# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-25-057919
**Filing Date:** 2025-9
**Character Count:** 1204535
**Document Hash:** 54443c33ee30a63868ad73c70ea7a590
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057919.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057919

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 251298917

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 26 days

- **WAL:** 70 days

- **Total Value of Portfolio Securities:** $81356161749.55

- **Amortized Cost of Portfolio Securities:** $39561205000.00

- **Cash:** $2504431877.49

- **Total Other Assets:** $309673237.40

- **Total Liabilities:** $204589704.77

- **Net Assets of Series:** $83965677159.67

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $34073847698.77           | $44413247317.26            | 40.3500%                  | 52.6000%                   |
| 2025-08-04 | $36546378279.59           | $44403307902.87            | 43.3400%                  | 52.6500%                   |
| 2025-08-05 | $36509692274.94           | $45488298853.17            | 42.6700%                  | 53.1700%                   |
| 2025-08-06 | $33892940486.14           | $43769144340.28            | 40.2500%                  | 51.9700%                   |
| 2025-08-07 | $35068196014.57           | $44102597034.22            | 41.5400%                  | 52.2400%                   |
| 2025-08-08 | $34080009622.00           | $44032282016.04            | 40.3700%                  | 52.1500%                   |
| 2025-08-11 | $36594612747.74           | $44188849226.18            | 43.2400%                  | 52.2200%                   |
| 2025-08-12 | $34154722377.33           | $43398699934.79            | 40.8500%                  | 51.9100%                   |
| 2025-08-13 | $31433437281.48           | $42571089318.94            | 38.0100%                  | 51.4800%                   |
| 2025-08-14 | $33828696640.33           | $44433744330.98            | 40.2500%                  | 52.8700%                   |
| 2025-08-15 | $33018615211.71           | $43450412489.66            | 39.8100%                  | 52.3900%                   |
| 2025-08-18 | $34590147929.19           | $42646494128.12            | 42.1300%                  | 51.9500%                   |
| 2025-08-19 | $33723630507.75           | $42699328960.08            | 40.9300%                  | 51.8200%                   |
| 2025-08-20 | $30963788137.66           | $41350741934.79            | 38.0400%                  | 50.8000%                   |
| 2025-08-21 | $31777995266.10           | $42498847545.80            | 38.7300%                  | 51.8000%                   |
| 2025-08-22 | $30910363758.68           | $41958329856.57            | 37.9200%                  | 51.4700%                   |
| 2025-08-25 | $36213890505.20           | $44627210896.15            | 43.2600%                  | 53.3100%                   |
| 2025-08-26 | $36292905768.59           | $45494965858.35            | 43.0600%                  | 53.9800%                   |
| 2025-08-27 | $35141711798.38           | $46164446787.19            | 41.5100%                  | 54.5300%                   |
| 2025-08-28 | $35565803280.83           | $45982798744.86            | 41.8600%                  | 54.1300%                   |
| 2025-08-29 | $36209242899.56           | $45176712623.60            | 42.8300%                  | 53.4400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%             |
| 2025-08-04 | 0.0000%             |
| 2025-08-05 | 0.0000%             |
| 2025-08-06 | 0.0000%             |
| 2025-08-07 | 0.0000%             |
| 2025-08-08 | 0.0000%             |
| 2025-08-11 | 0.0000%             |
| 2025-08-12 | 0.0000%             |
| 2025-08-13 | 0.0000%             |
| 2025-08-14 | 0.0000%             |
| 2025-08-15 | 0.0000%             |
| 2025-08-18 | 0.0000%             |
| 2025-08-19 | 0.0000%             |
| 2025-08-20 | 0.0000%             |
| 2025-08-21 | 0.0000%             |
| 2025-08-22 | 0.0000%             |
| 2025-08-25 | 0.0000%             |
| 2025-08-26 | 0.0000%             |
| 2025-08-27 | 0.0000%             |
| 2025-08-28 | 0.0000%             |
| 2025-08-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0008                      |
|  |  |
| 2025-08-04 | 1.0010                      |
|  |  |
| 2025-08-05 | 1.0011                      |
|  |  |
| 2025-08-06 | 1.0012                      |
|  |  |
| 2025-08-07 | 1.0013                      |
|  |  |
| 2025-08-08 | 1.0017                      |
|  |  |
| 2025-08-11 | 1.0018                      |
|  |  |
| 2025-08-12 | 1.0019                      |
|  |  |
| 2025-08-13 | 1.0021                      |
|  |  |
| 2025-08-14 | 1.0022                      |
|  |  |
| 2025-08-15 | 1.0026                      |
|  |  |
| 2025-08-18 | 1.0027                      |
|  |  |
| 2025-08-19 | 1.0028                      |
|  |  |
| 2025-08-20 | 1.0030                      |
|  |  |
| 2025-08-21 | 1.0031                      |
|  |  |
| 2025-08-22 | 1.0034                      |
|  |  |
| 2025-08-25 | 1.0035                      |
|  |  |
| 2025-08-26 | 1.0036                      |
|  |  |
| 2025-08-27 | 1.0038                      |
|  |  |
| 2025-08-28 | 1.0039                      |
|  |  |
| 2025-08-29 | 1.0043                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $83965677159.67

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2150328.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0008          |
|  |  |
| 2025-08-04 | 1.0010          |
|  |  |
| 2025-08-05 | 1.0011          |
|  |  |
| 2025-08-06 | 1.0012          |
|  |  |
| 2025-08-07 | 1.0013          |
|  |  |
| 2025-08-08 | 1.0017          |
|  |  |
| 2025-08-11 | 1.0018          |
|  |  |
| 2025-08-12 | 1.0019          |
|  |  |
| 2025-08-13 | 1.0021          |
|  |  |
| 2025-08-14 | 1.0022          |
|  |  |
| 2025-08-15 | 1.0026          |
|  |  |
| 2025-08-18 | 1.0027          |
|  |  |
| 2025-08-19 | 1.0028          |
|  |  |
| 2025-08-20 | 1.0030          |
|  |  |
| 2025-08-21 | 1.0031          |
|  |  |
| 2025-08-22 | 1.0034          |
|  |  |
| 2025-08-25 | 1.0035          |
|  |  |
| 2025-08-26 | 1.0036          |
|  |  |
| 2025-08-27 | 1.0038          |
|  |  |
| 2025-08-28 | 1.0039          |
|  |  |
| 2025-08-29 | 1.0043          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.384000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LW38, C.4 - ISIN: US03843LW381, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $999391100.00
- **C.18.a - Value (excl. sponsor support):** $999391100.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 5.062000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57668773.46
- **C.18.a - Value (excl. sponsor support):** $57668773.46
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXP4, C.4 - ISIN: US05253MXP49, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $150043860.00
- **C.18.a - Value (excl. sponsor support):** $150043860.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYN8, C.4 - ISIN: US05253MYN81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100010630.00
- **C.18.a - Value (excl. sponsor support):** $100010630.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.278000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BXA6, C.4 - ISIN: US05571BXA69, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $116416053.00
- **C.18.a - Value (excl. sponsor support):** $116416053.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFS7, C.4 - ISIN: US05593DFS71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150001380.00
- **C.18.a - Value (excl. sponsor support):** $150001380.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFY4, C.4 - ISIN: US05593DFY40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139996584.00
- **C.18.a - Value (excl. sponsor support):** $139996584.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGG2, C.4 - ISIN: US05593DGG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100004550.00
- **C.18.a - Value (excl. sponsor support):** $100004550.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGH0, C.4 - ISIN: US05593DGH08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006810.00
- **C.18.a - Value (excl. sponsor support):** $100006810.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHY2, C.4 - ISIN: US05593DHY22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150018420.00
- **C.18.a - Value (excl. sponsor support):** $150018420.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDQ2, C.4 - ISIN: US05973RDQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $189026384.40
- **C.18.a - Value (excl. sponsor support):** $189026384.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDY5, C.4 - ISIN: US05973RDY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62976526.20
- **C.18.a - Value (excl. sponsor support):** $62976526.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REF5, C.4 - ISIN: US05973REF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226138922.20
- **C.18.a - Value (excl. sponsor support):** $226138922.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REH1, C.4 - ISIN: US05973REH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $220037466.00
- **C.18.a - Value (excl. sponsor support):** $220037466.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REL2, C.4 - ISIN: US05973REL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175042612.50
- **C.18.a - Value (excl. sponsor support):** $175042612.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REV0, C.4 - ISIN: US05973REV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200379140.00
- **C.18.a - Value (excl. sponsor support):** $200379140.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFW7, C.4 - ISIN: US05973RFW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200103000.00
- **C.18.a - Value (excl. sponsor support):** $200103000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNE8, C.4 - ISIN: US06050FNE87, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150030105.00
- **C.18.a - Value (excl. sponsor support):** $150030105.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100020376.00
- **C.18.a - Value (excl. sponsor support):** $100020376.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WQY3, C.4 - ISIN: US06051WQY39, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $144029491.20
- **C.18.a - Value (excl. sponsor support):** $144029491.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150067110.00
- **C.18.a - Value (excl. sponsor support):** $150067110.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $158079442.40
- **C.18.a - Value (excl. sponsor support):** $158079442.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVN1, C.4 - ISIN: US06051WVN19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $129033565.80
- **C.18.a - Value (excl. sponsor support):** $129033565.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100091510.00
- **C.18.a - Value (excl. sponsor support):** $100091510.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200190300.00
- **C.18.a - Value (excl. sponsor support):** $200190300.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.4 - ISIN: US06054RAD44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $165105575.25
- **C.18.a - Value (excl. sponsor support):** $165105575.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100179861.00
- **C.18.a - Value (excl. sponsor support):** $100179861.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150024795.00
- **C.18.a - Value (excl. sponsor support):** $150024795.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNN1, C.4 - ISIN: US06367DNN11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150018150.00
- **C.18.a - Value (excl. sponsor support):** $150018150.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNT8, C.4 - ISIN: US06367DNT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155054529.00
- **C.18.a - Value (excl. sponsor support):** $155054529.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2T3, C.4 - ISIN: US06367L2T34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $159102785.55
- **C.18.a - Value (excl. sponsor support):** $159102785.55
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.272000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LXN0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $143077248.00
- **C.18.a - Value (excl. sponsor support):** $143077248.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2J2, C.4 - ISIN: US06370B2J23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169112729.76
- **C.18.a - Value (excl. sponsor support):** $169112729.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2X1, C.4 - ISIN: US06370B2X17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132030303.24
- **C.18.a - Value (excl. sponsor support):** $132030303.24
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3G7, C.4 - ISIN: US06370B3G74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126045487.26
- **C.18.a - Value (excl. sponsor support):** $126045487.26
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110171628.60
- **C.18.a - Value (excl. sponsor support):** $110171628.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175065584.75
- **C.18.a - Value (excl. sponsor support):** $175065584.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166014886.88
- **C.18.a - Value (excl. sponsor support):** $166014886.88
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.576000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDT3, C.4 - ISIN: US06373LDT35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $125029212.50
- **C.18.a - Value (excl. sponsor support):** $125029212.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.527000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFR8, C.4 - ISIN: US06418NFR89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178091118.20
- **C.18.a - Value (excl. sponsor support):** $178091118.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.575000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGF3, C.4 - ISIN: US06418NGF33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100097750.00
- **C.18.a - Value (excl. sponsor support):** $100097750.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.624000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200157600.00
- **C.18.a - Value (excl. sponsor support):** $200157600.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $55002123.00
- **C.18.a - Value (excl. sponsor support):** $55002123.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCF6, C.4 - ISIN: US06745GCF63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250134175.00
- **C.18.a - Value (excl. sponsor support):** $250134175.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCH2, C.4 - ISIN: US06745GCH20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129069234.30
- **C.18.a - Value (excl. sponsor support):** $129069234.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154150350.20
- **C.18.a - Value (excl. sponsor support):** $154150350.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150105765.00
- **C.18.a - Value (excl. sponsor support):** $150105765.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120023472.00
- **C.18.a - Value (excl. sponsor support):** $120023472.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFE0, C.4 - ISIN: US0727MDFE00, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200072260.00
- **C.18.a - Value (excl. sponsor support):** $200072260.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFF7, C.4 - ISIN: US0727MDFF74, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $73030879.00
- **C.18.a - Value (excl. sponsor support):** $73030879.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFZ3, C.4 - ISIN: US0727MDFZ39, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $65023601.50
- **C.18.a - Value (excl. sponsor support):** $65023601.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDGA7, C.4 - ISIN: US0727MDGA78, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $100005070.00
- **C.18.a - Value (excl. sponsor support):** $100005070.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS 144A 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12800BA69, C.4 - ISIN: US12800BA692, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $196958800.00
- **C.18.a - Value (excl. sponsor support):** $196958800.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAF9, C.4 - ISIN: US13606DAF96, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $163031296.00
- **C.18.a - Value (excl. sponsor support):** $163031296.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAY8, C.4 - ISIN: US13606DAY85, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $136003128.00
- **C.18.a - Value (excl. sponsor support):** $136003128.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBU5, C.4 - ISIN: US13606DBU54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $166040039.20
- **C.18.a - Value (excl. sponsor support):** $166040039.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFC1, C.4 - ISIN: US13606DFC11, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $160109616.00
- **C.18.a - Value (excl. sponsor support):** $160109616.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125051475.00
- **C.18.a - Value (excl. sponsor support):** $125051475.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $132211304.28
- **C.18.a - Value (excl. sponsor support):** $132211304.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJM5, C.4 - ISIN: US13606DJM56, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $109187052.72
- **C.18.a - Value (excl. sponsor support):** $109187052.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100170963.00
- **C.18.a - Value (excl. sponsor support):** $100170963.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175225128.75
- **C.18.a - Value (excl. sponsor support):** $175225128.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150274575.00
- **C.18.a - Value (excl. sponsor support):** $150274575.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125112506.25
- **C.18.a - Value (excl. sponsor support):** $125112506.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $154103899.18
- **C.18.a - Value (excl. sponsor support):** $154103899.18
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.351000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AW27, C.4 - ISIN: US16537AW270, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89956485.00
- **C.18.a - Value (excl. sponsor support):** $89956485.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.351000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HW22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $136933760.50
- **C.18.a - Value (excl. sponsor support):** $136933760.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.354000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HW30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156905046.40
- **C.18.a - Value (excl. sponsor support):** $156905046.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.354000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AW34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338794972.80
- **C.18.a - Value (excl. sponsor support):** $338794972.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KW24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $246880575.50
- **C.18.a - Value (excl. sponsor support):** $246880575.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: CHESHAM FIN LTD / CHESHAM FIN LL SERIES 7

- **C.1 - Title:** BSNCHG 144A 4.351000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16539FW24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186409827.25
- **C.18.a - Value (excl. sponsor support):** $186409827.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QGW1, C.4 - ISIN: US17330QGW15, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $100014850.00
- **C.18.a - Value (excl. sponsor support):** $100014850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHH3, C.4 - ISIN: US17330QHH39, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $112021884.80
- **C.18.a - Value (excl. sponsor support):** $112021884.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $103028191.10
- **C.18.a - Value (excl. sponsor support):** $103028191.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102072940.20
- **C.18.a - Value (excl. sponsor support):** $102072940.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US17330QHU40, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $110093269.00
- **C.18.a - Value (excl. sponsor support):** $110093269.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $165115005.00
- **C.18.a - Value (excl. sponsor support):** $165115005.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2E5, C.4 - ISIN: US19765V2E55, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $150039138.00
- **C.18.a - Value (excl. sponsor support):** $150039138.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC144A 4.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBV8, C.4 - ISIN: US20632CBV81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $167077655.00
- **C.18.a - Value (excl. sponsor support):** $167077655.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCC9, C.4 - ISIN: US20632CCC91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150058050.00
- **C.18.a - Value (excl. sponsor support):** $150058050.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PDL7, C.4 - ISIN: US20634PDL76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139030324.24
- **C.18.a - Value (excl. sponsor support):** $139030324.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.327000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPYE1, C.4 - ISIN: US2063CPYE11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $134741224.80
- **C.18.a - Value (excl. sponsor support):** $134741224.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.249000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQAD7, C.4 - ISIN: US2063CQAD76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196766300.00
- **C.18.a - Value (excl. sponsor support):** $196766300.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJZ6, C.4 - ISIN: US21684LJZ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148603563.90
- **C.18.a - Value (excl. sponsor support):** $148603563.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XE61, C.4 - ISIN: US22532XE612, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $175053655.00
- **C.18.a - Value (excl. sponsor support):** $175053655.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAZ8, C.4 - ISIN: US22536JAZ84, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $78999581.30
- **C.18.a - Value (excl. sponsor support):** $78999581.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJU0, C.4 - ISIN: US22536JJU07, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $135031860.00
- **C.18.a - Value (excl. sponsor support):** $135031860.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPA7, C.4 - ISIN: US22536JPA78, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $200104280.00
- **C.18.a - Value (excl. sponsor support):** $200104280.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPG4, C.4 - ISIN: US22536JPG49, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $236135015.60
- **C.18.a - Value (excl. sponsor support):** $236135015.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $239054802.70
- **C.18.a - Value (excl. sponsor support):** $239054802.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLD6, C.4 - ISIN: US22536WLD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200019320.00
- **C.18.a - Value (excl. sponsor support):** $200019320.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLN4, C.4 - ISIN: US22536WLN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150077355.00
- **C.18.a - Value (excl. sponsor support):** $150077355.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WMN3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150131940.00
- **C.18.a - Value (excl. sponsor support):** $150131940.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JD51, C.4 - ISIN: US23344JD513, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188999659.80
- **C.18.a - Value (excl. sponsor support):** $188999659.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 4.178000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NBT8, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $221226156.80
- **C.18.a - Value (excl. sponsor support):** $221226156.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 4.329000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2W25, C.4 - ISIN: US2960E2W256, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $142931217.00
- **C.18.a - Value (excl. sponsor support):** $142931217.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 99: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.333000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HW99, C.4 - ISIN: US31849HW994, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $141811977.80
- **C.18.a - Value (excl. sponsor support):** $141811977.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.289000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HX15, C.4 - ISIN: US31849HX158, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $331690777.20
- **C.18.a - Value (excl. sponsor support):** $331690777.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.318000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HXT4, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $113193313.20
- **C.18.a - Value (excl. sponsor support):** $113193313.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.288000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HYM8, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $148499205.00
- **C.18.a - Value (excl. sponsor support):** $148499205.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 4.547000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790AW41, C.4 - ISIN: US37790AW411, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $99924210.00
- **C.18.a - Value (excl. sponsor support):** $99924210.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVK2, C.4 - ISIN: US40433FVK29, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $141083063.10
- **C.18.a - Value (excl. sponsor support):** $141083063.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVL0, C.4 - ISIN: US40433FVL02, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $130046592.00
- **C.18.a - Value (excl. sponsor support):** $130046592.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVM8, C.4 - ISIN: US40433FVM84, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $100015750.00
- **C.18.a - Value (excl. sponsor support):** $100015750.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190001501.00
- **C.18.a - Value (excl. sponsor support):** $190001501.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 4.391000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331PW24, C.4 - ISIN: US44331PW249, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $352827771.30
- **C.18.a - Value (excl. sponsor support):** $352827771.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES CHAMPLAIN) 144A 4.404000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AW33, C.4 - ISIN: US44333AW338, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $544666623.50
- **C.18.a - Value (excl. sponsor support):** $544666623.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 110: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFU7, C.4 - ISIN: US44988GFU76, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $150025545.00
- **C.18.a - Value (excl. sponsor support):** $150025545.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGH5, C.4 - ISIN: US44988GGH56, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $230034385.00
- **C.18.a - Value (excl. sponsor support):** $230034385.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLJ6, C.4 - ISIN: US44988KLJ69, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $140020776.00
- **C.18.a - Value (excl. sponsor support):** $140020776.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLN7, C.4 - ISIN: US44988KLN71, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $130022594.00
- **C.18.a - Value (excl. sponsor support):** $130022594.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLX5, C.4 - ISIN: US44988KLX53, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $165062683.50
- **C.18.a - Value (excl. sponsor support):** $165062683.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $51137000.00
- **C.18.a - Value (excl. sponsor support):** $51137000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $37555000.00
- **C.18.a - Value (excl. sponsor support):** $37555000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $2300000.00
- **C.18.a - Value (excl. sponsor support):** $2300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $32400000.00
- **C.18.a - Value (excl. sponsor support):** $32400000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114180000.00
- **C.18.a - Value (excl. sponsor support):** $114180000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: KBC BANK NV

- **C.1 - Title:** KBC BANK NV 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDZC8, C.4 - ISIN: US4823TDZC89, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $142000766.80
- **C.18.a - Value (excl. sponsor support):** $142000766.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 4.358000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X0W27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $67967074.40
- **C.18.a - Value (excl. sponsor support):** $67967074.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 122: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG48, C.4 - ISIN: US51501YG481, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154999225.00
- **C.18.a - Value (excl. sponsor support):** $154999225.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG71, C.4 - ISIN: US51501YG713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $157997519.40
- **C.18.a - Value (excl. sponsor support):** $157997519.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEL3, C.4 - ISIN: US52473GEL32, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $189057522.15
- **C.18.a - Value (excl. sponsor support):** $189057522.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.664000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEU3, C.4 - ISIN: US52473GEU31, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $91035854.00
- **C.18.a - Value (excl. sponsor support):** $91035854.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEV1, C.4 - ISIN: US52473GEV14, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $89038715.00
- **C.18.a - Value (excl. sponsor support):** $89038715.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.288000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943FXV2, C.4 - ISIN: US53943FXV20, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $129055446.00
- **C.18.a - Value (excl. sponsor support):** $129055446.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.127000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HC33, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $195735780.00
- **C.18.a - Value (excl. sponsor support):** $195735780.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBC7, C.4 - ISIN: US53944TBC71, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $231028875.00
- **C.18.a - Value (excl. sponsor support):** $231028875.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBD5, C.4 - ISIN: US53944TBD54, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $218074359.80
- **C.18.a - Value (excl. sponsor support):** $218074359.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2Z2, C.4 - ISIN: US53947B2Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115045011.00
- **C.18.a - Value (excl. sponsor support):** $115045011.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3J7, C.4 - ISIN: US53947B3J78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171096854.40
- **C.18.a - Value (excl. sponsor support):** $171096854.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204211956.00
- **C.18.a - Value (excl. sponsor support):** $204211956.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDN5, C.4 - ISIN: US55381BDN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192002611.20
- **C.18.a - Value (excl. sponsor support):** $192002611.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEP9, C.4 - ISIN: US55381BEP94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125044112.50
- **C.18.a - Value (excl. sponsor support):** $125044112.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFP8, C.4 - ISIN: US55381BFP85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158997408.30
- **C.18.a - Value (excl. sponsor support):** $158997408.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJK5, C.4 - ISIN: US55381BJK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200191180.00
- **C.18.a - Value (excl. sponsor support):** $200191180.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKL1, C.4 - ISIN: US55381BKL17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125026462.50
- **C.18.a - Value (excl. sponsor support):** $125026462.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKT4, C.4 - ISIN: US55381BKT43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100012690.00
- **C.18.a - Value (excl. sponsor support):** $100012690.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.369000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KXV3, C.4 - ISIN: US55607KXV33, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $99259700.00
- **C.18.a - Value (excl. sponsor support):** $99259700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.253000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LAC8, C.4 - ISIN: US55607LAC81, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $182027401.50
- **C.18.a - Value (excl. sponsor support):** $182027401.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.208000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LBT0, C.4 - ISIN: US55607LBT08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $40127729.10
- **C.18.a - Value (excl. sponsor support):** $40127729.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.190000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCL6, C.4 - ISIN: US55607LCL62, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $142550837.60
- **C.18.a - Value (excl. sponsor support):** $142550837.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.790000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA91, C.4 - ISIN: US55607NA918, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $123114377.70
- **C.18.a - Value (excl. sponsor support):** $123114377.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $149037279.80
- **C.18.a - Value (excl. sponsor support):** $149037279.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYM6, C.4 - ISIN: US55607NYM63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $168120153.60
- **C.18.a - Value (excl. sponsor support):** $168120153.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.608000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYZ7, C.4 - ISIN: US55607NYZ76, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98014308.00
- **C.18.a - Value (excl. sponsor support):** $98014308.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZP8, C.4 - ISIN: US55607NZP85, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $150042750.00
- **C.18.a - Value (excl. sponsor support):** $150042750.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.363000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UX16, C.4 - ISIN: US55608UX160, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $132468079.80
- **C.18.a - Value (excl. sponsor support):** $132468079.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.358000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UXP3, C.4 - ISIN: US55608UXP38, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $95360774.40
- **C.18.a - Value (excl. sponsor support):** $95360774.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.361000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UXQ1, C.4 - ISIN: US55608UXQ11, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $112233487.10
- **C.18.a - Value (excl. sponsor support):** $112233487.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200080420.00
- **C.18.a - Value (excl. sponsor support):** $200080420.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DK99, C.4 - ISIN: US60683DK995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170087805.00
- **C.18.a - Value (excl. sponsor support):** $170087805.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2R1, C.4 - ISIN: US60710T2R17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $241073191.70
- **C.18.a - Value (excl. sponsor support):** $241073191.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB42, C.4 - ISIN: US60710TB421, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100059700.00
- **C.18.a - Value (excl. sponsor support):** $100059700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TVT5, C.4 - ISIN: US60710TVT59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169030470.70
- **C.18.a - Value (excl. sponsor support):** $169030470.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TX48, C.4 - ISIN: US60710TX482, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100016110.00
- **C.18.a - Value (excl. sponsor support):** $100016110.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY88, C.4 - ISIN: US60710TY886, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100016200.00
- **C.18.a - Value (excl. sponsor support):** $100016200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZR5, C.4 - ISIN: US60710TZR57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193113696.30
- **C.18.a - Value (excl. sponsor support):** $193113696.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47935000.00
- **C.18.a - Value (excl. sponsor support):** $47935000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW27, C.4 - ISIN: US63254GW271, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $150040350.00
- **C.18.a - Value (excl. sponsor support):** $150040350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GW35, C.4 - ISIN: US63254GW354, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $168041630.40
- **C.18.a - Value (excl. sponsor support):** $168041630.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.275000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LXX4, C.4 - ISIN: US63307LXX45, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $257513965.25
- **C.18.a - Value (excl. sponsor support):** $257513965.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.145000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB24, C.4 - ISIN: US63307MB246, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $158089409.80
- **C.18.a - Value (excl. sponsor support):** $158089409.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100078580.00
- **C.18.a - Value (excl. sponsor support):** $100078580.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 4.520000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TBL1, C.4 - ISIN: US63873TBL17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $157999320.60
- **C.18.a - Value (excl. sponsor support):** $157999320.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $100012600.00
- **C.18.a - Value (excl. sponsor support):** $100012600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.698000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 64953BCB2, C.4 - ISIN: US64953BCB27, C.3 - LEI: 635400DPNHEAUHB7ZI15
- **C.18 - Value (incl. sponsor support):** $77165155.67
- **C.18.a - Value (excl. sponsor support):** $77165155.67
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200222880.00
- **C.18.a - Value (excl. sponsor support):** $200222880.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $163082852.90
- **C.18.a - Value (excl. sponsor support):** $163082852.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMC9, C.4 - ISIN: US65558WMC90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190075411.00
- **C.18.a - Value (excl. sponsor support):** $190075411.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC S 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32700000.00
- **C.18.a - Value (excl. sponsor support):** $32700000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** NORTHERN TRUST COMPANY (THE) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 66585QDT0, C.4 - ISIN: US66585QDT04, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $185029748.00
- **C.18.a - Value (excl. sponsor support):** $185029748.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFV1, C.4 - ISIN: US67985FFV13, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $145004719.75
- **C.18.a - Value (excl. sponsor support):** $145004719.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFB6, C.4 - ISIN: US69033NFB64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170034442.00
- **C.18.a - Value (excl. sponsor support):** $170034442.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGJ8, C.4 - ISIN: US69033NGJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85096730.00
- **C.18.a - Value (excl. sponsor support):** $85096730.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 144A 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDC1, C.4 - ISIN: US73044BDC19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99001970.10
- **C.18.a - Value (excl. sponsor support):** $99001970.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 4.446000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432JW23, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246877982.00
- **C.18.a - Value (excl. sponsor support):** $246877982.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 4.386000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300AW44, C.4 - ISIN: US75300AW446, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $164879385.00
- **C.18.a - Value (excl. sponsor support):** $164879385.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 144A 4.285000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152089817.77
- **C.18.a - Value (excl. sponsor support):** $152089817.77
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.253000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $49586480.00
- **C.18.a - Value (excl. sponsor support):** $49586480.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $97011840.00
- **C.18.a - Value (excl. sponsor support):** $97011840.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $159081344.40
- **C.18.a - Value (excl. sponsor support):** $159081344.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170149005.00
- **C.18.a - Value (excl. sponsor support):** $170149005.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQZ3, C.4 - ISIN: US78014XQZ32, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150041490.00
- **C.18.a - Value (excl. sponsor support):** $150041490.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRA7, C.4 - ISIN: US78014XRA71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $223083335.10
- **C.18.a - Value (excl. sponsor support):** $223083335.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2L0, C.4 - ISIN: US78015J2L00, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $165041910.00
- **C.18.a - Value (excl. sponsor support):** $165041910.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J6U6, C.4 - ISIN: US78015J6U62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $117058745.70
- **C.18.a - Value (excl. sponsor support):** $117058745.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140039928.00
- **C.18.a - Value (excl. sponsor support):** $140039928.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150129945.00
- **C.18.a - Value (excl. sponsor support):** $150129945.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JMG9, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $93030429.60
- **C.18.a - Value (excl. sponsor support):** $93030429.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWX1, C.4 - ISIN: US78015JWX17, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $100001770.00
- **C.18.a - Value (excl. sponsor support):** $100001770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNX8, C.4 - ISIN: US83050WNX82, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $144019353.60
- **C.18.a - Value (excl. sponsor support):** $144019353.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YDZ0, C.4 - ISIN: US83050YDZ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200052020.00
- **C.18.a - Value (excl. sponsor support):** $200052020.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 4.348000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BX76, C.4 - ISIN: US83369BX769, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $199057920.00
- **C.18.a - Value (excl. sponsor support):** $199057920.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPH7, C.4 - ISIN: US85325VPH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $203101418.80
- **C.18.a - Value (excl. sponsor support):** $203101418.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQD5, C.4 - ISIN: US85325VQD54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200037200.00
- **C.18.a - Value (excl. sponsor support):** $200037200.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQF0, C.4 - ISIN: US85325VQF03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199999140.00
- **C.18.a - Value (excl. sponsor support):** $199999140.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQM5, C.4 - ISIN: US85325VQM53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175236250.00
- **C.18.a - Value (excl. sponsor support):** $175236250.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152187476.80
- **C.18.a - Value (excl. sponsor support):** $152187476.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRJ1, C.4 - ISIN: US85325VRJ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225117967.50
- **C.18.a - Value (excl. sponsor support):** $225117967.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRR3, C.4 - ISIN: US85325VRR32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180208564.20
- **C.18.a - Value (excl. sponsor support):** $180208564.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $200065480.00
- **C.18.a - Value (excl. sponsor support):** $200065480.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $99984370.00
- **C.18.a - Value (excl. sponsor support):** $99984370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBS1, C.4 - ISIN: US86564TBS15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150046320.00
- **C.18.a - Value (excl. sponsor support):** $150046320.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBU6, C.4 - ISIN: US86564TBU60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $128013209.60
- **C.18.a - Value (excl. sponsor support):** $128013209.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TCF8, C.4 - ISIN: US86564TCF84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125035887.50
- **C.18.a - Value (excl. sponsor support):** $125035887.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDL4, C.4 - ISIN: US86564TDL44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280073248.00
- **C.18.a - Value (excl. sponsor support):** $280073248.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 4.167000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAD6, C.4 - ISIN: US86564XAD66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32771985.21
- **C.18.a - Value (excl. sponsor support):** $32771985.21
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 4.166000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAE4, C.4 - ISIN: US86564XAE40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $246007775.00
- **C.18.a - Value (excl. sponsor support):** $246007775.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED (SINGAPORE BRANCH) 144A 4.164000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XAG9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52141718.00
- **C.18.a - Value (excl. sponsor support):** $52141718.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKJ8, C.4 - ISIN: US86565GKJ84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $163083260.40
- **C.18.a - Value (excl. sponsor support):** $163083260.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKU3, C.4 - ISIN: US86565GKU30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $61016366.30
- **C.18.a - Value (excl. sponsor support):** $61016366.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLB4, C.4 - ISIN: US86565GLB40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200090200.00
- **C.18.a - Value (excl. sponsor support):** $200090200.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLC2, C.4 - ISIN: US86565GLC23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $133069851.60
- **C.18.a - Value (excl. sponsor support):** $133069851.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLV0, C.4 - ISIN: US86565GLV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $156991710.40
- **C.18.a - Value (excl. sponsor support):** $156991710.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMD9, C.4 - ISIN: US86565GMD96, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150026250.00
- **C.18.a - Value (excl. sponsor support):** $150026250.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPP9, C.4 - ISIN: US86565GPP99, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200169420.00
- **C.18.a - Value (excl. sponsor support):** $200169420.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50042820.00
- **C.18.a - Value (excl. sponsor support):** $50042820.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPV6, C.4 - ISIN: US86565GPV67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250241075.00
- **C.18.a - Value (excl. sponsor support):** $250241075.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150030150.00
- **C.18.a - Value (excl. sponsor support):** $150030150.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSG6, C.4 - ISIN: US86565GSG63, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $179027906.10
- **C.18.a - Value (excl. sponsor support):** $179027906.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSR2, C.4 - ISIN: US86565GSR29, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $175012950.00
- **C.18.a - Value (excl. sponsor support):** $175012950.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKE5, C.4 - ISIN: US86959TKE54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222121633.80
- **C.18.a - Value (excl. sponsor support):** $222121633.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLF1, C.4 - ISIN: US86959TLF11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75019507.50
- **C.18.a - Value (excl. sponsor support):** $75019507.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLM6, C.4 - ISIN: US86959TLM61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160021120.00
- **C.18.a - Value (excl. sponsor support):** $160021120.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMU7, C.4 - ISIN: US86959TMU78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100098510.00
- **C.18.a - Value (excl. sponsor support):** $100098510.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100098900.00
- **C.18.a - Value (excl. sponsor support):** $100098900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNL6, C.4 - ISIN: US86959TNL60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100072510.00
- **C.18.a - Value (excl. sponsor support):** $100072510.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.405000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNM4, C.4 - ISIN: US86959TNM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150017565.00
- **C.18.a - Value (excl. sponsor support):** $150017565.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.435000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNX0, C.4 - ISIN: US86959TNX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175064155.00
- **C.18.a - Value (excl. sponsor support):** $175064155.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120044484.00
- **C.18.a - Value (excl. sponsor support):** $120044484.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDP0, C.4 - ISIN: US87020YDP07, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125063250.00
- **C.18.a - Value (excl. sponsor support):** $125063250.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFB9, C.4 - ISIN: US87020YFB92, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97114721.90
- **C.18.a - Value (excl. sponsor support):** $97114721.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 4.510000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125172350.00
- **C.18.a - Value (excl. sponsor support):** $125172350.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5L6, C.4 - ISIN: US89115D5L62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109170216.58
- **C.18.a - Value (excl. sponsor support):** $109170216.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125152050.00
- **C.18.a - Value (excl. sponsor support):** $125152050.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAT3, C.4 - ISIN: US89115DAT37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139997466.00
- **C.18.a - Value (excl. sponsor support):** $139997466.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150109111.50
- **C.18.a - Value (excl. sponsor support):** $150109111.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJG2, C.4 - ISIN: US89115DJG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140119397.60
- **C.18.a - Value (excl. sponsor support):** $140119397.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169144853.28
- **C.18.a - Value (excl. sponsor support):** $169144853.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DL38, C.4 - ISIN: US89115DL381, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200036560.00
- **C.18.a - Value (excl. sponsor support):** $200036560.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DLG9, C.4 - ISIN: US89115DLG96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100011610.00
- **C.18.a - Value (excl. sponsor support):** $100011610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175083482.00
- **C.18.a - Value (excl. sponsor support):** $175083482.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRX6, C.4 - ISIN: US89115DRX65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120122280.00
- **C.18.a - Value (excl. sponsor support):** $120122280.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUF1, C.4 - ISIN: US89115DUF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125014925.00
- **C.18.a - Value (excl. sponsor support):** $125014925.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 5.053000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMM4, C.4 - ISIN: US89236TMM44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $157212882.54
- **C.18.a - Value (excl. sponsor support):** $157212882.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 5.284000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $131039339.30
- **C.18.a - Value (excl. sponsor support):** $131039339.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.958000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $120639813.84
- **C.18.a - Value (excl. sponsor support):** $120639813.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.664000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXT8, C.4 - ISIN: US90276JXT86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193103264.65
- **C.18.a - Value (excl. sponsor support):** $193103264.65
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.740000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYB6, C.4 - ISIN: US90276JYB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150023143.50
- **C.18.a - Value (excl. sponsor support):** $150023143.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.742000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYD2, C.4 - ISIN: US90276JYD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107017278.36
- **C.18.a - Value (excl. sponsor support):** $107017278.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.793000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $142072167.24
- **C.18.a - Value (excl. sponsor support):** $142072167.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYH3, C.4 - ISIN: US90276JYH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125041268.75
- **C.18.a - Value (excl. sponsor support):** $125041268.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.313000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304023347.20
- **C.18.a - Value (excl. sponsor support):** $304023347.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.293000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182032092.06
- **C.18.a - Value (excl. sponsor support):** $182032092.06
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VW24, C.4 - ISIN: US92543VW248, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $418787986.00
- **C.18.a - Value (excl. sponsor support):** $418787986.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I 144A 4.307000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VYE6, C.4 - ISIN: US92543VYE63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $205092929.70
- **C.18.a - Value (excl. sponsor support):** $205092929.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I 144A 4.302000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544KYJ8, C.4 - ISIN: US92544KYJ86, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $207967305.00
- **C.18.a - Value (excl. sponsor support):** $207967305.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.490000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2C4, C.4 - ISIN: US92544M2C48, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $743020365.63
- **C.18.a - Value (excl. sponsor support):** $743020365.63
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3D9, C.4 - ISIN: US93930N3D93, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $76003876.00
- **C.18.a - Value (excl. sponsor support):** $76003876.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 144A 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3F4, C.4 - ISIN: US93930N3F42, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3G2, C.4 - ISIN: US93930N3G25, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $129023994.00
- **C.18.a - Value (excl. sponsor support):** $129023994.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159042325.80
- **C.18.a - Value (excl. sponsor support):** $159042325.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 4.481000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980GW20, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $151924319.20
- **C.18.a - Value (excl. sponsor support):** $151924319.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100058290.00
- **C.18.a - Value (excl. sponsor support):** $100058290.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYM4, C.4 - ISIN: US96130AYM43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173041174.00
- **C.18.a - Value (excl. sponsor support):** $173041174.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYU6, C.4 - ISIN: US96130AYU68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100025850.00
- **C.18.a - Value (excl. sponsor support):** $100025850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: Mizuho Securities USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BASTROP TEX INDPT SCH DIST     UNLTD TAX BLDG BDS       2025 | 2049-02-15      | 5.2500%  | 0.0000% | $2800000.00        | $2893188.67        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2043-04-01      | 5.0000%  | 0.0000% | $1250000.00        | $1358331.94        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2044-04-01      | 5.0000%  | 0.0000% | $1500000.00        | $1621148.33        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2048-04-01      | 5.0000%  | 0.0000% | $1000000.00        | $1061895.56        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2053-04-01      | 5.0000%  | 0.0000% | $750000.00         | $788539.17         | Other Instrument                   |
| FORNEY TEX INDPT SCH DIST      UNLTD TAX BLDG REF BDS   2025 | 2050-08-15      | 5.0000%  | 0.0000% | $2950000.00        | $2998566.83        | Other Instrument                   |
| DENVER COLO CITY & CNTY SCH DI GO BDS                   2025 | 2041-12-01      | 5.2500%  | 0.0000% | $245000.00         | $269219.07         | Other Instrument                   |
| PORT PORTLAND ORE ARPT REV     INTL AMT  BDS            TWEN | 2047-07-01      | 4.0000%  | 0.0000% | $1920000.00        | $1645947.73        | Other Instrument                   |
| PRINCETON TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2025 | 2050-02-15      | 5.0000%  | 0.0000% | $1950000.00        | $1981789.33        | Other Instrument                   |
| TALLAHASSEE FLA CONS UTIL SYS  REF BDS                  2025 | 2050-10-01      | 5.2500%  | 0.0000% | $2000000.00        | $2062446.67        | Other Instrument                   |
| TALLAHASSEE FLA CONS UTIL SYS  REF BDS                  2025 | 2055-10-01      | 5.2500%  | 0.0000% | $2565000.00        | $2644164.45        | Other Instrument                   |
| TARRANT CNTY TEX CULTURAL ED F HEALTH RES SYS BDS       2025 | 2052-11-15      | 5.5000%  | 0.0000% | $955000.00         | $1000901.54        | Other Instrument                   |
| CROWLEY TEX INDPT SCH DIST     UNLTD TAX BLDG BDS       2025 | 2050-02-01      | 5.2500%  | 0.0000% | $3000000.00        | $3112612.50        | Other Instrument                   |
| CYPRESS-FAIRBANKS TEX INDPT SC UNLTD TAX BLDG BDS       2024 | 2042-02-15      | 5.0000%  | 0.0000% | $460000.00         | $479533.64         | Other Instrument                   |
| MODESTO CALIF HIGH SCH DIST ST GO ELECTION 2022 BDS     B    | 2050-08-01      | 5.2500%  | 0.0000% | $1695000.00        | $1776840.25        | Other Instrument                   |
| MODESTO CALIF HIGH SCH DIST ST GO ELECTION 2022 BDS     B    | 2052-08-01      | 4.5000%  | 0.0000% | $450000.00         | $435276.00         | Other Instrument                   |
| EAST BAY CALIF MUN UTIL DIST W BDS                      2025 | 2050-06-01      | 5.0000%  | 0.0000% | $945000.00         | $994170.45         | Other Instrument                   |
| REDWOODS CALIF CMNTY COLLEGE D GO ELECTION 2024 BDS     2025 | 2050-08-01      | 5.2500%  | 0.0000% | $710000.00         | $743074.17         | Other Instrument                   |
| REDWOODS CALIF CMNTY COLLEGE D GO ELECTION 2024 BDS     2025 | 2054-08-01      | 5.2500%  | 0.0000% | $3410000.00        | $3564586.67        | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2039-05-15      | 4.0000%  | 0.0000% | $1000000.00        | $958575.56         | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2041-05-15      | 4.0000%  | 0.0000% | $1505000.00        | $1396753.71        | Other Instrument                   |
| ROYSE CITY TEX INDPT SCH DIST  UNLTD TAX BLDG BDS       2025 | 2055-02-15      | 5.2500%  | 0.0000% | $3000000.00        | $3104960.00        | Other Instrument                   |
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2035-08-15      | 4.0000%  | 0.0000% | $500000.00         | $491817.78         | Other Instrument                   |
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2038-08-15      | 4.0000%  | 0.0000% | $250000.00         | $230541.39         | Other Instrument                   |
| KATY TEX INDPT SCH DIST        UNLTD TAX REF BDS        2024 | 2039-02-15      | 5.0000%  | 0.0000% | $470000.00         | $502996.09         | Other Instrument                   |
| NEW JERSEY ST TRANSN TR FD AUT PROG  BDS                2024 | 2045-06-15      | 5.0000%  | 0.0000% | $930000.00         | $943622.43         | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2037-11-01      | 5.0000%  | 0.0000% | $265000.00         | $291375.16         | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2040-11-01      | 5.0000%  | 0.0000% | $955000.00         | $1024436.99        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2050-05-01      | 5.0000%  | 0.0000% | $1950000.00        | $1998494.33        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD TAX EXMP FISC | 2048-05-01      | 5.2500%  | 0.0000% | $1940000.00        | $2013912.38        | Other Instrument                   |
| NEW YORK ST DORM AUTH REVS NON BDS                      2025 | 2045-07-01      | 5.0000%  | 0.0000% | $2500000.00        | $2420263.89        | Other Instrument                   |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2025 | 2048-03-15      | 5.0000%  | 0.0000% | $2125000.00        | $2196784.86        | Other Instrument                   |
| NEW CANEY TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2024 | 2049-02-15      | 4.0000%  | 0.0000% | $35000.00          | $30789.34          | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2043-04-01      | 5.0000%  | 0.0000% | $355000.00         | $373096.32         | Other Instrument                   |
| ONTARIO CALIF PUB FING AUTH LE BDS                      2025 | 2055-11-01      | 5.2500%  | 0.0000% | $1325000.00        | $1383213.88        | Other Instrument                   |
| OREGON ST DEPT ADMINISTRATIVE  REF BDS                  2025 | 2043-04-01      | 5.2500%  | 0.0000% | $1300000.00        | $1408600.92        | Other Instrument                   |
| CALIFORNIA ST                  VAR PURP GO BDS               | 2053-09-01      | 5.2500%  | 0.0000% | $490000.00         | $523206.48         | Other Instrument                   |
| CALIFORNIA EDL FACS AUTH REV   BDS                      2025 | 2055-10-01      | 5.0000%  | 0.0000% | $1855000.00        | $1927532.56        | Other Instrument                   |
| COMAL TEX INDPT SCH DIST       UNLTD TAX BLDG REF BDS   2025 | 2048-02-01      | 5.0000%  | 0.0000% | $1075000.00        | $1097283.56        | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2039-07-01      | 5.2500%  | 0.0000% | $575000.00         | $608458.29         | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2040-07-01      | 5.2500%  | 0.0000% | $750000.00         | $786966.25         | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2043-07-01      | 5.2500%  | 0.0000% | $485000.00         | $497410.34         | Other Instrument                   |
| SALT RIV PROJ AGRIC IMPT & PWR BDS                      2024 | 2042-05-01      | 5.0000%  | 0.0000% | $1665000.00        | $1779167.20        | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2038-02-01      | 5.0000%  | 0.0000% | $835000.00         | $879905.37         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2039-02-01      | 4.0000%  | 0.0000% | $275000.00         | $269533.31         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2040-02-01      | 5.0000%  | 0.0000% | $125000.00         | $129054.86         | Other Instrument                   |
| MASSACHUSETTS ST               GO BDS                   2024 | 2047-05-01      | 5.0000%  | 0.0000% | $310000.00         | $321959.46         | Other Instrument                   |
| MASSACHUSETTS ST               GO BDS                   2024 | 2048-05-01      | 5.0000%  | 0.0000% | $585000.00         | $606035.95         | Other Instrument                   |
| MIAMI-DADE CNTY FLA WTR & SWR  SYS BDS                  2021 | 2039-10-01      | 4.0000%  | 0.0000% | $20000.00          | $19906.89          | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2030-10-01      | 5.0000%  | 0.0000% | $2350000.00        | $2616573.56        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2031-10-01      | 5.0000%  | 0.0000% | $1850000.00        | $2065054.28        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2032-10-01      | 5.0000%  | 0.0000% | $1250000.00        | $1396706.94        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2024 | 2042-10-01      | 5.0000%  | 0.0000% | $1250000.00        | $1281281.94        | Other Instrument                   |
| ENCINITAS CALIF UN SCH DIST    ELECTION 2024 GO BDS     A    | 2050-08-01      | 5.0000%  | 0.0000% | $2000000.00        | $2069697.78        | Other Instrument                   |
| ENCINITAS CALIF UN SCH DIST    ELECTION 2024 GO BDS     A    | 2054-08-01      | 5.0000%  | 0.0000% | $2770000.00        | $2845728.72        | Other Instrument                   |
| METROPOLITAN GOVT NASHVILLE &  REV REF IMPT BDS         2025 | 2055-07-01      | 5.2500%  | 0.0000% | $2260000.00        | $2353061.15        | Other Instrument                   |
| SNOHOMISH CNTY WASH PUB UTIL D SYS BDS                  2021 | 2046-12-01      | 5.0000%  | 0.0000% | $680000.00         | $694777.91         | Other Instrument                   |
| SOUTHWESTERN CMNTY COLLEGE DIS ELECTION 2024 GO BDS     2025 | 2055-08-01      | 5.2500%  | 0.0000% | $1030000.00        | $1078770.50        | Other Instrument                   |
| KRUM TEX INDPT SCH DIST        UNLTD TAX BLDG BDS       2025 | 2057-08-15      | 5.0000%  | 0.0000% | $3450000.00        | $3480501.83        | Other Instrument                   |
| OKLAHOMA ST WTR RES BRD REVOLV BDS                      2025 | 2050-04-01      | 5.2500%  | 0.0000% | $3320000.00        | $3459929.70        | Other Instrument                   |
| HUTTO TEX INDPT SCH DIST       UNLTD TAX BLDG BDS       2025 | 2055-08-01      | 5.0000%  | 0.0000% | $3600000.00        | $3647336.00        | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2038-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $974548.89         | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2039-07-15      | 4.0000%  | 0.0000% | $750000.00         | $713909.17         | Other Instrument                   |
| JEA FLA ELEC SYS REV           BDS                      THRE | 2038-10-01      | 5.0000%  | 0.0000% | $1130000.00        | $1246158.98        | Other Instrument                   |
| LOS ANGELES CALIF DEPT ARPTS R INTL SR BDS              2022 | 2047-05-15      | 5.0000%  | 0.0000% | $1100000.00        | $1105064.89        | Other Instrument                   |
| LOS ANGELES CALIF DEPT ARPTS R REF AMT SUB INTL BDS     2022 | 2045-05-15      | 5.0000%  | 0.0000% | $965000.00         | $971836.49         | Other Instrument                   |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2024 | 2048-07-01      | 5.0000%  | 0.0000% | $520000.00         | $527054.09         | Other Instrument                   |
| WASHINGTON D C MET AREA TRAN A BDS                      2020 | 2045-07-15      | 4.0000%  | 0.0000% | $80000.00          | $71703.11          | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R-20 | 2038-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $2205971.11        | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R-20 | 2039-07-01      | 5.0000%  | 0.0000% | $1450000.00        | $1583901.06        | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R 20 | 2037-07-01      | 5.0000%  | 0.0000% | $2730000.00        | $3048114.77        | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R 20 | 2039-07-01      | 5.0000%  | 0.0000% | $1635000.00        | $1785984.98        | Other Instrument                   |
| WASHINGTON ST                  MOTOR VEHICLE FUEL TAX G R-20 | 2039-06-01      | 5.0000%  | 0.0000% | $115000.00         | $121331.01         | Other Instrument                   |
| JEA FLA ELEC SYS REV           BDS                      THRE | 2039-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $1092875.56        | Other Instrument                   |
| CARLSBAD CALIF UNI SCH DIST    ELECTION 2018 GO BDS     C    | 2050-08-01      | 4.0000%  | 0.0000% | $105000.00         | $92183.82          | Other Instrument                   |
| BURBANK GLENDALE PASADENA ARPT SR BDS                   2024 | 2040-07-01      | 5.2500%  | 0.0000% | $1410000.00        | $1495923.05        | Other Instrument                   |
| BURBANK GLENDALE PASADENA ARPT SR BDS                   2024 | 2042-07-01      | 5.2500%  | 0.0000% | $450000.00         | $468822.75         | Other Instrument                   |
| BUILD NYC RESOURCE CORP N Y SR BDS                      2025 | 2055-07-01      | 5.5000%  | 0.0000% | $1475000.00        | $1497439.67        | Other Instrument                   |
| 4 NOTE B 34                                                  | 2034-02-15      | 4.0000%  | 0.0000% | $9623900.00        | $9588885.74        | U.S. Treasuries (including strips) |

