-15      | 8.0771%  | N/A     | $11093763.00       | $11181615.52       | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2026 | 2041-04-17      | 6.9563%  | N/A     | $34000000.00       | $34375817.74       | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO  | 2038-08-12      | 2.6966%  | N/A     | $18091000.00       | $15183999.67       | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3E203 | 2038-11-18      | 6.8929%  | N/A     | $1210000.00        | $1185607.07        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV | 2070-02-25      | 7.2995%  | N/A     | $10969874.00       | $10931900.45       | Private Label Collateralized Mortgage Obligations |
| VONTIVE MTG TR 2025-R | 2030-03-25      | 6.5070%  | N/A     | $2000000.00        | $2019628.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2053-02-18      | 1.4055%  | N/A     | $14583000.00       | $829002.32         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2038-04-15      | 12.3092% | N/A     | $8520000.00        | $8195881.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2058-07-17      | 4.2500%  | N/A     | $5033000.00        | $3772694.30        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2058-12-17      | 6.2784%  | N/A     | $7000000.00        | $5837959.46        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-05-15      | 2.8810%  | N/A     | $2000000.00        | $1672021.56        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2058-07-17      | 3.8512%  | N/A     | $8090000.00        | $5366326.34        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-08-17      | 4.1487%  | N/A     | $5374000.00        | $3709747.16        | Private Label Collateralized Mortgage Obligations |
| WINWATER MTG LN TR 20 | 2046-01-20      | 3.7809%  | N/A     | $3000000.00        | $1279096.88        | Private Label Collateralized Mortgage Obligations |

### Security 463: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PQ7
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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         |
|:---|:---|:---|:---|:---|:---|:---|
| EXPORT-IMPORT BK INDI | 2030-01-15      | 3.2500%  | N/A     | $19335000.00       | $18636372.74       | Other Instrument |
| INDONESIA REPSR GLBL  | 2036-05-29      | 5.6900%  | N/A     | $865000.00         | $881045.75         | Other Instrument |
| INDUSTRIAL BK KOREASR | 2029-09-30      | 4.0000%  | N/A     | $12000000.00       | $12006186.67       | Other Instrument |

### Security 464: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PR5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BAMLL COMMMORT 2025-1 | 2040-12-17      | 5.3780%  | N/A     | $5000000.00        | $5014497.22        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40G20640 | 2064-03-17      | 1.8892%  | N/A     | $2500000.00        | $608268.50         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM  | 2037-07-15      | 8.0750%  | N/A     | $13659000.00       | $9209666.54        | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2026-FL17D204 | 2043-05-19      | 5.9000%  | N/A     | $2252000.00        | $2258251.80        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-12-15      | 3.2943%  | N/A     | $1500000.00        | $15003.35          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR2022- | 2055-01-15      | 2.0000%  | N/A     | $253556.00         | $152350.28         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYPA2 | 2035-10-15      | 4.8925%  | N/A     | $8370000.00        | $6833706.96        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 202 | 2038-08-16      | 7.5925%  | N/A     | $2500000.00        | $733787.17         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP B2 | 2034-11-15      | 4.7750%  | N/A     | $3000000.00        | $2812007.83        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTDB203 | 2038-05-17      | 5.5416%  | N/A     | $5018000.00        | $4947823.55        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2 C2 | 2049-11-15      | 3.9835%  | N/A     | $4625000.00        | $2741830.70        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2047-07-12      | 3.2080%  | N/A     | $1271540.00        | $710030.62         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2050-09-16      | 3.0000%  | N/A     | $500000.00         | $318670.17         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2058-09-12      | 4.3358%  | N/A     | $4325000.00        | $3755623.78        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2 | 2034-06-15      | 5.3250%  | N/A     | $999307.00         | $876453.03         | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST | 2044-02-25      | 7.3121%  | N/A     | $7992000.00        | $8406036.29        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR  | 2053-08-15      | 2.2030%  | N/A     | $1600000.00        | $1491160.71        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2049-01-15      | 3.7521%  | N/A     | $5000000.00        | $4268176.15        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2 | 2053-05-25      | 4.6789%  | N/A     | $6250000.00        | $4868525.28        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-NQM3B-22 | 2070-05-25      | 7.1129%  | N/A     | $2800000.00        | $2655590.76        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2052-05-25      | 3.3427%  | N/A     | $6640078.00        | $3535980.41        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 202 | 2036-12-15      | 6.4915%  | N/A     | $7800000.00        | $37443.19          | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE CMBS 2 | 2047-02-15      | 4.5087%  | N/A     | $2258500.00        | $2066429.85        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017 | 2050-07-12      | 3.3270%  | N/A     | $8234000.00        | $6666498.91        | Private Label Collateralized Mortgage Obligations |
| LIBERTY STREET TRUST  | 2031-02-10      | 6.5779%  | N/A     | $5000000.00        | $4964250.84        | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-801B A204 | 2040-10-15      | 5.3271%  | N/A     | $2000000.00        | $2003239.29        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2 | 2036-12-15      | 5.5425%  | N/A     | $4000000.00        | $90260.89          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13B-1B | 2064-06-25      | 7.4790%  | N/A     | $21251000.00       | $20460101.53       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4B- | 2064-01-25      | 7.8630%  | N/A     | $18123000.00       | $17735578.59       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11  | 2065-05-25      | 0.0000%  | N/A     | $650072165.00      | $14960550.46       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-6 | 2056-05-25      | 5.0000%  | N/A     | $28500000.00       | $28278665.83       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 20 | 2034-12-15      | 5.4480%  | N/A     | $390000.00         | $163789.88         | Private Label Collateralized Mortgage Obligations |