### Security 274: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1305000000.00
- **C.18.a - Value (excl. sponsor support):** $1305000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RTX CORP                                                 | 2029-01-15      | 5.7500%  | 0.0000% | $33000.00          | $34884.56          | Corporate Debt Securities |
| RTX CORP                                                 | 2029-01-15      | 5.7500%  | 0.0000% | $167000.00         | $176537.00         | Corporate Debt Securities |
| RELX CAPITAL INC                                         | 2030-05-22      | 3.0000%  | 0.0000% | $152000.00         | $145476.67         | Corporate Debt Securities |
| RELX CAPITAL INC                                         | 2035-03-27      | 5.2500%  | 0.0000% | $2000.00           | $2096.25           | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                      | 2026-02-08      | 4.9000%  | 0.0000% | $47000.00          | $47134.34          | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                          | 2035-01-15      | 5.8000%  | 0.0000% | $2630000.00        | $2777092.98        | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                                 | 2034-02-20      | 5.6250%  | 0.0000% | $9809000.00        | $10038690.00       | Corporate Debt Securities |
| QUANTA SERV INC.                                         | 2028-08-09      | 4.3000%  | 0.0000% | $1802000.00        | $1812465.62        | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                                    | 2027-12-15      | 4.6000%  | 0.0000% | $56000.00          | $57129.83          | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED             | 2029-04-01      | 5.2000%  | 0.0000% | $8000.00           | $8421.34           | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2026-06-10      | 2.6500%  | 0.0000% | $10000.00          | $9940.25           | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2029-07-18      | 2.8000%  | 0.0000% | $336000.00         | $322425.23         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2027-03-09      | 1.7500%  | 0.0000% | $4557000.00        | $4446328.19        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2028-03-06      | 1.5000%  | 0.0000% | $3813000.00        | $3620170.23        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2026-01-09      | 4.8000%  | 0.0000% | $14000.00          | $14115.17          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2031-03-07      | 4.9000%  | 0.0000% | $2803000.00        | $2957924.92        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2034-04-11      | 5.1000%  | 0.0000% | $5367000.00        | $5620107.72        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2028-06-05      | 4.2500%  | 0.0000% | $2388000.00        | $2432193.92        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2029-08-15      | 3.1000%  | 0.0000% | $754000.00         | $722449.29         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2026-03-02      | 1.4500%  | 0.0000% | $250000.00         | $248237.29         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2026-03-02      | 1.4500%  | 0.0000% | $1500000.00        | $1489423.75        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2029-09-25      | 5.1250%  | 0.0000% | $3225000.00        | $3382714.15        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2030-10-12      | 4.6500%  | 0.0000% | $901000.00         | $906339.18         | Corporate Debt Securities |
| KENVUE INC                                               | 2030-03-22      | 5.0000%  | 0.0000% | $52000.00          | $54959.61          | Corporate Debt Securities |
| KENVUE INC                                               | 2032-05-22      | 4.8500%  | 0.0000% | $11000.00          | $11360.89          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2028-05-25      | 4.5970%  | 0.0000% | $59000.00          | $59963.07          | Corporate Debt Securities |
| KELLANOVA                                                | 2030-06-01      | 2.1000%  | 0.0000% | $1557000.00        | $1420035.90        | Corporate Debt Securities |
| KLA CORP                                                 | 2029-03-15      | 4.1000%  | 0.0000% | $11000.00          | $11238.57          | Corporate Debt Securities |
| KLA CORP                                                 | 2034-02-01      | 4.7000%  | 0.0000% | $1199000.00        | $1203263.11        | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                                   | 2033-10-10      | 6.3000%  | 0.0000% | $6295000.00        | $6934225.78        | Corporate Debt Securities |
| DAYTON POWER AND LIGHT CO                                | 2030-08-15      | 4.5500%  | 0.0000% | $150000.00         | $150587.08         | Corporate Debt Securities |
| DAYTON POWER AND LIGHT CO                                | 2030-08-15      | 4.5500%  | 0.0000% | $4075000.00        | $4090949.10        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                              | 2033-02-01      | 6.0000%  | 0.0000% | $17187000.00       | $17718880.36       | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                              | 2031-09-30      | 5.6250%  | 0.0000% | $4238000.00        | $4406762.46        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2032-03-15      | 3.8000%  | 0.0000% | $935000.00         | $895067.19         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2032-03-15      | 3.8000%  | 0.0000% | $1531000.00        | $1465612.69        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                   | 2028-09-15      | 4.2500%  | 0.0000% | $1850000.00        | $1860594.85        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                   | 2025-09-15      | 1.0000%  | 0.0000% | $90000.00          | $90248.00          | Corporate Debt Securities |
| ROSS STORES INC                                          | 2026-04-15      | 0.8750%  | 0.0000% | $386000.00         | $378830.80         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2026-03-05      | 0.9910%  | 0.0000% | $3700000.00        | $3653749.38        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2027-03-10      | 2.3140%  | 0.0000% | $3225000.00        | $3184213.25        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2027-03-10      | 2.3140%  | 0.0000% | $3225000.00        | $3184213.25        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                       | 2026-11-13      | 5.2650%  | 0.0000% | $3782000.00        | $3896225.86        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2033-03-09      | 5.0000%  | 0.0000% | $18000.00          | $18833.96          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2033-03-09      | 5.0000%  | 0.0000% | $65000.00          | $68011.52          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2027-03-12      | 4.3750%  | 0.0000% | $2699000.00        | $2768936.71        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                              | 2032-03-14      | 5.0000%  | 0.0000% | $246000.00         | $258117.14         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2026-07-01      | 2.9000%  | 0.0000% | $789000.00         | $785009.41         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2025-11-15      | 0.8750%  | 0.0000% | $50000.00          | $49729.39          | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2035-03-15      | 5.1500%  | 0.0000% | $2992000.00        | $3128475.92        | Corporate Debt Securities |
| NESTLE HLDGS INC.                                        | 2026-01-15      | 0.6250%  | 0.0000% | $3555000.00        | $3508087.83        | Corporate Debt Securities |
| NESTLE HLDGS INC.                                        | 2026-03-13      | 5.2500%  | 0.0000% | $2696000.00        | $2775392.71        | Corporate Debt Securities |
| NETAPP INC                                               | 2030-06-22      | 2.7000%  | 0.0000% | $670000.00         | $620564.05         | Corporate Debt Securities |
| NETAPP INC                                               | 2032-03-17      | 5.5000%  | 0.0000% | $2421000.00        | $2571465.15        | Corporate Debt Securities |
| NETAPP INC                                               | 2035-03-17      | 5.7000%  | 0.0000% | $100000.00         | $105881.00         | Corporate Debt Securities |
| JAPAN TOBACCO INC                                        | 2030-06-15      | 5.2500%  | 0.0000% | $877000.00         | $928034.09         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                           | 2033-04-01      | 6.1500%  | 0.0000% | $73000.00          | $78256.24          | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2026-11-15      | 3.4500%  | 0.0000% | $1495000.00        | $1494800.67        | Corporate Debt Securities |
| WESTLAKE CORP                                            | 2026-08-15      | 3.6000%  | 0.0000% | $57568000.00       | $57234681.28       | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC                            | 2032-01-15      | 2.6500%  | 0.0000% | $1340000.00        | $1160478.71        | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC                            | 2029-10-15      | 4.6250%  | 0.0000% | $50000.00          | $50747.76          | Corporate Debt Securities |
| AMEREN CORPORATION                                       | 2028-03-15      | 1.7500%  | 0.0000% | $27000.00          | $25615.50          | Corporate Debt Securities |
| AMEREN CORPORATION                                       | 2027-03-15      | 1.9500%  | 0.0000% | $3000.00           | $2925.34           | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                  | 2030-05-07      | 2.8750%  | 0.0000% | $2800000.00        | $2636884.44        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                  | 2033-01-20      | 5.0000%  | 0.0000% | $2390000.00        | $2430829.17        | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.                     | 2025-11-01      | 1.0000%  | 0.0000% | $30000.00          | $29902.73          | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.                     | 2029-01-15      | 5.2000%  | 0.0000% | $12499000.00       | $12976906.21       | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2030-04-17      | 4.6000%  | 0.0000% | $70000.00          | $71837.27          | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2028-07-07      | 5.1250%  | 0.0000% | $120000.00         | $123906.33         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2025-10-03      | 5.8000%  | 0.0000% | $378000.00         | $387261.84         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                       | 2027-07-09      | 4.9000%  | 0.0000% | $355000.00         | $362034.52         | Corporate Debt Securities |
| CIGNA GROUP                                              | 2025-11-15      | 4.1250%  | 0.0000% | $132000.00         | $133401.40         | Corporate Debt Securities |
| CIGNA GROUP                                              | 2027-10-15      | 3.0500%  | 0.0000% | $30000.00          | $29696.18          | Corporate Debt Securities |
| CIGNA GROUP                                              | 2027-03-01      | 3.4000%  | 0.0000% | $2349000.00        | $2363848.29        | Corporate Debt Securities |
| CIGNA GROUP                                              | 2026-03-15      | 1.2500%  | 0.0000% | $410000.00         | $405541.02         | Corporate Debt Securities |
| HALEON US CAPITAL LLC                                    | 2027-03-24      | 3.3750%  | 0.0000% | $3164000.00        | $3172863.16        | Corporate Debt Securities |
| GENERAL ELECTRIC CO                                      | 2030-07-29      | 4.3000%  | 0.0000% | $3119000.00        | $3146582.36        | Corporate Debt Securities |
| GENERAL MILLS INC                                        | 2030-01-30      | 4.8750%  | 0.0000% | $3075000.00        | $3156724.53        | Corporate Debt Securities |
| GENERAL MOTORS CO                                        | 2025-10-01      | 6.1250%  | 0.0000% | $564000.00         | $578162.35         | Corporate Debt Securities |
| GENERAL MOTORS CO                                        | 2035-04-15      | 6.2500%  | 0.0000% | $500000.00         | $529687.22         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-08-20      | 2.7000%  | 0.0000% | $179000.00         | $173693.55         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2031-01-08      | 2.3500%  | 0.0000% | $5879000.00        | $5204732.59        | Corporate Debt Securities |
| CCL INDS INC                                             | 2030-06-01      | 3.0500%  | 0.0000% | $4000000.00        | $3772342.22        | Corporate Debt Securities |
| CDW LLC                                                  | 2030-03-01      | 5.1000%  | 0.0000% | $545000.00         | $568062.58         | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                               | 2028-04-10      | 4.5500%  | 0.0000% | $770000.00         | $790249.50         | Corporate Debt Securities |
| CGI INC                                                  | 2030-03-14      | 4.9500%  | 0.0000% | $144000.00         | $150246.36         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2026-08-15      | 3.0000%  | 0.0000% | $139000.00         | $137377.41         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2030-08-21      | 1.7500%  | 0.0000% | $827000.00         | $723582.73         | Corporate Debt Securities |
| CADENCE DESIGN SYST INC                                  | 2027-09-10      | 4.2000%  | 0.0000% | $76000.00          | $77807.03          | Corporate Debt Securities |
| VERALTO CORP                                             | 2033-09-18      | 5.4500%  | 0.0000% | $1501000.00        | $1593707.18        | Corporate Debt Securities |
| VERISIGN INC                                             | 2032-06-01      | 5.2500%  | 0.0000% | $3610000.00        | $3734918.03        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2028-09-21      | 4.3290%  | 0.0000% | $1698000.00        | $1741417.01        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2027-03-22      | 3.0000%  | 0.0000% | $929000.00         | $924971.24         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2028-03-22      | 2.1000%  | 0.0000% | $3450000.00        | $3316686.25        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2032-03-15      | 2.3550%  | 0.0000% | $564000.00         | $496860.50         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2035-04-02      | 5.2500%  | 0.0000% | $9866000.00        | $10194710.46       | Corporate Debt Securities |
| GXO LOGISTICS INC                                        | 2026-07-15      | 1.6500%  | 0.0000% | $502000.00         | $490522.61         | Corporate Debt Securities |
| GXO LOGISTICS INC                                        | 2031-07-15      | 2.6500%  | 0.0000% | $399000.00         | $354930.01         | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC                           | 2031-01-15      | 4.8000%  | 0.0000% | $422000.00         | $433603.59         | Corporate Debt Securities |
| VALE OVERSEAS LTD                                        | 2033-06-12      | 6.1250%  | 0.0000% | $200000.00         | $213418.14         | Corporate Debt Securities |
| VALERO ENERGY PARTNERS LP                                | 2028-03-15      | 4.5000%  | 0.0000% | $626000.00         | $643315.16         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                               | 2030-02-19      | 5.0500%  | 0.0000% | $6000.00           | $6183.74           | Corporate Debt Securities |
| ZOETIS INC                                               | 2027-09-12      | 3.0000%  | 0.0000% | $1896000.00        | $1883044.00        | Corporate Debt Securities |
| ZOETIS INC                                               | 2028-08-17      | 4.1500%  | 0.0000% | $771000.00         | $773851.20         | Corporate Debt Securities |
| ZOETIS INC                                               | 2035-08-17      | 5.0000%  | 0.0000% | $15747000.00       | $15793733.60       | Corporate Debt Securities |
| DANONE SA                                                | 2026-11-02      | 2.9470%  | 0.0000% | $416000.00         | $413902.42         | Corporate Debt Securities |
| ALPEK SAB DE CV                                          | 2029-09-18      | 4.2500%  | 0.0000% | $2600000.00        | $2504364.05        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                   | 2030-06-30      | 4.6250%  | 0.0000% | $3803000.00        | $3856089.35        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2031-02-09      | 3.3480%  | 0.0000% | $300000.00         | $269088.00         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2029-05-15      | 4.6880%  | 0.0000% | $1299000.00        | $1293717.11        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                       | 2029-12-15      | 6.0000%  | 0.0000% | $12000.00          | $12469.00          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2028-05-08      | 5.4000%  | 0.0000% | $4000.00           | $4175.80           | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                           | 2030-07-28      | 7.0000%  | 0.0000% | $375000.00         | $407935.42         | Corporate Debt Securities |
| MARS INC                                                 | 2035-03-01      | 5.2000%  | 0.0000% | $46000.00          | $47729.24          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                  | 2032-07-08      | 6.2500%  | 0.0000% | $16102000.00       | $15887910.50       | Corporate Debt Securities |
| SOFTBANK CORP                                            | 2035-07-09      | 5.3320%  | 0.0000% | $12500000.00       | $12582069.45       | Corporate Debt Securities |
| ONEOK INC                                                | 2032-10-15      | 4.9500%  | 0.0000% | $3349000.00        | $3343934.64        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2034-09-12      | 5.1000%  | 0.0000% | $1953000.00        | $1962390.67        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2030-05-19      | 5.4000%  | 0.0000% | $315000.00         | $328393.80         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2032-05-19      | 5.7000%  | 0.0000% | $98000.00          | $102881.71         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2035-05-19      | 6.0000%  | 0.0000% | $605000.00         | $635689.63         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                                | 2027-12-15      | 3.3370%  | 0.0000% | $463000.00         | $458744.75         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                                | 2026-12-15      | 2.0610%  | 0.0000% | $2967000.00        | $2899134.33        | Corporate Debt Securities |
| OLYMPUS CORP                                             | 2026-12-08      | 2.1430%  | 0.0000% | $1482000.00        | $1448850.25        | Corporate Debt Securities |
| S&P GLOBAL INC                                           | 2032-03-01      | 2.9000%  | 0.0000% | $1522000.00        | $1415062.59        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2030-04-01      | 2.9500%  | 0.0000% | $460000.00         | $438788.38         | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2033-02-06      | 4.9000%  | 0.0000% | $7000.00           | $7040.11           | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2029-09-27      | 4.2000%  | 0.0000% | $137000.00         | $139132.18         | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2032-02-03      | 5.2500%  | 0.0000% | $11609000.00       | $11995018.60       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                                    | 2028-09-01      | 3.5000%  | 0.0000% | $45000.00          | $44371.60          | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2025-09-15      | 3.3750%  | 0.0000% | $35000.00          | $35510.48          | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2026-04-15      | 2.5000%  | 0.0000% | $191000.00         | $190588.50         | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2027-05-03      | 3.1000%  | 0.0000% | $84000.00          | $83447.19          | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                                    | 2028-01-15      | 6.2500%  | 0.0000% | $2645000.00        | $2666686.06        | Corporate Debt Securities |
| TELEDYNE FLIR LLC                                        | 2030-08-01      | 2.5000%  | 0.0000% | $4205000.00        | $3856466.24        | Corporate Debt Securities |
| META PLATFORMS INC                                       | 2032-08-15      | 3.8500%  | 0.0000% | $2159000.00        | $2093079.73        | Corporate Debt Securities |
| META PLATFORMS INC                                       | 2029-08-15      | 4.3000%  | 0.0000% | $650000.00         | $659894.44         | Corporate Debt Securities |
| META PLATFORMS INC                                       | 2031-08-15      | 4.5500%  | 0.0000% | $215000.00         | $219693.33         | Corporate Debt Securities |
| GERDAU TRADE INC                                         | 2035-06-09      | 5.7500%  | 0.0000% | $6833000.00        | $7058815.47        | Corporate Debt Securities |
| GLAXOSK CAP INC                                          | 2030-04-15      | 4.5000%  | 0.0000% | $146000.00         | $150820.92         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2031-09-23      | 2.6250%  | 0.0000% | $26662000.00       | $24108446.95       | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2026-10-01      | 4.3600%  | 0.0000% | $2850000.00        | $2880620.47        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2035-04-01      | 5.6730%  | 0.0000% | $17820000.00       | $18686271.78       | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2026-06-10      | 1.5000%  | 0.0000% | $759000.00         | $744405.70         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-02-26      | 2.3500%  | 0.0000% | $6000.00           | $5829.39           | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2031-02-08      | 5.7500%  | 0.0000% | $41000.00          | $42695.93          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2034-09-06      | 5.4500%  | 0.0000% | $36000.00          | $36709.57          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2034-09-06      | 5.4500%  | 0.0000% | $4411000.00        | $4497942.04        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2028-04-04      | 5.0500%  | 0.0000% | $1464000.00        | $1523597.41        | Corporate Debt Securities |
| GENUINE PARTS CO                                         | 2029-08-15      | 4.9500%  | 0.0000% | $100000.00         | $102303.50         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                       | 2029-12-15      | 6.0000%  | 0.0000% | $93000.00          | $96634.75          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                    | 2033-01-25      | 5.9000%  | 0.0000% | $1050000.00        | $1107185.33        | Corporate Debt Securities |
| FOX CORP                                                 | 2029-01-25      | 4.7090%  | 0.0000% | $2000.00           | $2033.53           | Corporate Debt Securities |
| FOX CORP                                                 | 2033-10-13      | 6.5000%  | 0.0000% | $6920000.00        | $7718260.45        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2030-07-15      | 6.2000%  | 0.0000% | $2324000.00        | $2517560.80        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                   | 2030-04-01      | 5.0000%  | 0.0000% | $2664000.00        | $2785120.24        | Corporate Debt Securities |
| DELTA AIR LINES INC                                      | 2028-07-10      | 4.9500%  | 0.0000% | $7000.00           | $7153.11           | Corporate Debt Securities |
| DELTA AIR LINES INC                                      | 2030-07-10      | 5.2500%  | 0.0000% | $3410000.00        | $3514689.84        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2030-06-05      | 4.5500%  | 0.0000% | $975000.00         | $1000337.00        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                  | 2030-10-15      | 4.3750%  | 0.0000% | $3187000.00        | $3227964.02        | Corporate Debt Securities |
| FISERV INC                                               | 2031-02-15      | 4.5500%  | 0.0000% | $9300000.00        | $9334921.50        | Corporate Debt Securities |
| FISERV INC                                               | 2035-08-11      | 5.2500%  | 0.0000% | $6378000.00        | $6404755.71        | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2033-08-02      | 6.4210%  | 0.0000% | $2000.00           | $2195.37           | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2031-02-20      | 5.8340%  | 0.0000% | $871000.00         | $924460.67         | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2025-11-16      | 3.3750%  | 0.0000% | $54000.00          | $54363.22          | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2027-06-12      | 3.1250%  | 0.0000% | $200000.00         | $198836.81         | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2027-06-12      | 3.1250%  | 0.0000% | $2885000.00        | $2868220.92        | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2026-04-08      | 0.7000%  | 0.0000% | $12000.00          | $11776.82          | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2030-08-06      | 1.3750%  | 0.0000% | $192000.00         | $168612.19         | Corporate Debt Securities |
| ASTRAZENECA PLC                                          | 2030-08-06      | 1.3750%  | 0.0000% | $288000.00         | $252918.28         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2026-05-28      | 1.2000%  | 0.0000% | $2200000.00        | $2159219.33        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2028-05-28      | 1.7500%  | 0.0000% | $20000000.00       | $19003272.22       | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                  | 2030-03-03      | 4.9000%  | 0.0000% | $756000.00         | $799043.28         | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC                            | 2032-05-08      | 4.7500%  | 0.0000% | $3827000.00        | $3969386.72        | Corporate Debt Securities |
| AVERY DENNISON CORP                                      | 2028-12-06      | 4.8750%  | 0.0000% | $525000.00         | $540902.03         | Corporate Debt Securities |
| BAT INTL FIN PLC                                         | 2029-02-02      | 5.9310%  | 0.0000% | $6372000.00        | $6728948.29        | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                                | 2026-08-15      | 2.6000%  | 0.0000% | $18696000.00       | $18413711.17       | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                                | 2030-04-01      | 3.9500%  | 0.0000% | $5070000.00        | $5060766.97        | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                                    | 2029-01-31      | 4.6000%  | 0.0000% | $32000.00          | $32760.18          | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                                    | 2029-09-26      | 4.0000%  | 0.0000% | $31000.00          | $31558.93          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                                   | 2034-04-18      | 5.4000%  | 0.0000% | $4431000.00        | $4576026.63        | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2029-09-01      | 2.0000%  | 0.0000% | $59000.00          | $55238.09          | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2029-09-01      | 2.0000%  | 0.0000% | $243000.00         | $227506.05         | Corporate Debt Securities |
| TWDC ENTERPRISES 18 CORP                                 | 2025-09-17      | 3.1500%  | 0.0000% | $214000.00         | $216862.25         | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                       | 2025-09-29      | 1.3750%  | 0.0000% | $564000.00         | $565674.61         | Corporate Debt Securities |
| DIAGEO INVESTMENT CORPORATION                            | 2030-08-15      | 5.1250%  | 0.0000% | $18293000.00       | $19335086.15       | Corporate Debt Securities |
| DOLLAR TREE INC                                          | 2031-12-01      | 2.6500%  | 0.0000% | $4444000.00        | $3992701.93        | Corporate Debt Securities |
| DOMINION ENERGY INC                                      | 2028-06-01      | 4.2500%  | 0.0000% | $1436000.00        | $1453287.84        | Corporate Debt Securities |
| DOMINION ENERGY INC                                      | 2032-08-15      | 4.3500%  | 0.0000% | $3055000.00        | $2973222.74        | Corporate Debt Securities |
| DOVER CORP                                               | 2029-11-04      | 2.9500%  | 0.0000% | $4779000.00        | $4592970.79        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                                     | 2031-11-15      | 2.9000%  | 0.0000% | $1750000.00        | $1582083.61        | Corporate Debt Securities |
| COCA-COLA CO                                             | 2030-03-25      | 3.4500%  | 0.0000% | $56000.00          | $55429.83          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2029-02-13      | 4.8750%  | 0.0000% | $259000.00         | $265251.40         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2031-11-01      | 4.7500%  | 0.0000% | $172000.00         | $177352.54         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                          | 2035-04-30      | 4.8750%  | 0.0000% | $167000.00         | $168530.49         | Corporate Debt Securities |
| PHILLIPS 66 CO                                           | 2028-03-01      | 3.7500%  | 0.0000% | $2000.00           | $2019.52           | Corporate Debt Securities |
| EMD FINANCE LLC                                          | 2030-10-15      | 4.3750%  | 0.0000% | $3720000.00        | $3728151.97        | Corporate Debt Securities |
| ENI SPA                                                  | 2034-05-15      | 5.5000%  | 0.0000% | $5050000.00        | $5246186.89        | Corporate Debt Securities |
| EOG RESOURCES INC                                        | 2032-07-15      | 5.0000%  | 0.0000% | $1835000.00        | $1885546.10        | Corporate Debt Securities |
| EQT CORP                                                 | 2031-01-15      | 4.7500%  | 0.0000% | $207000.00         | $206922.49         | Corporate Debt Securities |
| PEPSICO INC                                              | 2027-03-19      | 2.6250%  | 0.0000% | $24000.00          | $23802.88          | Corporate Debt Securities |
| PEPSICO INC                                              | 2028-02-18      | 3.6000%  | 0.0000% | $5743000.00        | $5719511.13        | Corporate Debt Securities |
| PEPSICO INC                                              | 2033-02-15      | 4.4500%  | 0.0000% | $251000.00         | $252553.83         | Corporate Debt Securities |
| PEPSICO INC                                              | 2025-11-10      | 5.2500%  | 0.0000% | $3182000.00        | $3237162.62        | Corporate Debt Securities |
| PEPSICO INC                                              | 2030-02-07      | 4.6000%  | 0.0000% | $1325000.00        | $1359756.22        | Corporate Debt Securities |
| PEPSICO INC                                              | 2035-07-23      | 5.0000%  | 0.0000% | $7769000.00        | $7906744.37        | Corporate Debt Securities |
| PEPSICO INC                                              | 2029-01-15      | 4.1000%  | 0.0000% | $5112000.00        | $5145483.60        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                    | 2028-05-19      | 4.4500%  | 0.0000% | $1274000.00        | $1305048.80        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                    | 2033-05-19      | 4.7500%  | 0.0000% | $135000.00         | $137448.15         | Corporate Debt Securities |
| PFIZER INC                                               | 2026-06-03      | 2.7500%  | 0.0000% | $400000.00         | $398471.78         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2027-02-01      | 1.9000%  | 0.0000% | $448000.00         | $436839.32         | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2026-09-30      | 4.9500%  | 0.0000% | $400000.00         | $411995.00         | Corporate Debt Securities |
| LINDE INC                                                | 2030-08-10      | 1.1000%  | 0.0000% | $5772000.00        | $5012581.17        | Corporate Debt Securities |
| PIONEER NAT RES CO                                       | 2026-03-29      | 5.1000%  | 0.0000% | $3754000.00        | $3850102.40        | Corporate Debt Securities |
| EDP FINANCE BV                                           | 2028-01-24      | 1.7100%  | 0.0000% | $210000.00         | $198595.43         | Corporate Debt Securities |
| CONAGRA BRANDS INC                                       | 2027-11-01      | 1.3750%  | 0.0000% | $50000.00          | $47077.35          | Corporate Debt Securities |
| CONAGRA BRANDS INC                                       | 2030-08-01      | 5.0000%  | 0.0000% | $4926000.00        | $4995598.91        | Corporate Debt Securities |
| CONAGRA BRANDS INC                                       | 2030-08-01      | 5.0000%  | 0.0000% | $8017000.00        | $8130271.30        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2029-09-04      | 2.2500%  | 0.0000% | $97000.00          | $91841.30          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2032-08-16      | 3.6500%  | 0.0000% | $3810000.00        | $3640104.69        | Corporate Debt Securities |
| TSMC GLOBAL LTD                                          | 2025-09-28      | 0.7500%  | 0.0000% | $963000.00         | $963150.07         | Corporate Debt Securities |
| TSMC ARIZONA CORP                                        | 2026-10-25      | 1.7500%  | 0.0000% | $700000.00         | $685417.44         | Corporate Debt Securities |
| TSMC ARIZONA CORP                                        | 2032-04-22      | 4.2500%  | 0.0000% | $1285000.00        | $1308378.08        | Corporate Debt Securities |
| TAPESTRY INC                                             | 2030-03-11      | 5.1000%  | 0.0000% | $77000.00          | $81511.43          | Corporate Debt Securities |
| TARGET CORPORATION                                       | 2027-01-15      | 1.9500%  | 0.0000% | $208000.00         | $202992.05         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                   | 2033-06-15      | 5.7000%  | 0.0000% | $103000.00         | $105744.61         | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                        | 2032-01-15      | 4.8500%  | 0.0000% | $202000.00         | $207197.01         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2029-02-01      | 6.0000%  | 0.0000% | $400000.00         | $407670.67         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2031-02-01      | 7.3750%  | 0.0000% | $10000000.00       | $10513361.11       | Corporate Debt Securities |
| COSTCO WHSLE CORP                                        | 2027-05-18      | 3.0000%  | 0.0000% | $11000.00          | $10946.39          | Corporate Debt Securities |
| COSTCO WHSLE CORP                                        | 2027-06-20      | 1.3750%  | 0.0000% | $4563000.00        | $4377995.07        | Corporate Debt Securities |
| COSTCO WHSLE CORP                                        | 2030-04-20      | 1.6000%  | 0.0000% | $1836000.00        | $1664321.76        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                                 | 2026-12-06      | 3.7000%  | 0.0000% | $315000.00         | $315428.58         | Corporate Debt Securities |
| CONTINENTAL RESOURCES INC                                | 2026-11-15      | 2.2680%  | 0.0000% | $1455000.00        | $1425742.86        | Corporate Debt Securities |
| EBAY INC                                                 | 2027-06-05      | 3.6000%  | 0.0000% | $66000.00          | $65996.70          | Corporate Debt Securities |
| EBAY INC                                                 | 2030-03-11      | 2.7000%  | 0.0000% | $3000.00           | $2843.79           | Corporate Debt Securities |
| ECOLAB INC                                               | 2030-03-24      | 4.8000%  | 0.0000% | $2941000.00        | $3083069.91        | Corporate Debt Securities |
| EDISON INTL                                              | 2027-06-15      | 5.7500%  | 0.0000% | $315000.00         | $324676.62         | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2025-12-01      | 4.6000%  | 0.0000% | $196000.00         | $198401.87         | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2029-12-01      | 4.6500%  | 0.0000% | $366000.00         | $380031.22         | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2032-12-01      | 4.7000%  | 0.0000% | $1146000.00        | $1186979.69        | Corporate Debt Securities |
| ERAC USA FINANCE LLC                                     | 2028-05-01      | 4.6000%  | 0.0000% | $980000.00         | $1007849.42        | Corporate Debt Securities |
| ERAC USA FINANCE LLC                                     | 2033-05-01      | 4.9000%  | 0.0000% | $46000.00          | $47318.41          | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                                   | 2032-02-12      | 5.6250%  | 0.0000% | $5063000.00        | $5172645.59        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2029-02-06      | 5.3270%  | 0.0000% | $15000.00          | $15482.90          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2029-02-06      | 5.3270%  | 0.0000% | $185000.00         | $190955.77         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                    | 2033-02-09      | 5.8750%  | 0.0000% | $74000.00          | $78109.51          | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                | 2027-02-05      | 2.1500%  | 0.0000% | $78000.00          | $76104.86          | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                                    | 2028-01-15      | 6.2500%  | 0.0000% | $3690000.00        | $3720253.90        | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2025-09-15      | 3.3500%  | 0.0000% | $2915000.00        | $2957474.79        | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2028-09-15      | 1.5000%  | 0.0000% | $51000.00          | $47889.17          | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2031-09-15      | 1.8750%  | 0.0000% | $1154000.00        | $1015937.36        | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2027-04-15      | 2.8750%  | 0.0000% | $3125000.00        | $3106879.34        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                            | 2026-04-01      | 1.7500%  | 0.0000% | $54000.00          | $53561.76          | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                | 2029-06-11      | 5.9500%  | 0.0000% | $181000.00         | $189776.99         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                | 2028-03-10      | 6.5000%  | 0.0000% | $100000.00         | $107390.39         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                | 2028-03-10      | 6.5000%  | 0.0000% | $3332000.00        | $3578247.76        | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                               | 2027-03-17      | 2.6250%  | 0.0000% | $1460000.00        | $1444060.45        | Corporate Debt Securities |
| CUMMINS INC                                              | 2034-02-20      | 5.1500%  | 0.0000% | $29000.00          | $29833.97          | Corporate Debt Securities |
| CUMMINS INC                                              | 2028-05-09      | 4.2500%  | 0.0000% | $2948000.00        | $3009247.98        | Corporate Debt Securities |
| CUMMINS INC                                              | 2031-02-15      | 4.7000%  | 0.0000% | $5900000.00        | $6082316.55        | Corporate Debt Securities |
| CUMMINS INC                                              | 2031-02-15      | 4.7000%  | 0.0000% | $6839000.00        | $7050332.70        | Corporate Debt Securities |
| DTE ENERGY COMPANY                                       | 2026-10-01      | 2.8500%  | 0.0000% | $1886000.00        | $1880562.03        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                     | 2028-04-01      | 1.9000%  | 0.0000% | $114000.00         | $109052.53         | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                     | 2027-05-14      | 4.2500%  | 0.0000% | $115000.00         | $116838.37         | Corporate Debt Securities |
| HF SINCLAIR CORP                                         | 2035-01-15      | 6.2500%  | 0.0000% | $314000.00         | $325517.17         | Corporate Debt Securities |
| HF SINCLAIR CORP                                         | 2032-09-01      | 5.5000%  | 0.0000% | $5530000.00        | $5574906.67        | Corporate Debt Securities |
| HP INC                                                   | 2029-04-15      | 4.0000%  | 0.0000% | $1307000.00        | $1310004.65        | Corporate Debt Securities |
| HP INC                                                   | 2029-04-15      | 4.0000%  | 0.0000% | $5497000.00        | $5509636.99        | Corporate Debt Securities |
| HP INC                                                   | 2028-01-15      | 4.7500%  | 0.0000% | $355000.00         | $361388.42         | Corporate Debt Securities |
| HP INC                                                   | 2035-04-25      | 6.1000%  | 0.0000% | $1147000.00        | $1225639.59        | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                                      | 2028-09-15      | 2.5000%  | 0.0000% | $5000.00           | $4729.89           | Corporate Debt Securities |
| BOEING CO                                                | 2026-02-04      | 2.1960%  | 0.0000% | $320000.00         | $317131.20         | Corporate Debt Securities |
| BOEING CO                                                | 2026-02-04      | 2.1960%  | 0.0000% | $13745000.00       | $13621776.08       | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                                      | 2032-09-15      | 5.3750%  | 0.0000% | $2970000.00        | $2991853.01        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                             | 2030-07-15      | 3.7000%  | 0.0000% | $247000.00         | $243164.64         | Corporate Debt Securities |
| BERRY GLOBAL INC                                         | 2026-01-15      | 1.5700%  | 0.0000% | $2117000.00        | $2095086.70        | Corporate Debt Securities |
| SYSCO CORP                                               | 2030-04-01      | 5.9500%  | 0.0000% | $313000.00         | $340503.66         | Corporate Debt Securities |
| SYSCO CORP                                               | 2030-04-01      | 5.9500%  | 0.0000% | $9360000.00        | $10182473.60       | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2027-04-15      | 3.7500%  | 0.0000% | $903000.00         | $909770.99         | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2031-02-15      | 2.5500%  | 0.0000% | $55000.00          | $49897.19          | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2033-12-15      | 6.7000%  | 0.0000% | $14501000.00       | $16236946.93       | Corporate Debt Securities |
| CARNIVAL CORP                                            | 2028-08-01      | 4.0000%  | 0.0000% | $713000.00         | $703147.13         | Corporate Debt Securities |
| CATERPILLAR INC                                          | 2029-09-19      | 2.6000%  | 0.0000% | $5055000.00        | $4841302.69        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2026-03-02      | 0.9000%  | 0.0000% | $546000.00         | $539336.07         | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2029-02-27      | 4.8500%  | 0.0000% | $8646000.00        | $8888688.41        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2029-11-15      | 4.7000%  | 0.0000% | $5142000.00        | $5337795.93        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2028-08-15      | 4.1000%  | 0.0000% | $1000.00           | $1004.77           | Corporate Debt Securities |
| CENOVUS ENERGY INC                                       | 2027-04-15      | 4.2500%  | 0.0000% | $614000.00         | $623025.46         | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2034-02-15      | 5.4500%  | 0.0000% | $717000.00         | $740273.42         | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2029-11-15      | 5.0000%  | 0.0000% | $178000.00         | $184971.27         | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2029-11-15      | 5.0000%  | 0.0000% | $1575000.00        | $1636684.00        | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2034-11-15      | 5.3500%  | 0.0000% | $12427000.00       | $12845237.59       | Corporate Debt Securities |
| CARGILL INC                                              | 2031-11-10      | 2.1250%  | 0.0000% | $212000.00         | $187716.25         | Corporate Debt Securities |
| STRYKER CORP                                             | 2029-09-11      | 4.2500%  | 0.0000% | $2970000.00        | $3040458.30        | Corporate Debt Securities |
| STRYKER CORP                                             | 2028-02-10      | 4.7000%  | 0.0000% | $803000.00         | $816739.78         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                                   | 2026-06-01      | 1.4500%  | 0.0000% | $342000.00         | $335640.32         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2026-02-28      | 2.9500%  | 0.0000% | $62000.00          | $61587.82          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2026-09-20      | 2.5000%  | 0.0000% | $3493000.00        | $3478090.71        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2027-02-26      | 4.8000%  | 0.0000% | $8145000.00        | $8246323.80        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                        | 2030-02-24      | 4.7500%  | 0.0000% | $10000.00          | $10279.40          | Corporate Debt Securities |
| CIMIC FINANCE (USA) PTY LTD                              | 2034-03-25      | 7.0000%  | 0.0000% | $2088000.00        | $2317522.24        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2029-10-01      | 4.5000%  | 0.0000% | $1000000.00        | $1016600.00        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2031-03-01      | 4.0000%  | 0.0000% | $121000.00         | $119033.48         | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                              | 2034-08-15      | 5.7500%  | 0.0000% | $1483000.00        | $1531829.42        | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                     | 2029-11-15      | 3.7000%  | 0.0000% | $1904000.00        | $1871420.44        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2028-01-15      | 3.8500%  | 0.0000% | $80000.00          | $80532.44          | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2027-02-26      | 4.4050%  | 0.0000% | $380000.00         | $383122.49         | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2027-02-26      | 4.4050%  | 0.0000% | $3680000.00        | $3710238.87        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2028-02-26      | 4.8328%  | 0.0000% | $3200000.00        | $3210569.79        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2028-08-13      | 4.0500%  | 0.0000% | $2944000.00        | $2968552.96        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2030-10-15      | 4.3000%  | 0.0000% | $1864000.00        | $1879790.15        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2030-10-15      | 4.3000%  | 0.0000% | $8000000.00        | $8067768.89        | Corporate Debt Securities |
| CHEVRON USA INC.                                         | 2032-10-15      | 4.5000%  | 0.0000% | $621000.00         | $624620.43         | Corporate Debt Securities |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $8000.00           | $8057.71           | Corporate Debt Securities |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $2659000.00        | $2678181.14        | Corporate Debt Securities |
| CHEVRON CORP                                             | 2026-05-16      | 2.9540%  | 0.0000% | $4780000.00        | $4780868.63        | Corporate Debt Securities |
| CHEVRON CORP                                             | 2027-05-11      | 1.9950%  | 0.0000% | $56000.00          | $54652.92          | Corporate Debt Securities |
| CHEVRON CORP                                             | 2027-05-11      | 1.9950%  | 0.0000% | $4912000.00        | $4793841.84        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2029-07-26      | 3.4000%  | 0.0000% | $1464000.00        | $1432870.48        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2025-11-13      | 0.7500%  | 0.0000% | $56000.00          | $55717.67          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2029-02-22      | 4.9000%  | 0.0000% | $3463000.00        | $3562155.31        | Corporate Debt Securities |
| BROADCOM INC                                             | 2029-04-15      | 4.7500%  | 0.0000% | $1220000.00        | $1263713.28        | Corporate Debt Securities |
| BROADCOM INC                                             | 2029-07-12      | 5.0500%  | 0.0000% | $947000.00         | $980858.14         | Corporate Debt Securities |
| BROADCOM INC                                             | 2031-11-15      | 5.1500%  | 0.0000% | $2838000.00        | $2980915.37        | Corporate Debt Securities |
| BROADCOM INC                                             | 2028-02-15      | 4.1500%  | 0.0000% | $1919000.00        | $1922998.98        | Corporate Debt Securities |
| BROADCOM INC                                             | 2032-02-15      | 4.5500%  | 0.0000% | $2426000.00        | $2427163.13        | Corporate Debt Securities |
| BROADCOM INC                                             | 2030-04-15      | 5.0500%  | 0.0000% | $1721000.00        | $1807114.06        | Corporate Debt Securities |
| BROADCOM INC                                             | 2030-07-15      | 4.6000%  | 0.0000% | $1884000.00        | $1914376.36        | Corporate Debt Securities |
| BROADCOM INC                                             | 2032-07-15      | 4.9000%  | 0.0000% | $1380000.00        | $1407866.80        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                                   | 2028-01-07      | 4.1000%  | 0.0000% | $68000.00          | $68391.15          | Corporate Debt Securities |
| APPLE INC                                                | 2027-02-09      | 3.3500%  | 0.0000% | $814000.00         | $809621.58         | Corporate Debt Securities |
| APPLE INC                                                | 2027-05-11      | 3.2000%  | 0.0000% | $707000.00         | $705996.06         | Corporate Debt Securities |
| APPLE INC                                                | 2027-05-11      | 3.2000%  | 0.0000% | $850000.00         | $848793.00         | Corporate Debt Securities |
| APPLE INC                                                | 2027-06-20      | 3.0000%  | 0.0000% | $2411000.00        | $2393423.81        | Corporate Debt Securities |
| APPLE INC                                                | 2029-09-11      | 2.2000%  | 0.0000% | $1578000.00        | $1494518.54        | Corporate Debt Securities |
| APPLE INC                                                | 2030-08-20      | 1.2500%  | 0.0000% | $2861000.00        | $2513624.53        | Corporate Debt Securities |
| APPLE INC                                                | 2028-02-08      | 1.2000%  | 0.0000% | $39000.00          | $36723.18          | Corporate Debt Securities |
| APPLE INC                                                | 2028-02-08      | 1.2000%  | 0.0000% | $39000.00          | $36723.18          | Corporate Debt Securities |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $1913000.00        | $1692971.52        | Corporate Debt Securities |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $2900000.00        | $2566449.25        | Corporate Debt Securities |
| APPLE INC                                                | 2028-08-05      | 1.4000%  | 0.0000% | $5700000.00        | $5339323.00        | Corporate Debt Securities |
| APPLE INC                                                | 2031-08-05      | 1.7000%  | 0.0000% | $517000.00         | $455075.46         | Corporate Debt Securities |
| APPLE INC                                                | 2033-05-10      | 4.3000%  | 0.0000% | $81000.00          | $82790.86          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                                | 2026-08-11      | 2.5000%  | 0.0000% | $12151000.00       | $11985260.36       | Corporate Debt Securities |
| ANALOG DEVICES INC                                       | 2027-06-15      | 3.4500%  | 0.0000% | $50000.00          | $49935.58          | Corporate Debt Securities |
| ANALOG DEVICES INC                                       | 2030-06-15      | 4.5000%  | 0.0000% | $1905000.00        | $1949129.33        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2028-08-01      | 4.6500%  | 0.0000% | $501000.00         | $504024.37         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2026-01-01      | 3.1500%  | 0.0000% | $916792.00         | $916365.69         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-01-15      | 6.1000%  | 0.0000% | $100000.00         | $105130.56         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-05-15      | 5.5500%  | 0.0000% | $220000.00         | $229660.93         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2025-09-04      | 5.3046%  | 0.0000% | $349000.00         | $353449.66         | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                             | 2026-02-01      | 3.6500%  | 0.0000% | $54000.00          | $53972.40          | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                      | 2026-03-15      | 1.5000%  | 0.0000% | $294000.00         | $291560.78         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                      | 2029-06-15      | 5.1500%  | 0.0000% | $593000.00         | $617209.88         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                               | 2026-06-15      | 1.7000%  | 0.0000% | $1400000.00        | $1374666.22        | Corporate Debt Securities |
| PEPSICO INC                                              | 2026-02-24      | 2.8500%  | 0.0000% | $105000.00         | $104333.86         | Corporate Debt Securities |
| PEPSICO INC                                              | 2026-02-24      | 2.8500%  | 0.0000% | $2990000.00        | $2971030.94        | Corporate Debt Securities |
| PEPSICO INC                                              | 2026-10-06      | 2.3750%  | 0.0000% | $32000.00          | $31761.09          | Corporate Debt Securities |
| JABIL INC                                                | 2028-01-12      | 3.9500%  | 0.0000% | $5860000.00        | $5838124.29        | Corporate Debt Securities |
| PAYPAL HOLDINGS INC                                      | 2026-10-01      | 2.6500%  | 0.0000% | $82000.00          | $81617.42          | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2034-02-15      | 5.2000%  | 0.0000% | $14175000.00       | $14283470.25       | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                             | 2031-02-11      | 1.9570%  | 0.0000% | $1955000.00        | $1721355.02        | Corporate Debt Securities |
| WALMART INC                                              | 2026-07-08      | 3.0500%  | 0.0000% | $3900000.00        | $3882960.25        | Corporate Debt Securities |
| WALMART INC                                              | 2027-04-28      | 4.1000%  | 0.0000% | $3414000.00        | $3476785.36        | Corporate Debt Securities |
| WALMART INC                                              | 2030-04-28      | 4.3500%  | 0.0000% | $650000.00         | $669396.54         | Corporate Debt Securities |
| WALMART INC                                              | 2030-04-28      | 4.3500%  | 0.0000% | $768000.00         | $790917.76         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                                     | 2028-03-15      | 1.1500%  | 0.0000% | $46000.00          | $43193.49          | Corporate Debt Securities |
| BORGWARNER INC                                           | 2029-08-15      | 4.9500%  | 0.0000% | $5921000.00        | $6050877.14        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2030-08-10      | 1.7490%  | 0.0000% | $1665000.00        | $1481355.63        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2030-08-10      | 1.7490%  | 0.0000% | $8107000.00        | $7212822.89        | Corporate Debt Securities |
| WEIR GROUP INC                                           | 2030-05-06      | 5.3500%  | 0.0000% | $3000000.00        | $3117249.17        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2026-05-15      | 1.1500%  | 0.0000% | $9000.00           | $8832.98           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2029-05-15      | 4.0000%  | 0.0000% | $230000.00         | $231634.28         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2028-02-15      | 5.2500%  | 0.0000% | $586000.00         | $603932.58         | Corporate Debt Securities |
| AMGEN INC                                                | 2030-02-21      | 2.4500%  | 0.0000% | $3323000.00        | $3080169.93        | Corporate Debt Securities |
| AMGEN INC                                                | 2028-03-02      | 5.1500%  | 0.0000% | $105000.00         | $110139.84         | Corporate Debt Securities |
| AMGEN INC                                                | 2030-03-02      | 5.2500%  | 0.0000% | $80000.00          | $85017.00          | Corporate Debt Securities |
| AMPHENOL CORP                                            | 2027-04-05      | 5.0500%  | 0.0000% | $4398000.00        | $4553073.48        | Corporate Debt Securities |
| AMPHENOL CORP                                            | 2028-06-12      | 4.3750%  | 0.0000% | $1600000.00        | $1629484.22        | Corporate Debt Securities |
| VONTIER CORP                                             | 2026-04-01      | 1.8000%  | 0.0000% | $500000.00         | $495765.00         | Corporate Debt Securities |
| VULCAN MATERIALS COMPANY                                 | 2029-12-01      | 4.9500%  | 0.0000% | $20000.00          | $20759.40          | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2026-05-12      | 1.0000%  | 0.0000% | $988000.00         | $969566.12         | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2028-05-12      | 1.6500%  | 0.0000% | $1503000.00        | $1428036.62        | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2029-04-13      | 3.4500%  | 0.0000% | $36000.00          | $35965.92          | Corporate Debt Securities |
| AMAZON.COM INC                                           | 2029-04-13      | 3.4500%  | 0.0000% | $277000.00         | $276737.77         | Corporate Debt Securities |
| ALPHABET INC                                             | 2027-08-15      | 0.8000%  | 0.0000% | $36000.00          | $34042.72          | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2029-02-14      | 4.8000%  | 0.0000% | $1398000.00        | $1422842.46        | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2035-02-06      | 5.6250%  | 0.0000% | $323000.00         | $334125.33         | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2035-02-06      | 5.6250%  | 0.0000% | $1879000.00        | $1943719.81        | Corporate Debt Securities |
| AGILENT TECH INC                                         | 2029-09-15      | 2.7500%  | 0.0000% | $2840000.00        | $2727728.49        | Corporate Debt Securities |
| AGILENT TECH INC                                         | 2027-09-09      | 4.2000%  | 0.0000% | $679000.00         | $692473.62         | Corporate Debt Securities |
| AGILENT TECH INC                                         | 2034-09-09      | 4.7500%  | 0.0000% | $6030000.00        | $6095067.05        | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                           | 2025-10-15      | 1.5000%  | 0.0000% | $1728000.00        | $1731029.76        | Corporate Debt Securities |
| AKER BP ASA                                              | 2030-01-15      | 3.7500%  | 0.0000% | $9333000.00        | $9024762.12        | Corporate Debt Securities |
| ABBVIE INC                                               | 2026-11-21      | 2.9500%  | 0.0000% | $1250000.00        | $1243100.70        | Corporate Debt Securities |
| ABBVIE INC                                               | 2027-03-15      | 4.8000%  | 0.0000% | $20000000.00       | $20644733.34       | Corporate Debt Securities |
| ALBEMARLE CORP                                           | 2027-06-01      | 4.6500%  | 0.0000% | $16405000.00       | $16590978.02       | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                                   | 2030-04-01      | 3.2500%  | 0.0000% | $2794000.00        | $2722001.72        | Corporate Debt Securities |
| ADANI TRANSMISSION STEP-ONE LTD                          | 2026-08-03      | 4.0000%  | 0.0000% | $1670000.00        | $1654684.24        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2026-05-15      | 3.3000%  | 0.0000% | $414000.00         | $415293.06         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                              | 2034-07-01      | 5.8750%  | 0.0000% | $4992000.00        | $5223754.99        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                              | 2035-07-01      | 5.6250%  | 0.0000% | $8019000.00        | $8206584.46        | Corporate Debt Securities |
| INTEL CORP                                               | 2028-02-10      | 4.8750%  | 0.0000% | $1980000.00        | $2010715.58        | Corporate Debt Securities |
| INTEL CORP                                               | 2030-02-10      | 5.1250%  | 0.0000% | $2000.00           | $2053.79           | Corporate Debt Securities |
| INTEL CORP                                               | 2030-02-10      | 5.1250%  | 0.0000% | $910000.00         | $934474.32         | Corporate Debt Securities |
| INTEL CORP                                               | 2034-02-21      | 5.1500%  | 0.0000% | $13049000.00       | $13099427.13       | Corporate Debt Securities |
| ILLUMINA INC                                             | 2031-03-23      | 2.5500%  | 0.0000% | $2910000.00        | $2626827.90        | Corporate Debt Securities |
| HYATT HOTELS CORP                                        | 2030-04-23      | 5.7500%  | 0.0000% | $154000.00         | $163277.73         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2025-10-15      | 1.8000%  | 0.0000% | $233000.00         | $233694.34         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2031-06-24      | 5.4000%  | 0.0000% | $2600000.00        | $2705898.00        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2026-11-02      | 3.5000%  | 0.0000% | $108000.00         | $108085.86         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2028-01-10      | 1.8000%  | 0.0000% | $51000.00          | $48189.39          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                  | 2031-01-08      | 5.4000%  | 0.0000% | $4000.00           | $4167.24           | Corporate Debt Securities |
| IPALCO ENTERPRISES INC                                   | 2034-04-01      | 5.7500%  | 0.0000% | $3560000.00        | $3688725.64        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2030-01-15      | 4.8000%  | 0.0000% | $313000.00         | $321719.14         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2034-07-15      | 5.1500%  | 0.0000% | $4617000.00        | $4730460.21        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2028-10-15      | 4.8812%  | 0.0000% | $8581000.00        | $8595157.96        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2028-10-15      | 4.0000%  | 0.0000% | $1000000.00        | $1003490.00        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2031-03-15      | 4.2500%  | 0.0000% | $7757000.00        | $7791693.18        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2032-10-15      | 4.5500%  | 0.0000% | $3000000.00        | $3025942.50        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2030-01-24      | 5.7000%  | 0.0000% | $4200000.00        | $4248055.00        | Corporate Debt Securities |
| STEEL DYNAMICS INC                                       | 2026-12-15      | 5.0000%  | 0.0000% | $790000.00         | $798601.34         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                              | 2029-02-15      | 4.5000%  | 0.0000% | $342000.00         | $347697.72         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                              | 2028-08-15      | 4.1500%  | 0.0000% | $116000.00         | $116998.02         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2027-04-07      | 3.4500%  | 0.0000% | $278000.00         | $279322.82         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2026-06-22      | 1.2500%  | 0.0000% | $1378000.00        | $1348161.32        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2029-03-30      | 4.8570%  | 0.0000% | $673000.00         | $696529.82         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2085-01-28      | 6.9500%  | 0.0000% | $9900000.00        | $10012510.75       | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2026-12-02      | 1.7500%  | 0.0000% | $157000.00         | $153109.41         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2031-12-02      | 2.4500%  | 0.0000% | $2677000.00        | $2389224.73        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2030-03-05      | 2.0500%  | 0.0000% | $99000.00          | $91100.62          | Corporate Debt Securities |
| CIMIC FINANCE (USA) PTY LTD                              | 2034-03-25      | 7.0000%  | 0.0000% | $6150000.00        | $6826035.33        | Corporate Debt Securities |
| EXELON CORPORATION                                       | 2027-03-15      | 2.7500%  | 0.0000% | $29000.00          | $28756.05          | Corporate Debt Securities |
| NRG ENERGY INC                                           | 2027-12-02      | 2.4500%  | 0.0000% | $400000.00         | $384776.33         | Corporate Debt Securities |
| NXP BV                                                   | 2031-05-11      | 2.5000%  | 0.0000% | $155000.00         | $140008.40         | Corporate Debt Securities |
| NXP BV                                                   | 2027-06-01      | 4.4000%  | 0.0000% | $100000.00         | $101322.56         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                                   | 2029-05-23      | 4.6000%  | 0.0000% | $20000.00          | $20436.73          | Corporate Debt Securities |
| NTT FINANCE CORP                                         | 2026-04-03      | 1.1620%  | 0.0000% | $1000000.00        | $986112.56         | Corporate Debt Securities |
| NTT FINANCE CORP                                         | 2030-07-16      | 4.8760%  | 0.0000% | $5000000.00        | $5111020.56        | Corporate Debt Securities |
| NARRAGANSETT ELECTRIC COMPANY                            | 2030-04-09      | 3.3950%  | 0.0000% | $3530000.00        | $3440347.81        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2031-02-07      | 5.0000%  | 0.0000% | $23000.00          | $23857.57          | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2028-02-07      | 4.7500%  | 0.0000% | $71000.00          | $72316.54          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2028-05-15      | 4.3500%  | 0.0000% | $2881000.00        | $2917920.02        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC                                | 2030-07-30      | 5.3500%  | 0.0000% | $137000.00         | $145038.70         | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                               | 2030-03-26      | 3.1000%  | 0.0000% | $2607000.00        | $2533365.29        | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                               | 2027-09-15      | 1.0500%  | 0.0000% | $39000.00          | $37048.18          | Corporate Debt Securities |
| LENNAR CORP                                              | 2027-06-15      | 5.0000%  | 0.0000% | $2000.00           | $2035.32           | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                            | 2030-04-01      | 4.3500%  | 0.0000% | $188000.00         | $191486.15         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                                   | 2035-04-02      | 5.8750%  | 0.0000% | $4000000.00        | $4208398.33        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                        | 2033-05-15      | 5.6250%  | 0.0000% | $3315000.00        | $3453102.90        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                        | 2035-05-15      | 6.1500%  | 0.0000% | $872000.00         | $920384.37         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                        | 2035-05-15      | 6.1500%  | 0.0000% | $16228000.00       | $17128437.63       | Corporate Debt Securities |
| LG ELECTRONICS INC                                       | 2027-04-24      | 5.6250%  | 0.0000% | $540000.00         | $560812.28         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2034-02-09      | 4.7000%  | 0.0000% | $1010000.00        | $1018596.22        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2035-02-12      | 5.1000%  | 0.0000% | $668000.00         | $688399.61         | Corporate Debt Securities |
| AEP TEXAS INC                                            | 2032-05-15      | 4.7000%  | 0.0000% | $4500000.00        | $4532885.00        | Corporate Debt Securities |
| AP MOELLER - MAERSK A/S                                  | 2033-09-14      | 5.8750%  | 0.0000% | $58000.00          | $62923.45          | Corporate Debt Securities |
| AT&T INC                                                 | 2026-07-15      | 2.9500%  | 0.0000% | $6000.00           | $5953.23           | Corporate Debt Securities |
| AT&T INC                                                 | 2027-06-01      | 2.3000%  | 0.0000% | $170000.00         | $165595.68         | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                                   | 2029-10-20      | 5.0210%  | 0.0000% | $3975000.00        | $4001113.43        | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                                   | 2031-10-20      | 5.3080%  | 0.0000% | $396000.00         | $398954.29         | Corporate Debt Securities |
| ADOBE INC                                                | 2027-02-01      | 2.1500%  | 0.0000% | $4134000.00        | $4042523.77        | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                               | 2026-09-24      | 4.2120%  | 0.0000% | $9000.00           | $9181.84           | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                               | 2028-03-24      | 4.3190%  | 0.0000% | $696000.00         | $715485.00         | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2029-10-04      | 4.0500%  | 0.0000% | $171000.00         | $173661.19         | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2031-10-04      | 4.2500%  | 0.0000% | $2176000.00        | $2203456.89        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2031-10-04      | 4.2500%  | 0.0000% | $2970000.00        | $3007475.63        | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                                    | 2034-10-04      | 4.5000%  | 0.0000% | $308000.00         | $307031.34         | Corporate Debt Securities |
| NSTAR ELECTRIC CO                                        | 2027-05-15      | 3.2000%  | 0.0000% | $4986000.00        | $4961989.64        | Corporate Debt Securities |
| NUCOR CORP                                               | 2027-05-23      | 4.3000%  | 0.0000% | $63000.00          | $63914.55          | Corporate Debt Securities |
| NVENT FINANCE SARL                                       | 2031-11-15      | 2.7500%  | 0.0000% | $50000.00          | $44874.22          | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                                   | 2034-08-19      | 5.0000%  | 0.0000% | $100000.00         | $100351.89         | Corporate Debt Securities |
| SMITH & NEPHEW PLC                                       | 2030-10-14      | 2.0320%  | 0.0000% | $257000.00         | $231256.31         | Corporate Debt Securities |
| SMURFIT WESTROCK FINANCING DAC                           | 2035-01-15      | 5.4180%  | 0.0000% | $9750000.00        | $10023214.50       | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                | 2029-10-01      | 5.0260%  | 0.0000% | $78000.00          | $80642.83          | Corporate Debt Securities |
| SKYMILES IP LTD                                          | 2028-10-20      | 4.7500%  | 0.0000% | $918082.00         | $928305.61         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2026-05-10      | 2.8750%  | 0.0000% | $4994000.00        | $4991876.86        | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2028-03-01      | 4.5500%  | 0.0000% | $1200000.00        | $1240292.67        | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2028-03-01      | 4.5500%  | 0.0000% | $3305000.00        | $3415972.72        | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                   | 2026-03-11      | 1.2000%  | 0.0000% | $500000.00         | $494810.00         | Corporate Debt Securities |
| EXPAND ENERGY CORP                                       | 2030-03-15      | 5.3750%  | 0.0000% | $400000.00         | $413754.44         | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                   | 2028-03-15      | 1.7500%  | 0.0000% | $9000.00           | $8563.07           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2027-11-01      | 5.8500%  | 0.0000% | $107000.00         | $112245.68         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2032-11-01      | 5.9500%  | 0.0000% | $2545000.00        | $2731275.62        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2028-03-01      | 5.3000%  | 0.0000% | $760000.00         | $796271.42         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2027-02-01      | 4.8750%  | 0.0000% | $3008000.00        | $3041213.33        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2030-03-15      | 5.2500%  | 0.0000% | $731000.00         | $766486.40         | Corporate Debt Securities |
| SOFTBANK CORP                                            | 2030-07-09      | 4.6990%  | 0.0000% | $740000.00         | $750571.93         | Corporate Debt Securities |
| SOLVENTUM CORP                                           | 2034-03-23      | 5.6000%  | 0.0000% | $12771000.00       | $13598645.94       | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2029-04-01      | 3.5000%  | 0.0000% | $63000.00          | $62486.48          | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2027-01-15      | 1.8750%  | 0.0000% | $2923000.00        | $2839348.61        | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2032-03-15      | 5.3000%  | 0.0000% | $1661000.00        | $1769613.71        | Corporate Debt Securities |
| NISOURCE INC.                                            | 2029-07-01      | 5.2000%  | 0.0000% | $346000.00         | $359918.81         | Corporate Debt Securities |
| NEWMONT CORPORATION                                      | 2030-05-13      | 3.2500%  | 0.0000% | $237000.00         | $229399.28         | Corporate Debt Securities |
| NEWS CORP                                                | 2029-05-15      | 3.8750%  | 0.0000% | $12546000.00       | $12264147.14       | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                           | 2030-07-28      | 7.0000%  | 0.0000% | $3252000.00        | $3537615.93        | Corporate Debt Securities |
| EQUIFAX INC                                              | 2028-06-01      | 5.1000%  | 0.0000% | $1545000.00        | $1598575.45        | Corporate Debt Securities |
| EQUINOR ASA                                              | 2030-09-03      | 4.5000%  | 0.0000% | $5675000.00        | $5819712.50        | Corporate Debt Securities |
| EQUINOR ASA                                              | 2035-06-03      | 5.1250%  | 0.0000% | $3833000.00        | $3960037.33        | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                                  | 2030-04-15      | 2.7040%  | 0.0000% | $332000.00         | $311417.62         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                             | 2035-05-01      | 5.1000%  | 0.0000% | $180000.00         | $185454.90         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                             | 2035-05-01      | 5.1000%  | 0.0000% | $1047000.00        | $1078729.33        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                    | 2025-11-20      | 3.0000%  | 0.0000% | $252000.00         | $253375.92         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                    | 2027-02-14      | 2.0000%  | 0.0000% | $350000.00         | $341370.17         | Corporate Debt Securities |
| NORTHERN STAR RESOURCES LTD                              | 2033-04-11      | 6.1250%  | 0.0000% | $3269000.00        | $3500638.62        | Corporate Debt Securities |
| ENBRIDGE INC                                             | 2029-11-15      | 3.1250%  | 0.0000% | $1806000.00        | $1738108.45        | Corporate Debt Securities |
| ENEL CHILE SA                                            | 2028-06-12      | 4.8750%  | 0.0000% | $2000.00           | $2044.53           | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2028-07-12      | 2.1250%  | 0.0000% | $921000.00         | $869160.88         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2029-06-26      | 5.1250%  | 0.0000% | $1600000.00        | $1655102.00        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2031-01-15      | 4.6000%  | 0.0000% | $1626000.00        | $1655669.08        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2034-08-01      | 5.1250%  | 0.0000% | $355000.00         | $358665.77         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2035-04-01      | 5.4500%  | 0.0000% | $3575000.00        | $3747799.61        | Corporate Debt Securities |
| MERCK & CO INC                                           | 2026-02-24      | 0.7500%  | 0.0000% | $7579000.00        | $7451173.85        | Corporate Debt Securities |
| MERCK & CO INC                                           | 2031-12-10      | 2.1500%  | 0.0000% | $2224000.00        | $1969347.68        | Corporate Debt Securities |
| MARS INC                                                 | 2027-03-01      | 4.4500%  | 0.0000% | $9784000.00        | $10044284.30       | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                               | 2028-10-15      | 5.5500%  | 0.0000% | $100000.00         | $105963.83         | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                               | 2031-10-15      | 4.5000%  | 0.0000% | $3000000.00        | $2986215.00        | Corporate Debt Securities |
| MPLX LP                                                  | 2031-02-15      | 4.8000%  | 0.0000% | $154000.00         | $154870.10         | Corporate Debt Securities |
| MPLX LP                                                  | 2033-01-15      | 5.0000%  | 0.0000% | $4970000.00        | $4952058.30        | Corporate Debt Securities |
| MATTEL INC                                               | 2029-04-01      | 3.7500%  | 0.0000% | $1176000.00        | $1154216.56        | Corporate Debt Securities |
| MATTEL INC                                               | 2029-04-01      | 3.7500%  | 0.0000% | $14089000.00       | $13828024.76       | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED                         | 2030-04-15      | 2.5000%  | 0.0000% | $9997000.00        | $9326556.75        | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED                         | 2026-02-15      | 0.9000%  | 0.0000% | $256000.00         | $251717.12         | Corporate Debt Securities |
| MCDONALDS CORP                                           | 2034-05-17      | 5.2000%  | 0.0000% | $2000000.00        | $2099006.67        | Corporate Debt Securities |
| MCKESSON CORP                                            | 2025-12-03      | 0.9000%  | 0.0000% | $220000.00         | $218433.60         | Corporate Debt Securities |
| MCKESSON CORP                                            | 2032-05-30      | 4.9500%  | 0.0000% | $76000.00          | $78558.73          | Corporate Debt Securities |
| MCKESSON CORP                                            | 2032-05-30      | 4.9500%  | 0.0000% | $116000.00         | $119905.43         | Corporate Debt Securities |
| MEDTRONIC GLOBAL HOLDINGS SCA                            | 2028-03-30      | 4.2500%  | 0.0000% | $1700000.00        | $1742381.47        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                         | 2033-03-03      | 5.2500%  | 0.0000% | $285000.00         | $302597.80         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                      | 2031-04-29      | 3.6490%  | 0.0000% | $135000.00         | $128489.40         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                      | 2033-09-19      | 6.8750%  | 0.0000% | $4294000.00        | $4846446.96        | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                       | 2026-04-15      | 2.0500%  | 0.0000% | $591000.00         | $584505.24         | Corporate Debt Securities |
| TYCO ELECTRONICS                                         | 2032-02-04      | 2.5000%  | 0.0000% | $588000.00         | $525128.75         | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2029-07-02      | 2.7600%  | 0.0000% | $30000.00          | $28766.10          | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2026-03-25      | 1.3390%  | 0.0000% | $148000.00         | $146405.74         | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2026-07-13      | 5.2750%  | 0.0000% | $1371000.00        | $1392387.98        | Corporate Debt Securities |
| TOYOTA MTR CORP                                          | 2033-07-13      | 5.1230%  | 0.0000% | $2732000.00        | $2843973.90        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2030-02-13      | 2.1500%  | 0.0000% | $218000.00         | $200572.11         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2026-06-18      | 1.1250%  | 0.0000% | $7000.00           | $6849.63           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2029-06-29      | 4.4500%  | 0.0000% | $1089000.00        | $1112094.06        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2025-11-10      | 5.4000%  | 0.0000% | $3000.00           | $3054.63           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2027-11-10      | 5.4500%  | 0.0000% | $531000.00         | $555899.33         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2028-01-12      | 4.6250%  | 0.0000% | $921000.00         | $939538.07         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2030-11-20      | 5.5500%  | 0.0000% | $210000.00         | $225758.93         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                 | 2029-08-09      | 4.5500%  | 0.0000% | $7000.00           | $7135.50           | Corporate Debt Securities |
| TOTALENERGIES CAPITAL SA                                 | 2028-10-11      | 3.8830%  | 0.0000% | $2622000.00        | $2658379.81        | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                   | 2029-02-19      | 3.4550%  | 0.0000% | $115000.00         | $113431.37         | Corporate Debt Securities |
| SAUDI ARABIAN OIL CO                                     | 2029-04-16      | 3.5000%  | 0.0000% | $2580000.00        | $2547261.23        | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                              | 2029-01-15      | 4.2500%  | 0.0000% | $4554000.00        | $4608759.32        | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                              | 2031-09-01      | 4.9500%  | 0.0000% | $93000.00          | $98287.52          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2034-02-08      | 4.8500%  | 0.0000% | $100000.00         | $102410.92         | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                    | 2035-05-23      | 5.1000%  | 0.0000% | $222000.00         | $230531.46         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2027-04-02      | 4.9000%  | 0.0000% | $49000.00          | $50538.03          | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2028-03-21      | 4.7500%  | 0.0000% | $6799000.00        | $7046260.74        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                       | 2027-08-11      | 4.1500%  | 0.0000% | $456000.00         | $457028.28         | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                                   | 2027-09-19      | 3.2790%  | 0.0000% | $1460000.00        | $1460107.07        | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC                             | 2030-05-15      | 4.5000%  | 0.0000% | $4319000.00        | $4392207.05        | Corporate Debt Securities |
| BACARDI LTD                                              | 2033-06-15      | 5.4000%  | 0.0000% | $5010000.00        | $5089859.40        | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                   | 2028-08-15      | 6.0420%  | 0.0000% | $57000.00          | $59756.50          | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                              | 2026-05-15      | 2.5000%  | 0.0000% | $2000.00           | $1989.86           | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2025-10-15      | 3.9500%  | 0.0000% | $72000.00          | $73027.64          | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2029-01-15      | 4.5500%  | 0.0000% | $2962000.00        | $3022842.77        | Corporate Debt Securities |
| COCA-COLA CO                                             | 2027-06-01      | 1.4500%  | 0.0000% | $3650000.00        | $3518470.22        | Corporate Debt Securities |
| COCA-COLA CO                                             | 2028-03-05      | 1.5000%  | 0.0000% | $2000.00           | $1907.00           | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                     | 2033-03-01      | 4.6000%  | 0.0000% | $1925000.00        | $2000179.80        | Corporate Debt Securities |
| COLORADO INTERSTATE GAS COMPANY LLC                      | 2026-08-15      | 4.1500%  | 0.0000% | $2580000.00        | $2573947.03        | Corporate Debt Securities |

### Security 275: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| CREDIT AGRICOLE CORPORATE AND IN | 2025-08-29      | 0.0000%  | 0.0000% | $251200000.00      | $251049280.00      | Money Market                       |
| UNITED STATES TREASURY           | 2027-06-30      | 3.2500%  | 0.0000% | $35682000.00       | $35603567.86       | U.S. Treasuries (including strips) |

### Security 276: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ANYWHERE REAL ESTATE GROUP LLC                 | 2030-04-15      | 5.2500%  | 0.0000% | $2000000.00        | $1797863.33        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC                 | 2030-04-15      | 7.0000%  | 0.0000% | $257015.00         | $260103.18         | Corporate Debt Securities |
| RFNA LP                                        | 2030-02-15      | 7.8750%  | 0.0000% | $2380000.00        | $2478061.95        | Corporate Debt Securities |
| RAND PARENT LLC                                | 2030-02-15      | 8.5000%  | 0.0000% | $3200000.00        | $3319697.78        | Corporate Debt Securities |
| RAIN CARBON INC                                | 2029-09-01      | 12.2500% | 0.0000% | $1557000.00        | $1766041.95        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP                          | 2028-11-15      | 8.2500%  | 0.0000% | $2400000.00        | $2510936.00        | Corporate Debt Securities |
| RAKUTEN GROUP INC                              | 2029-04-15      | 9.7500%  | 0.0000% | $3261000.00        | $3742035.55        | Corporate Debt Securities |
| RANGE RESOURCES CORP                           | 2030-02-15      | 4.7500%  | 0.0000% | $9000.00           | $8806.56           | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                        | 2029-02-15      | 4.5000%  | 0.0000% | $162000.00         | $159058.08         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                        | 2028-07-15      | 7.2500%  | 0.0000% | $110000.00         | $114099.82         | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                          | 2029-12-01      | 6.5000%  | 0.0000% | $413000.00         | $426822.65         | Corporate Debt Securities |
| EFESTO BIDCO SPA                               | 2032-02-15      | 7.5000%  | 0.0000% | $952000.00         | $1014655.88        | Corporate Debt Securities |
| EG GLOBAL FINANCE PLC                          | 2028-11-30      | 12.0000% | 0.0000% | $298000.00         | $338097.89         | Corporate Debt Securities |
| ELASTIC NV                                     | 2029-07-15      | 4.1250%  | 0.0000% | $226000.00         | $218361.58         | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC                          | 2028-09-01      | 3.8750%  | 0.0000% | $1262000.00        | $1247751.67        | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                      | 2032-04-30      | 6.7500%  | 0.0000% | $2108000.00        | $2235702.64        | Corporate Debt Securities |
| STAR HOLDING LLC                               | 2031-08-01      | 8.7500%  | 0.0000% | $256000.00         | $255996.30         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                    | 2030-10-15      | 6.5000%  | 0.0000% | $5005000.00        | $5304190.56        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC                    | 2029-09-30      | 11.7500% | 0.0000% | $800000.00         | $903881.56         | Corporate Debt Securities |
| JEFFERIES FINANCE LLC                          | 2031-10-15      | 6.6250%  | 0.0000% | $2245000.00        | $2307702.23        | Corporate Debt Securities |
| DAVITA INC                                     | 2030-06-01      | 4.6250%  | 0.0000% | $100000.00         | $97654.56          | Corporate Debt Securities |
| RINGCENTRAL INC                                | 2030-08-15      | 8.5000%  | 0.0000% | $20000.00          | $21486.91          | Corporate Debt Securities |
| KENNEDY-WILSON INC                             | 2031-03-01      | 5.0000%  | 0.0000% | $320000.00         | $306915.91         | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                         | 2032-03-15      | 6.6250%  | 0.0000% | $230000.00         | $245308.93         | Corporate Debt Securities |
| NEPTUNE BIDCO US INC                           | 2029-04-15      | 9.2900%  | 0.0000% | $684000.00         | $703213.18         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I               | 2028-07-15      | 5.2500%  | 0.0000% | $3500000.00        | $3488718.33        | Corporate Debt Securities |
| UNITI GROUP LP                                 | 2028-02-15      | 10.5000% | 0.0000% | $463000.00         | $509611.75         | Corporate Debt Securities |
| FRONTIER CALIFORNIA INC                        | 2027-05-15      | 6.7500%  | 0.0000% | $900000.00         | $933300.00         | Corporate Debt Securities |
| FRONTIER FLORIDA LLC                           | 2028-02-01      | 6.8600%  | 0.0000% | $2224000.00        | $2316486.28        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2029-05-01      | 4.5000%  | 0.0000% | $97000.00          | $92688.35          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2028-08-15      | 8.0000%  | 0.0000% | $1777000.00        | $1851671.51        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2031-07-31      | 8.5000%  | 0.0000% | $2941000.00        | $3054190.92        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2032-08-01      | 9.3750%  | 0.0000% | $5222000.00        | $5534669.43        | Corporate Debt Securities |
| AMERIGAS PARTNERS LP                           | 2030-06-01      | 9.5000%  | 0.0000% | $1033000.00        | $1106586.90        | Corporate Debt Securities |
| AMER SPORTS CO                                 | 2031-02-16      | 6.7500%  | 0.0000% | $900000.00         | $969403.50         | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC              | 2029-10-01      | 5.0000%  | 0.0000% | $2000000.00        | $1928371.11        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP                      | 2027-02-15      | 4.6250%  | 0.0000% | $326000.00         | $324014.21         | Corporate Debt Securities |
| GATES CORP                                     | 2029-07-01      | 6.8750%  | 0.0000% | $196000.00         | $205993.33         | Corporate Debt Securities |
| VIRIDIEN SA                                    | 2030-10-15      | 10.0000% | 0.0000% | $1500000.00        | $1552331.67        | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2031-02-01      | 4.2500%  | 0.0000% | $352000.00         | $326467.88         | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2034-01-15      | 4.2500%  | 0.0000% | $4039000.00        | $3532567.74        | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2032-02-01      | 4.7500%  | 0.0000% | $48000.00          | $44765.97          | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2029-09-01      | 6.3750%  | 0.0000% | $99000.00          | $103586.75         | Corporate Debt Securities |
| CHURCHILL DOWNS INC                            | 2030-04-01      | 5.7500%  | 0.0000% | $797000.00         | $820048.35         | Corporate Debt Securities |
| CMS ENERGY CORP                                | 2055-06-01      | 6.5000%  | 0.0000% | $3000000.00        | $3104036.67        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC               | 2029-01-15      | 6.0000%  | 0.0000% | $136000.00         | $131860.61         | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC               | 2032-01-15      | 10.8750% | 0.0000% | $138000.00         | $146949.19         | Corporate Debt Securities |
| CABLEVISION LIGHTPATH CT LLC                   | 2027-09-15      | 3.8750%  | 0.0000% | $5183000.00        | $5208877.57        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                      | 2030-02-15      | 7.0000%  | 0.0000% | $410000.00         | $425482.51         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                      | 2032-02-15      | 6.5000%  | 0.0000% | $500000.00         | $514678.89         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                      | 2032-10-15      | 6.0000%  | 0.0000% | $178000.00         | $178426.01         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                         | 2028-06-01      | 8.1250%  | 0.0000% | $207000.00         | $218826.14         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                         | 2029-02-01      | 9.5000%  | 0.0000% | $1793000.00        | $1986570.29        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                         | 2032-02-01      | 9.8750%  | 0.0000% | $1288000.00        | $1414611.12        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                         | 2030-01-15      | 7.0000%  | 0.0000% | $584000.00         | $607970.60         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2033-05-01      | 7.5000%  | 0.0000% | $174000.00         | $195698.96         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2035-05-01      | 7.7500%  | 0.0000% | $200000.00         | $228557.11         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2034-01-15      | 6.5000%  | 0.0000% | $132000.00         | $139051.59         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2036-01-15      | 6.7500%  | 0.0000% | $5104000.00        | $5411005.60        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC              | 2033-11-01      | 3.8750%  | 0.0000% | $39000.00          | $35251.76          | Corporate Debt Securities |
| VFH PARENT LLC                                 | 2031-06-15      | 7.5000%  | 0.0000% | $400000.00         | $426530.67         | Corporate Debt Securities |
| VALARIS LTD                                    | 2030-04-30      | 8.3750%  | 0.0000% | $515000.00         | $549079.62         | Corporate Debt Securities |
| VALLOUREC SA                                   | 2032-04-15      | 7.5000%  | 0.0000% | $317000.00         | $345528.94         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                    | 2027-09-01      | 6.8750%  | 0.0000% | $480000.00         | $496532.67         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                    | 2029-03-15      | 7.1250%  | 0.0000% | $39000.00          | $41220.20          | Corporate Debt Securities |
| ZEGONA FINANCE PLC                             | 2029-07-15      | 8.6250%  | 0.0000% | $827000.00         | $889059.46         | Corporate Debt Securities |
| POINSETTIA FINANCE LIMITED SARL                | 2031-06-17      | 6.6250%  | 0.0000% | $900000.00         | $641112.31         | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                       | 2030-06-15      | 8.5000%  | 0.0000% | $135000.00         | $146220.15         | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC                        | 2031-10-01      | 8.2500%  | 0.0000% | $2808000.00        | $3024347.04        | Corporate Debt Securities |
| WINNEBAGO IND INC                              | 2028-07-15      | 6.2500%  | 0.0000% | $767000.00         | $772260.77         | Corporate Debt Securities |
| WILLIAMS SCOTS                                 | 2031-10-01      | 7.3750%  | 0.0000% | $376000.00         | $404955.55         | Corporate Debt Securities |
| RAND PARENT LLC                                | 2030-02-15      | 8.5000%  | 0.0000% | $600000.00         | $622443.33         | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC.            | 2031-05-15      | 7.2500%  | 0.0000% | $62000.00          | $64383.56          | Corporate Debt Securities |
| OT MIDCO INC                                   | 2030-02-15      | 10.0000% | 0.0000% | $6000000.00        | $4114433.33        | Corporate Debt Securities |
| ORGANON & CO                                   | 2031-04-30      | 5.1250%  | 0.0000% | $200000.00         | $174820.19         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2030-03-15      | 7.8750%  | 0.0000% | $370000.00         | $404437.75         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2030-05-15      | 6.1250%  | 0.0000% | $1800000.00        | $1833142.25        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2025-10-01      | 6.6000%  | 0.0000% | $3993000.00        | $4105815.56        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2030-03-01      | 4.6250%  | 0.0000% | $5150000.00        | $5080773.99        | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                       | 2033-03-15      | 6.2500%  | 0.0000% | $138000.00         | $143854.27         | Corporate Debt Securities |
| RXO INC                                        | 2027-11-15      | 7.5000%  | 0.0000% | $2640000.00        | $2743479.20        | Corporate Debt Securities |
| XPO INC                                        | 2028-06-01      | 6.2500%  | 0.0000% | $1250000.00        | $1292897.22        | Corporate Debt Securities |
| XEROX CORPORATION                              | 2031-04-15      | 13.5000% | 0.0000% | $750000.00         | $791580.00         | Corporate Debt Securities |
| XEROX HOLDINGS CORP                            | 2028-08-15      | 5.5000%  | 0.0000% | $6250000.00        | $4090868.06        | Corporate Debt Securities |
| YUM! BRANDS INC.                               | 2031-03-15      | 3.6250%  | 0.0000% | $3750000.00        | $3549314.58        | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                   | 2030-04-23      | 6.7500%  | 0.0000% | $150000.00         | $149597.25         | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC                        | 2028-02-15      | 6.0000%  | 0.0000% | $500000.00         | $493481.67         | Corporate Debt Securities |
| WHITE CAP BUYER LLC                            | 2028-10-15      | 6.8750%  | 0.0000% | $1965000.00        | $2015638.60        | Corporate Debt Securities |
| SCIL IV LLC                                    | 2026-11-01      | 5.3750%  | 0.0000% | $600000.00         | $606502.83         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2028-01-15      | 4.3750%  | 0.0000% | $134000.00         | $133412.93         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2030-10-15      | 4.0000%  | 0.0000% | $3846000.00        | $3661618.49        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2029-02-15      | 3.5000%  | 0.0000% | $2000000.00        | $1912662.22        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2029-06-15      | 6.1250%  | 0.0000% | $3400000.00        | $3529642.94        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2029-09-15      | 5.6250%  | 0.0000% | $615000.00         | $638010.22         | Corporate Debt Securities |
| OPEN TEXT INC                                  | 2030-02-15      | 4.1250%  | 0.0000% | $3800000.00        | $3592345.83        | Corporate Debt Securities |
| FIBERCOP SPA                                   | 2036-07-18      | 7.2000%  | 0.0000% | $200000.00         | $201726.00         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                          | 2031-01-15      | 6.7500%  | 0.0000% | $364000.00         | $383033.56         | Corporate Debt Securities |
| GGAM FINANCE LIMITED                           | 2029-04-15      | 6.8750%  | 0.0000% | $205000.00         | $217414.86         | Corporate Debt Securities |
| CLEAN HARBORS INC                              | 2027-07-15      | 4.8750%  | 0.0000% | $5000000.00        | $5009091.67        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC             | 2031-02-15      | 7.1250%  | 0.0000% | $2035000.00        | $2076346.96        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC             | 2033-03-15      | 7.5000%  | 0.0000% | $4000000.00        | $4091993.33        | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                  | 2032-01-15      | 3.7500%  | 0.0000% | $201000.00         | $181499.65         | Corporate Debt Securities |
| CIVITAS RESOURCES INC                          | 2030-11-01      | 8.6250%  | 0.0000% | $1165000.00        | $1241692.92        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                          | 2033-06-15      | 9.6250%  | 0.0000% | $450000.00         | $485416.38         | Corporate Debt Securities |
| MAGNERA CORP                                   | 2029-11-15      | 4.7500%  | 0.0000% | $2000000.00        | $1797684.44        | Corporate Debt Securities |
| GENESEE & WYOMING INC.                         | 2032-04-15      | 6.2500%  | 0.0000% | $340000.00         | $354016.12         | Corporate Debt Securities |
| GENESIS ENERGY                                 | 2032-05-15      | 7.8750%  | 0.0000% | $1336000.00        | $1418230.80        | Corporate Debt Securities |
| GENWORTH FINANCIAL INC                         | 2034-06-15      | 6.5000%  | 0.0000% | $4400000.00        | $4569008.89        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC             | 2031-02-15      | 3.8750%  | 0.0000% | $1349000.00        | $1273856.58        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY LP                | 2028-01-15      | 10.5000% | 0.0000% | $1366199.00        | $1417326.72        | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2030-12-01      | 7.8750%  | 0.0000% | $727000.00         | $787326.46         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2031-05-01      | 7.0000%  | 0.0000% | $986000.00         | $1053574.96        | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2032-06-15      | 7.0000%  | 0.0000% | $160000.00         | $168923.02         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2033-04-15      | 5.8750%  | 0.0000% | $415000.00         | $425042.19         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC           | 2027-10-15      | 5.8750%  | 0.0000% | $314000.00         | $321086.37         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC           | 2030-05-15      | 8.7500%  | 0.0000% | $3400000.00        | $3639522.44        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                      | 2031-04-30      | 5.2500%  | 0.0000% | $79000.00          | $76412.29          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                      | 2033-04-30      | 5.6250%  | 0.0000% | $2737000.00        | $2632210.53        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                      | 2029-07-15      | 5.0000%  | 0.0000% | $38000.00          | $37096.78          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                      | 2030-07-15      | 6.6250%  | 0.0000% | $1443000.00        | $1491335.29        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                    | 2029-03-15      | 8.6250%  | 0.0000% | $403000.00         | $437493.44         | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                    | 2033-06-30      | 7.3750%  | 0.0000% | $850000.00         | $861098.28         | Corporate Debt Securities |
| DELUXE CORP                                    | 2029-09-15      | 8.1250%  | 0.0000% | $2600000.00        | $2809414.11        | Corporate Debt Securities |
| GEO GROUP INC                                  | 2031-04-15      | 10.2500% | 0.0000% | $3567000.00        | $4075057.72        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP                          | 2028-10-01      | 12.0000% | 0.0000% | $3750000.00        | $4193787.50        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP                          | 2030-10-01      | 12.2500% | 0.0000% | $3250000.00        | $3766201.11        | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC                  | 2031-05-15      | 9.1250%  | 0.0000% | $270000.00         | $291216.90         | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC                  | 2033-04-01      | 7.8750%  | 0.0000% | $1000000.00        | $1016678.75        | Corporate Debt Securities |
| ATKORE INC                                     | 2031-06-01      | 4.2500%  | 0.0000% | $3125000.00        | $2940090.28        | Corporate Debt Securities |
| FIRSTCASH INC                                  | 2032-03-01      | 6.8750%  | 0.0000% | $213000.00         | $228598.64         | Corporate Debt Securities |
| FOCUS FINANCIAL PARTNERS LLC                   | 2031-09-15      | 6.7500%  | 0.0000% | $867000.00         | $922696.08         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2026-03-06      | 6.9500%  | 0.0000% | $200000.00         | $208367.72         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2035-02-07      | 6.5000%  | 0.0000% | $1400000.00        | $1420807.11        | Corporate Debt Securities |
| FERRELLGAS LP                                  | 2029-04-01      | 5.8750%  | 0.0000% | $3218000.00        | $3055339.04        | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC.                   | 2029-11-15      | 4.6250%  | 0.0000% | $248000.00         | $244530.76         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC            | 2029-06-30      | 5.8750%  | 0.0000% | $350000.00         | $359936.01         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC            | 2032-10-15      | 6.6250%  | 0.0000% | $49000.00          | $51227.53          | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC            | 2033-07-15      | 6.6250%  | 0.0000% | $700000.00         | $724573.01         | Corporate Debt Securities |
| ARMOR HOLDCO INC                               | 2029-11-15      | 8.5000%  | 0.0000% | $795000.00         | $797373.52         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                            | 2030-02-14      | 9.6250%  | 0.0000% | $4038000.00        | $3882579.06        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                            | 2028-12-01      | 9.0000%  | 0.0000% | $4700000.00        | $4744932.00        | Corporate Debt Securities |
| AXALTA COATING SYSTEMS LLC                     | 2029-02-15      | 3.3750%  | 0.0000% | $297000.00         | $281126.09         | Corporate Debt Securities |
| AXALTA COATING SYSTEMS DUTCH HOL               | 2031-02-15      | 7.2500%  | 0.0000% | $273000.00         | $293440.72         | Corporate Debt Securities |
| AXON ENTERPRISE INC                            | 2033-03-15      | 6.2500%  | 0.0000% | $5320000.00        | $5657908.67        | Corporate Debt Securities |
| AVATION CAPITAL SA                             | 2026-10-31      | 8.2500%  | 0.0000% | $1000000.00        | $1015943.33        | Corporate Debt Securities |
| BAYTEX ENERGY CORP                             | 2030-04-30      | 8.5000%  | 0.0000% | $4600000.00        | $4821845.22        | Corporate Debt Securities |
| ARCOSA INC                                     | 2029-04-15      | 4.3750%  | 0.0000% | $286000.00         | $282474.97         | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FINANCE USA LLC         | 2027-06-15      | 6.0000%  | 0.0000% | $400000.00         | $405313.33         | Corporate Debt Securities |
| ARDONAGH FINCO LTD                             | 2031-02-15      | 7.7500%  | 0.0000% | $290000.00         | $305947.74         | Corporate Debt Securities |
| DIRECTV FINANCING LLC                          | 2031-02-15      | 10.0000% | 0.0000% | $704000.00         | $703844.34         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                   | 2043-04-01      | 4.8750%  | 0.0000% | $4000000.00        | $2506206.67        | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                    | 2029-08-01      | 9.5000%  | 0.0000% | $577000.00         | $589918.39         | Corporate Debt Securities |
| FAIR ISAAC CORP                                | 2028-06-15      | 4.0000%  | 0.0000% | $354000.00         | $347370.37         | Corporate Debt Securities |
| FAIR ISAAC CORP                                | 2033-05-15      | 6.0000%  | 0.0000% | $61000.00          | $62957.90          | Corporate Debt Securities |
| GLOBAL PARTNERS LP                             | 2032-01-15      | 8.2500%  | 0.0000% | $411000.00         | $437042.33         | Corporate Debt Securities |
| GLOBAL PARTNERS LP                             | 2033-07-01      | 7.1250%  | 0.0000% | $398000.00         | $412368.80         | Corporate Debt Securities |
| GO DADDY OPERATING COMPANY LLC                 | 2027-12-01      | 5.2500%  | 0.0000% | $4700000.00        | $4744947.67        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                       | 2029-09-30      | 9.0000%  | 0.0000% | $2900000.00        | $3124112.00        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                       | 2032-06-30      | 8.2500%  | 0.0000% | $30000.00          | $32559.32          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                       | 2033-08-15      | 6.6250%  | 0.0000% | $4563000.00        | $4636831.24        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HOLDINGS INC            | 2029-04-15      | 6.6250%  | 0.0000% | $1054000.00        | $1094726.27        | Corporate Debt Securities |
| PHINIA INC                                     | 2032-10-15      | 6.6250%  | 0.0000% | $133000.00         | $139846.80         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                     | 2029-08-01      | 4.2500%  | 0.0000% | $1195000.00        | $1163231.59        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                     | 2032-09-15      | 6.1250%  | 0.0000% | $1028000.00        | $1081972.86        | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2032-01-15      | 7.0000%  | 0.0000% | $35000.00          | $36721.49          | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2033-02-01      | 6.2500%  | 0.0000% | $1539000.00        | $1576537.92        | Corporate Debt Securities |
| PROSPECT CAPITAL CORP                          | 2026-11-15      | 3.3640%  | 0.0000% | $1400000.00        | $1360531.51        | Corporate Debt Securities |
| PRIME HEALTHCARE SERVICES INC                  | 2029-09-01      | 9.3750%  | 0.0000% | $188000.00         | $202589.58         | Corporate Debt Securities |
| ADT SECURITY CORP                              | 2032-07-15      | 4.8750%  | 0.0000% | $400000.00         | $386799.33         | Corporate Debt Securities |
| PRAIRIE ACQUIROR LP                            | 2029-08-01      | 9.0000%  | 0.0000% | $490000.00         | $512809.50         | Corporate Debt Securities |
| PRECISION DRILLING CORPORATION                 | 2029-01-15      | 6.8750%  | 0.0000% | $2400000.00        | $2437086.67        | Corporate Debt Securities |
| PRESTIGE BRANDS INC                            | 2028-01-15      | 5.1250%  | 0.0000% | $1000000.00        | $1001113.89        | Corporate Debt Securities |
| POST HOLDINGS INC                              | 2029-12-15      | 5.5000%  | 0.0000% | $50000.00          | $50446.28          | Corporate Debt Securities |
| POST HOLDINGS INC                              | 2031-09-15      | 4.5000%  | 0.0000% | $1513000.00        | $1443296.09        | Corporate Debt Securities |
| POST HOLDINGS INC                              | 2034-10-15      | 6.2500%  | 0.0000% | $780000.00         | $803512.23         | Corporate Debt Securities |
| PHOENIX AVIATION CAPITAL LTD                   | 2030-07-15      | 9.2500%  | 0.0000% | $1785000.00        | $1919198.78        | Corporate Debt Securities |
| COMSTOCK RES INC                               | 2030-01-15      | 5.8750%  | 0.0000% | $443000.00         | $417917.59         | Corporate Debt Securities |
| COMSTOCK RES INC                               | 2029-03-01      | 6.7500%  | 0.0000% | $2868000.00        | $2911808.70        | Corporate Debt Securities |
| CONCENTRA ESCROW ISSUER CORP                   | 2032-07-15      | 6.8750%  | 0.0000% | $2340000.00        | $2448910.10        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2028-03-01      | 6.7500%  | 0.0000% | $4500000.00        | $4824652.50        | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC                   | 2031-10-15      | 3.8750%  | 0.0000% | $4175000.00        | $3882806.83        | Corporate Debt Securities |
| TASEKO MINES LTD                               | 2030-05-01      | 8.2500%  | 0.0000% | $795000.00         | $858704.68         | Corporate Debt Securities |
| Team Hlth Hldgs                                | 2028-06-30      | 8.3750%  | 0.0000% | $500000.00         | $508291.94         | Corporate Debt Securities |
| TEGNA INC                                      | 2029-09-15      | 5.0000%  | 0.0000% | $2676000.00        | $2738532.17        | Corporate Debt Securities |
| TEGNA INC                                      | 2028-03-15      | 4.6250%  | 0.0000% | $1750000.00        | $1770456.53        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC                        | 2030-06-01      | 8.6250%  | 0.0000% | $190000.00         | $206511.63         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                   | 2030-12-31      | 6.0000%  | 0.0000% | $1567000.00        | $1561614.74        | Corporate Debt Securities |
| COREWEAVE INC                                  | 2031-02-01      | 9.0000%  | 0.0000% | $3000000.00        | $2995230.00        | Corporate Debt Securities |
| CONSOLIDATED ENERGY FINANCE SA                 | 2026-05-15      | 6.5000%  | 0.0000% | $3000000.00        | $2989223.33        | Corporate Debt Securities |
| CONTOURGLOBAL POWER HOLDINGS SA                | 2030-02-28      | 6.7500%  | 0.0000% | $200000.00         | $213766.50         | Corporate Debt Securities |
| ECHOSTAR CORP                                  | 2030-11-30      | 6.7500%  | 0.0000% | $1558570.00        | $1562181.99        | Corporate Debt Securities |
| ECHOSTAR CORP                                  | 2029-11-30      | 10.7500% | 0.0000% | $665373.00         | $734622.62         | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO                      | 2028-06-01      | 5.5000%  | 0.0000% | $1400000.00        | $1411808.22        | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC                    | 2029-05-01      | 4.8750%  | 0.0000% | $2000000.00        | $1968118.33        | Corporate Debt Securities |
| MILLROSE PROPERTIES INC                        | 2030-08-01      | 6.3750%  | 0.0000% | $2000000.00        | $2026751.67        | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2028-11-01      | 6.2500%  | 0.0000% | $20000.00          | $20511.32          | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2029-02-01      | 5.7500%  | 0.0000% | $12000.00          | $11908.47          | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2031-02-01      | 6.0000%  | 0.0000% | $3385000.00        | $3278022.72        | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2032-04-15      | 6.2500%  | 0.0000% | $3030000.00        | $2978774.48        | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2033-11-01      | 8.3750%  | 0.0000% | $482000.00         | $516738.41         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2034-05-15      | 6.8750%  | 0.0000% | $400000.00         | $392824.44         | Corporate Debt Securities |
| HILCORP ENERGY I LP                            | 2035-02-15      | 7.2500%  | 0.0000% | $1536000.00        | $1505586.35        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC          | 2033-03-15      | 5.8750%  | 0.0000% | $406000.00         | $425513.94         | Corporate Debt Securities |
| HERC HOLDINGS ESCROW INC                       | 2033-06-15      | 7.2500%  | 0.0000% | $1474000.00        | $1574793.35        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                   | 2030-02-15      | 4.2500%  | 0.0000% | $600000.00         | $584761.67         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                   | 2030-10-15      | 5.5000%  | 0.0000% | $500000.00         | $513751.11         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                   | 2029-06-01      | 6.5000%  | 0.0000% | $157000.00         | $164980.14         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                   | 2028-03-01      | 5.8750%  | 0.0000% | $2255000.00        | $2365561.08        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GROUP INC               | 2029-03-01      | 9.7500%  | 0.0000% | $1765000.00        | $1920828.91        | Corporate Debt Securities |
| HARVEST MIDSTREAM I LP                         | 2032-05-15      | 7.5000%  | 0.0000% | $2700000.00        | $2849058.00        | Corporate Debt Securities |
| MOHEGAN GAMING & ENTERTAINMENT                 | 2031-04-15      | 11.8750% | 0.0000% | $5000000.00        | $5483553.47        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP                 | 2029-09-01      | 6.7500%  | 0.0000% | $953000.00         | $1012062.18        | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                      | 2027-03-01      | 5.8750%  | 0.0000% | $198000.00         | $202925.96         | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                      | 2031-06-01      | 5.0000%  | 0.0000% | $18000.00          | $17288.86          | Corporate Debt Securities |
| SUNCOKE ENERGY INC                             | 2029-06-30      | 4.8750%  | 0.0000% | $2439000.00        | $2243854.59        | Corporate Debt Securities |
| SUNOCO LP                                      | 2029-05-01      | 7.0000%  | 0.0000% | $576000.00         | $611927.68         | Corporate Debt Securities |
| SUNOCO LP                                      | 2032-05-01      | 7.2500%  | 0.0000% | $1250000.00        | $1353254.86        | Corporate Debt Securities |
| SUNOCO LP                                      | 2029-05-15      | 4.5000%  | 0.0000% | $35000.00          | $34575.45          | Corporate Debt Securities |
| SUPERIOR PLUS LP                               | 2029-03-15      | 4.5000%  | 0.0000% | $373000.00         | $365842.13         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                       | 2026-07-15      | 6.6250%  | 0.0000% | $45000.00          | $45367.07          | Corporate Debt Securities |
| BLUELINX                                       | 2029-11-15      | 6.0000%  | 0.0000% | $1000000.00        | $996303.33         | Corporate Debt Securities |
| TRI POINTE HOMES INC (DELAWARE)                | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2838537.33        | Corporate Debt Securities |
| CAPSTONE BORROWER INC                          | 2030-06-15      | 8.0000%  | 0.0000% | $488000.00         | $519121.93         | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2033-02-15      | 6.1250%  | 0.0000% | $835000.00         | $859533.92         | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2032-08-01      | 5.7500%  | 0.0000% | $518000.00         | $529659.17         | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP                   | 2029-07-15      | 5.2500%  | 0.0000% | $1017000.00        | $991276.68         | Corporate Debt Securities |
| CHAMPION IRON CANADA INC                       | 2032-07-15      | 7.8750%  | 0.0000% | $1890000.00        | $1991396.14        | Corporate Debt Securities |
| CHART INDUSTRIES                               | 2031-01-01      | 9.5000%  | 0.0000% | $2000000.00        | $2173271.11        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING               | 2055-10-23      | 6.8340%  | 0.0000% | $1700000.00        | $1754823.30        | Corporate Debt Securities |
| CHOBANI LLC                                    | 2028-11-15      | 4.6250%  | 0.0000% | $457000.00         | $455670.64         | Corporate Debt Securities |
| CHOBANI LLC                                    | 2029-07-01      | 7.6250%  | 0.0000% | $3781000.00        | $3995400.55        | Corporate Debt Securities |
| BUCKEYE PARTNERS                               | 2028-03-01      | 4.5000%  | 0.0000% | $881000.00         | $887722.03         | Corporate Debt Securities |
| BROADSTREET PARTNERS GROUP LLC                 | 2029-04-15      | 5.8750%  | 0.0000% | $3500000.00        | $3551548.19        | Corporate Debt Securities |
| BROOKFIELD PROPERTIES RETAIL HOLDING LLC       | 2027-04-01      | 4.5000%  | 0.0000% | $458000.00         | $458146.56         | Corporate Debt Securities |
| GRAPHIC PACKAGING INTERNATIONAL LLC            | 2032-07-15      | 6.3750%  | 0.0000% | $1200000.00        | $1228058.00        | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC                       | 2032-06-15      | 6.3750%  | 0.0000% | $369000.00         | $386901.73         | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2028-02-01      | 5.0000%  | 0.0000% | $1500000.00        | $1492033.33        | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2029-06-01      | 5.3750%  | 0.0000% | $100000.00         | $100569.89         | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2030-03-01      | 4.7500%  | 0.0000% | $765000.00         | $752879.42         | Corporate Debt Securities |
| CCO HOLDINGS LLC                               | 2030-08-15      | 4.5000%  | 0.0000% | $11000.00          | $10438.89          | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                           | 2028-04-01      | 6.2500%  | 0.0000% | $150000.00         | $154239.67         | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                           | 2032-09-01      | 6.6250%  | 0.0000% | $19000.00          | $20122.84          | Corporate Debt Securities |
| PAGAYA US HOLDING COMPANY LLC                  | 2030-08-01      | 8.8750%  | 0.0000% | $1000000.00        | $1005512.36        | Corporate Debt Securities |
| ANGLOGOLD ASHANTI HOLDINGS PLC                 | 2030-10-01      | 3.7500%  | 0.0000% | $3300000.00        | $3171553.00        | Corporate Debt Securities |
| ANTERO RESOURCES CORP                          | 2029-02-01      | 7.6250%  | 0.0000% | $107000.00         | $109818.44         | Corporate Debt Securities |
| ANTERO RESOURCES CORP                          | 2030-03-01      | 5.3750%  | 0.0000% | $6000.00           | $6209.68           | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                      | 2031-06-01      | 7.1250%  | 0.0000% | $2605000.00        | $2747534.75        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC                        | 2029-02-01      | 5.6250%  | 0.0000% | $95000.00          | $89768.83          | Corporate Debt Securities |
| PARKLAND CORP                                  | 2032-08-15      | 6.6250%  | 0.0000% | $125000.00         | $129110.80         | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC                    | 2033-07-15      | 10.0000% | 0.0000% | $820000.00         | $881688.60         | Corporate Debt Securities |
| BEAZER HOMES USA INC                           | 2027-10-15      | 5.8750%  | 0.0000% | $3500000.00        | $3572688.20        | Corporate Debt Securities |
| WASTE PRO USA INC                              | 2033-02-01      | 7.0000%  | 0.0000% | $987000.00         | $1037074.90        | Corporate Debt Securities |
| BOISE CASCADE CO                               | 2030-07-01      | 4.8750%  | 0.0000% | $1110000.00        | $1095485.83        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2028-02-15      | 6.0000%  | 0.0000% | $2250000.00        | $2260830.00        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2030-11-15      | 8.7500%  | 0.0000% | $1818000.00        | $2007067.96        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2031-07-01      | 7.2500%  | 0.0000% | $3860000.00        | $4117232.54        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2032-06-01      | 7.0000%  | 0.0000% | $289000.00         | $307322.92         | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2033-06-15      | 6.7500%  | 0.0000% | $82000.00          | $86657.19          | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                  | 2030-08-01      | 10.3750% | 0.0000% | $4019000.00        | $3951197.24        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2031-10-15      | 7.7500%  | 0.0000% | $288000.00         | $314555.68         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2032-04-15      | 6.8750%  | 0.0000% | $386000.00         | $415266.63         | Corporate Debt Securities |
| WGL HLDGS INC                                  | 2044-11-01      | 4.6000%  | 0.0000% | $4900000.00        | $4096732.11        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2030-07-30      | 7.8750%  | 0.0000% | $2500000.00        | $2834434.38        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2043-09-01      | 5.8500%  | 0.0000% | $1300000.00        | $1210917.50        | Corporate Debt Securities |
| VIKING CRUISES LTD                             | 2031-07-15      | 9.1250%  | 0.0000% | $1653000.00        | $1800121.59        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC                       | 2029-06-01      | 5.8750%  | 0.0000% | $1000000.00        | $1020761.11        | Corporate Debt Securities |
| ALUMINA PTY LTD                                | 2032-09-15      | 6.3750%  | 0.0000% | $200000.00         | $210193.50         | Corporate Debt Securities |
| AHEAD DB HOLDINGS LLC                          | 2028-05-01      | 6.6250%  | 0.0000% | $498000.00         | $509127.95         | Corporate Debt Securities |
| ALBION FINANCING 1 SARL                        | 2030-05-21      | 7.0000%  | 0.0000% | $785000.00         | $825117.86         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC              | 2028-04-15      | 6.7500%  | 0.0000% | $271000.00         | $283377.93         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC              | 2031-10-01      | 6.5000%  | 0.0000% | $200000.00         | $210514.44         | Corporate Debt Securities |
| ATI INC                                        | 2031-10-01      | 5.1250%  | 0.0000% | $215000.00         | $214161.38         | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2036-09-15      | 6.4500%  | 0.0000% | $1200000.00        | $1277788.00        | Corporate Debt Securities |
| ODEON FINCO PLC                                | 2027-11-01      | 12.7500% | 0.0000% | $3000000.00        | $3241025.00        | Corporate Debt Securities |
| CHORD ENERGY CORP                              | 2033-03-15      | 6.7500%  | 0.0000% | $188000.00         | $198658.66         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC           | 2032-07-15      | 7.3750%  | 0.0000% | $211000.00         | $221930.62         | Corporate Debt Securities |
| HOWDEN UK REFINANCE PLC                        | 2031-02-15      | 7.2500%  | 0.0000% | $1600000.00        | $1659423.11        | Corporate Debt Securities |
| IMOLA MERGER CORP                              | 2029-05-15      | 4.7500%  | 0.0000% | $330000.00         | $326634.73         | Corporate Debt Securities |
| ING GROEP NV                                   | 2079-12-31      | 3.8750%  | 0.0000% | $1750000.00        | $1683266.91        | Corporate Debt Securities |
| INTERFACE INC                                  | 2028-12-01      | 5.5000%  | 0.0000% | $1200000.00        | $1210973.33        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH                           | 2029-05-15      | 6.3750%  | 0.0000% | $750000.00         | $767847.50         | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH                           | 2032-11-15      | 8.0000%  | 0.0000% | $2242000.00        | $2393270.23        | Corporate Debt Securities |
| MAYA SAS                                       | 2031-04-15      | 8.5000%  | 0.0000% | $729000.00         | $808722.63         | Corporate Debt Securities |
| MAYA SAS                                       | 2032-04-15      | 7.0000%  | 0.0000% | $211000.00         | $222724.33         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                           | 2029-02-01      | 4.3750%  | 0.0000% | $648000.00         | $546946.20         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                           | 2029-01-15      | 9.7500%  | 0.0000% | $651000.00         | $657585.95         | Corporate Debt Securities |
| INVERSION ESCROW ISSUER LLC                    | 2032-08-01      | 6.7500%  | 0.0000% | $590000.00         | $587129.65         | Corporate Debt Securities |
| IQVIA INC                                      | 2032-06-01      | 6.2500%  | 0.0000% | $200000.00         | $209483.39         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2028-02-15      | 9.2500%  | 0.0000% | $264000.00         | $276415.19         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2032-04-01      | 7.6250%  | 0.0000% | $123000.00         | $126459.65         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2033-01-15      | 7.3750%  | 0.0000% | $18000.00          | $17761.21          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2034-01-15      | 8.3750%  | 0.0000% | $3026000.00        | $3115432.17        | Corporate Debt Securities |
| IRON MOUNTAIN INC                              | 2030-07-15      | 5.2500%  | 0.0000% | $1061000.00        | $1057728.58        | Corporate Debt Securities |
| IRON MOUNTAIN INC                              | 2033-01-15      | 6.2500%  | 0.0000% | $395000.00         | $407205.06         | Corporate Debt Securities |
| JH NORTH AMERICA HOLDINGS INC                  | 2032-07-31      | 6.1250%  | 0.0000% | $810000.00         | $832704.30         | Corporate Debt Securities |
| GLP CAPITAL LP                                 | 2030-01-15      | 4.0000%  | 0.0000% | $498000.00         | $483950.87         | Corporate Debt Securities |
| LINDBLAD EXPEDITIONS LLC                       | 2030-09-15      | 7.0000%  | 0.0000% | $2000.00           | $2058.34           | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC                  | 2026-03-15      | 5.6250%  | 0.0000% | $4500000.00        | $4621657.50        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                            | 2028-12-01      | 9.0000%  | 0.0000% | $1000000.00        | $1009560.00        | Corporate Debt Securities |
| STEELCASE INC.                                 | 2029-01-18      | 5.1250%  | 0.0000% | $2000000.00        | $2009813.61        | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC                      | 2032-03-15      | 7.2500%  | 0.0000% | $548000.00         | $597262.61         | Corporate Debt Securities |
| RAKUTEN GROUP INC                              | 2029-04-15      | 9.7500%  | 0.0000% | $2400000.00        | $2754028.00        | Corporate Debt Securities |
| SM ENERGY CO                                   | 2029-08-01      | 6.7500%  | 0.0000% | $655000.00         | $664877.40         | Corporate Debt Securities |
| SM ENERGY CO                                   | 2032-08-01      | 7.0000%  | 0.0000% | $32000.00          | $32354.70          | Corporate Debt Securities |
| MEDLINE BORROWER LP                            | 2029-10-01      | 5.2500%  | 0.0000% | $4581000.00        | $4639514.64        | Corporate Debt Securities |
| MURPHY OIL CORP                                | 2032-10-01      | 6.0000%  | 0.0000% | $40000.00          | $39953.47          | Corporate Debt Securities |
| NCL CORPORATION LTD                            | 2026-03-15      | 5.8750%  | 0.0000% | $158000.00         | $162525.73         | Corporate Debt Securities |
| NCL CORPORATION LTD                            | 2029-01-15      | 8.1250%  | 0.0000% | $935000.00         | $992783.52         | Corporate Debt Securities |
| NCL CORPORATION LTD                            | 2032-02-01      | 6.7500%  | 0.0000% | $1490000.00        | $1544042.30        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                       | 2029-02-15      | 8.1250%  | 0.0000% | $79000.00          | $80935.48          | Corporate Debt Securities |
| MOSS CREEK RESOURCES HOLDINGS INC              | 2031-09-01      | 8.2500%  | 0.0000% | $3000000.00        | $3109085.00        | Corporate Debt Securities |
| NAVIENT CORP                                   | 2029-03-15      | 5.5000%  | 0.0000% | $47000.00          | $47623.01          | Corporate Debt Securities |
| CATURUS ENERGY LLC                             | 2030-02-15      | 8.5000%  | 0.0000% | $505000.00         | $523687.81         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                            | 2030-06-15      | 5.8750%  | 0.0000% | $35000.00          | $35712.82          | Corporate Debt Securities |
| KINETIK HOLDINGS LP                            | 2028-12-15      | 6.6250%  | 0.0000% | $1258000.00        | $1309487.49        | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                          | 2030-12-15      | 10.7500% | 0.0000% | $281157.00         | $327141.79         | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                          | 2032-10-15      | 10.0000% | 0.0000% | $2000000.00        | $2077084.44        | Corporate Debt Securities |
| BATH & BODY WORKS INC                          | 2030-10-01      | 6.6250%  | 0.0000% | $98000.00          | $103369.04         | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC                | 2031-08-01      | 8.2500%  | 0.0000% | $2246000.00        | $2399079.87        | Corporate Debt Securities |
| LCPR SENIOR SECURED FINANCING DAC              | 2029-07-15      | 5.1250%  | 0.0000% | $200000.00         | $116252.78         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                        | 2029-02-15      | 7.2500%  | 0.0000% | $20000.00          | $20779.39          | Corporate Debt Securities |
| LIFEPOINT HEALTH INC                           | 2030-08-15      | 9.8750%  | 0.0000% | $129000.00         | $139883.77         | Corporate Debt Securities |
| LIGHTNING POWER LLC                            | 2032-08-15      | 7.2500%  | 0.0000% | $1500000.00        | $1597694.17        | Corporate Debt Securities |
| ACCO BRANDS CORP                               | 2029-03-15      | 4.2500%  | 0.0000% | $3900000.00        | $3590032.33        | Corporate Debt Securities |
| AHP HEALTH PARTNERS INC                        | 2029-07-15      | 5.7500%  | 0.0000% | $345000.00         | $344702.53         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC                         | 2030-08-01      | 7.0000%  | 0.0000% | $1000000.00        | $1027991.11        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC                         | 2033-08-01      | 7.3750%  | 0.0000% | $1000000.00        | $1029091.53        | Corporate Debt Securities |
| AECOM                                          | 2033-08-01      | 6.0000%  | 0.0000% | $697000.00         | $715335.75         | Corporate Debt Securities |
| ACRISURE LLC                                   | 2029-08-01      | 6.0000%  | 0.0000% | $4532000.00        | $4485713.17        | Corporate Debt Securities |
| ACRISURE LLC                                   | 2029-06-15      | 8.5000%  | 0.0000% | $1000000.00        | $1069942.22        | Corporate Debt Securities |
| ACRISURE LLC                                   | 2032-07-01      | 6.7500%  | 0.0000% | $770000.00         | $800451.58         | Corporate Debt Securities |
| OLYMPUS WATER US HOLDING CORP                  | 2031-06-15      | 7.2500%  | 0.0000% | $596000.00         | $626816.51         | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                            | 2026-06-01      | 6.0000%  | 0.0000% | $4257000.00        | $4336251.15        | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                            | 2030-10-01      | 6.3750%  | 0.0000% | $1000000.00        | $1063318.33        | Corporate Debt Securities |
| SEADRILL FINANCE LTD                           | 2030-08-01      | 8.3750%  | 0.0000% | $1930000.00        | $2019578.81        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2029-12-15      | 8.2500%  | 0.0000% | $449000.00         | $484730.67         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2031-07-15      | 8.5000%  | 0.0000% | $557000.00         | $595638.47         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2034-12-01      | 5.7500%  | 0.0000% | $2150000.00        | $2118836.94        | Corporate Debt Securities |
| MATIV HOLDINGS INC                             | 2029-10-01      | 8.0000%  | 0.0000% | $4813000.00        | $4921046.50        | Corporate Debt Securities |
| SCIENCE APPLICATIONS INTERNATIONAL CORP        | 2028-04-01      | 4.8750%  | 0.0000% | $3200000.00        | $3224837.33        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                   | 2028-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2838021.67        | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                       | 2032-07-15      | 6.6250%  | 0.0000% | $227000.00         | $236338.15         | Corporate Debt Securities |
| SMYRNA READY MIX CONCRETE LLC                  | 2031-11-15      | 8.8750%  | 0.0000% | $238000.00         | $260616.88         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL              | 2030-08-15      | 3.3750%  | 0.0000% | $263000.00         | $243730.65         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL              | 2031-05-15      | 4.0000%  | 0.0000% | $2584000.00        | $2460163.24        | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL              | 2032-10-15      | 5.7500%  | 0.0000% | $148000.00         | $152804.49         | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                       | 2032-06-15      | 8.8750%  | 0.0000% | $279000.00         | $293559.46         | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP                   | 2032-05-01      | 6.6250%  | 0.0000% | $98000.00          | $101682.38         | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2029-04-01      | 4.7500%  | 0.0000% | $2444000.00        | $2420874.33        | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2032-08-15      | 6.5000%  | 0.0000% | $680000.00         | $704179.29         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2033-08-01      | 6.2500%  | 0.0000% | $250000.00         | $257185.90         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2029-11-15      | 5.3750%  | 0.0000% | $440000.00         | $441948.22         | Corporate Debt Securities |
| SPIRIT AROSYSTMS                               | 2029-11-30      | 9.3750%  | 0.0000% | $481000.00         | $520305.92         | Corporate Debt Securities |
| BLOCK INC                                      | 2032-05-15      | 6.5000%  | 0.0000% | $198000.00         | $208750.96         | Corporate Debt Securities |
| SOTHEBYS                                       | 2027-10-15      | 7.3750%  | 0.0000% | $795000.00         | $798408.78         | Corporate Debt Securities |
| SNAP INC                                       | 2033-03-01      | 6.8750%  | 0.0000% | $3000000.00        | $3139438.75        | Corporate Debt Securities |
| NEXSTAR MEDIA INC                              | 2028-11-01      | 4.7500%  | 0.0000% | $50000.00          | $49916.47          | Corporate Debt Securities |
| NISSAN MTR CO LTD                              | 2030-09-17      | 4.8100%  | 0.0000% | $2300000.00        | $2193705.50        | Corporate Debt Securities |
| SK INVICTUS INTERMEDIATE II SARL               | 2029-10-30      | 5.0000%  | 0.0000% | $3149000.00        | $3147859.36        | Corporate Debt Securities |
| NEWELL BRANDS INC                              | 2030-05-15      | 6.3750%  | 0.0000% | $200000.00         | $201115.33         | Corporate Debt Securities |
| ENCORE CAP GRP                                 | 2029-04-01      | 9.2500%  | 0.0000% | $500000.00         | $546223.89         | Corporate Debt Securities |
| ENCORE CAP GRP                                 | 2030-05-15      | 8.5000%  | 0.0000% | $2806000.00        | $3032712.33        | Corporate Debt Securities |
| EMRLD BORROWER LP                              | 2030-12-15      | 6.6250%  | 0.0000% | $2762000.00        | $2881147.31        | Corporate Debt Securities |
| EQUIPMENTSHARECOM INC                          | 2032-05-15      | 8.6250%  | 0.0000% | $200000.00         | $220447.33         | Corporate Debt Securities |
| NOVA CHEMICALS CORP                            | 2028-11-15      | 8.5000%  | 0.0000% | $1000000.00        | $1071665.56        | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC    | 2032-02-01      | 7.5000%  | 0.0000% | $150000.00         | $150564.50         | Corporate Debt Securities |
| Novelis                                        | 2031-08-15      | 3.8750%  | 0.0000% | $1169000.00        | $1062722.64        | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC                       | 2028-03-01      | 8.1250%  | 0.0000% | $3700000.00        | $3881572.36        | Corporate Debt Securities |
| ENERSYS                                        | 2027-12-15      | 4.3750%  | 0.0000% | $1100000.00        | $1093436.36        | Corporate Debt Securities |
| MARTIN MDSTRM                                  | 2028-02-15      | 11.5000% | 0.0000% | $3000000.00        | $3181566.67        | Corporate Debt Securities |
| MACYS RETAIL HOLDINGS LLC                      | 2034-12-15      | 4.5000%  | 0.0000% | $967000.00         | $812299.34         | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                       | 2032-03-15      | 4.2790%  | 0.0000% | $5000000.00        | $4396916.11        | Corporate Debt Securities |
| MICHAELS COMPANIES INC                         | 2029-05-01      | 7.8750%  | 0.0000% | $498000.00         | $353033.45         | Corporate Debt Securities |
| MPT Opt Partner                                | 2031-03-15      | 3.5000%  | 0.0000% | $173000.00         | $125057.28         | Corporate Debt Securities |
| MASTERBRAND INC                                | 2032-07-15      | 7.0000%  | 0.0000% | $1200000.00        | $1255098.67        | Corporate Debt Securities |
| MATADOR RESOURCES CO                           | 2032-04-15      | 6.5000%  | 0.0000% | $2625000.00        | $2729959.17        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC                    | 2027-12-15      | 5.0000%  | 0.0000% | $2000000.00        | $2009495.56        | Corporate Debt Securities |
| BWAY HOLDING CO                                | 2027-04-15      | 7.8750%  | 0.0000% | $3316000.00        | $3364753.49        | Corporate Debt Securities |
| MEDLINE BORROWER LP                            | 2029-04-01      | 6.2500%  | 0.0000% | $585000.00         | $617142.50         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                      | 2032-04-17      | 7.6250%  | 0.0000% | $261000.00         | $278348.23         | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2028-08-15      | 6.7500%  | 0.0000% | $3852000.00        | $3941077.50        | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2031-12-01      | 7.1250%  | 0.0000% | $2500000.00        | $2650441.67        | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2033-01-15      | 6.0000%  | 0.0000% | $2755000.00        | $2859974.68        | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2033-05-31      | 6.3750%  | 0.0000% | $1500000.00        | $1542421.88        | Corporate Debt Securities |
| TRANSOCEAN TITAN FINANCING LTD                 | 2028-02-01      | 8.3750%  | 0.0000% | $3288000.00        | $2748044.03        | Corporate Debt Securities |
| TWILIO INC                                     | 2029-03-15      | 3.6250%  | 0.0000% | $632000.00         | $612751.74         | Corporate Debt Securities |
| TOLL ROAD INVESTORS PARTNERSHIP II LP          | 2028-02-15      | 0.0000%  | 0.0000% | $1200000.00        | $1033128.00        | Corporate Debt Securities |
| TOPBUILD CORP                                  | 2029-03-15      | 3.6250%  | 0.0000% | $1818000.00        | $1763576.15        | Corporate Debt Securities |
| CALUMET SPE                                    | 2026-04-15      | 11.0000% | 0.0000% | $350000.00         | $366392.06         | Corporate Debt Securities |
| UKG INC                                        | 2031-02-01      | 6.8750%  | 0.0000% | $3375000.00        | $3515086.87        | Corporate Debt Securities |
| US FOODS INC                                   | 2029-02-15      | 4.7500%  | 0.0000% | $4167000.00        | $4110400.56        | Corporate Debt Securities |
| US FOODS INC                                   | 2032-01-15      | 7.2500%  | 0.0000% | $72000.00          | $76322.24          | Corporate Debt Securities |
| US FOODS INC                                   | 2033-04-15      | 5.7500%  | 0.0000% | $5165000.00        | $5319964.35        | Corporate Debt Securities |
| USI INC                                        | 2032-01-15      | 7.5000%  | 0.0000% | $200000.00         | $213739.33         | Corporate Debt Securities |
| UWM HOLDINGS LLC                               | 2030-02-01      | 6.6250%  | 0.0000% | $327000.00         | $334113.16         | Corporate Debt Securities |
| CSC HOLDINGS LLC                               | 2028-05-15      | 11.2500% | 0.0000% | $200000.00         | $206500.00         | Corporate Debt Securities |
| CSC HOLDINGS LLC                               | 2029-01-31      | 11.7500% | 0.0000% | $1363000.00        | $1263153.81        | Corporate Debt Securities |
| CNX RESOURCES CORP                             | 2032-03-01      | 7.2500%  | 0.0000% | $2425000.00        | $2606941.01        | Corporate Debt Securities |
| CNX MIDSTREAM PARTNERS LP                      | 2030-04-15      | 4.7500%  | 0.0000% | $1000000.00        | $966650.56         | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP INC                | 2027-06-15      | 7.0000%  | 0.0000% | $99000.00          | $100207.69         | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP INC                | 2032-07-01      | 6.5000%  | 0.0000% | $1036000.00        | $1004588.48        | Corporate Debt Securities |