### Security 465: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PS3
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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     |
|:---|:---|:---|:---|:---|:---|:---|
| GLOBAL PMTS INC       | 2026-06-05      | 0.0000%  | N/A     | $10090077.00       | $10080723.50       | Money Market |
| HARLEY DAVIDSON FINL  | 2026-08-03      | 0.0000%  | N/A     | $345304.00         | $342554.00         | Money Market |
| SOUTHERN CALIF EDISON | 2026-06-17      | 0.0000%  | N/A     | $121200000.00      | $120922936.80      | Money Market |

### Security 466: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PT1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK 2018-BNK12X-A206 | 2061-05-17      | 0.2522%  | N/A     | $27415000.00       | $95019.93          | Private Label Collateralized Mortgage Obligations |
| BANK5 2026-5YR20 A-32 | 2057-02-16      | 5.1040%  | N/A     | $25000.00          | $25360.39          | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 202 | 2038-08-16      | 4.6925%  | N/A     | $9500000.00        | $7745630.94        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2041-08-15      | 5.3183%  | N/A     | $39201000.00       | $34216163.11       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.3271%  | N/A     | $5000000.00        | $5015048.23        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2 C20340 | 2034-06-15      | 5.4084%  | N/A     | $10925000.00       | $8060729.80        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BACKED TR | 2054-04-25      | 0.5000%  | N/A     | $128720000.00      | $643928.39         | Private Label Collateralized Mortgage Obligations |
| GS MTG BKD SECS TR 20 | 2055-09-25      | 0.4235%  | N/A     | $279229000.00      | $1275646.45        | Private Label Collateralized Mortgage Obligations |
| KIND COML MTG TR 2024 | 2041-08-15      | 5.5171%  | N/A     | $15000000.00       | $15032182.50       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACPTNC  | 2051-06-25      | 2.5000%  | N/A     | $260000.00         | $144594.44         | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLCA204 | 2042-05-18      | 5.1132%  | N/A     | $5000000.00        | $5017164.88        | Private Label Collateralized Mortgage Obligations |
| MS RES MTG LN TR 2025 | 2065-02-25      | 4.2500%  | N/A     | $685000.00         | $628544.06         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2066-04-25      | 5.6820%  | N/A     | $2038000.00        | $2031698.44        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17  | 2065-08-25      | 4.8480%  | N/A     | $8960000.00        | $6646844.18        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-INV1A- | 2056-02-25      | 4.9621%  | N/A     | $10000000.00       | $9515575.78        | Private Label Collateralized Mortgage Obligations |
| PFS FINANCING CORP 20 | 2031-05-15      | 4.4900%  | N/A     | $2500000.00        | $2498242.78        | Asset-Backed Securities                           |
| PMT LN TR 2026-J1A-25 | 2057-01-25      | 1.7379%  | N/A     | $166720000.00      | $5633147.60        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025-SNIPA2 | 2042-09-15      | 5.1271%  | N/A     | $30000000.00       | $30176516.07       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2056-03-25      | 1.8379%  | N/A     | $43604666.00       | $2708647.18        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-H | 2055-10-25      | 1.0000%  | N/A     | $292012000.00      | $3469062.04        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 20 | 2039-02-15      | 5.2771%  | N/A     | $5000000.00        | $4553491.52        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2 | 2067-05-25      | 5.1903%  | N/A     | $11436000.00       | $11451360.38       | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COMM MTG T | 2042-10-15      | 5.3205%  | N/A     | $6176000.00        | $6190711.65        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-12-17      | 4.3116%  | N/A     | $299762.00         | $297333.47         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2059-11-18      | 2.8070%  | N/A     | $188000.00         | $72753.74          | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-06-15      | 3.4880%  | N/A     | $6386002.00        | $435565.82         | Private Label Collateralized Mortgage Obligations |