### Security 277: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| RACKSPACE FINANCE LLC                | 2028-05-15      | 3.5000%  | 0.0000% | $2154969.00        | $994499.04         | Corporate Debt Securities |
| QVC INC                              | 2034-08-15      | 5.4500%  | 0.0000% | $1867000.00        | $871999.98         | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC        | 2030-12-01      | 11.0000% | 0.0000% | $899000.00         | $902945.61         | Corporate Debt Securities |
| SPX FLOW INC                         | 2030-04-01      | 8.7500%  | 0.0000% | $1732000.00        | $1856517.33        | Corporate Debt Securities |
| UNITI GROUP LP                       | 2030-01-15      | 6.0000%  | 0.0000% | $1199000.00        | $1109966.26        | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC          | 2055-12-01      | 7.0000%  | 0.0000% | $285000.00         | $291942.92         | Corporate Debt Securities |
| GPD COMPANIES INC                    | 2029-12-31      | 12.5000% | 0.0000% | $1000.00           | $862.60            | Corporate Debt Securities |
| ZEBRA TECH CORP                      | 2032-06-01      | 6.5000%  | 0.0000% | $1399000.00        | $1460638.39        | Corporate Debt Securities |
| 1261229 BC LTD                       | 2032-04-15      | 10.0000% | 0.0000% | $2737000.00        | $2956224.58        | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC             | 2029-08-15      | 4.0000%  | 0.0000% | $975000.00         | $897629.42         | Corporate Debt Securities |
| LUNA 1.5 SARL                        | 2032-07-01      | 12.0000% | 0.0000% | $1007000.00        | $1031275.41        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC | 2029-05-01      | 6.7500%  | 0.0000% | $2114000.00        | $2179016.07        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC | 2030-01-15      | 6.0000%  | 0.0000% | $2189000.00        | $2231824.14        | Corporate Debt Securities |
| FULL HOUSE RESORTS INC               | 2028-02-15      | 8.2500%  | 0.0000% | $1169000.00        | $1126306.17        | Corporate Debt Securities |
| FULL HOUSE RESORTS INC               | 2028-02-15      | 8.2500%  | 0.0000% | $2367000.00        | $2280553.21        | Corporate Debt Securities |
| ARKO CORP                            | 2029-11-15      | 5.1250%  | 0.0000% | $2858000.00        | $2449579.10        | Corporate Debt Securities |
| ARMOR HOLDCO INC                     | 2029-11-15      | 8.5000%  | 0.0000% | $2392000.00        | $2399141.45        | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC        | 2032-05-08      | 4.7500%  | 0.0000% | $397000.00         | $411770.72         | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC          | 2029-05-30      | 7.2500%  | 0.0000% | $1500000.00        | $1204385.42        | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC          | 2030-01-30      | 5.2500%  | 0.0000% | $1000000.00        | $734229.17         | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC          | 2029-02-15      | 6.2500%  | 0.0000% | $2700000.00        | $2117692.50        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST         | 2031-03-01      | 4.3750%  | 0.0000% | $868000.00         | $758937.49         | Corporate Debt Securities |
| DOMINION ENERGY INC                  | 2056-02-15      | 6.0000%  | 0.0000% | $181000.00         | $183827.82         | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY          | 2029-08-01      | 10.8750% | 0.0000% | $1157000.00        | $1135674.56        | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY          | 2029-08-01      | 10.8750% | 0.0000% | $2300000.00        | $2257607.17        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE          | 2079-12-31      | 6.8500%  | 0.0000% | $5000.00           | $5165.68           | Corporate Debt Securities |
| GLOBAL MARINE INC.                   | 2028-06-01      | 7.0000%  | 0.0000% | $2391000.00        | $2264542.67        | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC             | 2029-09-30      | 9.0000%  | 0.0000% | $668000.00         | $719623.04         | Corporate Debt Securities |
| PETSMART LLC                         | 2033-09-15      | 10.0000% | 0.0000% | $3054000.00        | $2999564.15        | Corporate Debt Securities |
| COMMSCOPE LLC                        | 2027-03-01      | 8.2500%  | 0.0000% | $516000.00         | $543679.10         | Corporate Debt Securities |
| MILLENNIUM ESCROW CORP               | 2026-08-01      | 6.6250%  | 0.0000% | $2723000.00        | $2632549.50        | Corporate Debt Securities |
| HILCORP ENERGY I LP                  | 2032-04-15      | 6.2500%  | 0.0000% | $200000.00         | $196618.78         | Corporate Debt Securities |
| HERTZ CORPORATION (THE)              | 2029-12-01      | 5.0000%  | 0.0000% | $1757000.00        | $1279187.75        | Corporate Debt Securities |
| BRIGHTLINE EAST LLC                  | 2030-01-31      | 11.0000% | 0.0000% | $2458000.00        | $1456665.42        | Corporate Debt Securities |
| CARRIAGE PURCHASER INC               | 2029-10-15      | 7.8750%  | 0.0000% | $483000.00         | $460507.90         | Corporate Debt Securities |
| CENTENE CORP                         | 2028-07-15      | 2.4500%  | 0.0000% | $1336000.00        | $1238531.38        | Corporate Debt Securities |
| CITIGROUP INC                        | 2079-12-31      | 6.7500%  | 0.0000% | $1000.00           | $1012.77           | Corporate Debt Securities |
| CITIGROUP INC                        | 2079-12-31      | 6.7500%  | 0.0000% | $951000.00         | $963139.52         | Corporate Debt Securities |
| C&S GROUP ENTERPRISES LLC            | 2028-12-15      | 5.0000%  | 0.0000% | $870000.00         | $798266.57         | Corporate Debt Securities |
| GREAT LAKES DREDGE & DOCK CORP       | 2029-06-01      | 5.2500%  | 0.0000% | $1225000.00        | $1193288.83        | Corporate Debt Securities |
| CLARIOS US FINANCE COMPANY INC       | 2027-05-15      | 8.5000%  | 0.0000% | $1137000.00        | $1169967.95        | Corporate Debt Securities |
| PARKLAND CORP                        | 2029-10-01      | 4.5000%  | 0.0000% | $313000.00         | $310311.33         | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC        | 2030-08-01      | 10.3750% | 0.0000% | $680000.00         | $668528.02         | Corporate Debt Securities |
| VIASAT INC                           | 2028-07-15      | 6.5000%  | 0.0000% | $1472000.00        | $1441447.82        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                 | 2026-07-28      | 3.7500%  | 0.0000% | $2000.00           | $1993.28           | Corporate Debt Securities |
| ALTICE FINANCING SA                  | 2029-08-15      | 5.7500%  | 0.0000% | $3917000.00        | $3112981.35        | Corporate Debt Securities |
| ALTICE FINANCING SA                  | 2027-07-15      | 9.6250%  | 0.0000% | $1354000.00        | $1276840.81        | Corporate Debt Securities |
| ALTICE FINANCING SA                  | 2027-07-15      | 9.6250%  | 0.0000% | $2236000.00        | $2108579.06        | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC    | 2027-10-15      | 6.7500%  | 0.0000% | $2015000.00        | $2068891.18        | Corporate Debt Securities |
| ALLIED UNIVERSAL HOLDCO LLC          | 2029-06-01      | 6.0000%  | 0.0000% | $649000.00         | $652002.71         | Corporate Debt Securities |
| OFFICE PROPERTIES INCOME TRUST       | 2029-03-31      | 9.0000%  | 0.0000% | $905000.00         | $939797.25         | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST             | 2027-02-15      | 4.9500%  | 0.0000% | $1794000.00        | $1752585.51        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST             | 2028-01-15      | 3.9500%  | 0.0000% | $3262000.00        | $3045591.67        | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                | 2029-12-01      | 5.6250%  | 0.0000% | $1990000.00        | $2024128.50        | Corporate Debt Securities |
| HUGHES SATELLITE SYSTEMS CORP        | 2026-08-01      | 5.2500%  | 0.0000% | $2000000.00        | $1965366.67        | Corporate Debt Securities |
| LUMMUS TECHNOLOGY HOLDINGS V LLC     | 2028-07-01      | 9.0000%  | 0.0000% | $2005000.00        | $2034473.50        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC             | 2030-08-15      | 7.7500%  | 0.0000% | $330000.00         | $261687.98         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC             | 2028-03-18      | 3.7500%  | 0.0000% | $902000.00         | $909270.87         | Corporate Debt Securities |
| SM ENERGY CO                         | 2032-08-01      | 7.0000%  | 0.0000% | $5000.00           | $5055.42           | Corporate Debt Securities |
| MEDLINE BORROWER LP                  | 2029-04-01      | 3.8750%  | 0.0000% | $1185000.00        | $1157484.96        | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                | 2031-04-15      | 4.0000%  | 0.0000% | $680555.00         | $571869.61         | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                | 2033-06-30      | 6.8750%  | 0.0000% | $843.00            | $861.88            | Corporate Debt Securities |
| LABL INC                             | 2029-11-01      | 8.2500%  | 0.0000% | $108000.00         | $73120.50          | Corporate Debt Securities |
| ABRA GLOBAL FINANCE                  | 2029-10-22      | 6.0000%  | 0.0000% | $310184.00         | $277562.98         | Corporate Debt Securities |
| OSAIC HOLDINGS INC                   | 2033-08-01      | 8.0000%  | 0.0000% | $1089000.00        | $1111414.04        | Corporate Debt Securities |
| ACRISURE LLC                         | 2029-02-01      | 8.2500%  | 0.0000% | $292000.00         | $305758.07         | Corporate Debt Securities |
| OLYMPUS WATER US HOLDING CORP        | 2029-10-01      | 6.2500%  | 0.0000% | $2000000.00        | $1996808.89        | Corporate Debt Securities |
| SCIENTIFIC GAMES HOLDINGS LP         | 2030-03-01      | 6.6250%  | 0.0000% | $1239000.00        | $1230657.74        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC        | 2030-03-01      | 5.5000%  | 0.0000% | $85000.00          | $70141.53          | Corporate Debt Securities |
| BLOCK INC                            | 2033-08-15      | 6.0000%  | 0.0000% | $2241000.00        | $2298511.53        | Corporate Debt Securities |
| SOCIETE GENERALE SA                  | 2035-07-08      | 3.6530%  | 0.0000% | $530000.00         | $494073.99         | Corporate Debt Securities |
| ENBRIDGE INC                         | 2084-01-15      | 8.5000%  | 0.0000% | $1648000.00        | $1886414.33        | Corporate Debt Securities |
| ENERGY TRANSFER LP                   | 2079-12-31      | 6.5000%  | 0.0000% | $1000.00           | $1021.27           | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC             | 2032-03-15      | 4.2790%  | 0.0000% | $268000.00         | $215952.58         | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC             | 2029-03-15      | 4.0540%  | 0.0000% | $2000.00           | $1932.86           | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC         | 2030-12-31      | 5.7500%  | 0.0000% | $648699.00         | $564129.38         | Corporate Debt Securities |
| MCGRAW-HILL EDUCATION INC            | 2029-08-01      | 8.0000%  | 0.0000% | $2200000.00        | $2254146.89        | Corporate Debt Securities |
| CALUMET SPE                          | 2027-01-15      | 8.1250%  | 0.0000% | $1075000.00        | $1088287.60        | Corporate Debt Securities |
| CSC HOLDINGS LLC                     | 2031-02-15      | 3.3750%  | 0.0000% | $4504000.00        | $2869869.98        | Corporate Debt Securities |
| CALDERYS FINANCING II LLC            | 2028-06-01      | 11.7500% | 0.0000% | $2135000.00        | $2286675.14        | Corporate Debt Securities |

### Security 278: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| METLIFE SHORT TERM FUNDING LLC | 2025-08-29      | 0.0000%  | 0.0000% | $500000.00         | $497624.00         | Money Market                       |
| ENBRIDGE (US) INC              | 2025-10-03      | 0.0000%  | 0.0000% | $15575000.00       | $15504756.75       | Money Market                       |
| CBRE SERVICES INC              | 2025-09-02      | 0.0000%  | 0.0000% | $76402301.00       | $76020289.50       | Money Market                       |
| ABN AMRO FUNDING USA LLC       | 2025-09-02      | 0.0000%  | 0.0000% | $3225000.00        | $3223055.33        | Money Market                       |
| EDISON INTL                    | 2025-09-19      | 0.0000%  | 0.0000% | $4261680.00        | $4249730.25        | Money Market                       |
| UNITED STATES TREASURY         | 2034-11-15      | 4.2500%  | 0.0000% | $54035900.00       | $55111098.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY         | 2027-01-15      | 2.3750%  | 0.0000% | $756000.00         | $1236183.09        | U.S. Treasuries (including strips) |

### Security 279: Mizuho Securities USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MAGNETITE LTD 2023-39R         A-R    20370125 FLT     | 2037-01-25      | 5.4885%  | 0.0000% | $20250000.00       | $20337601.56       | Asset-Backed Securities                           |
| NISSAN AUTO LEASE TRUST 2024-B A-2B   20270615 FLT     | 2027-06-15      | 4.7527%  | 0.0000% | $1900000.00        | $1438402.73        | Asset-Backed Securities                           |
| NEWSTAR FAIRFIELD FUD CLO 2018 A-1-N  20300422 FLT     | 2030-04-22      | 5.8571%  | 0.0000% | $5000000.00        | $127219.56         | Asset-Backed Securities                           |
| SERVPRO MASTER 2021-1 LLC      A-2    20510425 2.39400 | 2051-04-25      | 2.3940%  | 0.0000% | $6000000.00        | $5410210.12        | Asset-Backed Securities                           |
| OHA LOAN FDG 2015-1R3 LTD      A-R3   20370119 FLT     | 2037-01-19      | 5.7371%  | 0.0000% | $8500000.00        | $8550704.13        | Asset-Backed Securities                           |
| HOTWIRE FUNDING LLC 2021-1     B      20511120 2.65800 | 2051-11-20      | 2.6580%  | 0.0000% | $500000.00         | $484697.75         | Asset-Backed Securities                           |
| OHA CREDIT FDG 10-R 2021-10R   C      20380718 FLT     | 2038-07-18      | 6.0788%  | 0.0000% | $2250000.00        | $2260943.96        | Asset-Backed Securities                           |
| AFFIRM AST SECTZN TR 2024-B    A      20290917 4.62000 | 2029-09-17      | 4.6200%  | 0.0000% | $21912000.00       | $21971834.38       | Asset-Backed Securities                           |
| PALMER SQUARE CR FDG 2019-1R   B-R    20370420 3.20000 | 2037-04-20      | 3.2000%  | 0.0000% | $6000000.00        | $5783860.00        | Asset-Backed Securities                           |
| GREAT AMER LSG RECV FDG 2023-1 A-4    20300315 5.06000 | 2030-03-15      | 5.0600%  | 0.0000% | $2807000.00        | $2850979.45        | Asset-Backed Securities                           |
| JGWPT XLI LLC 2018-1           B      20721017 4.70000 | 2072-10-17      | 4.7000%  | 0.0000% | $1000000.00        | $716504.36         | Asset-Backed Securities                           |
| BENEFIT STR PARTNERS 2025-41   B      20380726 FLT     | 2038-07-26      | 5.9675%  | 0.0000% | $1350000.00        | $1356471.16        | Asset-Backed Securities                           |
| GOLDENTREE LOAN MANAGEMENT 202 B      20380720 FLT     | 2038-07-20      | 5.9241%  | 0.0000% | $5000000.00        | $5018101.45        | Asset-Backed Securities                           |
| BHG SEC TR 2022-B              D      20350618 6.69000 | 2035-06-18      | 6.6900%  | 0.0000% | $2750000.00        | $2804231.29        | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2023-3     B      20290716 5.64000 | 2029-07-16      | 5.6400%  | 0.0000% | $3494000.00        | $3532113.72        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER 2023-70B A      20361027 FLT     | 2036-10-27      | 6.0685%  | 0.0000% | $1800000.00        | $1811627.81        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2020-IIR      A-R    20341020 FLT     | 2034-10-20      | 5.7571%  | 0.0000% | $4246000.00        | $4277619.36        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN 2025-36R B      20390720 FLT     | 2039-07-20      | 0.0100%  | 0.0000% | $3250000.00        | $3246568.90        | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2021-15R     X-R    20350125 FLT     | 2035-01-25      | 5.5801%  | 0.0000% | $4000000.00        | $491913.53         | Asset-Backed Securities                           |
| ELMWOOD CLO IV LTD 2020-4R     C-R    20370420 FLT     | 2037-04-20      | 6.6290%  | 0.0000% | $4000000.00        | $4032415.33        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2024-37        B      20380119 FLT     | 2038-01-19      | 5.8224%  | 0.0000% | $7000000.00        | $7035941.73        | Asset-Backed Securities                           |
| REGATTA FDG LTD 2020-17R       D-1R   20371015 FLT     | 2037-10-15      | 7.4176%  | 0.0000% | $4500000.00        | $4524623.72        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           C      20550525 FLT     | 2055-05-25      | 5.9100%  | 0.0000% | $2719000.00        | $2590080.15        | Private Label Collateralized Mortgage Obligations |
| HOME RE LTD 2022-1             M-2    20341025 FLT     | 2034-10-25      | 11.0984% | 0.0000% | $6500000.00        | $7046202.51        | Private Label Collateralized Mortgage Obligations |

### Security 280: Mizuho Securities USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| IMPRL_22-NQM4                                   | 2067-06-25      | 4.9883%  | 0.0000% | $100000.00         | $73218.75          | Asset-Backed Securities                           |
| ANGEL OAK MORTGAGE TRUST AOMT_21-2              | 2066-04-25      | 0.9850%  | 0.0000% | $3490000.00        | $942978.80         | Asset-Backed Securities                           |
| JBS USA HOLDING LUX SARL                        | 2066-04-15      | 6.3750%  | 0.0000% | $2710000.00        | $2728771.27        | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2045-11-20      | 4.1250%  | 0.0000% | $856.00            | $744.57            | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2027-10-27      | 4.3750%  | 0.0000% | $4500.00           | $4577.52           | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2055-04-20      | 4.9750%  | 0.0000% | $400457.00         | $362953.03         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2034-10-28      | 5.7500%  | 0.0000% | $131675.00         | $141829.30         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2060-09-10      | 5.2500%  | 0.0000% | $49507.00          | $46115.56          | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2037-02-14      | 5.4420%  | 0.0000% | $99628.00          | $103408.64         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                             | 2035-01-31      | 5.4000%  | 0.0000% | $2493000.00        | $2574695.61        | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2033-01-15      | 7.8750%  | 0.0000% | $68373.00          | $81941.96          | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                  | 2031-01-23      | 4.3750%  | 0.0000% | $1162.00           | $1170.33           | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                | 2079-12-31      | 3.7000%  | 0.0000% | $2500000.00        | $2480429.17        | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CREDIT CORP               | 2028-05-06      | 5.8750%  | 0.0000% | $890000.00         | $920216.37         | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION LLC                    | 2033-01-15      | 4.7500%  | 0.0000% | $1000000.00        | $999991.11         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                              | 2054-10-15      | 6.6250%  | 0.0000% | $50000.00          | $51363.49          | Corporate Debt Securities                         |
| BARINGS BDC INC                                 | 2029-02-15      | 7.0000%  | 0.0000% | $2775000.00        | $2890668.17        | Corporate Debt Securities                         |
| ARES CAPITAL CORPORATION                        | 2030-09-01      | 5.5000%  | 0.0000% | $6000000.00        | $6156053.33        | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2060-12-01      | 2.7800%  | 0.0000% | $625000.00         | $338534.72         | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2034-01-15      | 3.0000%  | 0.0000% | $39000.00          | $33629.18          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2072-01-15      | 3.6000%  | 0.0000% | $74000.00          | $45195.50          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2035-02-08      | 5.3750%  | 0.0000% | $100000.00         | $101506.54         | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2055-06-30      | 6.2000%  | 0.0000% | $1525000.00        | $1560320.69        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                           | 2041-11-01      | 3.3660%  | 0.0000% | $1470000.00        | $1120805.91        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND                  | 2029-11-22      | 5.6000%  | 0.0000% | $4200000.00        | $4341283.33        | Corporate Debt Securities                         |
| T-MOBILE USA INC                                | 2026-02-15      | 1.5000%  | 0.0000% | $500000.00         | $493311.67         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)      | 2034-01-20      | 8.2500%  | 0.0000% | $3000.00           | $3485.21           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)      | 2037-01-20      | 7.1250%  | 0.0000% | $109000.00         | $119160.84         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)      | 2028-01-13      | 4.6250%  | 0.0000% | $250000.00         | $251347.43         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)      | 2029-05-30      | 4.5000%  | 0.0000% | $346000.00         | $345766.45         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                             | 2071-09-21      | 3.2500%  | 0.0000% | $200000.00         | $123456.78         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                             | 2054-01-05      | 5.3300%  | 0.0000% | $3446294.00        | $3263623.19        | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC           | 2055-03-15      | 6.7500%  | 0.0000% | $65000.00          | $68498.95          | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC                       | 2031-07-29      | 6.7000%  | 0.0000% | $2000000.00        | $2128686.67        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                 | 2034-04-28      | 8.1250%  | 0.0000% | $11000.00          | $12587.07          | Corporate Debt Securities                         |
| WP CAREY INC                                    | 2029-07-15      | 3.8500%  | 0.0000% | $4000000.00        | $3955342.22        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC         | 2026-03-20      | 4.3600%  | 0.0000% | $300000.00         | $303479.23         | Corporate Debt Securities                         |
| NXP BV                                          | 2051-11-30      | 3.2500%  | 0.0000% | $3000000.00        | $1976654.17        | Corporate Debt Securities                         |
| NXP BV                                          | 2031-05-11      | 2.5000%  | 0.0000% | $5166000.00        | $4666344.48        | Corporate Debt Securities                         |
| NXP BV                                          | 2032-08-19      | 4.8500%  | 0.0000% | $1025000.00        | $1028441.15        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2031-04-15      | 3.1250%  | 0.0000% | $250000.00         | $217715.49         | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2042-02-22      | 4.1250%  | 0.0000% | $4500000.00        | $3135159.37        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2030-04-25      | 7.3750%  | 0.0000% | $4100000.00        | $4439901.39        | Corporate Debt Securities                         |
| RMCT_25-J2                                      | 2055-11-26      | 1.6516%  | 0.0000% | $67320000.00       | $2371502.24        | Private Label Collateralized Mortgage Obligations |
| RCKT_21-6                                       | 2051-12-26      | 0.0942%  | 0.0000% | $601784000.00      | $2628300.54        | Private Label Collateralized Mortgage Obligations |
| STAR_21-1                                       | 2065-05-25      | 2.3630%  | 0.0000% | $3150000.00        | $2818181.80        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP                 | 2033-06-15      | 5.2401%  | 0.0000% | $12925000.00       | $11886036.13       | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                   | 2051-07-25      | 0.1891%  | 0.0000% | $149999994.00      | $1234576.03        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-C6 | 2051-11-10      | 5.2355%  | 0.0000% | $2240000.00        | $1648295.36        | Private Label Collateralized Mortgage Obligations |
| FSMT_21-12                                      | 2051-11-27      | 0.2142%  | 0.0000% | $396110000.00      | $3900939.44        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-INV1                                    | 2070-03-25      | 6.4890%  | 0.0000% | $898978.00         | $916143.98         | Private Label Collateralized Mortgage Obligations |
| EFMT_25-NQM3                                    | 2070-08-25      | 0.0000%  | 0.0000% | $895000.00         | $894827.74         | Private Label Collateralized Mortgage Obligations |
| EFMT_25-NQM3                                    | 2070-08-25      | 0.0000%  | 0.0000% | $1357000.00        | $1355481.66        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-NQM3                                    | 2070-08-25      | 6.0520%  | 0.0000% | $932000.00         | $944969.82         | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV5                                   | 2056-05-25      | 0.5000%  | 0.0000% | $221145997.00      | $3461227.39        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                   | 2056-02-25      | 0.5957%  | 0.0000% | $216541998.00      | $3705660.33        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV5                                     | 2052-01-25      | 0.2287%  | 0.0000% | $144305995.00      | $1325110.43        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                      | 2051-10-25      | 0.1329%  | 0.0000% | $312572452.00      | $1700087.71        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM5   | 2065-02-25      | 5.8000%  | 0.0000% | $2000000.00        | $1884846.44        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TRUST AOMT_24-11             | 2069-08-25      | 5.7000%  | 0.0000% | $1415559.00        | $1259633.73        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-3                                      | 2051-07-25      | 0.5948%  | 0.0000% | $35000000.00       | $1138737.88        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR ADMT_23-NQM5                         | 2068-11-25      | 7.0490%  | 0.0000% | $670000.00         | $524138.73         | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                   | 2035-12-15      | 5.8610%  | 0.0000% | $7000000.00        | $6929273.95        | Private Label Collateralized Mortgage Obligations |
| MSRM_24-4                                       | 2054-09-25      | 0.9913%  | 0.0000% | $355677000.00      | $4461768.54        | Private Label Collateralized Mortgage Obligations |
| SKY1 TRUST SKY1_25-LINE                         | 2042-04-15      | 8.0289%  | 0.0000% | $5000000.00        | $5015398.32        | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                   | 2052-04-25      | 0.1699%  | 0.0000% | $270647993.00      | $1912680.39        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1                                   | 2052-02-26      | 9.2500%  | 0.0000% | $2910000.00        | $2472109.32        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1-M3                                | 2052-02-26      | 10.2000% | 0.0000% | $3122000.00        | $2689774.86        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-HE1                                     | 2065-07-27      | 5.6726%  | 0.0000% | $7000000.00        | $6806940.78        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-H4        | 2051-12-15      | 3.0000%  | 0.0000% | $4300000.00        | $3293367.13        | Private Label Collateralized Mortgage Obligations |
| BX_24-BRBK                                      | 2041-10-15      | 8.4131%  | 0.0000% | $5000000.00        | $5028618.87        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_21-1              | 2066-06-25      | 2.2870%  | 0.0000% | $5000000.00        | $3910358.89        | Private Label Collateralized Mortgage Obligations |

### Security 281: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| ATLANTA GA (CITY OF)                                             | 2042-07-01      | 5.2500%  | 0.0000% | $4650000.00        | $4826924.75        | Other Instrument |
| FLORIDA ST TPK AUTH                                              | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11466.56          | Other Instrument |
| FORT BEND CNTY TEX MUNI UTILITY DUST NO 206                      | 2053-03-01      | 5.2500%  | 0.0000% | $170000.00         | $179297.02         | Other Instrument |
| DISTRICT OF COLUMBIA WTR & SWR AUTH - SUBORD                     | 2039-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10535.26          | Other Instrument |
| PONTIAC MICH CITY SCH DIST                                       | 2036-05-01      | 4.0000%  | 0.0000% | $5000.00           | $5094.16           | Other Instrument |
| POWER CNTY IDAHO INDL DEV CORP                                   | 2032-08-01      | 6.4500%  | 0.0000% | $7000000.00        | $7061576.67        | Other Instrument |
| PUBLIC FIN AUTH WI TOLL REVENU                                   | 2060-06-30      | 5.7500%  | 0.0000% | $9010000.00        | $8861274.93        | Other Instrument |
| TENNESSEE HSG DEV AGY                                            | 2038-07-01      | 3.7500%  | 0.0000% | $15000.00          | $8659.37           | Other Instrument |
| HIDALGO CNTY TEX DRAIN DIST NO 1                                 | 2034-09-01      | 2.3220%  | 0.0000% | $450000.00         | $381735.45         | Other Instrument |
| RHODE ISLAND (STATE OF)                                          | 2036-01-15      | 3.0000%  | 0.0000% | $30000.00          | $27470.00          | Other Instrument |
| RUTHERFORD CNTY TENN                                             | 2038-04-01      | 5.0000%  | 0.0000% | $1955000.00        | $2153213.11        | Other Instrument |
| JENISON MICH PUB SCHS                                            | 2027-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10337.79          | Other Instrument |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                        | 2027-06-15      | 3.4700%  | 0.0000% | $5000000.00        | $4981463.89        | Other Instrument |
| NEW MEXICO FINANCE AUTHORITY                                     | 2036-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5496.06           | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2033-05-01      | 5.0000%  | 0.0000% | $15000.00          | $15438.58          | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2033-02-01      | 2.5800%  | 0.0000% | $4490000.00        | $3968516.43        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2054-05-01      | 5.0000%  | 0.0000% | $1045000.00        | $1053413.41        | Other Instrument |
| NEB COOPERATIVE REPUBLICAN PLAT ENHANCEMENT PROJ                 | 2032-12-15      | 2.4160%  | 0.0000% | $1295000.00        | $1130776.16        | Other Instrument |
| NEW YORK CITY OF                                                 | 2037-12-01      | 6.2710%  | 0.0000% | $1465000.00        | $1594446.10        | Other Instrument |
| UNIVERSITY OF CINCINNATI                                         | 2046-06-01      | 5.0000%  | 0.0000% | $150000.00         | $152841.33         | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2040-05-15      | 5.0000%  | 0.0000% | $30000.00          | $33054.07          | Other Instrument |
| UNIVERSITY COLO HOSP AUTH                                        | 2028-11-15      | 5.0000%  | 0.0000% | $600000.00         | $656606.67         | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2054-06-30      | 5.5000%  | 0.0000% | $2965000.00        | $2901145.43        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-08-15      | 5.0000%  | 0.0000% | $845000.00         | $932782.36         | Other Instrument |
| WILLIAMSON CNTY TX MUNI UTILITY DIST NO 28                       | 2037-02-15      | 3.2000%  | 0.0000% | $5000.00           | $4573.32           | Other Instrument |
| UTAH TRANSIT AUTH                                                | 2031-06-15      | 5.0000%  | 0.0000% | $1445000.00        | $1098934.95        | Other Instrument |
| SAN DIEGO CALIF UNI SCH DIST                                     | 2042-07-01      | 5.0000%  | 0.0000% | $3435000.00        | $3711708.33        | Other Instrument |
| TRUSSVILLE ALA                                                   | 2033-10-01      | 1.9520%  | 0.0000% | $480000.00         | $401824.75         | Other Instrument |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2053-06-01      | 5.0000%  | 0.0000% | $10010000.00       | $10217129.14       | Other Instrument |
| MIAMI-DADE CNTY FLA                                              | 2038-07-01      | 5.0000%  | 0.0000% | $1015000.00        | $1104649.31        | Other Instrument |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | 2031-01-01      | 5.0000%  | 0.0000% | $75000.00          | $76170.42          | Other Instrument |
| KING CNTY WASH HSG AUTH                                          | 2038-05-01      | 3.5000%  | 0.0000% | $15000.00          | $13599.18          | Other Instrument |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2032-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10359.16          | Other Instrument |
| OHIO ST HOSP FAC REV ACTING BY AND THROUGH THE OHIO DEV FING COM | 2043-01-01      | 3.7000%  | 0.0000% | $50000.00          | $42096.56          | Other Instrument |
| OHIO HIGHER EDUCATIONAL FACILITY COMMISSION                      | 2026-11-01      | 5.0000%  | 0.0000% | $910000.00         | $951986.39         | Other Instrument |
| ILLINOIS FINANCE AUTHORITY                                       | 2029-01-01      | 5.0000%  | 0.0000% | $290000.00         | $302132.31         | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2036-07-01      | 5.0000%  | 0.0000% | $310000.00         | $330371.82         | Other Instrument |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                             | 2049-08-01      | 6.7500%  | 0.0000% | $1230000.00        | $1346985.30        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2038-07-01      | 5.0000%  | 0.0000% | $25000.00          | $25990.64          | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2037-07-01      | 5.0000%  | 0.0000% | $90000.00          | $97269.80          | Other Instrument |
| LOS ANGELES CALIF MUN IMPT CORP                                  | 2031-11-01      | 5.0000%  | 0.0000% | $90000.00          | $93777.20          | Other Instrument |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2039-10-01      | 5.4050%  | 0.0000% | $10000.00          | $10204.57          | Other Instrument |
| CANTON TEX INDPT SCH DIST                                        | 2055-02-15      | 5.2500%  | 0.0000% | $5280000.00        | $5437036.00        | Other Instrument |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2041-07-15      | 5.0000%  | 0.0000% | $200000.00         | $209564.22         | Other Instrument |
| WASHINGTON (STATE OF)                                            | 2039-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5311.84           | Other Instrument |
| BOERNE TEX INDPT SCH DIST                                        | 2032-02-01      | 4.0000%  | 0.0000% | $5000.00           | $5031.66           | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2038-12-01      | 5.0000%  | 0.0000% | $175000.00         | $190473.89         | Other Instrument |
| BIRMINGHAM ALA WTRWKS BRD                                        | 2043-01-01      | 3.0000%  | 0.0000% | $5000.00           | $5067.92           | Other Instrument |
| CHICAGO (CITY OF)                                                | 2031-01-01      | 0.0000%  | 0.0000% | $40000.00          | $7444.01           | Other Instrument |
| CHICAGO ILL O HARE INTL ARPT                                     | 2027-01-01      | 5.0000%  | 0.0000% | $80000.00          | $81322.04          | Other Instrument |
| SANTA CLARA VY CALIF TRANSN AUTH                                 | 2055-06-01      | 1.6000%  | 0.0000% | $14705000.00       | $14721619.71       | Money Market     |
| LEXINGTON PARKER CAPITAL COMPANY LLC                             | 2025-11-19      | 0.0000%  | 0.0000% | $100.00            | $99.01             | Money Market     |
| LLOYDS BANK PLC                                                  | 2026-02-26      | 0.0000%  | 0.0000% | $1000.00           | $979.11            | Money Market     |
| VERTO CAPITAL I-A LLC                                            | 2025-11-18      | 0.0000%  | 0.0000% | $400.00            | $396.07            | Money Market     |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2026-01-26      | 0.0000%  | 0.0000% | $2350.00           | $2350.05           | Money Market     |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2056-05-01      | 0.0000%  | 0.0000% | $95920000.00       | $96196438.30       | Money Market     |
| BRITANNIA FUNDING COMPANY LLC                                    | 2025-08-29      | 0.0000%  | 0.0000% | $100.00            | $98.43             | Money Market     |
| MISSOURI ST HEALTH & EDL FACS AUTH                               | 2053-06-01      | 4.3500%  | 0.0000% | $14625000.00       | $14671388.67       | Money Market     |
| OHIO HOUSING FINANCE AGENCY                                      | 2057-07-01      | 0.0000%  | 0.0000% | $499995.00         | $501783.87         | Money Market     |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2050-11-15      | 3.0000%  | 0.0000% | $40995000.00       | $41062257.42       | Money Market     |
| SEMINOLE CNTY FLA                                                | 2027-04-01      | 2.8800%  | 0.0000% | $5250000.00        | $5311225.96        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2058-12-01      | 0.0000%  | 0.0000% | $5200000.00        | $5236362.86        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2050-06-01      | 0.0000%  | 0.0000% | $8000000.00        | $8053986.81        | Money Market     |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2047-07-01      | 2.7500%  | 0.0000% | $1000000.00        | $822144.73         | Money Market     |
| CONNECTICUT ST HEALTH & EDL FACS A                               | 2053-07-01      | 2.8000%  | 0.0000% | $15965000.00       | $15997595.21       | Money Market     |
| UNIVERSITY COLO HOSP AUTH                                        | 2049-11-15      | 2.7700%  | 0.0000% | $35525000.00       | $35592360.05       | Money Market     |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2048-11-01      | 2.7500%  | 0.0000% | $200000.00         | $74692.21          | Money Market     |
| NEW YORK ST HSG FIN AGY                                          | 2036-11-15      | 2.7700%  | 0.0000% | $29200000.00       | $29230440.22       | Money Market     |
| NEVADA HSG DIV SINGLE FAMILY MTG R                               | 2039-04-15      | 2.8000%  | 0.0000% | $14305000.00       | $13529140.83       | Money Market     |

### Security 282: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $978047.78         | Other Instrument |
| FUQUAY-VARINA N C                                                | 2049-02-01      | 4.0000%  | 0.0000% | $5625000.00        | $4954787.50        | Other Instrument |
| GLENDALE CALIF                                                   | 2052-02-01      | 5.0000%  | 0.0000% | $8650000.00        | $8761902.17        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2050-06-01      | 5.0000%  | 0.0000% | $6475000.00        | $6654774.78        | Other Instrument |
| PINAL CNTY ARIZ COPS                                             | 2055-08-01      | 5.2500%  | 0.0000% | $8440000.00        | $8732185.77        | Other Instrument |
| MONROE CNTY N Y INDL DEV CORP                                    | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1009025.56        | Other Instrument |
| HIDALGO CNTY TEX                                                 | 2055-08-15      | 5.0000%  | 0.0000% | $620000.00         | $618605.69         | Other Instrument |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1303933.89        | Other Instrument |
| NEW JERSEY ST HSG & MTG FIN AGY                                  | 2039-11-01      | 4.0300%  | 0.0000% | $2100000.00        | $2120779.50        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2051-02-01      | 4.0000%  | 0.0000% | $14575000.00       | $12645140.44       | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2053-06-15      | 5.2500%  | 0.0000% | $4020000.00        | $4192464.70        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2055-05-01      | 5.2500%  | 0.0000% | $10000000.00       | $10391550.00       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15438148.33       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1398662.51        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2053-03-15      | 5.0000%  | 0.0000% | $14500000.00       | $15002102.78       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2051-03-15      | 5.0000%  | 0.0000% | $7010000.00        | $7268302.92        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3840290.72        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2055-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5132655.56        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2908610.58        | Other Instrument |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1258647.57        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $785000.00         | $811464.09         | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $10520000.00       | $12977355.11       | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $2925000.00        | $3617701.75        | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $9760000.00        | $10032501.91       | Other Instrument |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6780000.00        | $7421113.03        | Other Instrument |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1667418.94        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.0000%  | 0.0000% | $10300000.00       | $11118174.78       | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 4.1250%  | 0.0000% | $1700000.00        | $1511515.33        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-05-15      | 5.2500%  | 0.0000% | $6145000.00        | $6416404.17        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-11-15      | 4.0000%  | 0.0000% | $10000000.00       | $8580855.56        | Other Instrument |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2218350.03        | Other Instrument |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5211095.56        | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $10725000.00       | $9062968.20        | Other Instrument |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2135629.72        | Other Instrument |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3166006.86        | Other Instrument |
| SEGUIN TEX                                                       | 2049-09-01      | 5.5000%  | 0.0000% | $6375000.00        | $6943154.17        | Other Instrument |
| SONOMA CNTY CALIF PENSION OBLIG                                  | 2029-12-01      | 6.0000%  | 0.0000% | $1255000.00        | $961851.37         | Other Instrument |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3189729.60        | Other Instrument |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2730284.72        | Other Instrument |
| LAFAYETTE PARISH LA SCH BRD                                      | 2048-04-01      | 4.0000%  | 0.0000% | $7940000.00        | $7002003.69        | Other Instrument |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1745257.78        | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $22481270.18       | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1762647.17        | Other Instrument |
| WASHOE CNTY NEV SCH DIST                                         | 2048-10-01      | 4.0000%  | 0.0000% | $2310000.00        | $2042129.83        | Other Instrument |
| ANCHORAGE ALASKA                                                 | 2055-02-01      | 4.2500%  | 0.0000% | $2300000.00        | $1919914.78        | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $7330000.00        | $5953750.15        | Other Instrument |
| GRAND FORKS N D                                                  | 2047-12-01      | 4.0000%  | 0.0000% | $4600000.00        | $3899455.78        | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2054-05-01      | 2.0000%  | 0.0000% | $39951000.00       | $40009261.87       | Money Market     |
| CONNECTICUT ST HEALTH & EDL FACS A                               | 2060-07-01      | 2.8000%  | 0.0000% | $27235000.00       | $27290604.79       | Money Market     |

### Security 283: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRY3VV1K9
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BSPRT_23-FL10-B                                 | 2035-09-15      | 7.6281%  | 0.0000% | $3474500.00        | $3493562.79        | Asset-Backed Securities                           |
| TPMT_16-4                                       | 2056-07-25      | 3.9938%  | 0.0000% | $4274373.00        | $4096953.59        | Asset-Backed Securities                           |
| TPMT_17-6                                       | 2057-10-25      | 3.3239%  | 0.0000% | $4356479.00        | $3679818.65        | Asset-Backed Securities                           |
| MF1_24-FL14                                     | 2039-03-19      | 6.6031%  | 0.0000% | $4063008.00        | $4080374.08        | Asset-Backed Securities                           |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C           | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $458711.96         | Asset-Backed Securities                           |
| KINETIC ADVANTAGE MASTER OWNER TRUST KAMOT_24-1 | 2027-11-15      | 6.9896%  | 0.0000% | $297000.00         | $298479.15         | Asset-Backed Securities                           |
| LBMLT_03-2                                      | 2033-06-25      | 5.6670%  | 0.0000% | $1957943.00        | $116713.47         | Asset-Backed Securities                           |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT_05-WL3     | 2035-11-25      | 5.1420%  | 0.0000% | $3000638.00        | $2098703.84        | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2           | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $272510.41         | Asset-Backed Securities                           |
| APIDOS CLO XXXII APID 19_32AR                   | 2033-01-20      | 5.4255%  | 0.0000% | $426960.00         | $424015.69         | Asset-Backed Securities                           |
| STORE MASTER FUNDING LLC STR_18-1A              | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181254.83         | Asset-Backed Securities                           |
| 321 HENDERSON RECEIVABLES LLC HENDR_18-1        | 2072-10-17      | 3.7400%  | 0.0000% | $4557000.00        | $2785242.09        | Asset-Backed Securities                           |
| PKAIR_25-1                                      | 2042-11-17      | 5.8110%  | 0.0000% | $4951622.00        | $4875960.91        | Asset-Backed Securities                           |
| MISSION LANE CREDIT CARD MASTER TRUST           | 2029-08-15      | 6.1400%  | 0.0000% | $1191000.00        | $1196114.74        | Asset-Backed Securities                           |
| AVCCT_24-1                                      | 2030-04-15      | 6.0900%  | 0.0000% | $567000.00         | $570374.43         | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_21-A             | 2062-04-20      | 2.8500%  | 0.0000% | $683466.00         | $615864.72         | Asset-Backed Securities                           |
| QUANTA SERV INC.                                | 2034-08-09      | 5.2500%  | 0.0000% | $117000.00         | $119184.00         | Corporate Debt Securities                         |
| QUEBEC (PROVINCE OF)                            | 2035-08-28      | 4.6250%  | 0.0000% | $607000.00         | $609694.15         | Corporate Debt Securities                         |
| REINSURANCE GROUP OF AMERICA INC                | 2034-09-15      | 5.7500%  | 0.0000% | $1018000.00        | $1079206.68        | Corporate Debt Securities                         |
| NATWEST GROUP PLC                               | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3134395.22        | Corporate Debt Securities                         |
| ROCKET COMPANIES INC                            | 2030-08-01      | 6.1250%  | 0.0000% | $108000.00         | $112476.55         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                           | 2036-04-23      | 5.6050%  | 0.0000% | $3530000.00        | $3742038.27        | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES                | 2029-07-18      | 4.2500%  | 0.0000% | $317000.00         | $299501.69         | Corporate Debt Securities                         |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)   | 2079-12-31      | 5.0000%  | 0.0000% | $250000.00         | $255009.17         | Corporate Debt Securities                         |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD     | 2031-01-08      | 2.3000%  | 0.0000% | $200000.00         | $185845.67         | Corporate Debt Securities                         |
| UBS GROUP AG                                    | 2079-12-31      | 4.8750%  | 0.0000% | $2351000.00        | $2321499.85        | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                             | 2027-07-15      | 3.2500%  | 0.0000% | $37000.00          | $35770.94          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                     | 2026-12-09      | 4.3600%  | 0.0000% | $1675000.00        | $1695757.53        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                     | 2027-09-10      | 1.5420%  | 0.0000% | $2174000.00        | $2128126.06        | Corporate Debt Securities                         |
| ATHENE GLOBAL FUNDING                           | 2030-11-19      | 2.5500%  | 0.0000% | $400000.00         | $363073.33         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                     | 2031-01-28      | 4.3600%  | 0.0000% | $1724000.00        | $1733709.71        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                     | 2027-01-26      | 3.8500%  | 0.0000% | $3451000.00        | $3446407.30        | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                       | 2035-03-05      | 4.7500%  | 0.0000% | $2281000.00        | $2321917.34        | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2031-01-23      | 2.7830%  | 0.0000% | $56000.00          | $51538.65          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                              | 2034-01-15      | 3.0000%  | 0.0000% | $1516000.00        | $1307226.59        | Corporate Debt Securities                         |
| ERCOT_22-1                                      | 2044-02-01      | 4.9660%  | 0.0000% | $267000.00         | $263436.20         | Corporate Debt Securities                         |
| CUBESMART LP                                    | 2035-11-01      | 5.1250%  | 0.0000% | $2000.00           | $1975.08           | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO                   | 2026-04-01      | 4.7500%  | 0.0000% | $93000.00          | $95079.27          | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO                   | 2028-06-30      | 4.1250%  | 0.0000% | $3000.00           | $3033.57           | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)     | 2040-01-11      | 6.0500%  | 0.0000% | $94000.00          | $91712.67          | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                               | 2079-12-31      | 4.0000%  | 0.0000% | $269000.00         | $272066.30         | Corporate Debt Securities                         |
| SWEDISH EXPORT CREDIT CORP                      | 2026-09-14      | 4.8750%  | 0.0000% | $4670000.00        | $4817169.21        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                             | 2036-07-29      | 6.0000%  | 0.0000% | $11000.00          | $11181.72          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)      | 2029-05-30      | 4.5000%  | 0.0000% | $18002000.00       | $17989848.65       | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                             | 2033-07-27      | 2.5500%  | 0.0000% | $200000.00         | $170863.33         | Corporate Debt Securities                         |
| BOSTON PROP                                     | 2031-01-30      | 3.2500%  | 0.0000% | $1000.00           | $933.50            | Corporate Debt Securities                         |
| ING GROEP NV                                    | 2079-12-31      | 3.8750%  | 0.0000% | $2434000.00        | $2341183.81        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                             | 2079-12-31      | 7.7000%  | 0.0000% | $731000.00         | $757162.49         | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 24 II LTD            | 2034-09-13      | 4.7500%  | 0.0000% | $200000.00         | $203410.56         | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                           | 2032-11-16      | 5.7500%  | 0.0000% | $71000.00          | $76520.35          | Corporate Debt Securities                         |
| NCR ATLEOS CORP                                 | 2029-04-01      | 9.5000%  | 0.0000% | $56000.00          | $62917.99          | Corporate Debt Securities                         |
| KOREA (REPUBLIC OF)                             | 2031-10-15      | 1.7500%  | 0.0000% | $840000.00         | $746343.27         | Corporate Debt Securities                         |
| KOREA GAS CORP                                  | 2026-07-18      | 2.2500%  | 0.0000% | $327000.00         | $322363.96         | Corporate Debt Securities                         |
| KFW                                             | 2026-01-22      | 0.6250%  | 0.0000% | $3622000.00        | $3573546.19        | Corporate Debt Securities                         |
| KFW                                             | 2026-08-07      | 4.6250%  | 0.0000% | $21070000.00       | $21261871.62       | Corporate Debt Securities                         |
| KFW                                             | 2027-08-27      | 3.5000%  | 0.0000% | $11818000.00       | $11778698.58       | Corporate Debt Securities                         |
| LANDWIRTSCHAFTLICHE RENTENBANK                  | 2026-07-27      | 1.7500%  | 0.0000% | $607000.00         | $596095.58         | Corporate Debt Securities                         |
| AEP TEXAS INC                                   | 2051-05-15      | 3.4500%  | 0.0000% | $947000.00         | $643417.05         | Corporate Debt Securities                         |
| SMURFIT KAPPA TREASURY UNLIMITED CO             | 2034-04-03      | 5.4380%  | 0.0000% | $2782000.00        | $2917773.04        | Corporate Debt Securities                         |
| EXPORT DEVELOPMENT CANADA                       | 2027-09-07      | 3.7500%  | 0.0000% | $10000.00          | $10189.17          | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                     | 2031-01-13      | 2.2500%  | 0.0000% | $1901000.00        | $1711669.91        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                          | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2827723.33        | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC                            | 2029-11-15      | 4.6250%  | 0.0000% | $2000.00           | $1975.04           | Corporate Debt Securities                         |
| NISSAN MTR CO LTD                               | 2030-09-17      | 4.8100%  | 0.0000% | $1100000.00        | $1049163.50        | Corporate Debt Securities                         |
| ENCORE CAP GRP                                  | 2029-04-01      | 9.2500%  | 0.0000% | $228000.00         | $249078.09         | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                             | 2027-01-22      | 2.3290%  | 0.0000% | $1105000.00        | $1077356.98        | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                             | 2027-07-02      | 5.5940%  | 0.0000% | $2276000.00        | $2346868.19        | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON       | 2042-12-31      | 5.1144%  | 0.0000% | $12300000.00       | $3314641.38        | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                          | 2029-01-12      | 5.0160%  | 0.0000% | $2689000.00        | $2754688.69        | Corporate Debt Securities                         |
| UBS GROUP AG                                    | 2079-12-31      | 3.8750%  | 0.0000% | $1131000.00        | $1123563.20        | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                          | 2028-05-26      | 4.3600%  | 0.0000% | $2755000.00        | $2766920.35        | Corporate Debt Securities                         |
| MORGAN STANLEY                                  | 2047-01-22      | 4.3750%  | 0.0000% | $2544000.00        | $2195488.61        | Corporate Debt Securities                         |
| MORGAN STANLEY                                  | 2032-10-20      | 2.5110%  | 0.0000% | $53000.00          | $47506.96          | Corporate Debt Securities                         |
| MORGAN STANLEY                                  | 2029-04-20      | 5.1640%  | 0.0000% | $184000.00         | $191515.36         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                  | 2027-03-14      | 4.3600%  | 0.0000% | $2000.00           | $2038.23           | Corporate Debt Securities                         |
| COINBASE GLOBAL INC                             | 2028-10-01      | 3.3750%  | 0.0000% | $97000.00          | $93520.13          | Corporate Debt Securities                         |
| WRKCO INC                                       | 2025-10-02      | 0.0000%  | 0.0000% | $358.00            | $356.43            | Money Market                                      |
| KREF LTD KREF_22-FL3                            | 2039-02-17      | 5.8033%  | 0.0000% | $182000.00         | $139103.95         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_22-8           | 2067-09-25      | 6.1270%  | 0.0000% | $2218874.00        | $1649146.12        | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                               | 2039-09-15      | 6.1895%  | 0.0000% | $883000.00         | $632329.16         | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM     | 2036-11-15      | 6.1601%  | 0.0000% | $790802.00         | $772432.42         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC STACR REMIC TRUST STACR_23-HQA2     | 2043-06-25      | 8.1984%  | 0.0000% | $201231.00         | $214234.74         | Private Label Collateralized Mortgage Obligations |
| CONE_24-DFW1                                    | 2041-08-15      | 7.0322%  | 0.0000% | $3197900.00        | $3207947.68        | Private Label Collateralized Mortgage Obligations |
| JPMCC_21-1440                                   | 2036-03-15      | 5.7776%  | 0.0000% | $2594000.00        | $2376348.32        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-4                                      | 2054-10-26      | 6.5000%  | 0.0000% | $573961.00         | $222767.95         | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                     | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3188152.53        | Private Label Collateralized Mortgage Obligations |
| OBXT_20-EXP1                                    | 2060-02-25      | 3.5000%  | 0.0000% | $1854942.00        | $386095.41         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM2            | 2064-11-25      | 5.9520%  | 0.0000% | $658579.00         | $592513.63         | Private Label Collateralized Mortgage Obligations |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1        | 2041-08-15      | 6.2320%  | 0.0000% | $1829000.00        | $1835163.22        | Private Label Collateralized Mortgage Obligations |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3  | 2038-11-18      | 5.6927%  | 0.0000% | $2924500.00        | $2080880.73        | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                        | 2037-11-20      | 6.3831%  | 0.0000% | $21444500.00       | $21490671.79       | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                        | 2037-11-17      | 7.0631%  | 0.0000% | $9100000.00        | $9117762.95        | Private Label Collateralized Mortgage Obligations |
| TPMT_19-1                                       | 2058-03-25      | 3.7500%  | 0.0000% | $139834.00         | $116060.22         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_17-ASHF      | 2034-11-15      | 5.2600%  | 0.0000% | $1000000.00        | $858330.63         | Private Label Collateralized Mortgage Obligations |
| COLT_21-HX1                                     | 2066-10-25      | 1.1100%  | 0.0000% | $100000.00         | $51028.17          | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASURY                          | 2028-07-15      | 3.8750%  | 0.0000% | $300.00            | $303.62            | U.S. Treasuries (including strips)                |

### Security 284: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-27
- **C.13 - Final Legal Maturity Date:** 2025-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ENERGY NORTHWEST                          | 2032-07-01      | 5.0000%  | 0.0000% | $3200000.00        | $3666851.56        | Other Instrument                                  |
| SOUTH DAKOTA ST BLDG AUTH                 | 2036-06-01      | 2.2620%  | 0.0000% | $595000.00         | $473673.15         | Other Instrument                                  |
| CERRITOS CALIF CMNTY COLLEGE DIST         | 2038-08-01      | 2.9980%  | 0.0000% | $1000000.00        | $820971.78         | Other Instrument                                  |
| TOWD POINT MORTGAGE TRUST TPMT_20-1       | 2060-01-25      | 3.1000%  | 0.0000% | $1000000.00        | $926725.11         | Asset-Backed Securities                           |
| INVCO_23-3R                               | 2038-07-15      | 8.5676%  | 0.0000% | $3000000.00        | $3032128.31        | Asset-Backed Securities                           |
| SLMA_04-1                                 | 2028-07-25      | 4.9223%  | 0.0000% | $91000000.00       | $14232724.90       | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_0          | 2037-01-26      | 5.1822%  | 0.0000% | $16650000.00       | $6038033.41        | Asset-Backed Securities                           |
| RAIZEN FUELS FINANCE SA                   | 2037-02-25      | 6.7000%  | 0.0000% | $275000.00         | $265510.97         | Corporate Debt Securities                         |
| FS LUXEMBOURG SARL                        | 2033-06-25      | 8.6250%  | 0.0000% | $200000.00         | $206822.67         | Corporate Debt Securities                         |
| MAINBEACH FUNDING LLC                     | 2026-02-19      | 0.0000%  | 0.0000% | $1500000.00        | $1469350.50        | Money Market                                      |
| EMORY UNIVERSITY                          | 2025-11-18      | 4.3500%  | 0.0000% | $4988700.00        | $4989198.87        | Money Market                                      |
| LMA AMERICAS LLC                          | 2025-08-29      | 0.0000%  | 0.0000% | $408120.00         | $404093.49         | Money Market                                      |
| IONIC FUNDING LLC                         | 2025-09-25      | 0.0000%  | 0.0000% | $3394400.00        | $3382770.79        | Money Market                                      |
| TARGA RESOURCES CORP                      | 2025-09-18      | 0.0000%  | 0.0000% | $1000000.00        | $997124.00         | Money Market                                      |
| BAY SQUARE FUNDING LLC                    | 2025-11-12      | 0.0000%  | 0.0000% | $15000000.00       | $14864190.00       | Money Market                                      |
| ARMADA FUNDING COMPANY LLC                | 2025-09-29      | 0.0000%  | 0.0000% | $2254000.00        | $2245139.53        | Money Market                                      |
| AUTOBAHN FUNDING COMPANY LLC              | 2025-10-09      | 0.0000%  | 0.0000% | $38804500.00       | $38608459.67       | Money Market                                      |
| VERSAILLES COMMERCIAL PAPER LLC           | 2025-08-29      | 0.0000%  | 0.0000% | $923200.00         | $916076.59         | Money Market                                      |
| UNIVERSITY OF CHICAGO                     | 2025-10-09      | 0.0000%  | 0.0000% | $64355000.00       | $64033225.00       | Money Market                                      |
| RANGER FUNDING COMPANY LLC                | 2025-09-04      | 0.0000%  | 0.0000% | $29894000.00       | $29847604.51       | Money Market                                      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-6       | 2048-12-25      | 0.4714%  | 0.0000% | $810815441.00      | $594587.06         | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-5                                | 2050-12-25      | 0.5000%  | 0.0000% | $199833344.00      | $577809.59         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-14                               | 2052-05-25      | 3.1243%  | 0.0000% | $46500000.00       | $1341910.43        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-4                                | 2052-10-25      | 0.0916%  | 0.0000% | $508950000.00      | $1946969.93        | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-INV2                             | 2050-02-25      | 1.0500%  | 0.0000% | $1938550.00        | $9323.91           | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM3                             | 2055-11-26      | 0.0645%  | 0.0000% | $33028200.00       | $57422.91          | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT | 2037-10-15      | 6.3280%  | 0.0000% | $8864000.00        | $8879537.60        | Private Label Collateralized Mortgage Obligations |
| BX_22-FOX2                                | 2039-04-15      | 5.6725%  | 0.0000% | $11826000.00       | $8260244.23        | Private Label Collateralized Mortgage Obligations |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8UB2
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-27
- **C.13 - Final Legal Maturity Date:** 2025-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HAWAII ST DEPT BUDGET & FIN                      | 2036-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22004.31          | Other Instrument                                  |
| CENTRAL FLORIDA TOURISM OVERSIGHT DISTRICT       | 2035-06-01      | 5.0000%  | 0.0000% | $75000.00          | $77070.92          | Other Instrument                                  |
| NEW YORK CITY OF                                 | 2033-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5552.08           | Other Instrument                                  |
| UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV | 2049-05-15      | 6.5830%  | 0.0000% | $5545000.00        | $6018307.65        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                         | 2050-05-15      | 3.0060%  | 0.0000% | $30000.00          | $19468.62          | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                         | 2039-05-15      | 5.0000%  | 0.0000% | $15000.00          | $16454.32          | Other Instrument                                  |
| ORANGE CNTY FLA HEALTH FACS AUTH                 | 2037-10-01      | 5.0000%  | 0.0000% | $25000.00          | $27276.64          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                       | 2026-08-15      | 5.0000%  | 0.0000% | $25000.00          | $25683.86          | Other Instrument                                  |
| ST PETERSBURG FLA                                | 2037-10-01      | 4.0000%  | 0.0000% | $50000.00          | $51377.72          | Other Instrument                                  |
| TEXAS WATER DEV BRD                              | 2037-08-01      | 5.0000%  | 0.0000% | $20000.00          | $21797.78          | Other Instrument                                  |
| NORTHSIDE TEX INDPT SCH DIST                     | 2026-06-15      | 0.0000%  | 0.0000% | $35000.00          | $33755.23          | Other Instrument                                  |
| SPRING TEX INDPT SCH DIST                        | 2026-08-15      | 5.0000%  | 0.0000% | $25000.00          | $25676.61          | Other Instrument                                  |
| LEE CNTY FLA SCH BRD                             | 2030-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15385.33          | Other Instrument                                  |
| HOUSTON CITY OF                                  | 2038-03-01      | 5.0000%  | 0.0000% | $25000.00          | $27224.06          | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                        | 2037-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22052.98          | Other Instrument                                  |
| WASHINGTON (STATE OF)                            | 2034-08-01      | 5.0000%  | 0.0000% | $20000.00          | $20414.78          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION              | 2040-12-01      | 3.3520%  | 0.0000% | $100000.00         | $81847.38          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION              | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10481.12          | Other Instrument                                  |
| TOWD POINT MORTGAGE TRUST TPMT_18-1              | 2058-01-25      | 3.5000%  | 0.0000% | $183000.00         | $176203.97         | Asset-Backed Securities                           |
| SLMA_06-5                                        | 2040-10-25      | 5.3522%  | 0.0000% | $2000000.00        | $906151.30         | Asset-Backed Securities                           |
| SLM STUDENT LOAN TRUST SLMA_06-5                 | 2040-10-25      | 5.3522%  | 0.0000% | $6850000.00        | $3103568.20        | Asset-Backed Securities                           |
| SCUL_27-R                                        | 2034-07-20      | 7.3255%  | 0.0000% | $4250000.00        | $4286277.78        | Asset-Backed Securities                           |
| SNDPT_25-2                                       | 2038-04-15      | 6.2039%  | 0.0000% | $2050000.00        | $2066756.57        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TRUST SLMA_07-1                 | 2042-01-27      | 4.7423%  | 0.0000% | $110000000.00      | $55473793.96       | Asset-Backed Securities                           |
| SLMA_11-3                                        | 2040-08-27      | 5.5645%  | 0.0000% | $3680000.00        | $422143.17         | Asset-Backed Securities                           |
| CIFC_19-7R                                       | 2038-10-15      | 0.0000%  | 0.0000% | $19500000.00       | $19599232.28       | Asset-Backed Securities                           |
| SLMA_04-1                                        | 2039-07-25      | 5.3522%  | 0.0000% | $1750000.00        | $1725404.76        | Asset-Backed Securities                           |
| TKO_5                                            | 2036-01-15      | 10.2675% | 0.0000% | $4000000.00        | $4079577.75        | Asset-Backed Securities                           |
| NSLT_05-3                                        | 2037-09-22      | 4.8839%  | 0.0000% | $21500000.00       | $8242246.92        | Asset-Backed Securities                           |
| URUGUAY (ORIENTAL REPUBLIC OF)                   | 2027-10-27      | 4.3750%  | 0.0000% | $146903.00         | $149433.61         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                   | 2034-10-28      | 5.7500%  | 0.0000% | $851000.00         | $916626.05         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                   | 2031-01-23      | 4.3750%  | 0.0000% | $212244.00         | $213766.85         | Corporate Debt Securities                         |
| RUMO LUXEMBOURG SARL                             | 2032-01-18      | 4.2000%  | 0.0000% | $274000.00         | $251541.13         | Corporate Debt Securities                         |
| BANCO SANTANDER CHILE                            | 2031-10-26      | 3.1770%  | 0.0000% | $200000.00         | $185814.95         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG SA                            | 2028-01-19      | 5.8750%  | 0.0000% | $200000.00         | $200981.56         | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB                         | 2027-06-10      | 3.9500%  | 0.0000% | $347000.00         | $349855.14         | Corporate Debt Securities                         |
| ING GROEP NV                                     | 2035-03-19      | 5.5500%  | 0.0000% | $400000.00         | $423174.67         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                              | 2030-01-22      | 3.0000%  | 0.0000% | $200000.00         | $187582.67         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                              | 2033-04-13      | 6.1000%  | 0.0000% | $400000.00         | $427385.78         | Corporate Debt Securities                         |
| CAMPBELLS CO                                     | 2025-10-09      | 0.0000%  | 0.0000% | $300000.00         | $298387.20         | Money Market                                      |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS       | 2027-03-20      | 0.0000%  | 0.0000% | $1986080.00        | $1992181.68        | Money Market                                      |
| CHARLOTTE-MECKLENBERG HOSP AUTH N C              | 2037-01-15      | 3.9500%  | 0.0000% | $300000.00         | $300656.25         | Money Market                                      |
| AVERY DENNISON CORP                              | 2025-08-29      | 0.0000%  | 0.0000% | $299998.00         | $299814.40         | Money Market                                      |
| CRC FUNDING LLC                                  | 2025-08-29      | 0.0000%  | 0.0000% | $19572100.00       | $19336412.77       | Money Market                                      |
| NEW YORK ST HSG FIN AGY                          | 2038-11-01      | 2.8000%  | 0.0000% | $4310000.00        | $4318799.58        | Money Market                                      |
| FIGRE_25-FL1                                     | 2055-07-25      | 5.2650%  | 0.0000% | $2500000.00        | $2435264.55        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE TRUST MCMLT_18-4              | 2066-04-25      | 3.4851%  | 0.0000% | $1298000.00        | $1245877.31        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-HE2                                     | 2055-11-20      | 5.8453%  | 0.0000% | $1542000.00        | $1544245.55        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_23-HE3            | 2054-05-20      | 5.9480%  | 0.0000% | $4000000.00        | $1818813.18        | Private Label Collateralized Mortgage Obligations |
| TRICON RESIDENTIAL TRUST TCN_24-SFR4             | 2029-11-17      | 4.3000%  | 0.0000% | $1640000.00        | $1625276.03        | Private Label Collateralized Mortgage Obligations |
| TRICON AMERICAN HOMES TAH_20-SFR2                | 2039-11-17      | 2.2810%  | 0.0000% | $7500000.00        | $7080585.83        | Private Label Collateralized Mortgage Obligations |

### Security 286: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-27
- **C.13 - Final Legal Maturity Date:** 2025-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TRALEE CDO LTD TRAL_13-1A                        | 2029-07-20      | 8.7671%  | 0.0000% | $6500000.00        | $5872333.15        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TRUST SLMA_06-2                 | 2041-01-25      | 4.7949%  | 0.0000% | $268300000.00      | $95975219.08       | Asset-Backed Securities                           |
| ACMAT_24-1A                                      | 2031-01-21      | 11.4000% | 0.0000% | $1000000.00        | $695241.95         | Asset-Backed Securities                           |
| FIRSTKEY HOMES FKH_20-SFR1                       | 2037-08-17      | 1.3390%  | 0.0000% | $32572000.00       | $30573108.03       | Asset-Backed Securities                           |
| FKH_21-SFR2                                      | 2038-09-17      | 1.7070%  | 0.0000% | $990000.00         | $956708.94         | Asset-Backed Securities                           |
| SLMA_05-6                                        | 2044-01-25      | 4.8049%  | 0.0000% | $281872000.00      | $212599190.93      | Asset-Backed Securities                           |
| NAVIENT STUDENT LOAN TRUST NAVSL_23-BA           | 2072-03-15      | 6.4800%  | 0.0000% | $16950000.00       | $8531754.09        | Asset-Backed Securities                           |
| RMIT_25-1                                        | 2034-04-17      | 6.5800%  | 0.0000% | $1000000.00        | $1013204.89        | Asset-Backed Securities                           |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC          | 2028-12-14      | 2.3750%  | 0.0000% | $155000.00         | $146838.93         | Corporate Debt Securities                         |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD      | 2050-05-13      | 3.3500%  | 0.0000% | $300000.00         | $231262.17         | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC                           | 2051-05-17      | 4.0000%  | 0.0000% | $300000.00         | $224620.00         | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                      | 2028-02-16      | 2.9720%  | 0.0000% | $400000.00         | $392489.29         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                               | 2035-01-17      | 6.0330%  | 0.0000% | $200000.00         | $214455.70         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV                    | 2029-06-26      | 5.1250%  | 0.0000% | $300000.00         | $310331.63         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                   | 2041-03-11      | 3.3050%  | 0.0000% | $200000.00         | $153008.67         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TRUST JPMMT_24-10             | 2055-03-25      | 5.5000%  | 0.0000% | $300000.00         | $194564.79         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2 | 2062-03-27      | 3.0790%  | 0.0000% | $14195000.00       | $9758540.00        | Private Label Collateralized Mortgage Obligations |
| GSMBS_20-PJ3                                     | 2050-10-25      | 0.0621%  | 0.0000% | $273735601.00      | $102409.61         | Private Label Collateralized Mortgage Obligations |
| VERUS_21-2                                       | 2066-02-25      | 3.1940%  | 0.0000% | $1390000.00        | $1085433.24        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BNK38                               | 2064-12-15      | 2.5000%  | 0.0000% | $1100000.00        | $755498.09         | Private Label Collateralized Mortgage Obligations |
| BANC OF AMERICA MERRILL LYNCH LA                 | 2037-07-14      | 4.0200%  | 0.0000% | $1520000.00        | $1447083.57        | Private Label Collateralized Mortgage Obligations |
| BBCCRE TRUST BBCCR_15-GTP                        | 2033-08-10      | 3.9660%  | 0.0000% | $7900000.00        | $7323646.28        | Private Label Collateralized Mortgage Obligations |
| CMLTI_21-J3                                      | 2051-09-25      | 0.5000%  | 0.0000% | $40000000.00       | $916791.98         | Private Label Collateralized Mortgage Obligations |
| CAFL_21-1                                        | 2053-04-15      | 2.9814%  | 0.0000% | $15570940.00       | $134601.23         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-RPL4                                    | 2064-12-25      | 3.3750%  | 0.0000% | $23080000.00       | $19457786.76       | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-INV2                                    | 2050-10-25      | 0.9500%  | 0.0000% | $8768000.00        | $318148.07         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TRUST AOMT_25-8               | 2070-07-25      | 5.4100%  | 0.0000% | $2600000.00        | $2617514.69        | Private Label Collateralized Mortgage Obligations |
| SREIT_21-PALM                                    | 2034-10-15      | 5.2876%  | 0.0000% | $120000.00         | $119871.77         | Private Label Collateralized Mortgage Obligations |
| MSC_24-BPR2                                      | 2029-05-05      | 9.0435%  | 0.0000% | $6112450.00        | $6451738.98        | Private Label Collateralized Mortgage Obligations |
| OBX_21-NQM3                                      | 2061-07-25      | 3.1890%  | 0.0000% | $6951000.00        | $3413207.45        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV2                                      | 2051-10-25      | 2.0000%  | 0.0000% | $20000000.00       | $1681753.84        | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                       | 2037-02-15      | 7.4696%  | 0.0000% | $2200000.00        | $1778227.11        | Private Label Collateralized Mortgage Obligations |
| BX_21-MC                                         | 2034-04-17      | 5.1776%  | 0.0000% | $13984000.00       | $13802399.12       | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_22-CLS                               | 2027-10-13      | 5.7600%  | 0.0000% | $20000000.00       | $20330140.00       | Private Label Collateralized Mortgage Obligations |
| COMM_24-WCL1                                     | 2041-06-15      | 7.6530%  | 0.0000% | $15900000.00       | $15839010.26       | Private Label Collateralized Mortgage Obligations |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| NOVANT HEALTH INC       | 2025-11-19      | 0.0000%  | 0.0000% | $75986124.00       | $75204834.67       | Money Market |
| LMA AMERICAS LLC        | 2025-08-29      | 0.0000%  | 0.0000% | $53000000.00       | $52470954.00       | Money Market |
| INTREPID FUNDING CO LLC | 2025-11-14      | 0.0000%  | 0.0000% | $310000.00         | $307121.34         | Money Market |
| VERTO CAPITAL I-B LLC   | 2025-10-02      | 0.0000%  | 0.0000% | $52088100.00       | $51864694.14       | Money Market |
| BAY SQUARE FUNDING LLC  | 2025-11-17      | 0.0000%  | 0.0000% | $26406800.00       | $26152396.89       | Money Market |

### Security 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAY DE NOC MICH CMNTY COLLEGE DIST                               | 2030-05-01      | 3.0000%  | 0.0000% | $35000.00          | $35444.97          | Other Instrument          |
| ATLANTA GA ARPT REV                                              | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5379.58           | Other Instrument          |
| AUSTIN TEX CMNTY COLLEGE DIST                                    | 2037-08-01      | 5.0000%  | 0.0000% | $25000.00          | $27108.72          | Other Instrument          |
| AUSTIN TX (CITY OF)                                              | 2027-11-15      | 5.0000%  | 0.0000% | $45000.00          | $48206.90          | Other Instrument          |
| FLORIDA ST BRD ED                                                | 2027-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21156.11          | Other Instrument          |
| FLORIDA STATE BOARD OF GOVERNORS                                 | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5280.78           | Other Instrument          |
| FORT BEND TEX INDPT SCH DIST                                     | 2036-08-15      | 5.0000%  | 0.0000% | $590000.00         | $651634.02         | Other Instrument          |
| FRESNO CALIF IRR DIST                                            | 2036-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5086.17           | Other Instrument          |
| DEL MAR TEX COLLEGE DIST                                         | 2029-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5118.17           | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2036-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5078.94           | Other Instrument          |
| GEORGETOWN TEX INDPT SCH DIST                                    | 2027-08-15      | 5.0000%  | 0.0000% | $60000.00          | $63185.67          | Other Instrument          |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 3.8500%  | 0.0000% | $320000.00         | $216204.71         | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                        | 2035-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5108.43           | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2036-08-01      | 5.0000%  | 0.0000% | $115000.00         | $127944.27         | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2031-04-01      | 5.0000%  | 0.0000% | $30000.00          | $31569.17          | Other Instrument          |
| DRIPPING SPRINGS TEX INDPT SCH DIST                              | 2036-02-15      | 3.0000%  | 0.0000% | $25000.00          | $22841.67          | Other Instrument          |
| PHOENIX ARIZ CIVIC IMPT CORP                                     | 2026-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10303.66          | Other Instrument          |
| PITTSBURG CALIF UNI SCH DIST                                     | 2044-08-01      | 4.0000%  | 0.0000% | $75000.00          | $69047.33          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2026-12-01      | 5.0000%  | 0.0000% | $1250000.00        | $1299627.78        | Other Instrument          |
| SEATTLE WASHINGTON PORT OF                                       | 2036-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5233.08           | Other Instrument          |
| PIERCE CNTY WASH SCH DIST NO 10 TACOMA                           | 2045-11-01      | 3.0820%  | 0.0000% | $380000.00         | $274281.64         | Other Instrument          |
| NUVEEN NEW JERSEY PREMIUM INCOME MUNICIPAL FUND INC              | 2045-08-15      | 4.0000%  | 0.0000% | $105000.00         | $89653.78          | Other Instrument          |
| PRINCE GEORGES CNTY MD                                           | 2038-08-01      | 5.0000%  | 0.0000% | $1815000.00        | $2015127.95        | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2065-12-31      | 6.5000%  | 0.0000% | $4350000.00        | $4598443.00        | Other Instrument          |
| BURLINGTON VT                                                    | 2065-12-31      | 5.7500%  | 0.0000% | $3690000.00        | $3625990.80        | Other Instrument          |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2036-11-15      | 4.0000%  | 0.0000% | $70000.00          | $69949.99          | Other Instrument          |
| TEMPLE UNIVERSITY                                                | 2042-04-01      | 5.0000%  | 0.0000% | $20000.00          | $21289.71          | Other Instrument          |
| COMMONWEALTH FINANCING AUTHORITY PA                              | 2038-06-01      | 3.8640%  | 0.0000% | $20000.00          | $18525.51          | Other Instrument          |
| COMMONWEALTH FINANCING AUTHORITY PA                              | 2041-06-01      | 3.8070%  | 0.0000% | $65000.00          | $55945.24          | Other Instrument          |
| TEXAS A & M UNIVERSITY                                           | 2037-05-15      | 3.9930%  | 0.0000% | $500000.00         | $475197.67         | Other Instrument          |
| CONCORD CALIF                                                    | 2036-04-01      | 4.0000%  | 0.0000% | $20000.00          | $20926.89          | Other Instrument          |
| CONCORD CALIF                                                    | 2037-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10357.04          | Other Instrument          |
| CONROE TEX INDPT SCH DIST                                        | 2028-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21311.09          | Other Instrument          |
| CRAWFORD CNTY KANS UNI SCH DIST NO 250 PITTSBURG                 | 2032-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5269.09           | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2027-02-15      | 5.0000%  | 0.0000% | $25000.00          | $26006.86          | Other Instrument          |
| CUCAMONGA CNTY CA WTR DIST                                       | 2036-09-01      | 3.1250%  | 0.0000% | $25000.00          | $23639.28          | Other Instrument          |
| HAMILTON CNTY TENN                                               | 2044-08-01      | 5.0000%  | 0.0000% | $250000.00         | $261764.72         | Other Instrument          |
| HAWAII (STATE OF)                                                | 2027-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10357.56          | Other Instrument          |
| LOWELL MICH AREA SCHS                                            | 2035-05-01      | 4.0000%  | 0.0000% | $5000.00           | $5136.76           | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2037-05-15      | 5.0000%  | 0.0000% | $25000.00          | $26744.11          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2038-05-15      | 5.0000%  | 0.0000% | $25000.00          | $26480.86          | Other Instrument          |
| MISSOURI JT MUN ELEC UTIL COMMN                                  | 2028-12-01      | 5.0000%  | 0.0000% | $105000.00         | $114448.13         | Other Instrument          |
| MISSOURI ST HSG DEV COMMN                                        | 2054-11-01      | 4.7000%  | 0.0000% | $1125000.00        | $1079140.00        | Other Instrument          |
| EAGLE PASS TEX                                                   | 2034-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5259.09           | Other Instrument          |
| EL PASO TEX                                                      | 2032-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5115.64           | Other Instrument          |
| RACINE WIS UNI SCH DIST                                          | 2038-04-01      | 5.0000%  | 0.0000% | $25000.00          | $26939.89          | Other Instrument          |
| RENO-TAHOE ARPT AUTH NEV ARPT                                    | 2054-07-01      | 5.2500%  | 0.0000% | $4080000.00        | $4104065.20        | Other Instrument          |
| REGIONAL TRANSN DIST COLO                                        | 2028-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16482.58          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                        | 2027-02-15      | 5.0000%  | 0.0000% | $90000.00          | $95737.30          | Other Instrument          |
| DANE CNTY WIS                                                    | 2031-06-01      | 4.0000%  | 0.0000% | $10000.00          | $10573.28          | Other Instrument          |
| WEST COUNTY CA WSTEWTR                                           | 2036-06-01      | 4.0000%  | 0.0000% | $70000.00          | $72335.04          | Other Instrument          |
| WEST HOLLYWOOD CALIF PUB FING AUTH                               | 2031-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5406.77           | Other Instrument          |
| WEST LAFAYETTE IND SCH BLDG CORP                                 | 2031-01-15      | 5.0000%  | 0.0000% | $50000.00          | $52402.56          | Other Instrument          |
| WESTLAKE OHIO CITY SCH DIST                                      | 2032-12-01      | 4.0000%  | 0.0000% | $15000.00          | $15320.97          | Other Instrument          |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                        | 2028-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10874.22          | Other Instrument          |
| NEW JERSEY HEALTH CARE FACS FING AUTH                            | 2052-07-01      | 5.0000%  | 0.0000% | $150000.00         | $150249.83         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2040-02-01      | 5.0000%  | 0.0000% | $45000.00          | $45310.45          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2039-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5358.44           | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2038-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5326.99           | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2049-06-15      | 5.2500%  | 0.0000% | $250000.00         | $255242.92         | Other Instrument          |
| NEW YORK (STATE OF)                                              | 2034-02-15      | 2.9500%  | 0.0000% | $500000.00         | $447423.61         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10407.06          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2036-07-01      | 5.0000%  | 0.0000% | $165000.00         | $183794.42         | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2032-05-15      | 5.0000%  | 0.0000% | $30000.00          | $33768.73          | Other Instrument          |
| UNIVERSITY OF ALABAMA AT BIRMINGHAM                              | 2041-10-01      | 3.0000%  | 0.0000% | $50000.00          | $40471.67          | Other Instrument          |
| ONONDAGA CNTY N Y                                                | 2038-06-01      | 3.0000%  | 0.0000% | $150000.00         | $131879.00         | Other Instrument          |
| WISCONSIN HSG & ECONOMIC DEV AUTH                                | 2051-03-01      | 4.7500%  | 0.0000% | $3875000.00        | $3825539.93        | Other Instrument          |
| WISCONSIN (STATE OF)                                             | 2033-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5426.04           | Other Instrument          |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2028-04-01      | 5.0000%  | 0.0000% | $15000.00          | $15847.73          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2026-08-15      | 5.0000%  | 0.0000% | $40000.00          | $41094.18          | Other Instrument          |
| UPPER DUBLIN PA SCH DIST                                         | 2036-09-15      | 4.0000%  | 0.0000% | $5000.00           | $5124.36           | Other Instrument          |
| VAN DYKE MICH PUB SCHS                                           | 2029-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10569.69          | Other Instrument          |
| CALIFORNIA CMNTY COLLEGE FING AUTH                               | 2028-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5300.81           | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2028-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10866.59          | Other Instrument          |
| COLORADO SPRINGS COLO                                            | 2026-11-15      | 5.0000%  | 0.0000% | $35000.00          | $36645.16          | Other Instrument          |
| HONOLULU HAWAII                                                  | 2027-09-01      | 5.0000%  | 0.0000% | $25000.00          | $26948.31          | Other Instrument          |
| CHICAGO SALES TAX SECURITIZATION CORPORATION                     | 2043-01-01      | 3.5870%  | 0.0000% | $30000.00          | $25599.57          | Other Instrument          |
| SALT LAKE CITY UTAH                                              | 2053-07-01      | 5.5000%  | 0.0000% | $875000.00         | $904733.47         | Other Instrument          |
| SALT LAKE CITY UTAH                                              | 2027-02-01      | 5.0000%  | 0.0000% | $30000.00          | $31269.57          | Other Instrument          |
| SAN ANTONIO TX                                                   | 2026-02-01      | 5.0000%  | 0.0000% | $15000.00          | $15230.23          | Other Instrument          |
| SAN DIEGO CNTY CALIF                                             | 2036-10-01      | 5.0000%  | 0.0000% | $15000.00          | $17341.58          | Other Instrument          |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN                  | 2054-10-01      | 5.0000%  | 0.0000% | $6815000.00        | $7073803.41        | Other Instrument          |
| SAN JOSE CALIF FING AUTH                                         | 2041-06-01      | 3.4170%  | 0.0000% | $500000.00         | $402956.33         | Other Instrument          |
| SANGER TEX                                                       | 2031-08-01      | 1.9800%  | 0.0000% | $55000.00          | $48981.90          | Other Instrument          |
| SANTA CLARA CNTY CALIF FING AUTH                                 | 2038-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5057.22           | Other Instrument          |
| ST JOHNS CNTY FLA SCH BRD                                        | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5394.88           | Other Instrument          |
| SARASOTA CNTY FLA                                                | 2036-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5447.33           | Other Instrument          |
| TEXAS TECH UNIVERSITY SYSTEM                                     | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $25879.86          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2044-05-15      | 5.0000%  | 0.0000% | $35000.00          | $36586.71          | Other Instrument          |
| MARICOPA CNTY ARIZ UNI SCH DIST NO 69 PARADISE VY                | 2027-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21156.31          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2040-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5413.99           | Other Instrument          |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2034-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5110.92           | Other Instrument          |
| MIAMI-DADE CNTY FLA                                              | 2039-07-01      | 3.0000%  | 0.0000% | $15000.00          | $12797.30          | Other Instrument          |
| MIAMI-DADE CNTY FLA                                              | 2029-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $1046265.56        | Other Instrument          |
| MICHIGAN (STATE OF)                                              | 2026-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5184.64           | Other Instrument          |
| MICHIGAN ST BLDG AUTH                                            | 2026-04-15      | 5.0000%  | 0.0000% | $5000.00           | $5176.46           | Other Instrument          |
| MARYLAND (STATE OF)                                              | 2029-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5437.69           | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2031-11-15      | 6.5480%  | 0.0000% | $100000.00         | $107481.51         | Other Instrument          |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2027-11-15      | 5.0000%  | 0.0000% | $580000.00         | $620527.18         | Other Instrument          |
| NORTH CAROLINA HSG FIN AGY                                       | 2039-07-01      | 5.5180%  | 0.0000% | $1970000.00        | $1968703.30        | Other Instrument          |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | 2028-01-01      | 5.0000%  | 0.0000% | $45000.00          | $45752.20          | Other Instrument          |
| NO CALIFORNIA SANITATION AGENCIES FIN AUTH                       | 2039-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22391.44          | Other Instrument          |
| NORTHERN HUMBOLDT CALIF UN SCH DIST                              | 2029-08-01      | 4.0000%  | 0.0000% | $15000.00          | $15495.47          | Other Instrument          |
| SNOHOMISH CNTY WASH SCH DIST NO 15 EDMONDS                       | 2038-12-01      | 5.0000%  | 0.0000% | $50000.00          | $54606.11          | Other Instrument          |
| NORTHERN TOB SECURITIZATION CORP ALASKA                          | 2050-06-01      | 4.0000%  | 0.0000% | $465000.00         | $378862.37         | Other Instrument          |
| SOUTH BROWARD HOSP DIST FLA                                      | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $20638.78          | Other Instrument          |
| SOUTH CAROLINA ST JOBS-ECON DEV AUTH                             | 2043-02-01      | 4.0000%  | 0.0000% | $200000.00         | $185398.22         | Other Instrument          |
| SOUTH SAN FRANCISCO CALIF PUB FACS CORP                          | 2034-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5294.54           | Other Instrument          |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2036-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27218.14          | Other Instrument          |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2038-07-01      | 5.0000%  | 0.0000% | $265000.00         | $284865.87         | Other Instrument          |
| SOUTHWEST TEX INDPT SCH DIST                                     | 2028-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5330.14           | Other Instrument          |
| MOUNT HOREB WIS AREA SCH DIST                                    | 2032-03-01      | 4.0000%  | 0.0000% | $100000.00         | $102597.78         | Other Instrument          |
| MOUNTAIN HSE FING AUTH CALIF                                     | 2036-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5220.17           | Other Instrument          |
| LEE CNTY FLA SCH BRD                                             | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5266.69           | Other Instrument          |
| ABILENE TEX                                                      | 2036-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10109.46          | Other Instrument          |
| ADDISON TEX                                                      | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5095.23           | Other Instrument          |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2027-01-01      | 5.0000%  | 0.0000% | $40000.00          | $41757.42          | Other Instrument          |
| ALAMEDA CORRIDOR TRANSN AUTH CALIF                               | 2047-10-01      | 0.0000%  | 0.0000% | $1870000.00        | $465199.90         | Other Instrument          |
| OHIO (STATE OF)                                                  | 2029-12-15      | 5.0000%  | 0.0000% | $25000.00          | $27896.69          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2037-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16167.78          | Other Instrument          |
| HOUSTON CITY OF                                                  | 2047-03-01      | 3.9610%  | 0.0000% | $55000.00          | $47110.52          | Other Instrument          |
| HOUSTON TEX INDPT SCH DIST                                       | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28535.86          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2041-04-01      | 5.2500%  | 0.0000% | $40000.00          | $42957.33          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2029-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5445.98           | Other Instrument          |
| INDIANA MUN PWR AGY                                              | 2039-01-01      | 5.0000%  | 0.0000% | $565000.00         | $576240.99         | Other Instrument          |
| IMPERIAL IRRIGATION DISTRICT CALIF                               | 2032-11-01      | 5.0000%  | 0.0000% | $30000.00          | $30934.47          | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2044-07-01      | 5.2500%  | 0.0000% | $35000.00          | $36127.99          | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2040-05-15      | 5.0000%  | 0.0000% | $20000.00          | $21328.89          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2045-07-01      | 6.5740%  | 0.0000% | $420000.00         | $445524.01         | Other Instrument          |
| LOS ANGELES CALIF MUN IMPT CORP                                  | 2037-05-01      | 5.0000%  | 0.0000% | $45000.00          | $50470.15          | Other Instrument          |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5685.33           | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                           | 2038-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10454.36          | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                           | 2029-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11210.92          | Other Instrument          |
| LOUISIANA PUB FACS AUTH                                          | 2027-09-01      | 5.0000%  | 0.0000% | $290000.00         | $311997.14         | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2026-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5075.24           | Other Instrument          |
| VIRGINIA COMWLTH TRANSN BRD                                      | 2039-05-15      | 3.0000%  | 0.0000% | $30000.00          | $25358.60          | Other Instrument          |
| VIRGINIA ST PUB SCH AUTH                                         | 2026-08-01      | 5.0000%  | 0.0000% | $225000.00         | $231455.00         | Other Instrument          |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2038-07-15      | 5.0000%  | 0.0000% | $60000.00          | $64666.87          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2039-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10923.46          | Other Instrument          |
| ANAHEIM CALIF HSG & PUB IMPT AUTH                                | 2045-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5114.73           | Other Instrument          |
| PALM BEACH CNTY FLA HEALTH FACS AUTH                             | 2034-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5263.72           | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2027-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10533.39          | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                      | 2028-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10781.09          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2041-12-01      | 5.0000%  | 0.0000% | $55000.00          | $58433.77          | Other Instrument          |
| PARK CITY UTAH                                                   | 2028-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5477.69           | Other Instrument          |
| PARKER COLO WTR & SANTN DIST                                     | 2037-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5211.74           | Other Instrument          |
| BELLEVUE MICH CMNTY SCHS                                         | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5162.89           | Other Instrument          |
| BEXAR CNTY TEX HOSP DIST                                         | 2036-02-15      | 3.0000%  | 0.0000% | $70000.00          | $62545.47          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2038-01-01      | 5.0000%  | 0.0000% | $20000.00          | $20358.31          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2030-01-01      | 5.2500%  | 0.0000% | $5000.00           | $5204.79           | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2048-01-01      | 5.2500%  | 0.0000% | $45000.00          | $46573.12          | Other Instrument          |
| CHICAGO ILL TRANSIT AUTH SALES TAX                               | 2040-12-01      | 6.2000%  | 0.0000% | $330000.00         | $350022.93         | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2032-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21932.11          | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10833.26          | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2026-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10283.16          | Other Instrument          |
| GRAND PRAIRIE TEX                                                | 2036-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5027.93           | Other Instrument          |
| GRAND TRAVERSE CNTY MICH HOSP FIN AUTH                           | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5402.73           | Other Instrument          |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2037-02-14      | 5.4420%  | 0.0000% | $336647.00         | $349421.91         | Corporate Debt Securities |
| NORTH CAROLINA MED CARE COMMN                                    | 2034-11-01      | 2.7700%  | 0.0000% | $15000000.00       | $15028441.96       | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2046-11-15      | 0.0000%  | 0.0000% | $670000.00         | $671566.26         | Money Market              |
| HELVETICA FUNDING CO LLC                                         | 2025-09-09      | 0.0000%  | 0.0000% | $29877500.00       | $29834028.24       | Money Market              |
| CONNECTICUT ST HEALTH & EDL FACS A                               | 2042-07-01      | 3.5000%  | 0.0000% | $42315000.00       | $42392136.72       | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2053-07-01      | 0.0000%  | 0.0000% | $300000.00         | $300781.67         | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2054-09-01      | 0.0000%  | 0.0000% | $6500000.00        | $6550785.71        | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2049-07-01      | 0.0000%  | 0.0000% | $4000000.00        | $4004524.59        | Money Market              |
| UNIVERSITY OF MICHIGAN                                           | 2025-10-16      | 4.4800%  | 0.0000% | $30542900.00       | $30544427.15       | Money Market              |
| NEW YORK ST HSG FIN AGY                                          | 2041-05-15      | 2.7500%  | 0.0000% | $400000.00         | $400413.98         | Money Market              |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| ARLINGTON TEX HIGHER ED FIN CO                                   | 2027-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5344.47           | Other Instrument |
| DELAWARE CNTY PA REGL WTR QUALITY CTL AUTH                       | 2034-11-01      | 5.0000%  | 0.0000% | $35000.00          | $36304.76          | Other Instrument |
| HARRIS COUNTY FLOOD CONTROL DISTRICT                             | 2037-10-01      | 5.2500%  | 0.0000% | $10000.00          | $11088.93          | Other Instrument |
| HAWAII (STATE OF)                                                | 2047-07-01      | 4.1440%  | 0.0000% | $3365000.00        | $2833822.79        | Other Instrument |
| LOUISIANA PUB FACS AUTH                                          | 2049-05-15      | 4.0000%  | 0.0000% | $70000.00          | $59408.69          | Other Instrument |
| LOUISIANA (STATE OF)                                             | 2039-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5328.51           | Other Instrument |
| RHODE ISLAND COMMERCE CORPORATION                                | 2031-06-15      | 5.0000%  | 0.0000% | $25000.00          | $25680.94          | Other Instrument |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2028-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21184.98          | Other Instrument |
| NEW KENSINGTON PA MUN SAN AUTH                                   | 2047-12-01      | 3.2500%  | 0.0000% | $45000.00          | $33518.90          | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2033-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15309.97          | Other Instrument |
| UNIVERSITY OF MICHIGAN                                           | 2031-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5180.33           | Other Instrument |
| UNIVERSITY OF MICHIGAN                                           | 2032-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5389.23           | Other Instrument |
| UNIVERSITY OF ALABAMA AT BIRMINGHAM                              | 2030-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5569.18           | Other Instrument |
| NEW YORK ST TWY AUTH                                             | 2039-03-15      | 5.0000%  | 0.0000% | $13535000.00       | $14669654.09       | Other Instrument |
| OSCEOLA CNTY FLA                                                 | 2043-10-01      | 0.0000%  | 0.0000% | $3500000.00        | $1288280.00        | Other Instrument |
| WISCONSIN (STATE OF)                                             | 2037-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16439.08          | Other Instrument |
| UNIVERSITY OF VIRGINIA                                           | 2117-09-01      | 4.1790%  | 0.0000% | $300000.00         | $226719.85         | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2035-09-01      | 5.1000%  | 0.0000% | $885000.00         | $927509.50         | Other Instrument |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2040-07-01      | 6.0000%  | 0.0000% | $4925000.00        | $4925000.00        | Other Instrument |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2029-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5547.07           | Other Instrument |
| HURST EULESS BEDFORD TEX ISD                                     | 2030-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22326.09          | Other Instrument |
| IDAHO STATE BUILDING AUTHORITY                                   | 2026-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5161.96           | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2038-03-01      | 5.2500%  | 0.0000% | $30000.00          | $32362.15          | Other Instrument |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2039-07-01      | 5.0000%  | 0.0000% | $25000.00          | $26190.14          | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2038-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10830.44          | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2036-07-01      | 5.0000%  | 0.0000% | $60000.00          | $65721.33          | Other Instrument |
| LOUDOUN CNTY VA ECONOMIC DEV AUTH                                | 2032-12-01      | 3.0000%  | 0.0000% | $25000.00          | $24900.33          | Other Instrument |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2040-02-01      | 4.0000%  | 0.0000% | $10000000.00       | $9761111.11        | Other Instrument |
| WASHINGTON (STATE OF)                                            | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5212.58           | Other Instrument |
| PALM BEACH CNTY FLA SCH BRD                                      | 2036-08-01      | 5.0000%  | 0.0000% | $35000.00          | $37511.21          | Other Instrument |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10298.32          | Other Instrument |
| BERKELEY CALIF UNI SCH DIST                                      | 2045-08-01      | 2.7980%  | 0.0000% | $540000.00         | $389564.76         | Other Instrument |
| BIRMINGHAM ALA WTRWKS BRD                                        | 2039-01-01      | 3.4630%  | 0.0000% | $350000.00         | $275884.06         | Other Instrument |
| CHICAGO (CITY OF)                                                | 2032-01-01      | 6.2070%  | 0.0000% | $855000.00         | $709086.20         | Other Instrument |
| GREENEVILLE TENN HEALTH & EDL FACS BRD                           | 2040-07-01      | 4.0000%  | 0.0000% | $9220000.00        | $8789374.78        | Other Instrument |
| ILLINOIS FINANCE AUTHORITY                                       | 2046-12-01      | 2.7500%  | 0.0000% | $400000.00         | $400802.08         | Money Market     |
| PORT ARTHUR TEX NAV DIST                                         | 2040-11-01      | 2.9700%  | 0.0000% | $37275000.00       | $37355723.67       | Money Market     |
| NEW YORK ST HSG FIN AGY                                          | 2038-11-01      | 2.8000%  | 0.0000% | $23910000.00       | $23958816.25       | Money Market     |

### Security 290: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DEEPHAVEN RES MTG 2021-2 TR    XS     20660425 FLT     | 2066-04-25      | 0.0000%  | 0.0000% | $203335569.00      | $5711800.26        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C41 X-B    20501117 FLT     | 2050-11-17      | 0.5444%  | 0.0000% | $140483929.00      | $1290962.03        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2024-MGP  A-11   20410815 FLT     | 2041-08-15      | 6.3538%  | 0.0000% | $12064878.00       | $12073141.65       | Private Label Collateralized Mortgage Obligations |
| CF MORTGAGE TR 2019-CF2        SWD    20521118 FLT     | 2052-11-18      | 4.5235%  | 0.0000% | $885136.00         | $775068.70         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-8            B-1    20661125 FLT     | 2066-11-25      | 4.2420%  | 0.0000% | $811995.00         | $672717.83         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-6            A-1    20661025 FLT     | 2066-10-25      | 1.6300%  | 0.0000% | $17221000.00       | $7943771.08        | Private Label Collateralized Mortgage Obligations |
| SBALR COMML MTG 2020-RR1 TRUST A-3    20530213 2.82500 | 2053-02-13      | 2.8250%  | 0.0000% | $21580390.00       | $16825527.30       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   A      20340815 FLT     | 2034-08-15      | 6.2461%  | 0.0000% | $5000000.00        | $5021555.20        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2015-FL7  BLU2   20280515 FLT     | 2028-05-15      | 8.6930%  | 0.0000% | $1898000.00        | $113274.10         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  H      20370415 FLT     | 2037-04-15      | 9.6230%  | 0.0000% | $2455000.00        | $2097957.36        | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT     | 2035-11-15      | 7.1521%  | 0.0000% | $7193147.00        | $7231136.69        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM7   B-1    20671125 FLT     | 2067-11-25      | 7.5037%  | 0.0000% | $100000.00         | $100373.72         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM3   B-2    20670525 FLT     | 2067-05-25      | 4.4142%  | 0.0000% | $156718.00         | $67850.48          | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2023-NQM1   B-1    20680225 FLT     | 2068-02-25      | 8.0951%  | 0.0000% | $15160129.00       | $15291478.72       | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE 2025-CCM1  A-4-A  20550625 FLT     | 2055-06-25      | 5.0000%  | 0.0000% | $13912500.00       | $12583373.57       | Private Label Collateralized Mortgage Obligations |
| ACREC LLC 2025-FL3             E      20420818 FLT     | 2042-08-18      | 8.1509%  | 0.0000% | $2399940.00        | $2394584.61        | Private Label Collateralized Mortgage Obligations |
| LHOME MORTGAGE TRUST 2023-RTL4 A1     20281125 7.62800 | 2028-11-25      | 7.6280%  | 0.0000% | $1341000.00        | $1351456.52        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT     | 2039-02-15      | 6.0131%  | 0.0000% | $1720663.00        | $1580822.26        | Private Label Collateralized Mortgage Obligations |
| MS BOA MERRILL LYNCH TR 25-C35 X-A    20580816 FLT     | 2058-08-16      | 1.1831%  | 0.0000% | $44172540.00       | $3296561.01        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16              A-S    20391118 FLT     | 2039-11-18      | 6.3019%  | 0.0000% | $10000000.00       | $9811235.58        | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST 2025-AFC2          A-1A   20600625 FLT     | 2060-06-25      | 5.4710%  | 0.0000% | $2598562.00        | $2539908.57        | Private Label Collateralized Mortgage Obligations |

### Security 291: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYG3Q7P5
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| ATLANTA GA (CITY OF)                     | 2050-07-01      | 5.5000%  | 0.0000% | $1225000.00        | $1278199.71        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)     | 2050-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10277.64          | Other Instrument |
| PUBLIC FIN AUTH WI TOLL REVENU           | 2060-06-30      | 5.7500%  | 0.0000% | $14680000.00       | $14437682.13       | Other Instrument |
| BURLINGTON VT                            | 2065-12-31      | 5.7500%  | 0.0000% | $35425000.00       | $34810494.33       | Other Instrument |
| MOBILE ALA INDL DEV BRD                  | 2054-12-01      | 4.7500%  | 0.0000% | $11220000.00       | $9877988.27        | Other Instrument |
| HIDALGO CNTY TEX                         | 2055-08-15      | 5.0000%  | 0.0000% | $10000.00          | $9977.51           | Other Instrument |
| LOUISIANA PUB FACS AUTH                  | 2066-09-01      | 5.0000%  | 0.0000% | $8240000.00        | $7595320.71        | Other Instrument |
| LOWER ALA GAS DIST ALA GAS SUPPLY REV    | 2046-09-01      | 5.0000%  | 0.0000% | $995000.00         | $1033220.16        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH      | 2051-02-01      | 4.0000%  | 0.0000% | $300000.00         | $260277.33         | Other Instrument |
| UNIVERSITY OF MICHIGAN                   | 2047-04-01      | 3.5990%  | 0.0000% | $1000.00           | $847.32            | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP | 2045-10-01      | 4.3750%  | 0.0000% | $655000.00         | $579980.30         | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH      | 2035-12-01      | 5.0000%  | 0.0000% | $60000.00          | $62022.73          | Other Instrument |
| TEXAS WATER DEV BRD                      | 2047-10-15      | 4.1250%  | 0.0000% | $4835000.00        | $4358675.95        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY     | 2054-05-15      | 5.2500%  | 0.0000% | $5000.00           | $5220.83           | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF    | 2040-12-01      | 3.3840%  | 0.0000% | $125000.00         | $105629.00         | Other Instrument |
| WAXAHACHIE TEX INDPT SCH DIST            | 2053-02-15      | 4.0000%  | 0.0000% | $1135000.00        | $972235.96         | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH    | 2040-06-01      | 3.1640%  | 0.0000% | $260000.00         | $211183.50         | Other Instrument |
| CALIFORNIA (STATE OF)                    | 2054-05-01      | 2.0000%  | 0.0000% | $21646000.00       | $21677567.08       | Money Market     |
| CONNECTICUT ST HEALTH & EDL FACS A       | 2060-07-01      | 2.8000%  | 0.0000% | $13965000.00       | $13993511.88       | Money Market     |

### Security 292: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 4.460000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ATLANTIC MARINE CORPS COMMUNITIES LLC             | 2048-02-15      | 5.3830%  | 0.0000% | $205000.00         | $131875.13         | Other Instrument          |
| HAMPTON ROADS PPV LLC                             | 2053-06-15      | 6.1710%  | 0.0000% | $100000.00         | $79807.38          | Other Instrument          |
| PG&E RECOVERY FUNDING LLC                         | 2049-07-15      | 5.5360%  | 0.0000% | $640000.00         | $643773.58         | Asset-Backed Securities   |
| PUGET SOUND ENRG INC                              | 2049-09-15      | 3.2500%  | 0.0000% | $3000.00           | $2061.23           | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2028-12-14      | 2.3750%  | 0.0000% | $4450000.00        | $4215698.23        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2079-12-31      | 6.5000%  | 0.0000% | $1729000.00        | $1797990.94        | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $386384.88         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2049-11-15      | 3.7000%  | 0.0000% | $4000.00           | $2989.32           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2053-04-25      | 4.6110%  | 0.0000% | $5905000.00        | $5157027.43        | Corporate Debt Securities |
| HESS CORP                                         | 2031-08-15      | 7.3000%  | 0.0000% | $93000.00          | $107472.56         | Corporate Debt Securities |
| CI FINANCIAL CORP                                 | 2029-05-30      | 7.5000%  | 0.0000% | $5000.00           | $5397.56           | Corporate Debt Securities |
| CIGNA GROUP                                       | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1134012.78        | Corporate Debt Securities |
| GALAXY PIPELINE ASSETS BIDCO LTD                  | 2040-09-30      | 3.2500%  | 0.0000% | $6767000.00        | $5497926.22        | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2028-12-10      | 6.0360%  | 0.0000% | $7000.00           | $1705.41           | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2032-01-10      | 7.5070%  | 0.0000% | $1428000.00        | $696859.48         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2041-03-22      | 3.4000%  | 0.0000% | $1000000.00        | $794647.78         | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1461.08           | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2030-07-22      | 4.9950%  | 0.0000% | $1794000.00        | $1850553.61        | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP                     | 2030-06-05      | 2.6500%  | 0.0000% | $300000.00         | $279265.00         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2045-01-15      | 4.9000%  | 0.0000% | $2000.00           | $1778.64           | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                       | 2031-04-16      | 3.3500%  | 0.0000% | $14017000.00       | $13209009.50       | Corporate Debt Securities |
| ONEOK INC                                         | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $157841.72         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.2500%  | 0.0000% | $781000.00         | $785831.57         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2079-12-31      | 3.7500%  | 0.0000% | $3000.00           | $2928.83           | Corporate Debt Securities |
| BANCO SANTANDER SA                                | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $643367.10         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 4.3750%  | 0.0000% | $2649000.00        | $2602533.60        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2038-04-24      | 4.2440%  | 0.0000% | $205000.00         | $191315.45         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2031-07-23      | 1.8980%  | 0.0000% | $2000.00           | $1782.68           | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2033-04-27      | 4.5710%  | 0.0000% | $13496000.00       | $13588725.77       | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1775.69           | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2041-03-25      | 3.6500%  | 0.0000% | $790000.00         | $634689.07         | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2040-04-15      | 5.0000%  | 0.0000% | $898000.00         | $876511.86         | Corporate Debt Securities |
| FS KKR CAPITAL CORP                               | 2027-07-15      | 3.2500%  | 0.0000% | $467000.00         | $451487.30         | Corporate Debt Securities |
| FIVE CORNERS FUNDING TRUST II                     | 2030-05-15      | 2.8500%  | 0.0000% | $1000000.00        | $943393.33         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                           | 2038-03-31      | 4.1250%  | 0.0000% | $3127000.00        | $2299972.31        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2032-04-22      | 2.6150%  | 0.0000% | $476000.00         | $434219.17         | Corporate Debt Securities |
| FLOWSERVE CORPORATION                             | 2030-10-01      | 3.5000%  | 0.0000% | $4403000.00        | $4254834.16        | Corporate Debt Securities |
| ARES FINANCE CO IV LLC                            | 2052-02-01      | 3.6500%  | 0.0000% | $2000.00           | $1399.78           | Corporate Debt Securities |
| DOVER CORP                                        | 2038-03-15      | 6.6000%  | 0.0000% | $2000.00           | $2272.67           | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $398947.37         | Corporate Debt Securities |
| PHILLIPS 66                                       | 2034-11-15      | 4.6500%  | 0.0000% | $5487000.00        | $5377388.03        | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2041-06-15      | 3.3000%  | 0.0000% | $5999000.00        | $4589734.91        | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD                      | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1043008.33        | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                  | 2046-11-01      | 3.6400%  | 0.0000% | $284000.00         | $210663.00         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                          | 2039-01-26      | 6.9500%  | 0.0000% | $22000.00          | $24620.00          | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                            | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $399854.55         | Corporate Debt Securities |
| UBS GROUP AG                                      | 2032-05-14      | 3.0910%  | 0.0000% | $265000.00         | $246525.64         | Corporate Debt Securities |
| EDISON INTL                                       | 2028-11-15      | 5.2500%  | 0.0000% | $51000.00          | $52260.04          | Corporate Debt Securities |
| EDISON INTL                                       | 2030-03-15      | 6.2500%  | 0.0000% | $1000.00           | $1068.05           | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                         | 2050-02-05      | 3.2500%  | 0.0000% | $1316000.00        | $909575.33         | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2034-07-01      | 6.3750%  | 0.0000% | $2000.00           | $2010.54           | Corporate Debt Securities |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA        | 2039-09-30      | 7.3750%  | 0.0000% | $4000.00           | $4859.10           | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2031-01-15      | 6.1500%  | 0.0000% | $3755000.00        | $3877841.70        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2039-06-15      | 5.1250%  | 0.0000% | $1442000.00        | $1382207.07        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2027-03-15      | 3.1250%  | 0.0000% | $2000.00           | $1995.71           | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2042-03-15      | 4.3750%  | 0.0000% | $1666000.00        | $1435793.05        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2037-09-15      | 6.5000%  | 0.0000% | $100000.00         | $111105.11         | Corporate Debt Securities |
| BOEING CO                                         | 2029-03-01      | 3.2000%  | 0.0000% | $4064000.00        | $3979112.07        | Corporate Debt Securities |
| BOEING CO                                         | 2040-05-01      | 5.7050%  | 0.0000% | $6790000.00        | $6963686.31        | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2031-01-13      | 3.0520%  | 0.0000% | $200000.00         | $188479.96         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2044-04-01      | 4.5000%  | 0.0000% | $2039000.00        | $1819093.85        | Corporate Debt Securities |
| CITIGROUP INC                                     | 2028-07-24      | 3.6680%  | 0.0000% | $1000.00           | $992.68            | Corporate Debt Securities |
| GREAT RIVER ENERGY                                | 2038-07-01      | 7.2330%  | 0.0000% | $2586000.00        | $1991106.49        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2031-05-14      | 2.7500%  | 0.0000% | $2000.00           | $1845.84           | Corporate Debt Securities |
| APPLE INC                                         | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1242.75           | Corporate Debt Securities |
| APPLE INC                                         | 2062-08-08      | 4.1000%  | 0.0000% | $2275000.00        | $1809811.79        | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2279.21           | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2071.62           | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2042-04-15      | 4.4500%  | 0.0000% | $6000.00           | $4931.42           | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2044-02-15      | 4.7500%  | 0.0000% | $1029000.00        | $857061.53         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2031-02-01      | 2.5000%  | 0.0000% | $3052000.00        | $2713699.36        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2050-07-01      | 4.9500%  | 0.0000% | $2170000.00        | $1825740.35        | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                      | 2046-02-01      | 4.9000%  | 0.0000% | $1028000.00        | $949235.78         | Corporate Debt Securities |
| BELROSE FUNDING TRUST II                          | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $106393.80         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2052-05-15      | 4.6250%  | 0.0000% | $7113000.00        | $6100685.74        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2051-02-04      | 3.7000%  | 0.0000% | $2000.00           | $1403.18           | Corporate Debt Securities |
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1069.62           | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                      | 2041-05-13      | 3.4390%  | 0.0000% | $342000.00         | $263065.01         | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2040-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2134960.00        | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2040-03-19      | 4.2270%  | 0.0000% | $1688000.00        | $1556836.77        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2026-02-19      | 3.4500%  | 0.0000% | $103000.00         | $102670.23         | Corporate Debt Securities |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1139926.33        | Corporate Debt Securities |
| INTEL CORP                                        | 2041-08-12      | 2.8000%  | 0.0000% | $2735000.00        | $1840715.78        | Corporate Debt Securities |
| HYATT HOTELS CORP                                 | 2030-04-23      | 5.7500%  | 0.0000% | $269000.00         | $285205.91         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                          | 2029-02-02      | 3.0000%  | 0.0000% | $2230000.00        | $2137120.50        | Corporate Debt Securities |
| STATE STREET CORP                                 | 2079-12-31      | 6.4500%  | 0.0000% | $1400000.00        | $1441913.67        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2043-04-30      | 7.4816%  | 0.0000% | $1000.00           | $1006.43           | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                     | 2031-06-01      | 2.7000%  | 0.0000% | $1000.00           | $915.61            | Corporate Debt Securities |
| AEP TEXAS INC                                     | 2051-05-15      | 3.4500%  | 0.0000% | $6435000.00        | $4372110.60        | Corporate Debt Securities |
| AES CORP                                          | 2030-07-15      | 3.9500%  | 0.0000% | $2000.00           | $1939.46           | Corporate Debt Securities |
| SKYMILES IP LTD                                   | 2028-10-20      | 4.7500%  | 0.0000% | $116917.00         | $118218.97         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2035-05-11      | 4.1250%  | 0.0000% | $1226000.00        | $1182826.41        | Corporate Debt Securities |
| SOUTHWESTERN PUBLIC SERVICE COMPANY               | 2036-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.83           | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FUNDING I                | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $152882.13         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO             | 2051-03-30      | 3.4500%  | 0.0000% | $2090000.00        | $1468045.61        | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)         | 2035-07-15      | 5.2500%  | 0.0000% | $3855000.00        | $3956103.80        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2053-02-15      | 3.3000%  | 0.0000% | $529000.00         | $351204.86         | Corporate Debt Securities |
| MEIJI YASUDA LIFE INSURANCE CO                    | 2055-06-11      | 6.1000%  | 0.0000% | $795000.00         | $831320.90         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2079-12-31      | 4.0000%  | 0.0000% | $1141000.00        | $1054657.99        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                             | 2095-11-15      | 7.5000%  | 0.0000% | $2316000.00        | $2534020.52        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2031-03-11      | 2.6880%  | 0.0000% | $553000.00         | $507191.69         | Corporate Debt Securities |
| BGC GROUP INC                                     | 2029-06-10      | 6.6000%  | 0.0000% | $2000.00           | $2114.71           | Corporate Debt Securities |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-27
- **C.13 - Final Legal Maturity Date:** 2025-11-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SLMA_06-8                                  | 2041-01-25      | 4.7622%  | 0.0000% | $224279000.00      | $110989816.87      | Asset-Backed Securities                           |
| KNDT_21-KD                                 | 2038-08-15      | 5.8276%  | 0.0000% | $3100000.00        | $3051483.83        | Private Label Collateralized Mortgage Obligations |
| NRZT_18-4                                  | 2048-01-25      | 5.6370%  | 0.0000% | $6267000.00        | $3559846.74        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSM           | 2049-12-15      | 4.5544%  | 0.0000% | $1711000.00        | $1564473.02        | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-2                                 | 2049-08-25      | 4.4494%  | 0.0000% | $2603300.00        | $1993059.77        | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-INV2                              | 2050-02-25      | 0.1593%  | 0.0000% | $223565759.00      | $101004.42         | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV1                                | 2051-08-25      | 3.1497%  | 0.0000% | $404000.00         | $310483.85         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-11                                | 2055-11-25      | 6.0000%  | 0.0000% | $513000.00         | $438845.98         | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST | 2053-05-13      | 3.8480%  | 0.0000% | $3750000.00        | $2307992.78        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF    | 2034-09-15      | 5.3656%  | 0.0000% | $3000000.00        | $2775818.16        | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-3                                 | 2050-08-25      | 0.5000%  | 0.0000% | $246712000.00      | $510833.30         | Private Label Collateralized Mortgage Obligations |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2 | 2039-05-15      | 6.4562%  | 0.0000% | $8787000.00        | $8051183.23        | Private Label Collateralized Mortgage Obligations |
| ACREC LLC ACREC_25-FL3                     | 2042-08-18      | 5.6699%  | 0.0000% | $3430000.00        | $3435911.42        | Private Label Collateralized Mortgage Obligations |
| SFPMT_16-1A                                | 2046-11-25      | 3.0000%  | 0.0000% | $10500000.00       | $973881.94         | Private Label Collateralized Mortgage Obligations |
| UBSCM_18-C10                               | 2051-05-15      | 2.2015%  | 0.0000% | $18994176.00       | $961839.11         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_24-277P           | 2044-08-10      | 7.2323%  | 0.0000% | $7668000.00        | $8231307.69        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_22-2         | 2067-02-25      | 2.9940%  | 0.0000% | $868865.00         | $542218.99         | Private Label Collateralized Mortgage Obligations |