### Security 467: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **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: 0SX001PU8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER CHILE | 2026-10-01      | 0.0000%  | N/A     | $14481790.00       | $14261811.61       | Money Market |
| GLOBAL PMTS INC       | 2026-06-05      | 0.0000%  | N/A     | $44409923.00       | $44368755.00       | Money Market |
| HARLEY DAVIDSON FINL  | 2026-07-13      | 0.0000%  | N/A     | $34250000.00       | $34065495.25       | Money Market |
| HCA INC               | 2026-06-11      | 0.0000%  | N/A     | $567000.00         | $566074.09         | Money Market |
| HCA INC               | 2026-08-25      | 0.0000%  | N/A     | $65000000.00       | $64286690.00       | Money Market |

### Security 468: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAY3, C.4 - ISIN: US9612CAAY39, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $200016580.00
- **C.18.a - Value (excl. sponsor support):** $200016580.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 469: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NM5, C.4 - ISIN: US9612C1NM51, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $40767198.21
- **C.18.a - Value (excl. sponsor support):** $40767198.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1LR6, C.4 - ISIN: US9612C1LR66, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $98058890.00
- **C.18.a - Value (excl. sponsor support):** $98058890.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAZ0, C.4 - ISIN: US9612CAAZ04, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $98007957.60
- **C.18.a - Value (excl. sponsor support):** $98007957.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G76, C.4 - ISIN: US9612C1G763, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $99590810.00
- **C.18.a - Value (excl. sponsor support):** $99590810.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NL7, C.4 - ISIN: US9612C1NL78, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $36046928.10
- **C.18.a - Value (excl. sponsor support):** $36046928.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CABA4, C.4 - ISIN: US9612CABA44, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $125000337.50
- **C.18.a - Value (excl. sponsor support):** $125000337.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 475: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1MH7, C.4 - ISIN: US9612C1MH75, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $171169722.50
- **C.18.a - Value (excl. sponsor support):** $171169722.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1Q18, C.4 - ISIN: US9612C1Q184, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $72723945.00
- **C.18.a - Value (excl. sponsor support):** $72723945.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NR4, C.4 - ISIN: US9612C1NR49, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100287742.20
- **C.18.a - Value (excl. sponsor support):** $100287742.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAP2, C.4 - ISIN: US9612CAAP22, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $47768703.68
- **C.18.a - Value (excl. sponsor support):** $47768703.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1R90, C.4 - ISIN: US9612C1R901, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $114875055.40
- **C.18.a - Value (excl. sponsor support):** $114875055.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CABD8, C.4 - ISIN: US9612CABD82, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $89994168.00
- **C.18.a - Value (excl. sponsor support):** $89994168.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1QK6, C.4 - ISIN: US9612C1QK68, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $72574612.50
- **C.18.a - Value (excl. sponsor support):** $72574612.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NV5, C.4 - ISIN: US9612C1NV50, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $60338865.00
- **C.18.a - Value (excl. sponsor support):** $60338865.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1QC4, C.4 - ISIN: US9612C1QC43, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $96843600.00
- **C.18.a - Value (excl. sponsor support):** $96843600.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G27, C.4 - ISIN: US9612C1G276, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $127545344.00
- **C.18.a - Value (excl. sponsor support):** $127545344.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1HX8, C.4 - ISIN: US9612C1HX80, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $108906853.00
- **C.18.a - Value (excl. sponsor support):** $108906853.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 486: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1SE8, C.4 - ISIN: US9612C1SE80, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $52880168.00
- **C.18.a - Value (excl. sponsor support):** $52880168.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-05-14
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAL1, C.4 - ISIN: US9612CAAL18, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $60029016.00
- **C.18.a - Value (excl. sponsor support):** $60029016.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 488: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1F51, C.4 - ISIN: US9612C1F518, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $101927263.80
- **C.18.a - Value (excl. sponsor support):** $101927263.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 489: WESTPAC BANKING CORPORATION - NEW YORK BRANCH

- **C.1 - Title:** WESTPAC BANKING CORPORATION - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AK31, C.4 - ISIN: US96130AK314, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $124865012.50
- **C.18.a - Value (excl. sponsor support):** $124865012.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: WESTPAC BANKING CORPORATION - NEW YORK BRANCH

- **C.1 - Title:** WESTPAC BANKING CORPORATION - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AD39, C.4 - ISIN: US96130AD392, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100034630.00
- **C.18.a - Value (excl. sponsor support):** $100034630.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST I

**Date:** 2026-06-05

**By:** /s/Timothy J. Clemens

**Name of Signing Officer:** Timothy J. Clemens

**Title of Signing Officer:** Treasurer