### Security 294: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-04
- **C.13 - Final Legal Maturity Date:** 2025-10-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF_22-K148                                     | 2032-07-25      | 0.1000%  | 0.0000% | $28087179.00       | $149028.53         | Agency Collateralized Mortgage Obligation         |
| SILVER POINT CLO 4 LTD SPCLO_24-4A                | 2037-04-15      | 6.9061%  | 0.0000% | $7750000.00        | $7833618.14        | Asset-Backed Securities                           |
| APID_15-22A                                       | 2031-04-21      | 7.5371%  | 0.0000% | $4904468.00        | $4935931.10        | Asset-Backed Securities                           |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_21-4A       | 2034-04-20      | 6.2371%  | 0.0000% | $7500000.00        | $7577301.44        | Asset-Backed Securities                           |
| BABSON CLO LTD 2024-I                             | 2037-01-20      | 5.9555%  | 0.0000% | $2871307.00        | $2894368.71        | Asset-Backed Securities                           |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-2  | 2055-05-20      | 5.7000%  | 0.0000% | $14160000.00       | $11334136.54       | Asset-Backed Securities                           |
| WISE CLO LTD WYZE_25-2A                           | 2038-04-20      | 0.0000%  | 0.0000% | $4286034.00        | $4412427.94        | Asset-Backed Securities                           |
| VENTURE CDO LTD VENTR_18-31A                      | 2031-04-20      | 7.4071%  | 0.0000% | $1072831.00        | $1055369.99        | Asset-Backed Securities                           |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM2 | 2065-06-25      | 5.6480%  | 0.0000% | $4746990.00        | $4529788.07        | Private Label Collateralized Mortgage Obligations |
| BAMLL_16-LD11                                     | 2050-06-17      | 5.8813%  | 0.0000% | $100000.00         | $22216.70          | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_20-EYP                            | 2035-10-15      | 8.1776%  | 0.0000% | $10000.00          | $156.81            | Private Label Collateralized Mortgage Obligations |
| FIGRE_25-HE4                                      | 2055-07-25      | 6.6120%  | 0.0000% | $7658871.00        | $7647717.13        | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                      | 2052-07-25      | 4.4681%  | 0.0000% | $907000.00         | $647803.86         | Private Label Collateralized Mortgage Obligations |
| BARC_22-INV1                                      | 2062-02-25      | 4.5828%  | 0.0000% | $100000.00         | $89438.84          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C3                     | 2057-02-16      | 4.0000%  | 0.0000% | $1500000.00        | $1302996.17        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                       | 2065-07-27      | 5.5170%  | 0.0000% | $232745.00         | $231351.93         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                       | 2065-07-27      | 0.0000%  | 0.0000% | $188354.00         | $4867.88           | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM2              | 2063-12-26      | 5.8780%  | 0.0000% | $394483.00         | $272748.60         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7              | 2064-03-25      | 6.2430%  | 0.0000% | $13987720.00       | $9752572.43        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7              | 2064-03-25      | 6.4460%  | 0.0000% | $2003423.00        | $1397238.60        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-7                                        | 2053-04-25      | 3.4149%  | 0.0000% | $3539498.00        | $2098178.49        | Private Label Collateralized Mortgage Obligations |
| MSC_20-CNP                                        | 2042-04-05      | 2.5085%  | 0.0000% | $2605000.00        | $2047623.97        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_23-NQM8                             | 2063-09-25      | 7.0450%  | 0.0000% | $7066743.00        | $4685345.68        | Private Label Collateralized Mortgage Obligations |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DANA INC                                | 2030-09-01      | 4.2500%  | 0.0000% | $35082000.00       | $35459969.57       | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC           | 2030-12-01      | 11.0000% | 0.0000% | $10551000.00       | $10597307.17       | Corporate Debt Securities |
| VANTAGE DRILLING INTERNATIONAL          | 2028-02-15      | 9.5000%  | 0.0000% | $6152000.00        | $6227955.32        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC       | 2029-08-15      | 3.8750%  | 0.0000% | $2232000.00        | $2145213.02        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC       | 2033-11-01      | 3.8750%  | 0.0000% | $23475000.00       | $21218850.35       | Corporate Debt Securities |
| BRASKEM NETHERLANDS FINANCE BV          | 2028-01-10      | 4.5000%  | 0.0000% | $3064000.00        | $2373604.20        | Corporate Debt Securities |
| NCR VOYIX CORP                          | 2028-10-01      | 5.0000%  | 0.0000% | $422000.00         | $426762.50         | Corporate Debt Securities |
| FXI HOLDINGS INC                        | 2026-11-15      | 12.2500% | 0.0000% | $52000.00          | $48361.50          | Corporate Debt Securities |
| GOL FINANCE INC                         | 2030-06-06      | 14.3750% | 0.0000% | $18902000.00       | $19795907.09       | Corporate Debt Securities |
| OSCAR ACQUISITIONCO LLC                 | 2030-04-15      | 9.5000%  | 0.0000% | $3188000.00        | $2598956.78        | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP                 | 2029-02-01      | 3.1250%  | 0.0000% | $4923000.00        | $4635007.24        | Corporate Debt Securities |
| ONE CALL CORP                           | 2028-11-01      | 8.5000%  | 0.0000% | $128102000.00      | $132854214.13      | Corporate Debt Securities |
| OPEN TEXT CORP                          | 2029-12-01      | 3.8750%  | 0.0000% | $1842000.00        | $1754472.25        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC    | 2028-05-01      | 5.0000%  | 0.0000% | $26250000.00       | $26664720.83       | Corporate Debt Securities |
| CITIGROUP INC                           | 2079-12-31      | 6.9500%  | 0.0000% | $794000.00         | $808167.17         | Corporate Debt Securities |
| FORD MOTOR COMPANY                      | 2043-01-15      | 4.7500%  | 0.0000% | $4463000.00        | $3502007.01        | Corporate Debt Securities |
| FORD MOTOR COMPANY                      | 2030-04-22      | 9.6250%  | 0.0000% | $11255000.00       | $13501327.61       | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                     | 2030-02-14      | 9.6250%  | 0.0000% | $30997000.00       | $29803938.40       | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC                 | 2029-11-01      | 6.3750%  | 0.0000% | $33121000.00       | $29473246.27       | Corporate Debt Securities |
| COMMSCOPE TECHNOLOGIES LLC              | 2027-03-15      | 5.0000%  | 0.0000% | $14730000.00       | $14898478.47       | Corporate Debt Securities |
| TTM TECH INC                            | 2029-03-01      | 4.0000%  | 0.0000% | $3789000.00        | $3709195.24        | Corporate Debt Securities |
| ECHOSTAR CORP                           | 2029-11-30      | 10.7500% | 0.0000% | $7568431.00        | $8356125.97        | Corporate Debt Securities |
| EDISON INTL                             | 2079-12-31      | 5.3750%  | 0.0000% | $345000.00         | $341741.86         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP            | 2028-03-01      | 5.8750%  | 0.0000% | $1458000.00        | $1529484.73        | Corporate Debt Securities |
| MOHEGAN GAMING & ENTERTAINMENT          | 2031-04-15      | 11.8750% | 0.0000% | $2008000.00        | $2202195.07        | Corporate Debt Securities |
| CHEMOURS COMPANY                        | 2029-11-15      | 4.6250%  | 0.0000% | $3530000.00        | $3206479.42        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                        | 2028-02-15      | 3.3750%  | 0.0000% | $82000.00          | $80065.83          | Corporate Debt Securities |
| PANOCHE ENERGY CENTER LLC               | 2029-07-31      | 6.8850%  | 0.0000% | $6146000.00        | $2024512.08        | Corporate Debt Securities |
| PAPA JOHNS INTL INC                     | 2029-09-15      | 3.8750%  | 0.0000% | $3737000.00        | $3656739.62        | Corporate Debt Securities |
| VIPER ENERGY PARTNERS LLC               | 2035-08-01      | 5.7000%  | 0.0000% | $6966000.00        | $7044924.78        | Corporate Debt Securities |
| VIRGIN MEDIA SECURED FINANCE PLC        | 2029-05-15      | 5.5000%  | 0.0000% | $3011000.00        | $3016326.12        | Corporate Debt Securities |
| ING GROEP NV                            | 2079-12-31      | 5.7500%  | 0.0000% | $2463000.00        | $2509332.45        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                    | 2029-02-01      | 4.3750%  | 0.0000% | $11111000.00       | $9378270.42        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                    | 2029-11-15      | 10.0000% | 0.0000% | $2800000.00        | $2855548.89        | Corporate Debt Securities |
| IRON MOUNTAIN INC                       | 2028-07-15      | 5.0000%  | 0.0000% | $1237000.00        | $1236011.77        | Corporate Debt Securities |
| IRON MOUNTAIN INC                       | 2031-02-15      | 4.5000%  | 0.0000% | $352000.00         | $336029.76         | Corporate Debt Securities |
| NRG ENERGY INC                          | 2029-06-15      | 5.2500%  | 0.0000% | $260000.00         | $262319.63         | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC                | 2029-09-30      | 11.1750% | 0.0000% | $40017087.00       | $38248915.33       | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD | 2029-06-01      | 4.0910%  | 0.0000% | $8999000.00        | $8627703.26        | Corporate Debt Securities |
| SPIRIT IP CAYMAN LTD                    | 2030-03-06      | 8.0000%  | 0.0000% | $3953756.00        | $1875727.74        | Corporate Debt Securities |
| ENOVA INTERNATIONAL INC                 | 2029-08-01      | 9.1250%  | 0.0000% | $7214000.00        | $7670049.04        | Corporate Debt Securities |
| MERCER INTL INC.                        | 2029-02-01      | 5.1250%  | 0.0000% | $504000.00         | $400002.68         | Corporate Debt Securities |
| MAXAM PRILL SARL                        | 2030-07-15      | 7.7500%  | 0.0000% | $12138000.00       | $11981794.05       | Corporate Debt Securities |
| TIDEWATER INC                           | 2030-07-15      | 9.1250%  | 0.0000% | $5842000.00        | $6321981.97        | Corporate Debt Securities |
| TIME WARNER CABLE ENTERPRISES LLC       | 2033-07-15      | 8.3750%  | 0.0000% | $1935000.00        | $2279461.17        | Corporate Debt Securities |
| CSC HOLDINGS LLC                        | 2030-01-15      | 5.7500%  | 0.0000% | $66821000.00       | $31770564.17       | Corporate Debt Securities |

### Security 296: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RYAN SPECIALTY LLC                             | 2032-08-01      | 5.8750%  | 0.0000% | $23306000.00       | $23585892.11       | Corporate Debt Securities |
| JETBLUE AIRWAYS CORP                           | 2031-09-20      | 9.8750%  | 0.0000% | $13000000.00       | $13125282.08       | Corporate Debt Securities |
| ROCKET SOFTWARE INC                            | 2028-11-28      | 9.0000%  | 0.0000% | $15148000.00       | $16063999.56       | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC                        | 2029-02-15      | 6.5000%  | 0.0000% | $21000000.00       | $20107243.33       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                          | 2028-08-01      | 4.0000%  | 0.0000% | $22666000.00       | $22157626.80       | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC                         | 2032-10-15      | 10.0000% | 0.0000% | $12081075.00       | $12681772.90       | Corporate Debt Securities |
| FLUTTER TREASURY DAC                           | 2031-06-04      | 5.8750%  | 0.0000% | $14999000.00       | $15477491.02       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2026-06-10      | 6.9500%  | 0.0000% | $15138000.00       | $15568697.13       | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                     | 2027-07-15      | 5.7500%  | 0.0000% | $24000000.00       | $24071706.67       | Corporate Debt Securities |
| ARIS WATER HOLDINGS LLC                        | 2030-04-01      | 7.2500%  | 0.0000% | $11736000.00       | $12760246.36       | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC           | 2026-04-15      | 5.7500%  | 0.0000% | $13343000.00       | $13747218.77       | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2027-05-09      | 4.7500%  | 0.0000% | $13625000.00       | $13744407.99       | Corporate Debt Securities |
| TEGNA INC                                      | 2026-03-15      | 4.7500%  | 0.0000% | $13196000.00       | $13482734.42       | Corporate Debt Securities |
| TELUS CORPORATION                              | 2055-10-15      | 6.6250%  | 0.0000% | $14000000.00       | $14447716.11       | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDINGS LLC                  | 2029-10-31      | 8.6250%  | 0.0000% | $23351000.00       | $23437963.02       | Corporate Debt Securities |
| CARSCOM INC                                    | 2028-11-01      | 6.3750%  | 0.0000% | $12100000.00       | $12331906.58       | Corporate Debt Securities |
| CARVANA CO                                     | 2030-06-01      | 9.0000%  | 0.0000% | $17500000.00       | $18398547.22       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2027-07-31      | 5.0000%  | 0.0000% | $15000000.00       | $15034466.67       | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2032-05-19      | 4.2000%  | 0.0000% | $22700000.00       | $21476848.34       | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2026-04-15      | 3.4000%  | 0.0000% | $15000000.00       | $15054833.34       | Corporate Debt Securities |
| STONEX ESCROW ISSUER LLC                       | 2032-07-15      | 6.8750%  | 0.0000% | $16548000.00       | $17187738.78       | Corporate Debt Securities |
| LAS VEGAS SANDS                                | 2034-08-15      | 6.2000%  | 0.0000% | $13708000.00       | $14250029.55       | Corporate Debt Securities |
| ACADEMY LTD                                    | 2027-11-15      | 6.0000%  | 0.0000% | $19985000.00       | $20359985.22       | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                            | 2027-08-01      | 5.0000%  | 0.0000% | $20177000.00       | $20155186.42       | Corporate Debt Securities |
| NISSAN MTR CO LTD                              | 2025-09-17      | 3.5220%  | 0.0000% | $22926000.00       | $23252443.31       | Corporate Debt Securities |
| NOKIA OYJ                                      | 2027-06-12      | 4.3750%  | 0.0000% | $15000000.00       | $15048414.59       | Corporate Debt Securities |
| ENBRIDGE INC                                   | 2078-03-01      | 6.2500%  | 0.0000% | $22700000.00       | $23523165.06       | Corporate Debt Securities |
| MATADOR RESOURCES CO                           | 2033-04-15      | 6.2500%  | 0.0000% | $5504000.00        | $5668260.76        | Corporate Debt Securities |
| CALIFORNIA RESOURCES CORP                      | 2029-06-15      | 8.2500%  | 0.0000% | $20089000.00       | $21114911.75       | Corporate Debt Securities |

### Security 297: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-13
- **C.13 - Final Legal Maturity Date:** 2025-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 2.5000%  | 0.0000% | $40748.00          | $16447.63          | Agency Mortgage-Backed Securities                 |
| NC QAZAQGAZ JSC                       | 2027-09-26      | 4.3750%  | 0.0000% | $203000.00         | $204858.21         | Corporate Debt Securities                         |
| JEFFERIES FINANCE LLC                 | 2031-10-15      | 6.6250%  | 0.0000% | $200000.00         | $205585.94         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.  | 2054-12-15      | 7.0500%  | 0.0000% | $100000.00         | $105541.17         | Corporate Debt Securities                         |
| CMS ENERGY CORP                       | 2050-06-01      | 4.7500%  | 0.0000% | $156000.00         | $152646.17         | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES      | 2029-07-18      | 4.2500%  | 0.0000% | $3445000.00        | $3254836.96        | Corporate Debt Securities                         |
| BBVA BANCOMER SA (TEXAS BRANCH)       | 2034-09-13      | 5.8750%  | 0.0000% | $4961000.00        | $5063495.64        | Corporate Debt Securities                         |
| BBVA BANCOMER SA INSTITUCION DE       | 2039-01-08      | 8.1250%  | 0.0000% | $2100000.00        | $2271465.88        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH                   | 2031-01-12      | 3.2000%  | 0.0000% | $242000.00         | $218220.54         | Corporate Debt Securities                         |
| GRUPO NUTRESA SA                      | 2035-05-12      | 9.0000%  | 0.0000% | $835000.00         | $946430.75         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                | 2055-02-15      | 7.0000%  | 0.0000% | $1200000.00        | $1263890.67        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                | 2055-05-15      | 6.7000%  | 0.0000% | $1130000.00        | $1179760.18        | Corporate Debt Securities                         |
| B3 SA BRASIL BOLSA BALCAO             | 2031-09-20      | 4.1250%  | 0.0000% | $2200000.00        | $2078161.25        | Corporate Debt Securities                         |
| GRUPO NUTRESA SA                      | 2030-05-12      | 8.0000%  | 0.0000% | $1005000.00        | $1089196.67        | Corporate Debt Securities                         |
| ALLSTATE CORP                         | 2067-05-15      | 6.5000%  | 0.0000% | $463000.00         | $486686.05         | Corporate Debt Securities                         |
| ILFC E CAPITAL TRUST II               | 2065-12-21      | 6.9416%  | 0.0000% | $3254000.00        | $2828484.06        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                   | 2032-06-01      | 4.1980%  | 0.0000% | $1553000.00        | $1470367.63        | Corporate Debt Securities                         |
| AES PANAMA GENERATION HOLDINGS SRL    | 2030-05-31      | 4.3750%  | 0.0000% | $685000.00         | $607143.52         | Corporate Debt Securities                         |
| PANAMA GENERATION                     | 2030-05-31      | 0.0000%  | 0.0000% | $9486000.00        | $8407829.87        | Money Market                                      |
| JPMDB_20-COR7                         | 2053-05-13      | 1.7701%  | 0.0000% | $1367998.00        | $61262.18          | Private Label Collateralized Mortgage Obligations |
| COMM_19-521F                          | 2034-06-15      | 5.3101%  | 0.0000% | $2368150.00        | $2293231.88        | Private Label Collateralized Mortgage Obligations |

### Security 298: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $1240865416.00     | $837420001.06      | Agency Mortgage-Backed Securities |

### Security 299: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-B              | 2054-06-01      | 5.0990%  | 0.0000% | $160000.00         | $149083.88         | Asset-Backed Securities   |
| RTX CORP                                                 | 2040-10-15      | 4.8750%  | 0.0000% | $1278000.00        | $1237635.43        | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV                         | 2032-01-22      | 6.2550%  | 0.0000% | $1066000.00        | $1124223.59        | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV                         | 2037-01-22      | 6.6580%  | 0.0000% | $645000.00         | $687533.20         | Corporate Debt Securities |
| QUALCOMM INC                                             | 2050-05-20      | 3.2500%  | 0.0000% | $139000.00         | $97376.10          | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2032-10-12      | 5.0000%  | 0.0000% | $14840000.00       | $14933360.09       | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                   | 2036-08-12      | 5.4000%  | 0.0000% | $1005000.00        | $1009311.45        | Corporate Debt Securities |
| STARBUCKS CORP                                           | 2047-12-01      | 3.7500%  | 0.0000% | $443000.00         | $331579.59         | Corporate Debt Securities |
| REYNOLDS AMERICAN INC                                    | 2040-05-01      | 8.1250%  | 0.0000% | $99000.00          | $120218.86         | Corporate Debt Securities |
| JOHNSON & JOHNSON                                        | 2037-03-03      | 3.6250%  | 0.0000% | $1261000.00        | $1159189.66        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                       | 2045-09-14      | 5.1250%  | 0.0000% | $117000.00         | $109762.33         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                            | 2036-01-15      | 6.2500%  | 0.0000% | $700000.00         | $742678.22         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                     | 2084-11-24      | 6.3500%  | 0.0000% | $3108000.00        | $3005193.40        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2026-11-15      | 2.9000%  | 0.0000% | $65000.00          | $64379.11          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                                | 2048-02-15      | 4.3000%  | 0.0000% | $2717000.00        | $2212975.37        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                    | 2050-03-01      | 3.0500%  | 0.0000% | $765000.00         | $530665.63         | Corporate Debt Securities |
| WEST VIRGINIA UNITED HEALTH SYSTEM INC                   | 2050-06-01      | 3.1290%  | 0.0000% | $261000.00         | $162941.95         | Corporate Debt Securities |
| WESTERN ALLIANCE                                         | 2031-06-15      | 3.0000%  | 0.0000% | $90000.00          | $86338.50          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                           | 2048-03-01      | 5.3000%  | 0.0000% | $42711000.00       | $37468462.05       | Corporate Debt Securities |
| NEUBERGER BERMAN GROUP LLC                               | 2045-04-15      | 4.8750%  | 0.0000% | $129000.00         | $112737.72         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2055-06-15      | 5.9500%  | 0.0000% | $9384000.00        | $9605501.50        | Corporate Debt Securities |
| UNIVERSITY OF NOTRE DAME DU LAC                          | 2048-02-15      | 3.3940%  | 0.0000% | $273000.00         | $202410.36         | Corporate Debt Securities |
| AMERICAN UNIVERSITY                                      | 2049-04-01      | 3.6720%  | 0.0000% | $50000.00          | $38167.80          | Corporate Debt Securities |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                | 2032-05-15      | 5.6000%  | 0.0000% | $729000.00         | $756228.96         | Corporate Debt Securities |
| UNION ELECTRIC CO                                        | 2037-08-01      | 5.3000%  | 0.0000% | $98000.00          | $99861.24          | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                  | 2051-06-15      | 2.9000%  | 0.0000% | $952000.00         | $602207.70         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                  | 2029-04-22      | 3.6250%  | 0.0000% | $2345000.00        | $2317981.36        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                  | 2033-01-20      | 5.0000%  | 0.0000% | $10099000.00       | $10271524.58       | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                                 | 2035-04-25      | 5.9150%  | 0.0000% | $8845000.00        | $9516812.15        | Corporate Debt Securities |
| AMERICAN INTERNATIONAL GROUP INC                         | 2055-01-15      | 4.3750%  | 0.0000% | $67000.00          | $50637.07          | Corporate Debt Securities |
| CI FINANCIAL CORP                                        | 2030-12-17      | 3.2000%  | 0.0000% | $62000.00          | $56216.64          | Corporate Debt Securities |
| CME GROUP INC                                            | 2043-09-15      | 5.3000%  | 0.0000% | $113000.00         | $116526.10         | Corporate Debt Securities |
| CNA FINANCIAL CORP                                       | 2030-08-15      | 2.0500%  | 0.0000% | $840000.00         | $747169.27         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2038-03-25      | 4.7800%  | 0.0000% | $3904000.00        | $3688178.21        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2065-09-15      | 6.2500%  | 0.0000% | $7375000.00        | $7318732.85        | Corporate Debt Securities |
| COTERRA ENERGY INC                                       | 2055-02-15      | 5.9000%  | 0.0000% | $20993000.00       | $19800061.10       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2060-11-20      | 3.0000%  | 0.0000% | $1775000.00        | $1067130.00        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2052-03-01      | 3.8750%  | 0.0000% | $1304000.00        | $1002710.44        | Corporate Debt Securities |
| VAR ENERGI ASA                                           | 2028-01-15      | 7.5000%  | 0.0000% | $601000.00         | $643236.28         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2039-01-26      | 6.9500%  | 0.0000% | $19000.00          | $21262.73          | Corporate Debt Securities |
| PERTAMINA PERSERO PT                                     | 2042-05-03      | 6.0000%  | 0.0000% | $651000.00         | $674425.15         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2044-01-22      | 4.8750%  | 0.0000% | $186000.00         | $163687.52         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2114-01-22      | 6.0000%  | 0.0000% | $137000.00         | $131540.09         | Corporate Debt Securities |
| CENCOSUD SA                                              | 2027-07-17      | 4.3750%  | 0.0000% | $219000.00         | $219491.47         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                  | 2049-02-05      | 4.3750%  | 0.0000% | $492000.00         | $374002.00         | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC                           | 2049-11-08      | 4.2500%  | 0.0000% | $500000.00         | $400672.08         | Corporate Debt Securities |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA              | 2050-05-07      | 4.7000%  | 0.0000% | $4383000.00        | $3745809.20        | Corporate Debt Securities |
| EMPRESA DE ENERGIA DE BOGOTA SA                          | 2033-11-09      | 7.8500%  | 0.0000% | $704000.00         | $830090.70         | Corporate Debt Securities |
| UBS GROUP AG                                             | 2035-02-08      | 5.6990%  | 0.0000% | $6040000.00        | $6327107.88        | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                                   | 2036-01-09      | 5.3750%  | 0.0000% | $495000.00         | $503665.11         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                   | 2048-03-01      | 4.8500%  | 0.0000% | $239000.00         | $212910.89         | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV                | 2051-01-15      | 4.7500%  | 0.0000% | $3983000.00        | $3036263.03        | Corporate Debt Securities |
| NUCOR CORP                                               | 2055-12-15      | 2.9790%  | 0.0000% | $300000.00         | $185782.05         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD              | 2051-01-08      | 3.1000%  | 0.0000% | $250000.00         | $182435.42         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2051-02-09      | 4.6770%  | 0.0000% | $842000.00         | $605969.16         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                                    | 2031-04-06      | 3.0000%  | 0.0000% | $433000.00         | $391608.09         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                                     | 2061-04-28      | 3.4040%  | 0.0000% | $870000.00         | $586511.56         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL LTD                       | 2031-07-14      | 2.8750%  | 0.0000% | $510000.00         | $472807.61         | Corporate Debt Securities |
| CARNIVAL CORP                                            | 2028-08-01      | 4.0000%  | 0.0000% | $716000.00         | $706105.68         | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)            | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $503497.89         | Corporate Debt Securities |
| NEWS CORP                                                | 2032-02-15      | 5.1250%  | 0.0000% | $475000.00         | $470531.70         | Corporate Debt Securities |
| CHILE ELECTRICITY LUX MPC II SARL                        | 2035-10-20      | 5.6720%  | 0.0000% | $626000.00         | $652970.03         | Corporate Debt Securities |
| OWENS CORNING                                            | 2047-07-15      | 4.3000%  | 0.0000% | $168000.00         | $138185.97         | Corporate Debt Securities |
| OWENS CORNING                                            | 2048-01-30      | 4.4000%  | 0.0000% | $1000000.00        | $825004.44         | Corporate Debt Securities |
| ORIX CORP                                                | 2031-03-09      | 2.2500%  | 0.0000% | $48000.00          | $43362.00          | Corporate Debt Securities |
| ONEOK INC                                                | 2043-10-15      | 5.1500%  | 0.0000% | $255000.00         | $232047.31         | Corporate Debt Securities |
| ONEOK INC                                                | 2049-02-01      | 4.8500%  | 0.0000% | $957000.00         | $789259.17         | Corporate Debt Securities |
| BANK OF MONTREAL                                         | 2085-11-26      | 6.8750%  | 0.0000% | $330000.00         | $334177.53         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                         | 2028-10-30      | 3.0000%  | 0.0000% | $17000.00          | $16613.87          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                         | 2036-06-06      | 5.3160%  | 0.0000% | $310000.00         | $322014.26         | Corporate Debt Securities |
| XCEL ENERGY INC                                          | 2036-07-01      | 6.5000%  | 0.0000% | $794000.00         | $873687.60         | Corporate Debt Securities |
| GLENCORE FINANCE CANADA LTD                              | 2037-11-15      | 6.9000%  | 0.0000% | $7719000.00        | $8753757.68        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                         | 2028-05-19      | 4.9000%  | 0.0000% | $126000.00         | $129244.64         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                  | 2029-09-30      | 3.0000%  | 0.0000% | $650000.00         | $616594.33         | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU                                | 2029-01-11      | 5.8500%  | 0.0000% | $401000.00         | $420897.62         | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)            | 2027-06-15      | 4.3000%  | 0.0000% | $200000.00         | $201433.78         | Corporate Debt Securities |
| WEYERHAEUSER COMPANY                                     | 2033-03-09      | 3.3750%  | 0.0000% | $24000.00          | $22039.62          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2050-03-15      | 4.3300%  | 0.0000% | $170000.00         | $144730.44         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2035-08-15      | 5.4250%  | 0.0000% | $121000.00         | $122355.17         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2036-02-12      | 5.7440%  | 0.0000% | $11866000.00       | $12218093.23       | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2038-04-15      | 6.5000%  | 0.0000% | $2458000.00        | $2737559.26        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2047-11-15      | 4.0000%  | 0.0000% | $6646000.00        | $5143442.79        | Corporate Debt Securities |
| CLAREMONT MCKENNA COLLEGE                                | 2122-01-01      | 3.7750%  | 0.0000% | $373000.00         | $240518.59         | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2051-04-01      | 3.5000%  | 0.0000% | $172000.00         | $120174.49         | Corporate Debt Securities |
| GILEAD SCIENCES INC                                      | 2045-02-01      | 4.5000%  | 0.0000% | $13900000.00       | $12258966.00       | Corporate Debt Securities |
| FIVE CORNERS FUNDING TRUST IV                            | 2053-02-15      | 5.9970%  | 0.0000% | $4017000.00        | $4101446.04        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                                  | 2038-03-31      | 4.1250%  | 0.0000% | $34466000.00       | $25350446.29       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                    | 2037-01-25      | 6.2000%  | 0.0000% | $3179000.00        | $3374589.74        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                    | 2039-01-25      | 6.3000%  | 0.0000% | $3108000.00        | $3330905.76        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2042-04-22      | 3.2100%  | 0.0000% | $723000.00         | $555440.53         | Corporate Debt Securities |
| BAC CAPITAL TRUST XIII                                   | 2079-12-31      | 4.9801%  | 0.0000% | $1050000.00        | $835364.43         | Corporate Debt Securities |
| FEDEX CORP                                               | 2044-01-15      | 5.1000%  | 0.0000% | $109000.00         | $98201.73          | Corporate Debt Securities |
| FEDEX CORP                                               | 2047-01-15      | 4.4000%  | 0.0000% | $3300000.00        | $2634745.67        | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                                  | 2032-02-15      | 5.0000%  | 0.0000% | $396000.00         | $404638.52         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC                               | 2045-04-01      | 5.1500%  | 0.0000% | $548000.00         | $510019.34         | Corporate Debt Securities |
| PPL ELECTRIC UTILITIES CORPORATION                       | 2055-08-15      | 5.5500%  | 0.0000% | $4888000.00        | $4840757.48        | Corporate Debt Securities |
| BAYER US FINANCE LLC                                     | 2026-11-21      | 6.1250%  | 0.0000% | $238000.00         | $246202.34         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                           | 2044-01-15      | 4.7000%  | 0.0000% | $101000.00         | $87450.29          | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                           | 2033-08-01      | 5.5500%  | 0.0000% | $2962000.00        | $3091607.25        | Corporate Debt Securities |
| BARCLAYS PLC                                             | 2030-06-20      | 5.0880%  | 0.0000% | $3000000.00        | $3074976.00        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                                   | 2052-03-15      | 4.2500%  | 0.0000% | $752000.00         | $584665.80         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                                   | 2064-04-18      | 5.9000%  | 0.0000% | $4756000.00        | $4546733.36        | Corporate Debt Securities |
| WALT DISNEY CO                                           | 2037-11-15      | 6.6500%  | 0.0000% | $714000.00         | $834152.71         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                         | 2031-09-18      | 3.5470%  | 0.0000% | $2002000.00        | $1931795.81        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                | 2038-06-21      | 4.7500%  | 0.0000% | $150000.00         | $144223.83         | Corporate Debt Securities |
| DOLLAR GENERAL CORP                                      | 2050-04-03      | 4.1250%  | 0.0000% | $99000.00          | $77723.83          | Corporate Debt Securities |
| DOW CHEMICAL CO                                          | 2034-10-01      | 4.2500%  | 0.0000% | $36000.00          | $33573.32          | Corporate Debt Securities |
| CLEVELAND CLINIC FOUNDATION                              | 2114-01-01      | 4.8580%  | 0.0000% | $246000.00         | $208523.57         | Corporate Debt Securities |
| CLOROX COMPANY (THE)                                     | 2028-05-15      | 3.9000%  | 0.0000% | $15512000.00       | $15608432.94       | Corporate Debt Securities |
| COCA-COLA CO                                             | 2050-03-25      | 4.2000%  | 0.0000% | $410000.00         | $349511.33         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                | 2038-01-15      | 6.0000%  | 0.0000% | $205000.00         | $222107.93         | Corporate Debt Securities |
| DUKE ENERGY OHIO INC                                     | 2053-04-01      | 5.6500%  | 0.0000% | $31000.00          | $31426.80          | Corporate Debt Securities |
| DUKE UNIVERSITY                                          | 2046-10-01      | 3.2990%  | 0.0000% | $396000.00         | $291080.81         | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                   | 2028-05-21      | 5.4500%  | 0.0000% | $1050000.00        | $1092447.42        | Corporate Debt Securities |
| SUNCOR ENERGY INC                                        | 2038-05-15      | 6.8000%  | 0.0000% | $95000.00          | $105141.67         | Corporate Debt Securities |
| PFIZER INC                                               | 2043-06-15      | 4.3000%  | 0.0000% | $306000.00         | $267477.32         | Corporate Debt Securities |
| PROGRESSIVE CORP                                         | 2048-03-15      | 4.2000%  | 0.0000% | $35000.00          | $29729.47          | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                                 | 2047-09-15      | 4.5000%  | 0.0000% | $26000.00          | $26093.34          | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                                 | 2040-11-15      | 6.2000%  | 0.0000% | $115000.00         | $125181.08         | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                       | 2041-08-15      | 4.7500%  | 0.0000% | $1350000.00        | $1223217.75        | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY                           | 2043-11-15      | 4.9500%  | 0.0000% | $166000.00         | $152021.14         | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP                          | 2034-09-15      | 5.7000%  | 0.0000% | $267000.00         | $280023.37         | Corporate Debt Securities |
| PIEDMONT HEALTHCARE INC                                  | 2042-01-01      | 2.7190%  | 0.0000% | $96000.00          | $67326.78          | Corporate Debt Securities |
| TECK RESOURCES LTD                                       | 2040-08-15      | 6.0000%  | 0.0000% | $430000.00         | $424153.43         | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                              | 2029-01-15      | 6.8750%  | 0.0000% | $4738000.00        | $4870866.68        | Corporate Debt Securities |
| TARGA RESOURCES CORP                                     | 2053-02-15      | 6.5000%  | 0.0000% | $1508000.00        | $1558755.93        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                   | 2039-03-01      | 8.3750%  | 0.0000% | $345000.00         | $426882.20         | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                        | 2037-10-01      | 6.6000%  | 0.0000% | $19000.00          | $21495.90          | Corporate Debt Securities |
| COUSINS PROPERTIES LP                                    | 2032-02-15      | 5.3750%  | 0.0000% | $7129000.00        | $7295820.58        | Corporate Debt Securities |
| CORNING INC                                              | 2040-08-15      | 5.7500%  | 0.0000% | $7871000.00        | $8144801.48        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                  | 2027-08-01      | 3.6250%  | 0.0000% | $200000.00         | $197281.89         | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC                                 | 2032-04-05      | 3.9000%  | 0.0000% | $1767000.00        | $1702133.43        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC              | 2039-12-01      | 5.5000%  | 0.0000% | $1765000.00        | $1816634.09        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC                      | 2053-10-01      | 6.5000%  | 0.0000% | $12104000.00       | $13503128.26       | Corporate Debt Securities |
| EQT CORP                                                 | 2031-01-15      | 4.7500%  | 0.0000% | $6480000.00        | $6477573.60        | Corporate Debt Securities |
| MICROSOFT CORP                                           | 2042-11-15      | 3.5000%  | 0.0000% | $758000.00         | $624987.00         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                               | 2044-10-15      | 4.4000%  | 0.0000% | $216000.00         | $189578.40         | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                | 2048-09-10      | 4.5000%  | 0.0000% | $311000.00         | $270817.25         | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                | 2052-03-10      | 2.9500%  | 0.0000% | $743000.00         | $483506.22         | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                                    | 2035-04-07      | 5.4000%  | 0.0000% | $5024000.00        | $5217976.64        | Corporate Debt Securities |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | 2054-06-15      | 5.8750%  | 0.0000% | $36718000.00       | $36086317.81       | Corporate Debt Securities |
| HACKENSACK MERIDIAN HEALTH                               | 2057-07-01      | 4.5000%  | 0.0000% | $1353000.00        | $1131879.21        | Corporate Debt Securities |
| HANOVER INSURANCE GROUP INC                              | 2035-09-01      | 5.5000%  | 0.0000% | $5855000.00        | $5875798.26        | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                               | 2050-09-04      | 2.6250%  | 0.0000% | $1359000.00        | $821570.43         | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                                    | 2047-06-15      | 5.5000%  | 0.0000% | $16000.00          | $15091.13          | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2079-12-31      | 8.0000%  | 0.0000% | $1393000.00        | $1522649.61        | Corporate Debt Securities |
| SUNCOR ENERGY INC                                        | 2034-12-01      | 5.9500%  | 0.0000% | $12888000.00       | $13664688.15       | Corporate Debt Securities |
| SUNCOR ENERGY INC                                        | 2038-06-15      | 6.5000%  | 0.0000% | $1597000.00        | $1728019.65        | Corporate Debt Securities |
| SUTTER HEALTH                                            | 2050-08-15      | 3.3610%  | 0.0000% | $802000.00         | $553546.06         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                                      | 2030-01-15      | 5.0000%  | 0.0000% | $450000.00         | $452093.00         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                                      | 2028-09-15      | 2.5000%  | 0.0000% | $22000.00          | $20811.54          | Corporate Debt Securities |
| BNP PARIBAS SA                                           | 2033-03-01      | 4.3750%  | 0.0000% | $900000.00         | $908074.75         | Corporate Debt Securities |
| BNP PARIBAS SA                                           | 2027-11-16      | 3.5000%  | 0.0000% | $1454000.00        | $1442170.09        | Corporate Debt Securities |
| BNP PARIBAS SA                                           | 2032-04-19      | 2.8710%  | 0.0000% | $800000.00         | $734558.00         | Corporate Debt Securities |
| BNP PARIBAS SA                                           | 2031-05-09      | 5.0850%  | 0.0000% | $630000.00         | $650719.13         | Corporate Debt Securities |
| BLUE OWL FINANCE LLC                                     | 2032-02-15      | 4.3750%  | 0.0000% | $1829000.00        | $1746185.42        | Corporate Debt Securities |
| BLUE OWL FINANCE LLC                                     | 2051-10-07      | 4.1250%  | 0.0000% | $96000.00          | $69918.80          | Corporate Debt Securities |
| WR BERKLEY CORP                                          | 2061-09-30      | 3.1500%  | 0.0000% | $84000.00          | $52593.87          | Corporate Debt Securities |
| SYSCO CORP                                               | 2046-04-01      | 4.5000%  | 0.0000% | $72000.00          | $62014.32          | Corporate Debt Securities |
| TPG OPERATING GROUP II LP                                | 2036-01-15      | 5.3750%  | 0.0000% | $2927000.00        | $2929281.84        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2042-11-01      | 4.3500%  | 0.0000% | $95000.00          | $81621.94          | Corporate Debt Securities |
| CENOVUS ENERGY INC                                       | 2047-06-15      | 5.4000%  | 0.0000% | $69000.00          | $62552.64          | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2043-03-15      | 4.6000%  | 0.0000% | $30000.00          | $26388.47          | Corporate Debt Securities |
| STRYKER CORP                                             | 2035-02-10      | 5.2000%  | 0.0000% | $6596000.00        | $6785334.51        | Corporate Debt Securities |
| CITIGROUP INC                                            | 2028-01-10      | 3.8870%  | 0.0000% | $5728000.00        | $5723593.10        | Corporate Debt Securities |
| CITIGROUP INC                                            | 2028-05-07      | 4.6430%  | 0.0000% | $332000.00         | $338495.54         | Corporate Debt Securities |
| CHILDRENS HEALTH SYSTEM OF TEXAS                         | 2050-08-15      | 2.5110%  | 0.0000% | $2065000.00        | $1196887.42        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2048-06-15      | 4.0500%  | 0.0000% | $461000.00         | $375021.20         | Corporate Debt Securities |
| BROWN & BROWN INC                                        | 2032-03-17      | 4.2000%  | 0.0000% | $1809000.00        | $1768659.30        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                  | 2063-11-15      | 6.4000%  | 0.0000% | $4916000.00        | $5409020.18        | Corporate Debt Securities |
| GRUMA SAB DE CV                                          | 2034-12-09      | 5.3900%  | 0.0000% | $2200000.00        | $2263971.11        | Corporate Debt Securities |
| APPALACHIAN POWER CO                                     | 2036-04-01      | 6.3750%  | 0.0000% | $1310000.00        | $1435980.52        | Corporate Debt Securities |
| APPALACHIAN POWER CO                                     | 2044-05-15      | 4.4000%  | 0.0000% | $76000.00          | $64011.84          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2046-03-15      | 4.2500%  | 0.0000% | $1600000.00        | $1242161.78        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2032-06-15      | 5.9000%  | 0.0000% | $6000.00           | $6319.97           | Corporate Debt Securities |
| PACIFICORP                                               | 2053-12-01      | 5.3500%  | 0.0000% | $371000.00         | $340154.24         | Corporate Debt Securities |
| AON CORP                                                 | 2051-08-23      | 2.9000%  | 0.0000% | $392000.00         | $242523.87         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                               | 2030-06-15      | 6.2000%  | 0.0000% | $40000.00          | $43339.38          | Corporate Debt Securities |
| PARKVIEW HEALTH SYSTEM INC                               | 2050-11-01      | 3.4520%  | 0.0000% | $280000.00         | $207061.37         | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2049-07-29      | 4.3000%  | 0.0000% | $22000.00          | $17223.43          | Corporate Debt Securities |
| WALMART INC                                              | 2041-09-22      | 2.5000%  | 0.0000% | $802000.00         | $578252.25         | Corporate Debt Securities |
| WASTE CONNECTIONS INC                                    | 2050-04-01      | 3.0500%  | 0.0000% | $288000.00         | $193080.64         | Corporate Debt Securities |
| RTX CORP                                                 | 2046-11-01      | 3.7500%  | 0.0000% | $70000.00          | $54338.32          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                   | 2062-05-15      | 4.9500%  | 0.0000% | $16000.00          | $13910.88          | Corporate Debt Securities |
| AMGEN INC                                                | 2043-03-02      | 5.6000%  | 0.0000% | $215000.00         | $219775.87         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2027-03-25      | 4.9500%  | 0.0000% | $200000.00         | $205438.00         | Corporate Debt Securities |
| WEA FINANCE LLC                                          | 2048-09-20      | 4.6250%  | 0.0000% | $93000.00          | $76091.40          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2036-01-15      | 6.0000%  | 0.0000% | $125000.00         | $134090.42         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2049-12-01      | 3.3000%  | 0.0000% | $72000.00          | $49381.68          | Corporate Debt Securities |
| ALLSTATE CORP                                            | 2035-05-09      | 5.5500%  | 0.0000% | $6557000.00        | $6941753.83        | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                    | 2044-08-15      | 4.1500%  | 0.0000% | $60000.00          | $49835.03          | Corporate Debt Securities |
| ABBVIE INC                                               | 2044-06-15      | 4.8500%  | 0.0000% | $831000.00         | $777092.57         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                                    | 2050-08-01      | 3.7500%  | 0.0000% | $29000.00          | $20610.49          | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                                   | 2047-08-15      | 3.8500%  | 0.0000% | $25000.00          | $19466.18          | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                              | 2055-07-01      | 6.3750%  | 0.0000% | $4000000.00        | $4095243.33        | Corporate Debt Securities |
| INTEL CORP                                               | 2052-08-05      | 4.9000%  | 0.0000% | $7121000.00        | $5885055.51        | Corporate Debt Securities |
| INTEGRIS BAPTIST MEDICAL CENTER INC                      | 2050-08-15      | 3.8750%  | 0.0000% | $340000.00         | $241466.96         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                            | 2046-09-15      | 3.7000%  | 0.0000% | $143000.00         | $108663.63         | Corporate Debt Securities |
| INTESA SANPAOLO SPA                                      | 2049-09-23      | 4.7000%  | 0.0000% | $546000.00         | $446795.44         | Corporate Debt Securities |
| NIAGARA ENERGY SAC                                       | 2034-10-03      | 5.7460%  | 0.0000% | $500000.00         | $516536.61         | Corporate Debt Securities |
| STATE STREET CORP                                        | 2079-12-31      | 6.4500%  | 0.0000% | $3112000.00        | $3205168.09        | Corporate Debt Securities |
| STATE STREET CORP                                        | 2036-02-28      | 5.1460%  | 0.0000% | $687000.00         | $697877.23         | Corporate Debt Securities |
| EQUINOR ASA                                              | 2041-11-23      | 4.2500%  | 0.0000% | $8000.00           | $7225.63           | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                                | 2031-09-15      | 2.6910%  | 0.0000% | $3015000.00        | $2610474.44        | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                     | 2048-02-03      | 3.6500%  | 0.0000% | $3729000.00        | $2856846.98        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2037-05-15      | 5.9500%  | 0.0000% | $615000.00         | $667600.27         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2035-09-15      | 4.8000%  | 0.0000% | $1901000.00        | $1909624.20        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2045-08-15      | 4.9500%  | 0.0000% | $818000.00         | $752384.13         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2034-04-04      | 5.6340%  | 0.0000% | $32000.00          | $33644.56          | Corporate Debt Securities |
| CI FINANCIAL CORP                                        | 2029-05-30      | 7.5000%  | 0.0000% | $22000.00          | $23749.26          | Corporate Debt Securities |
| SABAL TRAIL TRANSMISSION LLC                             | 2038-05-01      | 4.6820%  | 0.0000% | $175000.00         | $163886.90         | Corporate Debt Securities |
| SHELL                                                    | 2048-08-01      | 0.0000%  | 0.0000% | $975000.00         | $810006.49         | Corporate Debt Securities |
| NXP BV                                                   | 2035-08-19      | 5.2500%  | 0.0000% | $2796000.00        | $2795128.58        | Corporate Debt Securities |
| NATIONAL GRID PLC                                        | 2028-06-12      | 5.6020%  | 0.0000% | $17000.00          | $17806.34          | Corporate Debt Securities |
| NNN REIT INC                                             | 2052-04-15      | 3.0000%  | 0.0000% | $96000.00          | $60221.44          | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2048-11-01      | 4.4000%  | 0.0000% | $843000.00         | $726069.34         | Corporate Debt Securities |
| NATWEST GROUP PLC                                        | 2031-05-23      | 5.1150%  | 0.0000% | $3943000.00        | $4093543.74        | Corporate Debt Securities |
| KIMCO REALTY OP LLC                                      | 2046-12-01      | 4.1250%  | 0.0000% | $970000.00         | $783986.33         | Corporate Debt Securities |
| KIMCO REALTY OP LLC                                      | 2034-03-01      | 6.4000%  | 0.0000% | $97000.00          | $109286.45         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                         | 2041-03-01      | 6.3750%  | 0.0000% | $230000.00         | $248965.99         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                         | 2044-03-01      | 5.5000%  | 0.0000% | $180000.00         | $175499.00         | Corporate Debt Securities |
| KINDER MORGAN INC                                        | 2029-08-01      | 5.1000%  | 0.0000% | $30000.00          | $30959.60          | Corporate Debt Securities |
| KROGER CO                                                | 2043-08-01      | 5.1500%  | 0.0000% | $30000.00          | $28079.87          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2050-05-15      | 2.2500%  | 0.0000% | $118000.00         | $67665.92          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                    | 2064-08-14      | 5.2000%  | 0.0000% | $4664000.00        | $4383584.77        | Corporate Debt Securities |
| ABN AMRO BANK NV                                         | 2035-12-03      | 5.5150%  | 0.0000% | $6000000.00        | $6257608.33        | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                             | 2049-06-15      | 3.8000%  | 0.0000% | $247000.00         | $186796.49         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                             | 2049-09-15      | 3.1500%  | 0.0000% | $4658000.00        | $3215231.08        | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | 2043-06-01      | 4.4000%  | 0.0000% | $5302000.00        | $4556409.20        | Corporate Debt Securities |
| AT&T INC                                                 | 2060-06-01      | 3.8500%  | 0.0000% | $1377000.00        | $970001.64         | Corporate Debt Securities |
| NUCOR CORP                                               | 2055-12-15      | 2.9790%  | 0.0000% | $2523000.00        | $1562427.04        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2042-08-21      | 3.6250%  | 0.0000% | $398000.00         | $315488.85         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                           | 2046-09-12      | 3.7500%  | 0.0000% | $662000.00         | $524003.34         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                   | 2035-06-15      | 5.4000%  | 0.0000% | $253000.00         | $258684.91         | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                   | 2036-07-01      | 4.2500%  | 0.0000% | $1768000.00        | $1644571.01        | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                   | 2035-03-15      | 4.8500%  | 0.0000% | $5969000.00        | $6006989.37        | Corporate Debt Securities |
| NORTHROP GRUMMAN SYSTEMS CORPORATION                     | 2031-02-15      | 7.7500%  | 0.0000% | $26897000.00       | $31262487.70       | Corporate Debt Securities |
| SOCIETE GENERALE SA                                      | 2026-12-14      | 1.4880%  | 0.0000% | $29360000.00       | $29177380.80       | Corporate Debt Securities |
| NISOURCE INC.                                            | 2052-06-15      | 5.0000%  | 0.0000% | $370000.00         | $330949.38         | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)                        | 2037-05-15      | 6.0000%  | 0.0000% | $173000.00         | $188478.89         | Corporate Debt Securities |
| NEWMONT CORPORATION                                      | 2035-04-01      | 5.8750%  | 0.0000% | $1062000.00        | $1164061.15        | Corporate Debt Securities |
| NEWMONT CORPORATION                                      | 2041-11-15      | 5.7500%  | 0.0000% | $51000.00          | $52376.04          | Corporate Debt Securities |
| NEWS CORP                                                | 2032-02-15      | 5.1250%  | 0.0000% | $657000.00         | $650819.64         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2037-09-15      | 6.8000%  | 0.0000% | $150000.00         | $171848.67         | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                      | 2039-11-15      | 5.2500%  | 0.0000% | $5175000.00        | $5328835.50        | Corporate Debt Securities |
| EQUINIX INC                                              | 2050-07-15      | 3.0000%  | 0.0000% | $52000.00          | $33134.75          | Corporate Debt Securities |
| NORTH MISSISSIPPI MEDICAL CENTER INC                     | 2051-10-01      | 3.1830%  | 0.0000% | $390000.00         | $259945.01         | Corporate Debt Securities |
| NORDEA BANK ABP                                          | 2079-12-31      | 6.3000%  | 0.0000% | $253000.00         | $259643.78         | Corporate Debt Securities |
| NORTHERN NAT GAS CO                                      | 2042-09-15      | 4.1000%  | 0.0000% | $1242000.00        | $1021840.32        | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                | 2046-05-15      | 3.6000%  | 0.0000% | $60000.00          | $46200.00          | Corporate Debt Securities |
| OVINTIV INC                                              | 2038-02-01      | 6.5000%  | 0.0000% | $3353000.00        | $3476610.21        | Corporate Debt Securities |
| ENBRIDGE INC                                             | 2049-11-15      | 4.0000%  | 0.0000% | $10000.00          | $7583.96           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2047-04-15      | 5.3000%  | 0.0000% | $607000.00         | $550219.87         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2078-02-15      | 5.3750%  | 0.0000% | $1769000.00        | $1754388.55        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2051-01-31      | 3.7000%  | 0.0000% | $4696000.00        | $3419207.17        | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV                      | 2048-01-15      | 5.5000%  | 0.0000% | $435000.00         | $344099.02         | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                                | 2026-10-31      | 4.2500%  | 0.0000% | $1739000.00        | $1753535.62        | Corporate Debt Securities |
| MEMORIAL HEALTH SERVICES                                 | 2049-11-01      | 3.4470%  | 0.0000% | $25000.00          | $17788.21          | Corporate Debt Securities |
| MERCK & CO INC                                           | 2044-05-17      | 4.9000%  | 0.0000% | $3115000.00        | $2963745.98        | Corporate Debt Securities |
| MARKS AND SPENCER PLC                                    | 2037-12-01      | 7.1250%  | 0.0000% | $101000.00         | $112727.78         | Corporate Debt Securities |
| M&T BK CORP                                              | 2032-03-13      | 6.0820%  | 0.0000% | $26000.00          | $28319.58          | Corporate Debt Securities |
| MASTERCARD INC                                           | 2046-11-21      | 3.8000%  | 0.0000% | $526000.00         | $423542.80         | Corporate Debt Securities |
| TUCSON ELECTRIC POWER CO                                 | 2055-04-15      | 5.9000%  | 0.0000% | $12835000.00       | $13223658.06       | Corporate Debt Securities |
| TRINITY HEALTH CORP                                      | 2048-12-01      | 3.4340%  | 0.0000% | $224000.00         | $164584.95         | Corporate Debt Securities |
| UBS GROUP AG                                             | 2034-01-12      | 5.9590%  | 0.0000% | $481000.00         | $515574.19         | Corporate Debt Securities |
| 3M CO                                                    | 2037-03-15      | 5.7000%  | 0.0000% | $2505000.00        | $2710551.95        | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                                  | 2036-06-20      | 6.7500%  | 0.0000% | $698000.00         | $811486.08         | Corporate Debt Securities |
| BNP PARIBAS SA                                           | 2034-12-05      | 5.8940%  | 0.0000% | $53960000.00       | $57835011.51       | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                              | 2045-11-15      | 4.3500%  | 0.0000% | $665000.00         | $570807.18         | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2039-07-01      | 6.5500%  | 0.0000% | $199000.00         | $223477.55         | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2040-03-01      | 6.4000%  | 0.0000% | $8800000.00        | $9836503.11        | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2047-11-01      | 3.9690%  | 0.0000% | $1446000.00        | $1133562.06        | Corporate Debt Securities |
| COMCAST CORPORATION                                      | 2051-01-15      | 2.8000%  | 0.0000% | $1265000.00        | $762215.91         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2031-02-09      | 3.3480%  | 0.0000% | $2895000.00        | $2596699.20        | Corporate Debt Securities |
| CAMPBELLS CO                                             | 2050-04-24      | 3.1250%  | 0.0000% | $742000.00         | $487887.77         | Corporate Debt Securities |

### Security 300: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ROYAL CARIBBEAN CRUISES LTD                 | 2028-04-01      | 5.5000%  | 0.0000% | $2287000.00        | $2380700.93        | Corporate Debt Securities |
| NATWEST MARKETS PLC                         | 2026-09-29      | 1.6000%  | 0.0000% | $20000000.00       | $19589733.34       | Corporate Debt Securities |
| GCC SAB de CV                               | 2032-04-20      | 3.6140%  | 0.0000% | $4999000.00        | $4594231.80        | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                   | 2047-12-15      | 4.0800%  | 0.0000% | $27699000.00       | $21960505.85       | Corporate Debt Securities |
| AVALONBAY COMMUNITIES INC                   | 2047-07-01      | 4.1500%  | 0.0000% | $4355000.00        | $3552530.76        | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC                 | 2028-09-30      | 11.0000% | 0.0000% | $1000.00           | $1094.42           | Corporate Debt Securities |
| BARCLAYS PLC                                | 2029-05-16      | 4.9720%  | 0.0000% | $15900000.00       | $16367069.56       | Corporate Debt Securities |
| EQT CORP                                    | 2028-04-01      | 5.7000%  | 0.0000% | $14000000.00       | $14798046.66       | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC | 2049-05-15      | 4.1250%  | 0.0000% | $21612000.00       | $17375111.49       | Corporate Debt Securities |
| BLACKSTONE REG FINANCE CO LLC               | 2034-12-06      | 5.0000%  | 0.0000% | $18000000.00       | $18257720.00       | Corporate Debt Securities |
| BERK HATH FIN                               | 2052-03-15      | 3.8500%  | 0.0000% | $17957000.00       | $14111668.07       | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                         | 2029-01-22      | 4.8500%  | 0.0000% | $994000.00         | $1019580.31        | Corporate Debt Securities |
| ANTARES HOLDINGS LP                         | 2029-10-23      | 6.3500%  | 0.0000% | $1300000.00        | $1351369.50        | Corporate Debt Securities |
| AMAZON.COM INC                              | 2037-08-22      | 3.8750%  | 0.0000% | $22528000.00       | $20570620.30       | Corporate Debt Securities |
| ALTRIA GROUP INC                            | 2051-02-04      | 3.7000%  | 0.0000% | $15700000.00       | $11014954.27       | Corporate Debt Securities |
| AIR LEASE CORPORATION                       | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19416422.22       | Corporate Debt Securities |
| AIA GROUP LTD                               | 2046-03-16      | 4.5000%  | 0.0000% | $5000000.00        | $4577175.00        | Corporate Debt Securities |
| AT&T INC                                    | 2040-08-15      | 6.0000%  | 0.0000% | $28400000.00       | $29671278.66       | Corporate Debt Securities |
| MORGAN STANLEY                              | 2038-07-22      | 3.9710%  | 0.0000% | $2000.00           | $1778.80           | Corporate Debt Securities |

### Security 301: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| EASTERN GAS TRANSMISSION AND STORAGE INC | 2049-11-15      | 3.9000%  | 0.0000% | $5000000.00        | $3676533.33        | Corporate Debt Securities |
| BANK OF MONTREAL                         | 2079-12-31      | 6.6990%  | 0.0000% | $1000000.00        | $999284.33         | Corporate Debt Securities |
| CITIGROUP INC                            | 2034-05-25      | 6.1740%  | 0.0000% | $12416000.00       | $13305867.14       | Corporate Debt Securities |
| CONOCOPHILLIPS CO                        | 2052-03-15      | 3.8000%  | 0.0000% | $40654000.00       | $30465746.23       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                        | 2079-12-31      | 6.5000%  | 0.0000% | $12004000.00       | $12513409.75       | Corporate Debt Securities |
| BERK HATH FIN                            | 2052-03-15      | 3.8500%  | 0.0000% | $5866000.00        | $4609848.24        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                  | 2040-11-13      | 2.3500%  | 0.0000% | $23636000.00       | $16515169.14       | Corporate Debt Securities |
| PEPSICO INC                              | 2026-02-24      | 2.8500%  | 0.0000% | $1596000.00        | $1585874.71        | Corporate Debt Securities |
| AIR LEASE CORPORATION                    | 2026-08-15      | 1.8750%  | 0.0000% | $10000000.00       | $9772191.67        | Corporate Debt Securities |
| HUMANA INC                               | 2032-02-03      | 2.1500%  | 0.0000% | $30699000.00       | $26107128.86       | Corporate Debt Securities |
| INTEL CORP                               | 2049-11-15      | 3.2500%  | 0.0000% | $7432000.00        | $4764126.70        | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS            | 2034-10-01      | 4.8000%  | 0.0000% | $2999000.00        | $3011215.93        | Corporate Debt Securities |
| ENSTAR FINANCE LLC                       | 2042-01-15      | 5.5000%  | 0.0000% | $2959000.00        | $2939861.85        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC        | 2046-05-15      | 4.9000%  | 0.0000% | $2427000.00        | $2222101.87        | Corporate Debt Securities |
| MAREX GROUP PLC                          | 2029-11-04      | 6.4040%  | 0.0000% | $1095000.00        | $1151356.61        | Corporate Debt Securities |
| MORGAN STANLEY                           | 2038-07-22      | 3.9710%  | 0.0000% | $3000.00           | $2668.20           | Corporate Debt Securities |
| CSX CORP                                 | 2050-05-01      | 3.9500%  | 0.0000% | $3710000.00        | $2929405.69        | Corporate Debt Securities |

### Security 302: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $31381000.00       | $31267813.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2468900.00        | $2445527.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $24666300.00       | $25365544.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $40937600.00       | $41701619.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $38580500.00       | $39297023.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $2576300.00        | $2615078.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $23496900.00       | $23828956.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1072000.00        | $1083525.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $5564200.00        | $5604697.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $38008300.00       | $37439810.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $7000000.00        | $6867757.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $14104000.00       | $18123363.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $26200.00          | $24843.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $24300.00          | $22826.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $48511100.00       | $48279737.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $6158900.00        | $6461869.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $105900.00         | $108671.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $351100.00         | $365517.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $24151000.00       | $24865515.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $9100.00           | $9274.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $66009900.00       | $63904877.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $40669300.00       | $38516236.76       | U.S. Treasuries (including strips) |

### Security 303: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RHP HOTEL PROPERTIES LP                     | 2027-10-15      | 4.7500%  | 0.0000% | $2000000.00        | $2032881.11        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                     | 2032-04-01      | 6.5000%  | 0.0000% | $500000.00         | $527651.11         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY     | 2035-08-15      | 4.9000%  | 0.0000% | $1039000.00        | $1042968.98        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC     | 2030-10-12      | 4.6500%  | 0.0000% | $2104000.00        | $2116467.95        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                        | 2031-08-06      | 4.6960%  | 0.0000% | $5000000.00        | $5071551.11        | Corporate Debt Securities |
| ROBLOX CORP                                 | 2030-05-01      | 3.8750%  | 0.0000% | $1820000.00        | $1753608.93        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                   | 2029-10-15      | 4.6250%  | 0.0000% | $459000.00         | $446136.65         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                      | 2031-06-01      | 8.3750%  | 0.0000% | $1511000.00        | $1616078.30        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                      | 2032-02-01      | 9.8750%  | 0.0000% | $1970000.00        | $2163652.09        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC          | 2034-01-15      | 6.5000%  | 0.0000% | $776000.00         | $817454.78         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC          | 2036-01-15      | 6.7500%  | 0.0000% | $3131000.00        | $3319329.65        | Corporate Debt Securities |
| VALE SA                                     | 2042-09-11      | 5.6250%  | 0.0000% | $18000.00          | $18400.14          | Corporate Debt Securities |
| ORAZUL ENERGY PERU SA                       | 2027-04-28      | 5.6250%  | 0.0000% | $224000.00         | $227395.00         | Corporate Debt Securities |
| NEXA RESOURCES SA                           | 2028-01-18      | 6.5000%  | 0.0000% | $209000.00         | $215776.36         | Corporate Debt Securities |
| EMPRESA GENERADORA DE ELECTRICIDAD HAINA SA | 2028-11-08      | 5.6250%  | 0.0000% | $235000.00         | $231790.78         | Corporate Debt Securities |
| TELEFONICA MOVILES CHILE SA                 | 2031-11-18      | 3.5370%  | 0.0000% | $200000.00         | $121484.65         | Corporate Debt Securities |
| ALSEA SAB DE CV                             | 2026-12-14      | 7.7500%  | 0.0000% | $207000.00         | $211944.37         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                     | 2032-07-08      | 6.2500%  | 0.0000% | $900000.00         | $888033.75         | Corporate Debt Securities |
| BANK OF MONTREAL                            | 2027-09-10      | 4.5670%  | 0.0000% | $2527000.00        | $2587444.65        | Corporate Debt Securities |
| WYNDHAM HOTELS & RESORTS INC                | 2028-08-15      | 4.3750%  | 0.0000% | $805000.00         | $787597.02         | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2027-10-01      | 5.5000%  | 0.0000% | $740000.00         | $755318.82         | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2026-01-15      | 5.5000%  | 0.0000% | $900000.00         | $906500.00         | Corporate Debt Securities |
| WYNN MACAU LTD                              | 2034-02-15      | 6.7500%  | 0.0000% | $1000000.00        | $1004445.00        | Corporate Debt Securities |
| ONTARIO GAMING GTA LP                       | 2030-08-01      | 8.0000%  | 0.0000% | $265000.00         | $268676.14         | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                | 2032-07-23      | 5.7180%  | 0.0000% | $2350000.00        | $2469774.80        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                       | 2031-07-01      | 8.7500%  | 0.0000% | $935000.00         | $974164.55         | Corporate Debt Securities |
| CIVITAS RESOURCES INC                       | 2033-06-15      | 9.6250%  | 0.0000% | $1700000.00        | $1833795.19        | Corporate Debt Securities |
| GENESIS ENERGY                              | 2032-05-15      | 7.8750%  | 0.0000% | $3486000.00        | $3700563.30        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2027-05-15      | 5.5000%  | 0.0000% | $1364000.00        | $1364816.88        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC          | 2028-01-15      | 4.8750%  | 0.0000% | $750000.00         | $751206.25         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                  | 2029-03-01      | 9.3750%  | 0.0000% | $2241000.00        | $2482409.86        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2028-02-16      | 2.9000%  | 0.0000% | $1870000.00        | $1775316.71        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2035-02-07      | 6.5000%  | 0.0000% | $1300000.00        | $1319320.89        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2028-03-20      | 5.9180%  | 0.0000% | $830000.00         | $864285.50         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC               | 2029-05-03      | 5.1130%  | 0.0000% | $770000.00         | $773438.22         | Corporate Debt Securities |
| FED DESJA QUEBEC                            | 2030-08-26      | 4.5650%  | 0.0000% | $2000000.00        | $2011920.83        | Corporate Debt Securities |
| PERU (REPUBLIC OF)                          | 2037-03-14      | 6.5500%  | 0.0000% | $25000.00          | $28273.77          | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2110-10-12      | 5.7500%  | 0.0000% | $4000.00           | $3333.45           | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2053-05-04      | 6.3380%  | 0.0000% | $1711000.00        | $1615212.04        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC       | 2031-05-01      | 4.0000%  | 0.0000% | $100000.00         | $95698.11          | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2030-02-15      | 4.2500%  | 0.0000% | $3069000.00        | $2991055.93        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2029-06-01      | 6.5000%  | 0.0000% | $2155000.00        | $2264536.26        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                | 2028-06-15      | 5.1250%  | 0.0000% | $1155000.00        | $1165931.75        | Corporate Debt Securities |
| HECLA MIN CO                                | 2028-02-15      | 7.2500%  | 0.0000% | $1551000.00        | $1570479.70        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP         | 2028-08-15      | 4.1000%  | 0.0000% | $4000.00           | $4019.10           | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                    | 2026-08-01      | 6.8750%  | 0.0000% | $5900000.00        | $5953378.61        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2026-04-07      | 6.0000%  | 0.0000% | $800000.00         | $824453.33         | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)  | 2035-03-15      | 6.6250%  | 0.0000% | $1000000.00        | $1054861.11        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2027-03-01      | 5.7500%  | 0.0000% | $1010000.00        | $1040068.26        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                | 2032-02-01      | 6.6250%  | 0.0000% | $1936000.00        | $2015420.10        | Corporate Debt Securities |
| PANAMA REPUBLIC OF (GOVERNMENT)             | 2026-01-29      | 7.1250%  | 0.0000% | $2157000.00        | $2186998.48        | Corporate Debt Securities |
| PANAMA REPUBLIC OF (GOVERNMENT)             | 2036-01-26      | 6.7000%  | 0.0000% | $75000.00          | $77307.13          | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION            | 2031-01-01      | 6.1250%  | 0.0000% | $2290000.00        | $2416472.25        | Corporate Debt Securities |
| INSULET CORP                                | 2033-04-01      | 6.5000%  | 0.0000% | $2300000.00        | $2448392.17        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2033-01-15      | 7.3750%  | 0.0000% | $2075000.00        | $2047472.82        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                 | 2034-01-15      | 8.3750%  | 0.0000% | $600000.00         | $617732.75         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC               | 2027-05-15      | 6.5000%  | 0.0000% | $5000000.00        | $5142738.89        | Corporate Debt Securities |
| C&W SENIOR FINANCE LTD                      | 2033-01-15      | 9.0000%  | 0.0000% | $1000000.00        | $1062210.00        | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S.A.                 | 2032-04-02      | 7.3750%  | 0.0000% | $277000.00         | $294626.78         | Corporate Debt Securities |
| SM ENERGY CO                                | 2032-08-01      | 7.0000%  | 0.0000% | $175000.00         | $176939.78         | Corporate Debt Securities |
| MURPHY OIL CORP                             | 2042-12-01      | 5.8750%  | 0.0000% | $5544000.00        | $4731921.04        | Corporate Debt Securities |
| KINETIK HOLDINGS LP                         | 2030-06-15      | 5.8750%  | 0.0000% | $1788000.00        | $1824415.10        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                     | 2029-02-15      | 7.2500%  | 0.0000% | $412000.00         | $428055.41         | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH                         | 2049-04-03      | 7.0000%  | 0.0000% | $200000.00         | $209295.78         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD     | 2034-12-01      | 5.7500%  | 0.0000% | $1300000.00        | $1281157.22        | Corporate Debt Securities |
| BLOCK INC                                   | 2033-08-15      | 6.0000%  | 0.0000% | $185000.00         | $189747.72         | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR SA                     | 2032-06-30      | 8.4990%  | 0.0000% | $200000.00         | $207921.10         | Corporate Debt Securities |
| TRAVEL + LEISURE CO                         | 2029-12-01      | 4.5000%  | 0.0000% | $40000.00          | $39217.60          | Corporate Debt Securities |
| SAAVI ENERGIA LUXEMBOURG SARL               | 2035-02-10      | 8.8750%  | 0.0000% | $300000.00         | $319705.21         | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD             | 2032-10-15      | 7.1250%  | 0.0000% | $3526000.00        | $3691266.56        | Corporate Debt Securities |

### Security 304: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-07
- **C.13 - Final Legal Maturity Date:** 2025-12-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARTLETT TEX INDPT SCH DIST                                      | 2038-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10574.24          | Other Instrument                                  |
| ATLANTA GA (CITY OF)                                             | 2037-07-01      | 5.1960%  | 0.0000% | $500000.00         | $505146.50         | Other Instrument                                  |
| ATLANTA GA (CITY OF)                                             | 2039-07-01      | 5.3860%  | 0.0000% | $1850000.00        | $1871235.84        | Other Instrument                                  |
| ATLANTA GA URBAN REDEV AGY                                       | 2043-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10546.16          | Other Instrument                                  |
| AUBREY TEX INDPT SCH DIST                                        | 2048-02-15      | 4.0000%  | 0.0000% | $25000.00          | $21881.64          | Other Instrument                                  |
| AURORA COLO                                                      | 2041-08-01      | 2.6260%  | 0.0000% | $120000.00         | $89244.29          | Other Instrument                                  |
| ATHENS GA HSG AUTH                                               | 2049-06-15      | 4.0000%  | 0.0000% | $30000.00          | $26922.07          | Other Instrument                                  |
| FLORIDA (STATE OF)                                               | 2034-07-01      | 3.0000%  | 0.0000% | $10000.00          | $9739.03           | Other Instrument                                  |
| FLORIDA ST BRD GOVERNORS FLA ST UNIV ATHLETICS ASSN              | 2048-10-01      | 4.2500%  | 0.0000% | $5675000.00        | $5255119.36        | Other Instrument                                  |
| FLORIDA ST BRD GOVERNORS FLA ST UNIV ATHLETICS ASSN              | 2053-10-01      | 4.2500%  | 0.0000% | $1245000.00        | $1144406.77        | Other Instrument                                  |
| FORT BEND CNTY TEX MUN UTIL DIST NO 134D                         | 2027-09-01      | 3.0000%  | 0.0000% | $10000.00          | $10148.93          | Other Instrument                                  |
| DEL MAR TEX COLLEGE DIST                                         | 2048-08-15      | 4.0000%  | 0.0000% | $100000.00         | $84414.56          | Other Instrument                                  |
| DENTON TX                                                        | 2038-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10716.04          | Other Instrument                                  |
| GOODYEAR ARIZ                                                    | 2037-07-01      | 3.0000%  | 0.0000% | $30000.00          | $27012.10          | Other Instrument                                  |
| FAU FINANCE CORPORATION                                          | 2037-07-01      | 4.0000%  | 0.0000% | $10000.00          | $9871.04           | Other Instrument                                  |
| FAU FINANCE CORPORATION                                          | 2044-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10321.86          | Other Instrument                                  |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2030-06-01      | 2.6870%  | 0.0000% | $920000.00         | $848955.96         | Other Instrument                                  |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $3410000.00        | $1955210.49        | Other Instrument                                  |
| CLIFTON HIGHER EDUCATION FINANCE CORP                            | 2040-08-15      | 4.0000%  | 0.0000% | $10000.00          | $9482.86           | Other Instrument                                  |
| DENVER COLO CITY & CNTY BRD WTR COMMRS                           | 2038-09-15      | 3.0000%  | 0.0000% | $25000.00          | $22142.42          | Other Instrument                                  |
| PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT                | 2036-11-01      | 4.0000%  | 0.0000% | $20000.00          | $19066.62          | Other Instrument                                  |
| PHILADELPHIA PA CITY OF                                          | 2032-08-01      | 4.9460%  | 0.0000% | $1460000.00        | $1517242.06        | Other Instrument                                  |
| SCHOOL DISTRICT OF PHILADELPHIA                                  | 2039-09-01      | 4.0000%  | 0.0000% | $55000.00          | $53849.28          | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2046-08-01      | 5.3100%  | 0.0000% | $885000.00         | $868600.95         | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2056-07-15      | 5.0000%  | 0.0000% | $10000.00          | $9970.61           | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2033-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11106.22          | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2043-12-01      | 5.0000%  | 0.0000% | $15000.00          | $15219.18          | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5615.26           | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-09-01      | 5.0000%  | 0.0000% | $30000.00          | $31411.27          | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2042-09-01      | 5.0000%  | 0.0000% | $175000.00         | $180808.64         | Other Instrument                                  |
| PORT OF PORTLAND OR ARPT                                         | 2028-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16026.38          | Other Instrument                                  |
| SEATTLE WASHINGTON PORT OF                                       | 2032-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5510.99           | Other Instrument                                  |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2026-09-01      | 1.6340%  | 0.0000% | $620000.00         | $609174.32         | Other Instrument                                  |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2028-09-01      | 2.0810%  | 0.0000% | $1800000.00        | $1719898.90        | Other Instrument                                  |
| TEMPE ARIZ                                                       | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5714.98           | Other Instrument                                  |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                       | 2035-11-15      | 4.7500%  | 0.0000% | $10000.00          | $10058.12          | Other Instrument                                  |
| COMSTOCK MICH PUB SCHS                                           | 2045-11-01      | 4.0000%  | 0.0000% | $30000.00          | $27488.43          | Other Instrument                                  |
| CONNECTICUT ST HEALTH & EDL FACS A                               | 2045-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5064.06           | Other Instrument                                  |
| COOK CNTY ILL SCH DIST NO 36 WINNETKA                            | 2042-12-01      | 4.0000%  | 0.0000% | $30000.00          | $28280.93          | Other Instrument                                  |
| CORAL GABLES FLA CAP IMPT                                        | 2045-04-01      | 4.0000%  | 0.0000% | $10000.00          | $9397.84           | Other Instrument                                  |
| CORPUS CHRISTI TEX                                               | 2039-07-15      | 4.0000%  | 0.0000% | $20000.00          | $19104.18          | Other Instrument                                  |
| COVINA-VALLEY CALIF UNI SCH DIST                                 | 2049-08-01      | 3.2610%  | 0.0000% | $3205000.00        | $2304928.10        | Other Instrument                                  |
| CRYSTAL LAKE ILL                                                 | 2044-12-15      | 4.1250%  | 0.0000% | $20000.00          | $18815.73          | Other Instrument                                  |
| HAMILTON CNTY OHIO                                               | 2038-08-15      | 4.1250%  | 0.0000% | $10000.00          | $9783.74           | Other Instrument                                  |
| HAMILTON CNTY TENN                                               | 2039-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10888.79          | Other Instrument                                  |
| HARBOR SPRINGS MICH PUB SCHS                                     | 2042-05-01      | 4.2500%  | 0.0000% | $20000.00          | $19723.61          | Other Instrument                                  |
| HARRIS CNTY TEX MUN UTIL DIST NO 400                             | 2050-09-01      | 4.0000%  | 0.0000% | $10000.00          | $8545.58           | Other Instrument                                  |
| HAWAII (STATE OF)                                                | 2045-07-01      | 4.0000%  | 0.0000% | $45000.00          | $41096.00          | Other Instrument                                  |
| HOLLAND MICH                                                     | 2043-04-01      | 4.0000%  | 0.0000% | $10000.00          | $9340.94           | Other Instrument                                  |
| LOUISIANA PUB FACS AUTH                                          | 2027-04-15      | 5.0000%  | 0.0000% | $10000.00          | $10592.01          | Other Instrument                                  |
| LOUISIANA STADIUM & EXPOSITION DISTRICT                          | 2028-07-01      | 5.1650%  | 0.0000% | $320000.00         | $332445.24         | Other Instrument                                  |
| LOWER VY WTR DIST TEX                                            | 2041-09-15      | 5.0000%  | 0.0000% | $70000.00          | $72369.58          | Other Instrument                                  |
| UNITED NATIONS DEV CORP N Y                                      | 2055-08-01      | 6.5360%  | 0.0000% | $50000.00          | $52287.18          | Other Instrument                                  |
| MIDLAND TEX                                                      | 2050-03-01      | 4.6690%  | 0.0000% | $1000000.00        | $915375.61         | Other Instrument                                  |
| EASTSIDE UTIL DIST HAMILTON CNTY TENN                            | 2031-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11366.89          | Other Instrument                                  |
| ELK GROVE CALIF UNI SCH DIST                                     | 2036-02-01      | 3.0000%  | 0.0000% | $10000.00          | $9242.83           | Other Instrument                                  |
| RAPID CITY S D                                                   | 2039-11-01      | 3.6250%  | 0.0000% | $25000.00          | $23464.30          | Other Instrument                                  |
| RHODE ISLAND HMFC HOMEOWNERSHIP OPPORTUNITY 1988 RES             | 2039-10-01      | 3.3000%  | 0.0000% | $1000000.00        | $820626.67         | Other Instrument                                  |
| RHODE ISLAND HMFC HOMEOWNERSHIP OPPORTUNITY 1988 RES             | 2051-10-01      | 3.5000%  | 0.0000% | $2950000.00        | $2095322.72        | Other Instrument                                  |
| RICHLAND CNTY S C SCH DIST NO 2                                  | 2034-06-01      | 2.0000%  | 0.0000% | $5000.00           | $4219.74           | Other Instrument                                  |
| RICHMOND IND MIDDLE SCH BLDG CORP                                | 2037-07-15      | 5.0000%  | 0.0000% | $25000.00          | $27023.03          | Other Instrument                                  |
| RIVERSIDE CALIF                                                  | 2030-10-01      | 7.4550%  | 0.0000% | $2335000.00        | $2598454.16        | Other Instrument                                  |
| ROCHESTER N Y                                                    | 2028-08-01      | 4.0000%  | 0.0000% | $10000.00          | $10185.51          | Other Instrument                                  |
| ROWLETT TEX                                                      | 2039-02-15      | 2.0000%  | 0.0000% | $20000.00          | $14050.56          | Other Instrument                                  |
| RED OAK TEX                                                      | 2031-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16752.22          | Other Instrument                                  |
| ROYSE CITY TEX                                                   | 2041-08-15      | 4.1250%  | 0.0000% | $30000.00          | $28581.43          | Other Instrument                                  |
| ROYSE CITY TEX                                                   | 2043-08-15      | 4.2500%  | 0.0000% | $15000.00          | $14204.29          | Other Instrument                                  |
| DAKOTA CNTY MINN                                                 | 2038-02-01      | 4.0000%  | 0.0000% | $20000.00          | $20479.09          | Other Instrument                                  |
| DALTON WHITFIELD CNTY JT DEV AUTH                                | 2048-08-15      | 4.0000%  | 0.0000% | $25000.00          | $21462.64          | Other Instrument                                  |
| JARRELL TEX INDPT SCH DIST                                       | 2042-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10375.94          | Other Instrument                                  |
| JOBSOHIO BEVERAGE SYSTEM                                         | 2033-01-01      | 4.4330%  | 0.0000% | $1500000.00        | $1390033.10        | Other Instrument                                  |
| KANE KENDALL ETC CNTYS ILL CMNTY COLLEGE DIST NO 516             | 2043-06-15      | 4.0000%  | 0.0000% | $10000.00          | $9361.42           | Other Instrument                                  |
| STATE COLLEGE PA AREA SCH DIST                                   | 2043-05-15      | 3.2500%  | 0.0000% | $50000.00          | $42386.94          | Other Instrument                                  |
| KENEDY TEX INDPT SCH DIST                                        | 2055-08-15      | 5.0000%  | 0.0000% | $55000.00          | $55181.74          | Other Instrument                                  |
| WESLACO TEX INDPT SCH DIST                                       | 2035-02-15      | 5.0000%  | 0.0000% | $20000.00          | $20623.69          | Other Instrument                                  |
| WEST PALM BEACH FLA CMNTY REDEV AGY                              | 2030-03-01      | 5.0000%  | 0.0000% | $20000.00          | $21974.84          | Other Instrument                                  |
| WESTWOOD MASS                                                    | 2052-08-15      | 4.0000%  | 0.0000% | $35000.00          | $30655.64          | Other Instrument                                  |
| WESTBROOK ME                                                     | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10612.16          | Other Instrument                                  |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                        | 2030-11-15      | 5.6250%  | 0.0000% | $2500000.00        | $2543400.00        | Other Instrument                                  |
| NEW JERSEY HEALTH CARE FACS FING AUTH                            | 2049-07-01      | 3.0000%  | 0.0000% | $20000.00          | $13257.47          | Other Instrument                                  |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2032-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11320.38          | Other Instrument                                  |
| NEW ORLEANS LA                                                   | 2026-09-01      | 1.5690%  | 0.0000% | $1250000.00        | $1228659.79        | Other Instrument                                  |
| NEW ORLEANS LA AVIATION BRD                                      | 2049-01-01      | 5.2500%  | 0.0000% | $10000.00          | $10145.88          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2052-05-01      | 5.5000%  | 0.0000% | $100000.00         | $106595.78         | Other Instrument                                  |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2054-11-01      | 4.5500%  | 0.0000% | $35000.00          | $33017.04          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.0000%  | 0.0000% | $10000.00          | $10791.98          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2045-03-15      | 5.0000%  | 0.0000% | $160000.00         | $168044.44         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2044-03-15      | 5.0000%  | 0.0000% | $10000.00          | $10496.81          | Other Instrument                                  |
| NEW YORK ST TWY AUTH                                             | 2056-01-01      | 5.2500%  | 0.0000% | $15000.00          | $15150.42          | Other Instrument                                  |
| NEW BRAUNFELS TEX                                                | 2043-02-01      | 4.0000%  | 0.0000% | $15000.00          | $13778.72          | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2115-05-15      | 4.7670%  | 0.0000% | $3807000.00        | $3163926.64        | Other Instrument                                  |
| AMERICAN MUNICIPAL POWER-OHIO INC                                | 2050-02-15      | 6.2700%  | 0.0000% | $25000.00          | $23305.58          | Other Instrument                                  |
| AMERICAN MUNICIPAL POWER-OHIO INC                                | 2046-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10024.94          | Other Instrument                                  |
| NEW YORK ST URBAN DEV CORP                                       | 2056-03-15      | 5.0000%  | 0.0000% | $25000.00          | $25736.94          | Other Instrument                                  |
| NEW YORK ST URBAN DEV CORP                                       | 2033-03-15      | 3.9000%  | 0.0000% | $9095000.00        | $9012023.28        | Other Instrument                                  |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2046-07-01      | 5.0000%  | 0.0000% | $10000.00          | $9541.36           | Other Instrument                                  |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2055-06-30      | 6.0000%  | 0.0000% | $25000.00          | $26285.00          | Other Instrument                                  |
| ONALASKA WIS SCH DIST                                            | 2043-04-01      | 4.0000%  | 0.0000% | $60000.00          | $56639.67          | Other Instrument                                  |
| OMAHA NEB                                                        | 2031-04-15      | 5.0000%  | 0.0000% | $10000.00          | $11411.71          | Other Instrument                                  |
| OMAHA NEB ARPT AUTH                                              | 2039-12-15      | 5.2500%  | 0.0000% | $30000.00          | $32126.45          | Other Instrument                                  |
| ORANGE CALIF PUB FACS FING AUT                                   | 2050-11-01      | 4.0000%  | 0.0000% | $10000.00          | $8808.11           | Other Instrument                                  |
| OREGON HEALTH SCIENCES UNIV                                      | 2051-07-01      | 4.0000%  | 0.0000% | $40000.00          | $34882.18          | Other Instrument                                  |
| OREGON ED DISTS                                                  | 2031-06-30      | 1.8870%  | 0.0000% | $1485000.00        | $1324311.99        | Other Instrument                                  |
| OREGON SCHOOL BOARDS ASSOCIATION                                 | 2028-06-30      | 5.6800%  | 0.0000% | $5000000.00        | $3856380.43        | Other Instrument                                  |
| OREGON (STATE OF)                                                | 2027-06-01      | 5.8920%  | 0.0000% | $1670000.00        | $955704.32         | Other Instrument                                  |
| OREGON (STATE OF)                                                | 2031-08-01      | 1.9000%  | 0.0000% | $1010000.00        | $899746.16         | Other Instrument                                  |
| OREGON (STATE OF)                                                | 2030-11-01      | 1.6720%  | 0.0000% | $1000000.00        | $899340.44         | Other Instrument                                  |
| OWEN CNTY KY BRD ED                                              | 2038-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10589.92          | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2046-02-15      | 3.5000%  | 0.0000% | $10000.00          | $7603.81           | Other Instrument                                  |
| WILL CNTY ILL FST PRESV DIST                                     | 2038-12-15      | 5.0000%  | 0.0000% | $10000.00          | $10823.38          | Other Instrument                                  |
| WILLIAM S HART CALIF UN HIGH SCH DIST                            | 2032-08-01      | 0.0000%  | 0.0000% | $4500000.00        | $3340215.00        | Other Instrument                                  |
| WILLIAM S HART CALIF UN HIGH SCH DIST                            | 2035-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5861.21           | Other Instrument                                  |
| UPPER EAGLE REGL WTR AUTH COLO                                   | 2042-12-01      | 4.0000%  | 0.0000% | $10000.00          | $8958.88           | Other Instrument                                  |
| UTAH TRANSIT AUTH                                                | 2035-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11431.88          | Other Instrument                                  |
| WISCONSIN CTR DIST WIS                                           | 2050-12-15      | 4.1730%  | 0.0000% | $5935000.00        | $4827694.19        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2043-03-01      | 5.2000%  | 0.0000% | $790000.00         | $784557.78         | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $2850000.00        | $2874905.83        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2030-11-01      | 1.7500%  | 0.0000% | $16000000.00       | $14484897.78       | Other Instrument                                  |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY                      | 2032-04-01      | 3.4640%  | 0.0000% | $850000.00         | $832422.76         | Other Instrument                                  |
| CALIFORNIA HEALTH FACS FING AUTH                                 | 2047-10-01      | 4.0000%  | 0.0000% | $10000.00          | $8639.34           | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2030-09-01      | 4.8750%  | 0.0000% | $525000.00         | $559074.25         | Other Instrument                                  |
| CALIFORNIA STATE UNIVERSITY                                      | 2051-11-01      | 3.5900%  | 0.0000% | $45000.00          | $33896.57          | Other Instrument                                  |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2046-12-01      | 5.0000%  | 0.0000% | $5715000.00        | $5320106.20        | Other Instrument                                  |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2057-12-01      | 4.0000%  | 0.0000% | $15000.00          | $12491.82          | Other Instrument                                  |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2030-08-01      | 2.0500%  | 0.0000% | $1610000.00        | $820044.51         | Other Instrument                                  |
| CAMBRIA CALIF CMNTY SVCS DIST                                    | 2047-09-01      | 4.6250%  | 0.0000% | $15000.00          | $15366.27          | Other Instrument                                  |
| CAMERON CNTY TEX                                                 | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11015.14          | Other Instrument                                  |
| COLORADO SCH MINES                                               | 2040-12-01      | 5.0000%  | 0.0000% | $30000.00          | $31950.37          | Other Instrument                                  |
| COMAL TEX INDPT SCH DIST                                         | 2035-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16670.68          | Other Instrument                                  |
| SAN ANTONIO TX                                                   | 2039-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10923.14          | Other Instrument                                  |
| SAN ANTONIO TX                                                   | 2047-05-15      | 5.0000%  | 0.0000% | $30000.00          | $30916.63          | Other Instrument                                  |
| SAN BERNARDINO CALIF CMNTY COLLEGE DIST                          | 2039-08-01      | 3.0010%  | 0.0000% | $2095000.00        | $1738628.16        | Other Instrument                                  |
| SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION              | 2042-04-01      | 5.0000%  | 0.0000% | $40000.00          | $43401.82          | Other Instrument                                  |
| AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO       | 2051-05-01      | 3.3450%  | 0.0000% | $2000000.00        | $1399068.33        | Other Instrument                                  |
| SANGER CALIF UNI SCH DIST                                        | 2047-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8182.26           | Other Instrument                                  |
| SANTA BARBARA CALIF FING AUTH                                    | 2044-05-15      | 4.0000%  | 0.0000% | $10000.00          | $9363.36           | Other Instrument                                  |
| SACRAMENTO CALIF AREA FLOOD CTL AGY                              | 2047-10-01      | 4.0000%  | 0.0000% | $20000.00          | $18350.49          | Other Instrument                                  |
| SACRAMENTO MUNICIPAL UTILITY DISTRICT                            | 2048-08-15      | 5.0000%  | 0.0000% | $85000.00          | $87600.53          | Other Instrument                                  |
| SAGINAW TEX                                                      | 2041-09-01      | 4.2500%  | 0.0000% | $10000.00          | $9623.36           | Other Instrument                                  |
| THURSTON CNTY WASH                                               | 2044-12-01      | 5.0000%  | 0.0000% | $50000.00          | $51715.11          | Other Instrument                                  |
| THURSTON CNTY WASH                                               | 2038-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16407.93          | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2025-11-15      | 4.4340%  | 0.0000% | $2450000.00        | $2481260.37        | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2057-05-15      | 5.2500%  | 0.0000% | $5000.00           | $5175.23           | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2038-05-15      | 5.0000%  | 0.0000% | $20000.00          | $22035.89          | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2040-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10781.84          | Other Instrument                                  |
| TUCSON ARIZ                                                      | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10966.22          | Other Instrument                                  |
| THE PUBLIC EDUCATIONAL BUILDING AUTHORITY OF CITY OF TUSCALOOSA  | 2038-07-01      | 3.1250%  | 0.0000% | $60000.00          | $51488.08          | Other Instrument                                  |
| MONTEREY PENINSULA CALIF CMNTY COLLEGE DIST                      | 2029-08-01      | 0.0000%  | 0.0000% | $15000.00          | $13346.55          | Other Instrument                                  |
| MONTGOMERY CNTY MD                                               | 2038-10-01      | 2.0000%  | 0.0000% | $25000.00          | $18050.31          | Other Instrument                                  |
| MONTGOMERY CNTY TENN                                             | 2033-04-01      | 3.0000%  | 0.0000% | $10000.00          | $9877.03           | Other Instrument                                  |
| MORENO VY CALIF UNI SCH DIST FING AUTH                           | 2036-09-01      | 3.5000%  | 0.0000% | $10000.00          | $9522.86           | Other Instrument                                  |
| MAIZE KANS                                                       | 2042-10-01      | 4.3750%  | 0.0000% | $20000.00          | $19767.89          | Other Instrument                                  |
| MARION TEX INDPT SCH DIST                                        | 2045-08-15      | 4.0000%  | 0.0000% | $25000.00          | $22455.89          | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2054-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20245.51          | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2050-06-01      | 5.5000%  | 0.0000% | $30000.00          | $31439.92          | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2050-07-01      | 5.0000%  | 0.0000% | $215000.00         | $212771.17         | Other Instrument                                  |
| MASSACHUSETTS PORT AUTHORITY                                     | 2040-07-01      | 5.0000%  | 0.0000% | $25000.00          | $26366.89          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2046-04-01      | 5.0000%  | 0.0000% | $40000.00          | $41571.42          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2048-10-01      | 5.6220%  | 0.0000% | $75000.00          | $77121.45          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2049-10-01      | 4.0000%  | 0.0000% | $20000.00          | $17546.69          | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2046-11-15      | 4.0000%  | 0.0000% | $10000.00          | $8404.76           | Other Instrument                                  |
| MARLBORO CNTY S C SCH DIST                                       | 2035-03-01      | 3.0000%  | 0.0000% | $20000.00          | $19071.27          | Other Instrument                                  |
| MARYLAND ECONOMIC DEVELOPMENT CORPORATION                        | 2057-05-31      | 5.9420%  | 0.0000% | $4375000.00        | $4443074.76        | Other Instrument                                  |
| MARYLAND ST TRANSN AUTH                                          | 2032-07-01      | 6.6500%  | 0.0000% | $1695000.00        | $1413564.97        | Other Instrument                                  |
| MASSACHUSETTS EDL FING AUTH                                      | 2037-07-01      | 2.6410%  | 0.0000% | $9100000.00        | $7186531.30        | Other Instrument                                  |
| MERCER CNTY N J                                                  | 2030-02-15      | 2.0000%  | 0.0000% | $20000.00          | $18767.76          | Other Instrument                                  |
| MESA CITY OF                                                     | 2027-07-01      | 4.0000%  | 0.0000% | $150000.00         | $155333.17         | Other Instrument                                  |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2041-10-01      | 6.5000%  | 0.0000% | $15000.00          | $16032.63          | Other Instrument                                  |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2038-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10576.16          | Other Instrument                                  |
| METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA               | 2034-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11359.66          | Other Instrument                                  |
| ELWOOD IND MULTI-SCH BLDG CORP                                   | 2035-07-15      | 3.0000%  | 0.0000% | $15000.00          | $13808.50          | Other Instrument                                  |
| ESSEX CNTY N J                                                   | 2034-09-01      | 2.2500%  | 0.0000% | $20000.00          | $17420.50          | Other Instrument                                  |
| NOBLESVILLE HIGH SCHOOL BUILDING CORP                            | 2038-01-15      | 5.0000%  | 0.0000% | $20000.00          | $20477.82          | Other Instrument                                  |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD    | 2058-10-01      | 5.2500%  | 0.0000% | $2695000.00        | $2580363.68        | Other Instrument                                  |
| NORTH STRABANE TWP PA                                            | 2046-11-15      | 4.0000%  | 0.0000% | $40000.00          | $36246.22          | Other Instrument                                  |
| NORTHEAST MET REGL VOCATIONAL SCH DIST MASS                      | 2042-05-15      | 4.0000%  | 0.0000% | $5000.00           | $4737.73           | Other Instrument                                  |
| NORTHEAST OHIO MEDICAL UNIVERSITY                                | 2045-12-01      | 4.0000%  | 0.0000% | $85000.00          | $71241.71          | Other Instrument                                  |
| NORTHERN ILL MUN PWR AGY PWR PROJ                                | 2039-01-01      | 6.8590%  | 0.0000% | $1420000.00        | $1541410.87        | Other Instrument                                  |
| SHERBURNE CNTY MINN                                              | 2038-02-01      | 3.2500%  | 0.0000% | $5000.00           | $4636.14           | Other Instrument                                  |
| SMYTH CNTY VA                                                    | 2029-11-01      | 4.0000%  | 0.0000% | $20000.00          | $20944.42          | Other Instrument                                  |
| SOMERVILLE MASS                                                  | 2034-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11596.14          | Other Instrument                                  |
| SOUTH ADAMS CNTY WTR & SANTN DIST COLO                           | 2044-12-01      | 3.5000%  | 0.0000% | $10000.00          | $8337.86           | Other Instrument                                  |
| SOUTH MONTEREY CNTY CALIF                                        | 2049-08-01      | 4.0000%  | 0.0000% | $10000.00          | $8825.21           | Other Instrument                                  |
| SOUTH SAN FRANCISCO CALIF UNI SCH DIST                           | 2052-09-01      | 4.0000%  | 0.0000% | $1920000.00        | $1697045.33        | Other Instrument                                  |
| MUNICIPAL ELEC AUTH GA                                           | 2063-07-01      | 4.5000%  | 0.0000% | $10000.00          | $9043.00           | Other Instrument                                  |
| KILGORE TEX                                                      | 2040-02-15      | 4.0000%  | 0.0000% | $20000.00          | $19291.91          | Other Instrument                                  |
| NATIONAL FINANCE AUTHORITY NH                                    | 2042-11-01      | 4.8750%  | 0.0000% | $3375000.00        | $3049900.31        | Other Instrument                                  |
| KNOX & WARREN CNTYS ILL CMNTY UNIT SCH DIST NO 205 GALESBURG     | 2039-12-01      | 4.0000%  | 0.0000% | $30000.00          | $28816.73          | Other Instrument                                  |
| LEBANON CNTY PA                                                  | 2046-10-15      | 2.5000%  | 0.0000% | $20000.00          | $12564.71          | Other Instrument                                  |
| LEHIGH CNTY PA GEN PURP AUTH                                     | 2042-02-01      | 5.0000%  | 0.0000% | $40000.00          | $39465.56          | Other Instrument                                  |
| LEXINGTON MASS                                                   | 2034-06-15      | 2.0000%  | 0.0000% | $10000.00          | $8711.81           | Other Instrument                                  |
| ABINGTON PA SCH DIST                                             | 2037-10-01      | 4.0000%  | 0.0000% | $10000.00          | $10001.74          | Other Instrument                                  |
| ADELANTO ELEMENTARY SCHOOL DISTRICT COMMUNITY FACILITIES DISTRIC | 2039-09-01      | 5.0000%  | 0.0000% | $25000.00          | $26651.81          | Other Instrument                                  |
| OKLAHOMA DEV FIN AUTH                                            | 2044-06-01      | 4.6230%  | 0.0000% | $2035000.00        | $1998839.41        | Other Instrument                                  |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2050-01-01      | 5.2500%  | 0.0000% | $50000.00          | $51959.42          | Other Instrument                                  |
| OLNEY TEX                                                        | 2042-04-15      | 4.0000%  | 0.0000% | $10000.00          | $9204.99           | Other Instrument                                  |
| ALASKA INDL DEV & EXPT AUTH                                      | 2035-03-01      | 5.3000%  | 0.0000% | $830000.00         | $825049.51         | Other Instrument                                  |
| ALLEN CNTY OHIO                                                  | 2040-12-01      | 4.0000%  | 0.0000% | $60000.00          | $56325.47          | Other Instrument                                  |
| ALIEF TEX INDPT SCH DIST                                         | 2037-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10936.34          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2037-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11318.42          | Other Instrument                                  |
| OKLAHOMA DEV FIN AUTH                                            | 2048-08-15      | 4.0000%  | 0.0000% | $10000.00          | $8670.66           | Other Instrument                                  |
| OKLAHOMA DEV FIN AUTH                                            | 2057-08-15      | 4.1250%  | 0.0000% | $10000.00          | $8366.34           | Other Instrument                                  |
| HOUSTON CITY OF                                                  | 2032-03-01      | 6.2900%  | 0.0000% | $50000.00          | $55034.53          | Other Instrument                                  |
| HOUSTON CITY OF                                                  | 2039-07-01      | 4.0000%  | 0.0000% | $10000.00          | $9416.24           | Other Instrument                                  |
| HUMBLE TEX INDPT SCH DIST                                        | 2036-02-15      | 5.0000%  | 0.0000% | $85000.00          | $94450.68          | Other Instrument                                  |
| HUNTERS OVERLOOK MET DIST NO 5                                   | 2054-12-01      | 4.2500%  | 0.0000% | $20000.00          | $17937.98          | Other Instrument                                  |
| IDAHO ENERGY RES AUTH TRANSMIS                                   | 2048-09-01      | 5.7220%  | 0.0000% | $250000.00         | $251720.76         | Other Instrument                                  |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2041-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5261.72           | Other Instrument                                  |
| IDAHO HOUSING AND FINANCE ASSOCIATION                            | 2048-08-15      | 5.2500%  | 0.0000% | $10000.00          | $10366.22          | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                       | 2029-08-15      | 3.5480%  | 0.0000% | $2400000.00        | $2360783.47        | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                       | 2039-09-01      | 8.2500%  | 0.0000% | $4705000.00        | $4798809.86        | Other Instrument                                  |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $1620000.00        | $1409156.81        | Other Instrument                                  |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2040-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10429.06          | Other Instrument                                  |
| IRON CNTY UTAH                                                   | 2043-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21126.51          | Other Instrument                                  |
| IRVING TEX HOSP AUTH HOSP REV                                    | 2039-10-15      | 5.0000%  | 0.0000% | $10000.00          | $10194.61          | Other Instrument                                  |
| IRVING TEX INDPT SCH DIST                                        | 2038-02-15      | 4.0000%  | 0.0000% | $60000.00          | $59436.33          | Other Instrument                                  |
| BOSSIER CITY LA                                                  | 2031-12-01      | 5.0000%  | 0.0000% | $40000.00          | $43148.49          | Other Instrument                                  |
| CAPE CORAL FLA                                                   | 2039-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21579.11          | Other Instrument                                  |
| ALVIN TEX WTRWKS & SWR REVENUE                                   | 2055-11-01      | 5.0000%  | 0.0000% | $110000.00         | $109501.33         | Other Instrument                                  |
| VIRGINIA BEACH VA DEV AUTH                                       | 2031-02-01      | 6.0000%  | 0.0000% | $2490000.00        | $2729280.70        | Other Instrument                                  |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2030-02-01      | 1.7350%  | 0.0000% | $800000.00         | $728359.56         | Other Instrument                                  |
| VIRGINIA ST SMALL BUSINESS FINANCING AUTHORITY                   | 2048-01-01      | 5.0000%  | 0.0000% | $750000.00         | $712676.67         | Other Instrument                                  |
| WALLER CNTY TEX MUN UTIL DIST NO 35                              | 2039-09-01      | 4.2500%  | 0.0000% | $5000.00           | $4789.40           | Other Instrument                                  |
| WASCO CALIF UN SCH DIST                                          | 2043-08-01      | 3.0070%  | 0.0000% | $1195000.00        | $849440.39         | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11098.99          | Other Instrument                                  |
| WASHINGTON ST CONV CENTER PUBLIC FACILITIES DISTRICT             | 2058-07-01      | 4.0000%  | 0.0000% | $70000.00          | $56659.01          | Other Instrument                                  |
| WASHINGTON ST HIGHER ED FACS AUTH                                | 2045-05-01      | 4.0000%  | 0.0000% | $35000.00          | $30968.39          | Other Instrument                                  |
| WASHOE CNTY NEV                                                  | 2043-02-01      | 4.0000%  | 0.0000% | $25000.00          | $22850.03          | Other Instrument                                  |
| WATERLOO IOWA                                                    | 2035-06-01      | 4.0000%  | 0.0000% | $15000.00          | $15577.17          | Other Instrument                                  |
| WAVERLY IOWA                                                     | 2040-06-01      | 4.0000%  | 0.0000% | $10000.00          | $9793.96           | Other Instrument                                  |
| WAXAHACHIE TEX                                                   | 2041-08-01      | 4.1250%  | 0.0000% | $10000.00          | $9648.88           | Other Instrument                                  |
| BRAINERD MINN INDPT SCH DIST NO 181                              | 2044-02-01      | 3.5000%  | 0.0000% | $10000.00          | $8560.12           | Other Instrument                                  |
| ANCHORAGE ALASKA                                                 | 2040-09-01      | 5.0000%  | 0.0000% | $25000.00          | $27229.81          | Other Instrument                                  |
| PALMDALE CALIF SCH DIST                                          | 2048-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10411.59          | Other Instrument                                  |
| PALOMAR HEALTH CALIF                                             | 2042-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4011.79           | Other Instrument                                  |
| PEARLAND CITY OF                                                 | 2041-09-01      | 4.0000%  | 0.0000% | $5000.00           | $4738.99           | Other Instrument                                  |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY            | 2038-12-31      | 4.1250%  | 0.0000% | $15000.00          | $14041.96          | Other Instrument                                  |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY               | 2037-06-15      | 2.0000%  | 0.0000% | $30000.00          | $22519.83          | Other Instrument                                  |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY               | 2030-11-01      | 5.0410%  | 0.0000% | $2500000.00        | $2635758.19        | Other Instrument                                  |
| PARIS TEX                                                        | 2041-12-15      | 5.0000%  | 0.0000% | $25000.00          | $26340.44          | Other Instrument                                  |
| PASADENA TEX                                                     | 2042-02-15      | 4.0000%  | 0.0000% | $10000.00          | $9289.86           | Other Instrument                                  |
| BEEVILLE TEX INDPT SCH DIST                                      | 2039-08-15      | 5.0000%  | 0.0000% | $25000.00          | $26781.11          | Other Instrument                                  |
| BELTON TEX INDPT SCH DIST                                        | 2042-02-15      | 4.0000%  | 0.0000% | $15000.00          | $14081.48          | Other Instrument                                  |
| BISHOP TEX CONS INDPT SCH DIST                                   | 2036-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16512.37          | Other Instrument                                  |
| BOARD MANAGERS JT GUADALUPE CNTY                                 | 2045-12-01      | 5.0000%  | 0.0000% | $4750000.00        | $4355095.56        | Other Instrument                                  |
| SWATARA TWP PA                                                   | 2045-10-01      | 4.0000%  | 0.0000% | $35000.00          | $32212.76          | Other Instrument                                  |
| CARMEL IND REDEV AUTH                                            | 2035-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10885.61          | Other Instrument                                  |
| CENTER FOR ARTS & HEALTH SCIENCES PUBLIC FACILITIES CORP         | 2040-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4812.27           | Other Instrument                                  |
| CHAMPAIGN CNTY ILL                                               | 2041-01-01      | 4.0000%  | 0.0000% | $40000.00          | $38679.78          | Other Instrument                                  |
| CHICAGO (CITY OF)                                                | 2030-01-01      | 5.4800%  | 0.0000% | $1000000.00        | $1050878.89        | Other Instrument                                  |
| CHICAGO (CITY OF)                                                | 2040-11-01      | 6.7420%  | 0.0000% | $1945000.00        | $2189659.17        | Other Instrument                                  |
| CHATTANOOGA TENN HEALTH EDL & HSG FAC BRD                        | 2036-08-01      | 4.0000%  | 0.0000% | $25000.00          | $24303.03          | Other Instrument                                  |
| CHINO BASIN CALIF REGL FING AUTH                                 | 2029-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10626.89          | Other Instrument                                  |
| CENTRAL SCH DIST CALIF                                           | 2051-08-01      | 4.0000%  | 0.0000% | $15000.00          | $12995.42          | Other Instrument                                  |
| CENTRAL WEBER UTAH SWR IMPT                                      | 2035-03-01      | 4.0000%  | 0.0000% | $30000.00          | $31369.73          | Other Instrument                                  |
| BUCHANAN MICH BLDG AUTH                                          | 2042-04-01      | 4.0000%  | 0.0000% | $10000.00          | $9380.04           | Other Instrument                                  |
| GRAND PRAIRIE TEX                                                | 2039-01-15      | 5.0000%  | 0.0000% | $20000.00          | $21381.62          | Other Instrument                                  |
| GRANT CNTY WASH PUB UTIL DIST NO 2                               | 2040-01-01      | 3.2100%  | 0.0000% | $1980000.00        | $1230580.73        | Other Instrument                                  |
| GRANTSBURG WIS SCH DIST                                          | 2038-03-01      | 4.1250%  | 0.0000% | $10000.00          | $10214.26          | Other Instrument                                  |
| GREATER ORLANDO AVIATION AUTH FLA                                | 2040-10-01      | 5.2500%  | 0.0000% | $10000.00          | $10783.53          | Other Instrument                                  |
| GREENSBORO N C                                                   | 2040-06-01      | 2.1250%  | 0.0000% | $40000.00          | $28832.18          | Other Instrument                                  |
| GREENVILLE TEX                                                   | 2035-02-15      | 2.0000%  | 0.0000% | $30000.00          | $24788.03          | Other Instrument                                  |
| PRKCM TRUST PRKCM_23-AFC4                                        | 2058-11-25      | 7.2250%  | 0.0000% | $1000000.00        | $687277.09         | Asset-Backed Securities                           |
| AMERICAN HONDA FINANCE CORPORATION                               | 2031-10-23      | 4.8500%  | 0.0000% | $23000.00          | $23693.57          | Corporate Debt Securities                         |
| PERTAMINA PERSERO PT                                             | 2043-05-20      | 5.6250%  | 0.0000% | $496000.00         | $491961.94         | Corporate Debt Securities                         |
| BANK OF MONTREAL                                                 | 2025-09-25      | 5.9200%  | 0.0000% | $447000.00         | $458641.87         | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2026-05-04      | 2.8000%  | 0.0000% | $1000.00           | $999.97            | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                            | 2028-08-04      | 0.0000%  | 0.0000% | $114000.00         | $146185.62         | Corporate Debt Securities                         |
| US BANCORP                                                       | 2034-02-01      | 4.8390%  | 0.0000% | $310000.00         | $309991.84         | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                                        | 2028-01-15      | 3.2000%  | 0.0000% | $39000.00          | $38409.97          | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                            | 2029-03-19      | 3.8750%  | 0.0000% | $27000.00          | $27072.42          | Corporate Debt Securities                         |
| BARCLAYS BANK PLC                                                | 2029-01-02      | 0.0000%  | 0.0000% | $25000.00          | $25029.15          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                            | 2027-08-06      | 4.4500%  | 0.0000% | $3000.00           | $3044.59           | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                                         | 2048-03-27      | 4.4180%  | 0.0000% | $892000.00         | $764322.49         | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                              | 2029-11-15      | 4.7000%  | 0.0000% | $120000.00         | $124569.33         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | 2048-04-15      | 4.6000%  | 0.0000% | $51000.00          | $46253.03          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST BANK LTD                                   | 2034-03-07      | 5.3500%  | 0.0000% | $288000.00         | $297797.44         | Corporate Debt Securities                         |
| AIA GROUP LTD                                                    | 2054-09-30      | 5.4000%  | 0.0000% | $17000000.00       | $16737350.00       | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2029-04-13      | 5.5000%  | 0.0000% | $267000.00         | $278368.27         | Corporate Debt Securities                         |
| M&T BK CORP                                                      | 2036-01-16      | 5.3850%  | 0.0000% | $164000.00         | $165809.26         | Corporate Debt Securities                         |
| MCDONALDS CORP                                                   | 2035-12-09      | 4.7000%  | 0.0000% | $2000.00           | $1996.11           | Corporate Debt Securities                         |
| CHARLOTTE N C                                                    | 2041-06-01      | 5.5310%  | 0.0000% | $4540000.00        | $4632389.25        | Other Instrument                                  |
| MCDONALDS CORP                                                   | 2032-09-09      | 4.6000%  | 0.0000% | $281000.00         | $290391.64         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2028-07-22      | 3.5910%  | 0.0000% | $118000.00         | $116993.55         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2045-01-27      | 4.3000%  | 0.0000% | $59000.00          | $50993.83          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2032-10-20      | 2.5110%  | 0.0000% | $323000.00         | $289523.55         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2029-02-01      | 5.1230%  | 0.0000% | $145000.00         | $148698.16         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2055-11-19      | 5.5160%  | 0.0000% | $11000.00          | $11020.59          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2036-04-17      | 5.6640%  | 0.0000% | $2455000.00        | $2611329.49        | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2042-07-24      | 6.3750%  | 0.0000% | $196000.00         | $218039.79         | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2030-11-20      | 5.5500%  | 0.0000% | $149000.00         | $160181.33         | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                         | 2027-10-08      | 4.3500%  | 0.0000% | $39000.00          | $39944.09          | Corporate Debt Securities                         |
| BPCE SA                                                          | 2036-01-14      | 6.2930%  | 0.0000% | $3754000.00        | $3994467.16        | Corporate Debt Securities                         |
| CAIXABANK SA                                                     | 2029-07-03      | 4.6340%  | 0.0000% | $200000.00         | $203003.69         | Corporate Debt Securities                         |
| CAIXABANK SA                                                     | 2036-07-03      | 5.5810%  | 0.0000% | $565000.00         | $579527.03         | Corporate Debt Securities                         |
| RATE_25-J1                                                       | 2055-03-25      | 0.0000%  | 0.0000% | $18375000.00       | $180835.56         | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4695%  | 0.0000% | $351685000.00      | $2932760.81        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                                       | 2055-12-25      | 0.0000%  | 0.0000% | $63580000.00       | $4219877.26        | Private Label Collateralized Mortgage Obligations |
| RMLT_20-2                                                        | 2060-05-25      | 3.5650%  | 0.0000% | $3783333.00        | $3638570.49        | Private Label Collateralized Mortgage Obligations |
| RMLT_21-1                                                        | 2065-01-25      | 4.4690%  | 0.0000% | $3340000.00        | $2839841.31        | Private Label Collateralized Mortgage Obligations |
| DWIGHT_25-FL1                                                    | 2042-09-18      | 0.0000%  | 0.0000% | $19000000.00       | $19071419.21       | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.5110%  | 0.0000% | $350273000.00      | $3844096.48        | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.9956%  | 0.0000% | $54372838.00       | $617570.92         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.5363%  | 0.0000% | $1000000.00        | $9368.37           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C55                | 2053-02-15      | 2.7250%  | 0.0000% | $1979333.00        | $1848662.28        | Private Label Collateralized Mortgage Obligations |
| WFMBS_20-1                                                       | 2049-12-27      | 3.3628%  | 0.0000% | $1000000.00        | $777596.85         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C56                | 2053-06-15      | 2.4480%  | 0.0000% | $11925000.00       | $10994051.03       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C58                | 2053-07-15      | 1.8490%  | 0.0000% | $74000.00          | $70126.33          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_22-INV1       | 2052-03-25      | 3.0000%  | 0.0000% | $1600000.00        | $1066341.19        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-NYCH                                                     | 2042-06-15      | 6.1054%  | 0.0000% | $5190000.00        | $5202322.73        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.5000%  | 0.0000% | $2823450.00        | $2468359.44        | Private Label Collateralized Mortgage Obligations |
| NRZT_17-2A                                                       | 2057-03-26      | 5.2072%  | 0.0000% | $5687650.00        | $2305718.99        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1                 | 2057-12-25      | 3.5000%  | 0.0000% | $33370000.00       | $6296346.70        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2035-10-10      | 3.9322%  | 0.0000% | $5739000.00        | $5736557.56        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2035-10-10      | 3.9322%  | 0.0000% | $2360000.00        | $2357638.62        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                                     | 2034-05-10      | 2.8555%  | 0.0000% | $5600000.00        | $4238070.12        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-CR25                                 | 2048-08-10      | 4.4896%  | 0.0000% | $1450000.00        | $755188.97         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $350000.00         | $274741.31         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST CIM_21-J1                                              | 2051-03-25      | 2.5000%  | 0.0000% | $3791000.00        | $2122722.28        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                                      | 2051-07-01      | 2.5000%  | 0.0000% | $240000.00         | $143881.76         | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ5                                                     | 2054-02-25      | 0.5000%  | 0.0000% | $192000000.00      | $1618964.86        | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-PJ1                                                     | 2054-06-25      | 0.5630%  | 0.0000% | $294960000.00      | $1056221.59        | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-PJ11                                                    | 2055-05-25      | 1.0000%  | 0.0000% | $250000000.00      | $5312754.07        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ1                                                     | 2055-06-25      | 0.2017%  | 0.0000% | $311300000.00      | $1504897.29        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR1                  | 2051-11-25      | 2.5000%  | 0.0000% | $1300000.00        | $763721.49         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_22-8                            | 2067-09-25      | 6.1270%  | 0.0000% | $357028.00         | $265355.92         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_25-INV1                         | 2070-02-25      | 5.9530%  | 0.0000% | $3475000.00        | $3311487.17        | Private Label Collateralized Mortgage Obligations |
| JPMMT_18-9                                                       | 2049-02-25      | 4.2352%  | 0.0000% | $1542000.00        | $1010403.88        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.7925%  | 0.0000% | $105206000.00      | $461528.63         | Private Label Collateralized Mortgage Obligations |
| GSMBS_20-NQM1                                                    | 2060-09-25      | 5.1430%  | 0.0000% | $6808000.00        | $6631625.90        | Private Label Collateralized Mortgage Obligations |
| AOA TRUST AOA_25-1301                                            | 2042-08-11      | 5.2273%  | 0.0000% | $6879000.00        | $7001498.98        | Private Label Collateralized Mortgage Obligations |
| SHR TRUST SHR_24-LXRY                                            | 2041-10-15      | 7.9631%  | 0.0000% | $8429000.00        | $8466768.34        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.7261%  | 0.0000% | $7560000.00        | $56963.67          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 5.6811%  | 0.0000% | $12575000.00       | $11533911.61       | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN33                                                     | 2064-05-15      | 0.5943%  | 0.0000% | $22000000.00       | $673778.34         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK4                                                | 2050-05-15      | 3.3620%  | 0.0000% | $750000.00         | $738190.32         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_24-BNK48                                               | 2057-10-15      | 5.6570%  | 0.0000% | $100000.00         | $99777.09          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BNK42                                               | 2055-06-11      | 2.5000%  | 0.0000% | $1500000.00        | $1088433.67        | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR6                                              | 2057-05-15      | 6.2250%  | 0.0000% | $112000.00         | $119046.11         | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR9                                              | 2057-08-15      | 5.6136%  | 0.0000% | $100000.00         | $104778.91         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                                | 2050-11-15      | 4.2265%  | 0.0000% | $2000000.00        | $1662584.95        | Private Label Collateralized Mortgage Obligations |
| FSMT_19-2                                                        | 2049-12-25      | 4.0001%  | 0.0000% | $125000.00         | $99414.35          | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                                          | 2062-05-25      | 4.2500%  | 0.0000% | $1000000.00        | $817513.60         | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $148193.04         | Private Label Collateralized Mortgage Obligations |
| DURST_25-151                                                     | 2042-08-10      | 0.0000%  | 0.0000% | $11200000.00       | $11492690.24       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.7849%  | 0.0000% | $6000000.00        | $5366284.46        | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2036-10-15      | 5.8518%  | 0.0000% | $5000000.00        | $4966459.34        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST DCOT_19-MTC                                      | 2045-09-15      | 3.1744%  | 0.0000% | $5000000.00        | $4279674.89        | Private Label Collateralized Mortgage Obligations |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | 2052-10-15      | 2.7050%  | 0.0000% | $3960000.00        | $302924.30         | Private Label Collateralized Mortgage Obligations |
| CAFL_20-3                                                        | 2053-08-15      | 3.7900%  | 0.0000% | $5079000.00        | $6459.09           | Private Label Collateralized Mortgage Obligations |
| HIH TRUST HIH_24-61P                                             | 2041-10-15      | 6.2051%  | 0.0000% | $6675000.00        | $6600659.33        | Private Label Collateralized Mortgage Obligations |
| CHASE_23-1                                                       | 2054-06-25      | 0.3093%  | 0.0000% | $281374500.00      | $1441871.05        | Private Label Collateralized Mortgage Obligations |
| CHASE_25-9                                                       | 2025-08-29      | 0.0000%  | 0.0000% | $99148000.00       | $7336566.31        | Private Label Collateralized Mortgage Obligations |
| CHASE_25-6                                                       | 2056-04-25      | 0.3821%  | 0.0000% | $515958500.00      | $4074438.60        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-2                     | 2055-02-25      | 6.5000%  | 0.0000% | $250000.00         | $189362.04         | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-3                                                       | 2053-10-25      | 5.0000%  | 0.0000% | $1000000.00        | $716201.86         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $2930342.78        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 3.0416%  | 0.0000% | $565000.00         | $516764.64         | Private Label Collateralized Mortgage Obligations |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-SFT                         | 2042-04-15      | 5.6649%  | 0.0000% | $29310000.00       | $30142082.56       | Private Label Collateralized Mortgage Obligations |
| CHI_25-SFT                                                       | 2042-04-15      | 6.0668%  | 0.0000% | $9550754.00        | $9802918.98        | Private Label Collateralized Mortgage Obligations |
| GSTNE_25-FL4                                                     | 2043-01-15      | 7.3131%  | 0.0000% | $4000000.00        | $4015559.91        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18          | 2047-02-15      | 4.6536%  | 0.0000% | $4000000.00        | $1944196.52        | Private Label Collateralized Mortgage Obligations |
| JPMCC_22-NLP                                                     | 2037-04-15      | 0.0000%  | 0.0000% | $270000.00         | $261823.05         | Private Label Collateralized Mortgage Obligations |
| AOMT_24-6                                                        | 2067-11-25      | 4.6500%  | 0.0000% | $8292620.00        | $7263483.50        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $594243.38         | Private Label Collateralized Mortgage Obligations |
| IFUND_14-1                                                       | 2047-08-26      | 6.2327%  | 0.0000% | $1500000.00        | $1251737.52        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.0670%  | 0.0000% | $22262000.00       | $14967165.58       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $1015063.06        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-07-15      | 5.3700%  | 0.0000% | $1805000.00        | $1376006.18        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13                            | 2064-06-25      | 5.1160%  | 0.0000% | $21644000.00       | $16523951.16       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_22-LTV1                           | 2052-07-25      | 3.2500%  | 0.0000% | $5000000.00        | $3353040.94        | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.8610%  | 0.0000% | $31182500.00       | $30867440.69       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-15      | 4.2710%  | 0.0000% | $3250000.00        | $3061125.89        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $137433.34         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L7                         | 2054-10-15      | 2.3220%  | 0.0000% | $12600000.00       | $11190488.40       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-PLZA                       | 2043-11-09      | 2.5740%  | 0.0000% | $106900.00         | $91087.35          | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                     | 2054-01-26      | 0.4193%  | 0.0000% | $304491150.00      | $1447624.94        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV4      | 2054-09-25      | 5.5000%  | 0.0000% | $3240000.00        | $2654733.40        | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.5490%  | 0.0000% | $165907000.00      | $3244306.25        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-5                                                        | 2055-06-25      | 0.5000%  | 0.0000% | $45000000.00       | $344974.96         | Private Label Collateralized Mortgage Obligations |
| SEMT_25-4                                                        | 2055-05-25      | 0.5000%  | 0.0000% | $21375000.00       | $167941.61         | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                         | 2056-12-15      | 6.4910%  | 0.0000% | $3463000.00        | $3784974.35        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_25-NQM2                                           | 2070-05-27      | 5.6750%  | 0.0000% | $13515000.00       | $12897267.08       | Private Label Collateralized Mortgage Obligations |
| TPMT_25-1                                                        | 2065-06-25      | 4.7602%  | 0.0000% | $100000.00         | $97941.59          | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $9170000.00        | $8347392.93        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 1.0722%  | 0.0000% | $65730000.00       | $386078.66         | Private Label Collateralized Mortgage Obligations |
| MSBAM_15-C22                                                     | 2048-04-15      | 4.1132%  | 0.0000% | $860000.00         | $759559.95         | Private Label Collateralized Mortgage Obligations |
| MSC_13-ALTM                                                      | 2035-02-05      | 3.8282%  | 0.0000% | $1775000.00        | $1621029.96        | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 5.5445%  | 0.0000% | $7200000.00        | $455815.31         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | 2048-10-10      | 3.6788%  | 0.0000% | $2547000.00        | $2204788.12        | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                                 | 2033-03-10      | 3.4543%  | 0.0000% | $15500000.00       | $14386498.14       | Private Label Collateralized Mortgage Obligations |
| BX_21-VIEW                                                       | 2036-06-15      | 5.7576%  | 0.0000% | $3400000.00        | $3404427.55        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD BXMT_20-FL3                                             | 2037-11-15      | 5.8776%  | 0.0000% | $10300000.00       | $3419714.39        | Private Label Collateralized Mortgage Obligations |
| BSTN COMMERCIAL MORTGAGE TRUST BSTN_25-1C                        | 2044-06-15      | 5.5479%  | 0.0000% | $5573000.00        | $5753286.94        | Private Label Collateralized Mortgage Obligations |
| COLT_22-4                                                        | 2067-03-25      | 4.5000%  | 0.0000% | $2800000.00        | $1841136.65        | Private Label Collateralized Mortgage Obligations |
| BDS_24-FL13                                                      | 2039-09-19      | 5.9298%  | 0.0000% | $15764000.00       | $15826853.61       | Private Label Collateralized Mortgage Obligations |
| PUERTO RICO ELECTRIC POWER AUTHORITY                             | 2029-07-01      | 3.7720%  | 0.0000% | $45000.00          | $31625.16          | Other Instrument                                  |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 2.8250%  | 0.0000% | $750000.00         | $47969.50          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-01-15      | 1.5057%  | 0.0000% | $17014000.00       | $18187.82          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 1.1205%  | 0.0000% | $4661000.00        | $43927.65          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.8294%  | 0.0000% | $27311533.00       | $272498.35         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2048-07-15      | 2.9310%  | 0.0000% | $150000.00         | $147989.65         | Private Label Collateralized Mortgage Obligations |

### Security 305: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| NEW JERSEY STATE EDUCATIONAL FACILITIES AUTHORITY | 2064-07-01      | 5.0000%  | 0.0000% | $21650000.00       | $24739888.00       | Other Instrument |
| NORTHWEST TEX INDPT SCH DIST                      | 2055-02-15      | 5.2500%  | 0.0000% | $64955000.00       | $67284394.56       | Other Instrument |

### Security 306: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-04
- **C.13 - Final Legal Maturity Date:** 2025-10-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| RIDET_25-SHRE                                            | 2047-02-14      | 0.0000%  | 0.0000% | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2050-09-15      | 1.2162%  | 0.0000% | $13695000.00       | $180079.43         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS11              | 2052-08-15      | 1.7101%  | 0.0000% | $12790000.00       | $523195.86         | Private Label Collateralized Mortgage Obligations |
| WFC_21-C59                                               | 2054-04-15      | 1.6199%  | 0.0000% | $17035740.00       | $1008222.95        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2059-12-15      | 0.9575%  | 0.0000% | $28673288.00       | $157512.08         | Private Label Collateralized Mortgage Obligations |
| `WFCM_16-C36                                             | 2059-11-15      | 0.0000%  | 0.0000% | $10080779.00       | $116687.65         | Private Label Collateralized Mortgage Obligations |
| GSMS_18-GS10                                             | 2051-07-10      | 0.4517%  | 0.0000% | $4399000.00        | $39626.35          | Private Label Collateralized Mortgage Obligations |
| GSMS_15-GC34                                             | 2048-10-10      | 1.7303%  | 0.0000% | $30886651.00       | $762804.93         | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                             | 2052-02-10      | 1.1689%  | 0.0000% | $12850000.00       | $327610.77         | Private Label Collateralized Mortgage Obligations |
| GSMS_13-GC13                                             | 2046-07-10      | 0.0000%  | 0.0000% | $34835000.00       | $8.51              | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATI                         | 2044-08-10      | 0.0850%  | 0.0000% | $25909000.00       | $621.88            | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_12-CR4                          | 2045-10-15      | 1.2885%  | 0.0000% | $420124.00         | $1112.54           | Private Label Collateralized Mortgage Obligations |
| COMM_14-CR15                                             | 2047-02-10      | 0.1958%  | 0.0000% | $27210000.00       | $534199.08         | Private Label Collateralized Mortgage Obligations |
| COMM_14_CCRE20                                           | 2047-11-10      | 1.6062%  | 0.0000% | $16586000.00       | $611790.47         | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE25                                           | 2025-08-29      | 0.7500%  | 0.0000% | $16251095.00       | $17394.08          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                              | 2026-02-10      | 0.7500%  | 0.0000% | $24126000.00       | $30503.30          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                              | 2026-02-10      | 2.0851%  | 0.0000% | $12748000.00       | $55039.38          | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                            | 2051-08-15      | 0.7038%  | 0.0000% | $32904000.00       | $372648.11         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICAN FINANCE CAFL_24-RTL1                   | 2038-11-28      | 6.7490%  | 0.0000% | $479000.00         | $489321.24         | Private Label Collateralized Mortgage Obligations |
| CF_19-CF3                                                | 2053-01-17      | 0.7968%  | 0.0000% | $35417000.00       | $777220.25         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ6                                             | 2051-11-27      | 0.1562%  | 0.0000% | $107939000.00      | $788583.35         | Private Label Collateralized Mortgage Obligations |
| JPMBB_16-C1                                              | 2049-03-15      | 0.5000%  | 0.0000% | $27390000.00       | $59624.99          | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                             | 2053-02-13      | 0.7272%  | 0.0000% | $1000000.00        | $20687.05          | Private Label Collateralized Mortgage Obligations |
| SBAL_20-RR1                                              | 2053-02-13      | 1.3592%  | 0.0000% | $48097679.00       | $1648192.03        | Private Label Collateralized Mortgage Obligations |
| BACM_16-UB10                                             | 2049-06-15      | 1.9794%  | 0.0000% | $41693000.00       | $2423684.59        | Private Label Collateralized Mortgage Obligations |
| BANK_18-BN14                                             | 2060-09-15      | 0.6506%  | 0.0000% | $1000000.00        | $10020.77          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BN39                                        | 2055-02-15      | 0.5238%  | 0.0000% | $52540000.00       | $1204806.07        | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN27                                             | 2063-04-15      | 1.2612%  | 0.0000% | $34182000.00       | $1478455.78        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN18                                        | 2062-05-17      | 1.0255%  | 0.0000% | $15278000.00       | $407420.40         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK17                                          | 2052-04-15      | 1.1502%  | 0.0000% | $1960000.00        | $56689.34          | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN16                                             | 2052-02-16      | 1.0906%  | 0.0000% | $1648564.00        | $37984.44          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN20                                        | 2062-09-15      | 0.9235%  | 0.0000% | $22715000.00       | $571692.78         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN21                                             | 2052-10-17      | 0.9462%  | 0.0000% | $2726000.00        | $68741.71          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BNK35                                            | 2064-06-15      | 1.1329%  | 0.0000% | $14316000.00       | $619098.39         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN38                                             | 2064-12-15      | 0.9149%  | 0.0000% | $11421000.00       | $460579.52         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN26                                             | 2063-03-15      | 1.3059%  | 0.0000% | $18630000.00       | $721684.04         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN37                                        | 2064-11-15      | 0.6912%  | 0.0000% | $1210840.00        | $28325.17          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                        | 2054-11-15      | 0.8932%  | 0.0000% | $17310000.00       | $195735.48         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN19                                        | 2061-08-15      | 1.0678%  | 0.0000% | $24175000.00       | $729999.17         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C12                                             | 2054-11-15      | 1.1464%  | 0.0000% | $1631000.00        | $92782.22          | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                             | 2054-09-15      | 1.4462%  | 0.0000% | $1391000.00        | $74329.45          | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17 | 2055-09-15      | 1.3238%  | 0.0000% | $4650000.00        | $302987.37         | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO LTD BSP_18-14A               | 2052-08-15      | 1.6606%  | 0.0000% | $2827000.00        | $115598.88         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN28                                        | 2063-03-15      | 1.8746%  | 0.0000% | $44190000.00       | $3056196.74        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN31                                             | 2054-02-15      | 1.3856%  | 0.0000% | $15015552.00       | $792883.44         | Private Label Collateralized Mortgage Obligations |
| BANK_23-BN46                                             | 2056-08-15      | 0.7490%  | 0.0000% | $3714396.00        | $132079.37         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                                          | 2063-06-15      | 1.0669%  | 0.0000% | $17260000.00       | $681353.20         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN32                                             | 2054-04-15      | 0.8689%  | 0.0000% | $2470000.00        | $75307.19          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR10                                           | 2057-10-15      | 1.4015%  | 0.0000% | $17870300.00       | $775217.97         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                        | 2050-11-15      | 0.8412%  | 0.0000% | $3000000.00        | $28682.00          | Private Label Collateralized Mortgage Obligations |
| CGCMT_18-C6                                              | 2051-11-10      | 0.9301%  | 0.0000% | $2553000.00        | $51061.74          | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-INV1                                            | 2055-01-25      | 0.3782%  | 0.0000% | $80000000.00       | $646848.21         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                            | 2059-10-25      | 0.3150%  | 0.0000% | $102004000.00      | $632331.81         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                            | 2059-10-25      | 0.5000%  | 0.0000% | $48000000.00       | $699299.60         | Private Label Collateralized Mortgage Obligations |
| PRIME_07-1                                               | 2037-03-25      | 0.3242%  | 0.0000% | $82317000.00       | $14331.63          | Private Label Collateralized Mortgage Obligations |
| PRIME MORTGAGE TRUST PRIME_07-2                          | 2037-04-25      | 0.2969%  | 0.0000% | $40230000.00       | $13859.76          | Private Label Collateralized Mortgage Obligations |
| TEXAS COMMERCIAL MORTGAGE TRUST TEXAS_25-TWR             | 2042-04-15      | 5.6562%  | 0.0000% | $100000.00         | $100232.06         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9      | 2053-08-15      | 1.6992%  | 0.0000% | $301000.00         | $11372.00          | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C1                                              | 2049-05-10      | 1.2500%  | 0.0000% | $24277000.00       | $100924.88         | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C3                                              | 2049-09-10      | 0.7500%  | 0.0000% | $11566000.00       | $258793.10         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-8                                               | 2055-08-25      | 0.5000%  | 0.0000% | $47764000.00       | $337689.00         | Private Label Collateralized Mortgage Obligations |
| BMARK_19-B13                                             | 2057-08-15      | 1.0975%  | 0.0000% | $1750000.00        | $58659.55          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B1                     | 2051-01-15      | 0.6662%  | 0.0000% | $2949000.00        | $19203.44          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                    | 2054-02-15      | 1.3619%  | 0.0000% | $27491000.00       | $1332588.66        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                     | 2052-01-15      | 0.7762%  | 0.0000% | $3000000.00        | $42821.86          | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B19                                             | 2053-09-15      | 1.7810%  | 0.0000% | $5026000.00        | $223212.43         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B18                    | 2053-07-15      | 1.8530%  | 0.0000% | $300000.00         | $13333.01          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                    | 2054-01-15      | 1.6132%  | 0.0000% | $573000.00         | $36740.48          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B24                                             | 2054-03-15      | 1.2495%  | 0.0000% | $1697000.00        | $70204.69          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B26                                             | 2054-06-15      | 0.9560%  | 0.0000% | $7077241.00        | $239783.82         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B30                                             | 2054-11-15      | 0.9064%  | 0.0000% | $2122000.00        | $83175.68          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                    | 2055-01-15      | 0.5578%  | 0.0000% | $168390000.00      | $2492300.50        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V10                    | 2057-09-15      | 1.5224%  | 0.0000% | $17915500.00       | $845167.86         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C7                            | 2057-11-11      | 1.1431%  | 0.0000% | $11950000.00       | $425742.53         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V8                     | 2057-07-15      | 0.9924%  | 0.0000% | $53028000.00       | $1441070.11        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_23-B39                    | 2056-07-15      | 0.7223%  | 0.0000% | $11773664.00       | $431537.21         | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC35                                            | 2048-11-10      | 1.3171%  | 0.0000% | $20357705.00       | $130056.62         | Private Label Collateralized Mortgage Obligations |
| CCMT_16-GC36                                             | 2049-02-10      | 2.0504%  | 0.0000% | $52265939.00       | $275933.32         | Private Label Collateralized Mortgage Obligations |
| CAFL_25-RTL1                                             | 2040-05-28      | 5.6840%  | 0.0000% | $10500000.00       | $10565392.83       | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C23                                             | 2047-09-15      | 0.4863%  | 0.0000% | $32521000.00       | $547.14            | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C24                                             | 2047-11-15      | 0.5000%  | 0.0000% | $19697937.00       | $200109.15         | Private Label Collateralized Mortgage Obligations |
| JPMCC_15-FL7                                             | 2028-05-15      | 10.7500% | 0.0000% | $6265000.00        | $1919736.49        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURI                         | 2048-08-15      | 0.6015%  | 0.0000% | $39500000.00       | $978.71            | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C32                                             | 2062-02-15      | 1.3559%  | 0.0000% | $8900000.00        | $758050.48         | Private Label Collateralized Mortgage Obligations |
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1         | 2036-04-25      | 0.4732%  | 0.0000% | $44944000.00       | $17122.04          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4        | 2058-05-15      | 1.3458%  | 0.0000% | $82677084.00       | $3908364.35        | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB         | 2036-11-25      | 0.1840%  | 0.0000% | $246657000.00      | $84226.77          | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                            | 2055-06-25      | 0.1200%  | 0.0000% | $141031000.00      | $592264.20         | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C45                                             | 2048-11-15      | 0.5000%  | 0.0000% | $4901898.00        | $2102.37           | Private Label Collateralized Mortgage Obligations |
| JPMDB_16-C2                                              | 2026-05-15      | 1.2500%  | 0.0000% | $12471000.00       | $97563.40          | Private Label Collateralized Mortgage Obligations |
| JPMCC_16-JP2                                             | 2049-08-15      | 0.7500%  | 0.0000% | $13414000.00       | $65853.79          | Private Label Collateralized Mortgage Obligations |
| ACRES_25-FL3                                             | 2040-08-18      | 5.9480%  | 0.0000% | $3932500.00        | $3939558.72        | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MORTGAGE TRUST KSLCMT_24-HT2              | 2039-12-15      | 5.9055%  | 0.0000% | $3023000.00        | $2777405.05        | Private Label Collateralized Mortgage Obligations |
| CGCMT_22-GC48                                            | 2054-05-15      | 0.3494%  | 0.0000% | $85373000.00       | $1502461.07        | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P3                                              | 2049-04-15      | 2.2665%  | 0.0000% | $33553954.00       | $494768.86         | Private Label Collateralized Mortgage Obligations |
| MSBAM 2015-C20                                           | 2048-02-15      | 1.7437%  | 0.0000% | $15735000.00       | $131071.54         | Private Label Collateralized Mortgage Obligations |
| MSBAM_16-C31                                             | 2049-11-15      | 1.3948%  | 0.0000% | $5943856.00        | $76063.92          | Private Label Collateralized Mortgage Obligations |
| MSBAM_17-C34                                             | 2052-11-15      | 0.9021%  | 0.0000% | $9343000.00        | $99171.53          | Private Label Collateralized Mortgage Obligations |
| MSC_16-UBS11                                             | 2049-08-15      | 1.5000%  | 0.0000% | $12786000.00       | $128130.85         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                             | 2058-03-15      | 1.3772%  | 0.0000% | $78000000.00       | $3632748.45        | Private Label Collateralized Mortgage Obligations |
| SEMT_13-2                                                | 2043-02-25      | 0.6260%  | 0.0000% | $278623000.00      | $272063.98         | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                 | 2056-12-15      | 1.1410%  | 0.0000% | $13423098.00       | $786303.95         | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL8   | 2037-02-19      | 5.7032%  | 0.0000% | $2600000.00        | $1871834.00        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MORTGAGE TRUST TPMT_20-2                      | 2060-04-25      | 1.6360%  | 0.0000% | $1500000.00        | $483613.92         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_15-C26                   | 2048-10-15      | 0.8238%  | 0.0000% | $1990000.00        | $284.60            | Private Label Collateralized Mortgage Obligations |
| MSC_15-UBS8                                              | 2048-12-15      | 1.4734%  | 0.0000% | $25718468.00       | $114474.14         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                         | 2050-06-17      | 1.4465%  | 0.0000% | $17855000.00       | $211890.83         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                 | 2054-05-15      | 1.3860%  | 0.0000% | $4140000.00        | $190941.77         | Private Label Collateralized Mortgage Obligations |
| AOTA_15-1211                                             | 2035-08-10      | 0.3797%  | 0.0000% | $24750809.00       | $8076.17           | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UB                         | 2050-08-17      | 1.2019%  | 0.0000% | $11525000.00       | $112795.47         | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C4                                              | 2050-10-17      | 1.2340%  | 0.0000% | $2174000.00        | $30199.73          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C5                                              | 2050-11-15      | 1.2421%  | 0.0000% | $2700000.00        | $27518.70          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17               | 2052-10-15      | 1.5776%  | 0.0000% | $13660000.00       | $598819.46         | Private Label Collateralized Mortgage Obligations |
| COMM_24-277P                                             | 2042-08-10      | 0.8943%  | 0.0000% | $8850000.00        | $236167.41         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST                          | 2057-06-15      | 0.3430%  | 0.0000% | $8093000.00        | $3.09              | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE27                                           | 2048-10-30      | 1.0000%  | 0.0000% | $24256000.00       | $20830.52          | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                   | 2036-10-15      | 5.1666%  | 0.0000% | $750000.00         | $751039.07         | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C36                                             | 2058-08-15      | 0.0000%  | 0.0000% | $74800000.00       | $3545437.65        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-10-06      | 0.0000%  | 0.0000% | $6794000.00        | $370306.22         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-11-15      | 2.0000%  | 0.0000% | $6676000.00        | $127375.11         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2049-08-15      | 1.8294%  | 0.0000% | $1706000.00        | $17021.46          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2057-09-15      | 0.8071%  | 0.0000% | $3000000.00        | $525.79            | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                         | 2048-11-10      | 1.1587%  | 0.0000% | $14498252.00       | $42576.54          | Private Label Collateralized Mortgage Obligations |

### Security 307: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5 | 2029-12-17      | 6.1600%  | 0.0000% | $1571000.00        | $1603327.34        | Asset-Backed Securities   |
| CARMAX AUTO OWNER TRUST CARMX_24-1                | 2028-10-16      | 4.9200%  | 0.0000% | $102000.00         | $102835.52         | Asset-Backed Securities   |
| FCBSL_25-1A                                       | 2038-04-20      | 5.5626%  | 0.0000% | $420000.00         | $431552.80         | Asset-Backed Securities   |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_25-A      | 2030-03-15      | 4.7300%  | 0.0000% | $3873000.00        | $3921607.87        | Asset-Backed Securities   |
| WORLD FINANCIAL NETWORK CREDIT C                  | 2031-05-15      | 4.6200%  | 0.0000% | $1000.00           | $1011.05           | Asset-Backed Securities   |
| REALTY INCOME CORP                                | 2029-07-15      | 4.0000%  | 0.0000% | $333000.00         | $332393.57         | Corporate Debt Securities |
| PUBLIC STORAGE OPERATING CO                       | 2029-05-01      | 3.3850%  | 0.0000% | $88000.00          | $86877.58          | Corporate Debt Securities |
| PUBLIC STORAGE OPERATING CO                       | 2028-11-09      | 1.9500%  | 0.0000% | $1611000.00        | $1521071.29        | Corporate Debt Securities |
| RYDER SYSTEM INC                                  | 2030-03-15      | 5.0000%  | 0.0000% | $30000.00          | $31482.13          | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2026-03-02      | 1.4500%  | 0.0000% | $8000000.00        | $7943593.33        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2028-01-13      | 4.9500%  | 0.0000% | $670000.00         | $683590.95         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2052-04-15      | 4.5000%  | 0.0000% | $2000000.00        | $1626640.00        | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2035-05-15      | 5.4000%  | 0.0000% | $21000.00          | $21902.58          | Corporate Debt Securities |
| KELLANOVA                                         | 2033-03-01      | 5.2500%  | 0.0000% | $188000.00         | $198879.25         | Corporate Debt Securities |
| RGA GLOBAL FUNDING                                | 2031-01-11      | 5.5000%  | 0.0000% | $7000.00           | $7370.74           | Corporate Debt Securities |
| RGA GLOBAL FUNDING                                | 2031-12-06      | 5.0500%  | 0.0000% | $50000.00          | $51515.65          | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                | 2029-04-19      | 5.5000%  | 0.0000% | $120000.00         | $127484.53         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2079-12-31      | 6.5000%  | 0.0000% | $1141000.00        | $1186528.44        | Corporate Debt Securities |
| KBC GROEP NV                                      | 2034-09-21      | 6.3240%  | 0.0000% | $430000.00         | $478489.09         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2031-05-02      | 4.9700%  | 0.0000% | $60000.00          | $62446.35          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) LTD                       | 2040-11-02      | 5.2000%  | 0.0000% | $60000.00          | $60403.80          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2035-03-14      | 5.2500%  | 0.0000% | $980000.00         | $1024112.25        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2035-03-15      | 5.1500%  | 0.0000% | $43000.00          | $44961.39          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2030-10-30      | 2.8790%  | 0.0000% | $9000.00           | $8586.60           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2034-07-25      | 5.5570%  | 0.0000% | $47000.00          | $49168.97          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2030-01-23      | 5.1980%  | 0.0000% | $11000.00          | $11390.26          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2035-01-23      | 5.4990%  | 0.0000% | $38000.00          | $39513.88          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2036-04-23      | 5.6050%  | 0.0000% | $68000.00          | $72084.59          | Corporate Debt Securities |
| NETAPP INC                                        | 2035-03-17      | 5.7000%  | 0.0000% | $20000.00          | $21176.20          | Corporate Debt Securities |
| WELLTOWER OP LLC                                  | 2032-06-15      | 3.8500%  | 0.0000% | $44000.00          | $42476.01          | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2042-12-03      | 4.0500%  | 0.0000% | $10000.00          | $8621.65           | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2033-08-03      | 4.4200%  | 0.0000% | $688000.00         | $678940.57         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2034-05-01      | 5.0430%  | 0.0000% | $47000.00          | $48611.62          | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2035-07-26      | 5.2840%  | 0.0000% | $47000.00          | $48301.60          | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2031-01-30      | 5.0850%  | 0.0000% | $11000.00          | $11389.36          | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2031-04-25      | 5.0160%  | 0.0000% | $8679000.00        | $9072048.76        | Corporate Debt Securities |
| CIGNA GROUP                                       | 2031-03-15      | 2.3750%  | 0.0000% | $28000.00          | $25406.34          | Corporate Debt Securities |
| CIGNA GROUP                                       | 2034-02-15      | 5.2500%  | 0.0000% | $43000.00          | $44088.83          | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                             | 2030-04-01      | 3.6250%  | 0.0000% | $22000.00          | $21937.80          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                        | 2028-03-21      | 4.7500%  | 0.0000% | $2200000.00        | $2270415.89        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2043-09-15      | 6.5500%  | 0.0000% | $1095000.00        | $1243666.93        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2031-03-21      | 2.5500%  | 0.0000% | $1410000.00        | $1295143.75        | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2028-06-01      | 4.3500%  | 0.0000% | $56000.00          | $56805.47          | Corporate Debt Securities |
| CARGILL INC                                       | 2026-02-02      | 0.7500%  | 0.0000% | $6000.00           | $5913.37           | Corporate Debt Securities |
| OTIS WORLDWIDE CORP                               | 2028-08-16      | 5.2500%  | 0.0000% | $37000.00          | $38207.53          | Corporate Debt Securities |
| ONEOK INC                                         | 2053-09-01      | 6.6250%  | 0.0000% | $10000.00          | $10681.47          | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2079-12-31      | 6.2500%  | 0.0000% | $2000.00           | $2012.37           | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                               | 2031-08-01      | 2.1500%  | 0.0000% | $95000.00          | $84189.21          | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                               | 2026-08-03      | 2.7000%  | 0.0000% | $71815000.00       | $70990563.80       | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                               | 2030-02-01      | 4.8500%  | 0.0000% | $200000.00         | $205530.44         | Corporate Debt Securities |
| XILINX INC                                        | 2030-06-01      | 2.3750%  | 0.0000% | $1817000.00        | $1692472.92        | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                     | 2035-06-01      | 5.4500%  | 0.0000% | $22000.00          | $23072.13          | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2047-11-15      | 4.0000%  | 0.0000% | $10000.00          | $7739.16           | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2051-03-25      | 3.9500%  | 0.0000% | $10000.00          | $7460.37           | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2033-02-06      | 4.9000%  | 0.0000% | $2082000.00        | $2093931.02        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2033-04-15      | 5.0000%  | 0.0000% | $51000.00          | $52901.34          | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2033-07-01      | 5.1500%  | 0.0000% | $335000.00         | $346690.57         | Corporate Debt Securities |
| FMC CORP                                          | 2029-10-01      | 3.4500%  | 0.0000% | $200000.00         | $192204.67         | Corporate Debt Securities |
| FMR LLC                                           | 2043-02-01      | 5.1500%  | 0.0000% | $1950000.00        | $1850853.33        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2052-05-15      | 5.1250%  | 0.0000% | $81000.00          | $76807.89          | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2034-03-15      | 5.2500%  | 0.0000% | $58000.00          | $60992.03          | Corporate Debt Securities |
| GILEAD SCIENCES INC                               | 2050-10-01      | 2.8000%  | 0.0000% | $2675000.00        | $1714517.47        | Corporate Debt Securities |
| GLAXOSK CAP INC                                   | 2030-04-15      | 4.5000%  | 0.0000% | $383000.00         | $395646.66         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAPITAL PLC                       | 2029-06-01      | 3.3750%  | 0.0000% | $372000.00         | $365936.40         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2030-04-01      | 5.1860%  | 0.0000% | $20000.00          | $20984.80          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2034-01-07      | 6.1000%  | 0.0000% | $50000.00          | $52467.56          | Corporate Debt Securities |
| GENUINE PARTS CO                                  | 2032-02-01      | 2.7500%  | 0.0000% | $10000.00          | $8867.69           | Corporate Debt Securities |
| US BANCORP                                        | 2031-02-12      | 5.0460%  | 0.0000% | $45000.00          | $46274.53          | Corporate Debt Securities |
| US BANCORP                                        | 2036-02-12      | 5.4240%  | 0.0000% | $64000.00          | $65884.25          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                             | 2039-01-25      | 6.3000%  | 0.0000% | $1500000.00        | $1607580.00        | Corporate Debt Securities |
| FOX CORP                                          | 2039-01-25      | 5.4760%  | 0.0000% | $71000.00          | $70689.86          | Corporate Debt Securities |
| ORANGE SA                                         | 2031-03-01      | 9.0000%  | 0.0000% | $528000.00         | $668289.60         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2034-05-25      | 6.1740%  | 0.0000% | $845000.00         | $905562.00         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2033-02-01      | 5.7500%  | 0.0000% | $10000.00          | $10609.82          | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2035-04-01      | 5.5000%  | 0.0000% | $166000.00         | $173619.58         | Corporate Debt Securities |
| GA GLOBAL FUNDING TRUST                           | 2032-01-06      | 2.9000%  | 0.0000% | $924000.00         | $818044.41         | Corporate Debt Securities |
| FISERV INC                                        | 2034-08-12      | 5.1500%  | 0.0000% | $204000.00         | $205599.76         | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2037-08-15      | 4.3900%  | 0.0000% | $600000.00         | $545500.33         | Corporate Debt Securities |
| FEDEX CORP                                        | 2050-05-15      | 5.2500%  | 0.0000% | $751000.00         | $680981.77         | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2027-06-12      | 3.1250%  | 0.0000% | $8820000.00        | $8768703.13        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2026-05-28      | 1.2000%  | 0.0000% | $14000.00          | $13740.49          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2028-05-28      | 1.7500%  | 0.0000% | $59000.00          | $56059.65          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2030-03-03      | 4.9000%  | 0.0000% | $96000.00          | $101465.81         | Corporate Debt Securities |
| ATHENE GLOBAL FUNDING                             | 2031-11-13      | 5.3220%  | 0.0000% | $88000.00          | $91505.07          | Corporate Debt Securities |
| ATHENE HOLDING LTD                                | 2055-06-28      | 6.8750%  | 0.0000% | $48000.00          | $49117.45          | Corporate Debt Securities |
| AUTONATION INC                                    | 2030-06-01      | 4.7500%  | 0.0000% | $30000.00          | $30492.33          | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2043-09-30      | 5.0000%  | 0.0000% | $1433000.00        | $1398643.03        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2033-02-28      | 4.9000%  | 0.0000% | $29000.00          | $29385.01          | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2035-02-21      | 5.3000%  | 0.0000% | $30000.00          | $30951.23          | Corporate Debt Securities |
| PPL CAPITAL FUNDING INC                           | 2034-09-01      | 5.2500%  | 0.0000% | $20000.00          | $20868.37          | Corporate Debt Securities |
| BARCLAYS PLC                                      | 2034-06-27      | 7.1190%  | 0.0000% | $1276000.00        | $1431072.92        | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2028-01-13      | 2.2000%  | 0.0000% | $54000.00          | $52194.30          | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                  | 2030-09-11      | 4.9990%  | 0.0000% | $300000.00         | $312251.60         | Corporate Debt Securities |
| DOMINION ENERGY INC                               | 2033-08-01      | 5.2500%  | 0.0000% | $104000.00         | $105999.23         | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2030-11-15      | 2.1000%  | 0.0000% | $73000.00          | $64971.22          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2041-11-15      | 4.3750%  | 0.0000% | $342000.00         | $304885.78         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2042-08-21      | 3.8750%  | 0.0000% | $273000.00         | $223355.25         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2043-11-15      | 4.8750%  | 0.0000% | $32000.00          | $29910.19          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-11-01      | 1.7500%  | 0.0000% | $770000.00         | $684665.61         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2032-11-17      | 5.7500%  | 0.0000% | $282000.00         | $303861.11         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2034-02-13      | 5.2500%  | 0.0000% | $749000.00         | $769143.11         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2031-11-01      | 4.7500%  | 0.0000% | $1526000.00        | $1573488.27        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-04-30      | 4.3750%  | 0.0000% | $3400000.00        | $3470454.14        | Corporate Debt Securities |
| PHILLIPS 66                                       | 2030-12-15      | 2.1500%  | 0.0000% | $200000.00         | $179197.89         | Corporate Debt Securities |
| PHILLIPS 66 CO                                    | 2035-03-15      | 4.9500%  | 0.0000% | $30000.00          | $30131.40          | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2032-08-15      | 4.5000%  | 0.0000% | $14000.00          | $13855.94          | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                           | 2029-12-01      | 2.5000%  | 0.0000% | $59000.00          | $55766.87          | Corporate Debt Securities |
| PEPSICO INC                                       | 2029-07-29      | 2.6250%  | 0.0000% | $1001000.00        | $954681.23         | Corporate Debt Securities |
| PEPSICO INC                                       | 2025-11-10      | 5.2500%  | 0.0000% | $8000.00           | $8138.69           | Corporate Debt Securities |
| PEPSICO INC                                       | 2028-02-07      | 4.4500%  | 0.0000% | $2825000.00        | $2871102.43        | Corporate Debt Securities |
| PEPSICO INC                                       | 2027-02-07      | 4.4000%  | 0.0000% | $8000000.00        | $8076071.11        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2063-05-19      | 5.3400%  | 0.0000% | $33000.00          | $31024.40          | Corporate Debt Securities |
| PFIZER INC                                        | 2030-04-01      | 2.6250%  | 0.0000% | $70000.00          | $66485.42          | Corporate Debt Securities |
| PROLOGIS LP                                       | 2030-04-15      | 2.2500%  | 0.0000% | $67000.00          | $62204.48          | Corporate Debt Securities |
| PROLOGIS TARGETED US LOGISTICS FUND LP            | 2035-01-15      | 5.2500%  | 0.0000% | $36000.00          | $36745.80          | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2036-12-14      | 5.7000%  | 0.0000% | $6000.00           | $6424.23           | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2050-02-25      | 4.3500%  | 0.0000% | $530000.00         | $438401.87         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2029-06-25      | 4.7500%  | 0.0000% | $45000.00          | $46482.05          | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                             | 2034-09-18      | 5.1250%  | 0.0000% | $30000.00          | $30983.70          | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY                    | 2034-03-15      | 5.2000%  | 0.0000% | $15000.00          | $15752.23          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2028-02-15      | 4.6000%  | 0.0000% | $159000.00         | $161993.79         | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2029-02-08      | 4.6000%  | 0.0000% | $81000.00          | $82919.16          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                | 2035-01-15      | 5.2000%  | 0.0000% | $55000.00          | $55672.96          | Corporate Debt Securities |
| CROWN CASTLE INC                                  | 2029-11-15      | 3.1000%  | 0.0000% | $3100000.00        | $2973103.22        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                | 2079-12-31      | 6.7000%  | 0.0000% | $2797000.00        | $2819832.84        | Corporate Debt Securities |
| CREDIT AGRICOLE SA (LONDON BRANCH)                | 2027-01-10      | 4.1250%  | 0.0000% | $2470000.00        | $2477470.72        | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                          | 2028-03-01      | 4.6500%  | 0.0000% | $312000.00         | $323591.32         | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                          | 2029-02-15      | 4.9000%  | 0.0000% | $10000.00          | $10279.86          | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2030-09-13      | 2.8690%  | 0.0000% | $3000000.00        | $2874117.83        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2031-05-25      | 2.5910%  | 0.0000% | $400000.00         | $371390.16         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2031-05-13      | 5.0980%  | 0.0000% | $1214000.00        | $1264114.86        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2029-04-13      | 3.4500%  | 0.0000% | $2263000.00        | $2260857.69        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2052-04-13      | 3.9500%  | 0.0000% | $998000.00         | $805108.78         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                             | 2032-04-15      | 2.7030%  | 0.0000% | $83000.00          | $73929.03          | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2028-12-06      | 3.9000%  | 0.0000% | $39000.00          | $39423.22          | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2029-06-15      | 2.9500%  | 0.0000% | $65000.00          | $63041.15          | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2027-04-15      | 2.8750%  | 0.0000% | $240000.00         | $238608.33         | Corporate Debt Securities |
| HERSHEY COMPANY THE                               | 2030-06-01      | 1.7000%  | 0.0000% | $400000.00         | $360214.22         | Corporate Debt Securities |
| CUMMINS INC                                       | 2029-02-20      | 4.9000%  | 0.0000% | $63000.00          | $64870.16          | Corporate Debt Securities |
| DTE ENERGY COMPANY                                | 2029-03-01      | 5.1000%  | 0.0000% | $20000.00          | $21024.93          | Corporate Debt Securities |
| DTE ENERGY COMPANY                                | 2034-06-01      | 5.8500%  | 0.0000% | $30000.00          | $32081.10          | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                              | 2027-05-14      | 4.2500%  | 0.0000% | $312000.00         | $316987.58         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2035-11-18      | 5.8740%  | 0.0000% | $690000.00         | $721222.38         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2031-09-17      | 2.2220%  | 0.0000% | $400000.00         | $356563.60         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2031-07-09      | 5.4240%  | 0.0000% | $400000.00         | $421473.33         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2036-07-08      | 5.2460%  | 0.0000% | $999000.00         | $1022997.81        | Corporate Debt Securities |
| BOEING CO                                         | 2054-05-01      | 6.8580%  | 0.0000% | $10000.00          | $11338.39          | Corporate Debt Securities |
| BLACKSTONE REG FINANCE CO LLC                     | 2034-12-06      | 5.0000%  | 0.0000% | $643000.00         | $652206.33         | Corporate Debt Securities |
| BERK HATH FIN                                     | 2040-01-15      | 5.7500%  | 0.0000% | $21000.00          | $22868.32          | Corporate Debt Securities |
| BERK HATH FIN                                     | 2052-03-15      | 3.8500%  | 0.0000% | $662000.00         | $520238.58         | Corporate Debt Securities |
| SYSCO CORP                                        | 2035-03-23      | 5.4000%  | 0.0000% | $30000.00          | $31591.80          | Corporate Debt Securities |
| CARRIER GLOBAL CORP                               | 2030-02-15      | 2.7220%  | 0.0000% | $240000.00         | $225803.65         | Corporate Debt Securities |
| STRYKER CORP                                      | 2030-06-15      | 1.9500%  | 0.0000% | $400000.00         | $362539.33         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2028-10-01      | 5.2000%  | 0.0000% | $3200000.00        | $3370136.89        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-02-28      | 2.9500%  | 0.0000% | $10000000.00       | $9933519.44        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-09-20      | 2.5000%  | 0.0000% | $4404000.00        | $4385202.26        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2054-02-26      | 5.3000%  | 0.0000% | $53000.00          | $51515.03          | Corporate Debt Securities |
| CITIGROUP INC                                     | 2028-07-25      | 4.1250%  | 0.0000% | $90000.00          | $90203.92          | Corporate Debt Securities |
| CITIGROUP INC                                     | 2032-11-03      | 2.5200%  | 0.0000% | $2000000.00        | $1787120.00        | Corporate Debt Securities |
| CITIGROUP INC                                     | 2033-05-24      | 4.9100%  | 0.0000% | $2000000.00        | $2037333.89        | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                            | 2035-08-15      | 4.9000%  | 0.0000% | $11000000.00       | $11027946.12       | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2046-08-01      | 3.9000%  | 0.0000% | $712000.00         | $568783.57         | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2027-06-15      | 3.2500%  | 0.0000% | $1351000.00        | $1343826.94        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2053-01-15      | 4.4500%  | 0.0000% | $85000.00          | $71655.76          | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2054-04-15      | 5.2000%  | 0.0000% | $4398000.00        | $4225446.92        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2056-03-15      | 5.8000%  | 0.0000% | $88000.00          | $91067.88          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2029-07-26      | 3.4000%  | 0.0000% | $51000.00          | $49915.57          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2049-10-26      | 4.2500%  | 0.0000% | $3625000.00        | $2986459.27        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2029-02-22      | 4.9000%  | 0.0000% | $350000.00         | $360021.47         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2054-02-22      | 5.5500%  | 0.0000% | $7000.00           | $6828.42           | Corporate Debt Securities |
| BROADCOM INC                                      | 2030-11-15      | 4.1500%  | 0.0000% | $5512000.00        | $5527592.84        | Corporate Debt Securities |
| BROADCOM INC                                      | 2027-07-12      | 5.0500%  | 0.0000% | $256000.00         | $261609.74         | Corporate Debt Securities |
| BROADCOM INC                                      | 2034-10-15      | 4.8000%  | 0.0000% | $22000.00          | $22207.17          | Corporate Debt Securities |
| APOLLO GLOBAL MANAGEMENT INC                      | 2033-11-15      | 6.3750%  | 0.0000% | $14000.00          | $15668.19          | Corporate Debt Securities |
| APPLIED MAT INC                                   | 2047-04-01      | 4.3500%  | 0.0000% | $48000.00          | $42271.36          | Corporate Debt Securities |
| APPLIED MAT INC                                   | 2030-06-01      | 1.7500%  | 0.0000% | $40000.00          | $36060.31          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                         | 2030-03-27      | 3.2500%  | 0.0000% | $692000.00         | $675123.66         | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                         | 2026-08-11      | 2.5000%  | 0.0000% | $5958000.00        | $5876732.88        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2055-03-01      | 6.1500%  | 0.0000% | $70000.00          | $70607.78          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2049-01-23      | 5.5500%  | 0.0000% | $400000.00         | $398928.00         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                               | 2034-06-15      | 5.3750%  | 0.0000% | $124000.00         | $128522.11         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                               | 2035-02-15      | 5.2000%  | 0.0000% | $26000.00          | $26321.42          | Corporate Debt Securities |
| AON NORTH AMERICA INC                             | 2034-03-01      | 5.4500%  | 0.0000% | $197000.00         | $209306.04         | Corporate Debt Securities |
| PEPSICO INC                                       | 2026-02-24      | 2.8500%  | 0.0000% | $8000000.00        | $7949246.66        | Corporate Debt Securities |
| PEPSICO INC                                       | 2027-10-15      | 3.0000%  | 0.0000% | $1567000.00        | $1557154.02        | Corporate Debt Securities |
| PEPSICO INC                                       | 2029-03-01      | 7.0000%  | 0.0000% | $8000.00           | $9067.77           | Corporate Debt Securities |
| PAYCHEX INC                                       | 2032-04-15      | 5.3500%  | 0.0000% | $84000.00          | $88796.14          | Corporate Debt Securities |
| PAYPAL HOLDINGS INC                               | 2029-10-01      | 2.8500%  | 0.0000% | $77000.00          | $74329.38          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2035-08-01      | 5.5000%  | 0.0000% | $800000.00         | $821670.22         | Corporate Debt Securities |
| WASTE CONNECTIONS INC                             | 2028-12-01      | 4.2500%  | 0.0000% | $14000.00          | $14244.42          | Corporate Debt Securities |
| WASTE CONNECTIONS INC                             | 2032-06-01      | 3.2000%  | 0.0000% | $10000.00          | $9310.92           | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2029-02-15      | 4.8750%  | 0.0000% | $1554000.00        | $1601592.54        | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2054-10-15      | 5.3500%  | 0.0000% | $33000.00          | $32623.93          | Corporate Debt Securities |
| BORGWARNER INC                                    | 2029-08-15      | 4.9500%  | 0.0000% | $45000.00          | $45987.08          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2046-12-07      | 4.7500%  | 0.0000% | $35000.00          | $30777.93          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2030-05-15      | 2.0000%  | 0.0000% | $25000.00          | $22763.44          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2029-05-15      | 4.0000%  | 0.0000% | $28000.00          | $28198.96          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2030-02-15      | 5.3000%  | 0.0000% | $1262000.00        | $1317188.66        | Corporate Debt Securities |
| VMWARE LLC                                        | 2026-08-15      | 1.4000%  | 0.0000% | $79022000.00       | $76857938.59       | Corporate Debt Securities |
| VODAFONE GROUP PLC                                | 2054-06-28      | 5.7500%  | 0.0000% | $4318000.00        | $4210624.54        | Corporate Debt Securities |
| VICI PROPERTIES LP                                | 2032-05-15      | 5.1250%  | 0.0000% | $60000.00          | $61155.93          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-08-22      | 3.1500%  | 0.0000% | $99000.00          | $97746.91          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2047-08-22      | 4.0500%  | 0.0000% | $26000.00          | $21683.42          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2057-08-22      | 4.2500%  | 0.0000% | $19000.00          | $15649.66          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2030-06-03      | 1.5000%  | 0.0000% | $86000.00          | $77135.41          | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2026-05-12      | 1.0000%  | 0.0000% | $3872000.00        | $3799757.08        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-04-13      | 3.3000%  | 0.0000% | $832000.00         | $835391.79         | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2041-02-04      | 3.4000%  | 0.0000% | $100000.00         | $75995.11          | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                    | 2030-05-15      | 2.0500%  | 0.0000% | $94000.00          | $86305.37          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP              | 2055-02-10      | 5.7000%  | 0.0000% | $631000.00         | $626689.22         | Corporate Debt Securities |
| INTL PAPER CO                                     | 2041-11-15      | 6.0000%  | 0.0000% | $20000.00          | $20781.07          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                           | 2032-03-31      | 3.5500%  | 0.0000% | $400000.00         | $381673.22         | Corporate Debt Securities |
| INTEL CORP                                        | 2042-12-15      | 4.2500%  | 0.0000% | $400000.00         | $326578.44         | Corporate Debt Securities |
| HYATT HOTELS CORP                                 | 2028-09-15      | 4.3750%  | 0.0000% | $48000.00          | $48994.59          | Corporate Debt Securities |
| INTESA SANPAOLO SPA                               | 2033-06-20      | 6.6250%  | 0.0000% | $3550000.00        | $3934280.10        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2030-01-15      | 4.8000%  | 0.0000% | $79000.00          | $81200.68          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2028-06-15      | 4.4000%  | 0.0000% | $8000.00           | $8146.51           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2055-10-15      | 5.5500%  | 0.0000% | $3000000.00        | $3014152.50        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                          | 2028-08-16      | 4.5500%  | 0.0000% | $800000.00         | $808994.44         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                          | 2029-06-13      | 4.8180%  | 0.0000% | $10059000.00       | $10308074.25       | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                          | 2028-03-18      | 3.7500%  | 0.0000% | $27010000.00       | $27227723.10       | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2030-09-11      | 4.6310%  | 0.0000% | $12000.00          | $12394.94          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2031-01-13      | 5.2450%  | 0.0000% | $35000.00          | $36377.67          | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-08-01      | 4.7500%  | 0.0000% | $1376000.00        | $1395710.44        | Corporate Debt Securities |
| EVERSOURCE ENERGY                                 | 2033-05-15      | 5.1250%  | 0.0000% | $8000.00           | $8155.08           | Corporate Debt Securities |
| NXP BV                                            | 2033-01-15      | 5.0000%  | 0.0000% | $20000.00          | $20178.82          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2035-05-15      | 5.1500%  | 0.0000% | $96000.00          | $96640.16          | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                        | 2028-11-01      | 3.9500%  | 0.0000% | $15000.00          | $15211.46          | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                        | 2029-04-25      | 3.2000%  | 0.0000% | $19000.00          | $18713.71          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                  | 2041-03-01      | 6.3750%  | 0.0000% | $1561000.00        | $1689721.36        | Corporate Debt Securities |
| LEGG MASON INC                                    | 2044-01-15      | 5.6250%  | 0.0000% | $1624000.00        | $1616164.20        | Corporate Debt Securities |
| KROGER CO                                         | 2064-09-15      | 5.6500%  | 0.0000% | $10000.00          | $9760.69           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                              | 2035-03-15      | 5.4000%  | 0.0000% | $50000.00          | $51861.50          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2026-02-27      | 5.0000%  | 0.0000% | $5000.00           | $5001.54           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2027-08-14      | 4.1500%  | 0.0000% | $190000.00         | $191356.44         | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2029-08-14      | 4.2000%  | 0.0000% | $600000.00         | $606276.00         | Corporate Debt Securities |
| AEP TEXAS INC                                     | 2030-07-01      | 2.1000%  | 0.0000% | $90000.00          | $81414.30          | Corporate Debt Securities |
| AT&T INC                                          | 2030-02-15      | 4.3000%  | 0.0000% | $420000.00         | $421412.13         | Corporate Debt Securities |
| AT&T INC                                          | 2032-02-01      | 2.2500%  | 0.0000% | $519000.00         | $450995.43         | Corporate Debt Securities |
| APTIV SWISS HOLDINGS LTD                          | 2052-05-01      | 4.1500%  | 0.0000% | $54000.00          | $40104.87          | Corporate Debt Securities |
| ADOBE INC                                         | 2029-04-04      | 4.8000%  | 0.0000% | $98000.00          | $102627.89         | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC                        | 2026-09-24      | 4.2120%  | 0.0000% | $2182000.00        | $2226087.31        | Corporate Debt Securities |
| NUTRIEN LTD                                       | 2030-05-13      | 2.9500%  | 0.0000% | $200000.00         | $189867.22         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2031-12-01      | 1.9500%  | 0.0000% | $1805000.00        | $1574062.28        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2032-03-03      | 2.9000%  | 0.0000% | $2100000.00        | $1938400.33        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2029-05-19      | 5.6430%  | 0.0000% | $28000.00          | $29553.02          | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2034-08-24      | 6.1360%  | 0.0000% | $11000.00          | $11982.98          | Corporate Debt Securities |
| SEMPRA                                            | 2033-08-01      | 5.5000%  | 0.0000% | $50000.00          | $51731.89          | Corporate Debt Securities |
| JM SMUCKER CO                                     | 2053-11-15      | 6.5000%  | 0.0000% | $950000.00         | $1039525.89        | Corporate Debt Securities |
| 7-ELEVEN INC                                      | 2041-02-10      | 2.5000%  | 0.0000% | $50000.00          | $33739.97          | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2026-08-17      | 6.1250%  | 0.0000% | $3338000.00        | $3407903.28        | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2026-10-15      | 2.3500%  | 0.0000% | $617000.00         | $610809.78         | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2026-03-11      | 1.2000%  | 0.0000% | $1370000.00        | $1355779.40        | Corporate Debt Securities |
| SPRINT CAPITAL CORPORATION                        | 2028-11-15      | 6.8750%  | 0.0000% | $1000.00           | $1096.23           | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                            | 2055-03-15      | 6.3750%  | 0.0000% | $6000.00           | $6469.81           | Corporate Debt Securities |
| NISOURCE INC.                                     | 2028-03-30      | 5.2500%  | 0.0000% | $8000.00           | $8392.55           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2028-05-15      | 4.9500%  | 0.0000% | $21000.00          | $21645.33          | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2030-06-20      | 4.9000%  | 0.0000% | $38000.00          | $39162.48          | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC                    | 2049-03-15      | 4.9000%  | 0.0000% | $62000.00          | $57071.76          | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                        | 2034-05-15      | 5.3000%  | 0.0000% | $131000.00         | $135261.58         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                               | 2028-06-21      | 4.0980%  | 0.0000% | $8000.00           | $8018.41           | Corporate Debt Securities |
| MARATHON PETROLEUM CORP                           | 2041-03-01      | 6.5000%  | 0.0000% | $188000.00         | $204870.91         | Corporate Debt Securities |
| M&T BK CORP                                       | 2029-01-16      | 4.8330%  | 0.0000% | $25000.00          | $25436.57          | Corporate Debt Securities |
| M&T BK CORP                                       | 2036-01-16      | 5.3850%  | 0.0000% | $19000.00          | $19209.61          | Corporate Debt Securities |
| MPLX LP                                           | 2038-04-15      | 4.5000%  | 0.0000% | $200000.00         | $182148.00         | Corporate Debt Securities |
| MPLX LP                                           | 2052-03-14      | 4.9500%  | 0.0000% | $10000.00          | $8549.28           | Corporate Debt Securities |
| MASTERCARD INC                                    | 2032-01-15      | 4.3500%  | 0.0000% | $43000.00          | $43311.18          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2035-03-03      | 4.9500%  | 0.0000% | $49000.00          | $50599.85          | Corporate Debt Securities |
| MEDTRONIC INC                                     | 2035-03-15      | 4.3750%  | 0.0000% | $390000.00         | $388280.32         | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2047-05-30      | 4.0000%  | 0.0000% | $1417000.00        | $1158296.74        | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2048-03-07      | 4.0500%  | 0.0000% | $6473000.00        | $5370842.29        | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2053-05-25      | 5.4500%  | 0.0000% | $556000.00         | $552881.15         | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2026-07-13      | 5.2750%  | 0.0000% | $2000000.00        | $2031200.56        | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                         | 2032-06-08      | 4.4560%  | 0.0000% | $30000.00          | $30082.98          | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                         | 2029-04-05      | 4.9940%  | 0.0000% | $800000.00         | $837156.80         | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA            | 2029-02-19      | 3.4550%  | 0.0000% | $66000.00          | $65099.74          | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2079-12-31      | 5.0000%  | 0.0000% | $1000.00           | $982.84            | Corporate Debt Securities |
| BPCE SA                                           | 2036-05-28      | 6.0270%  | 0.0000% | $1000000.00        | $1053934.92        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2026-08-12      | 1.2500%  | 0.0000% | $18000.00          | $17514.55          | Corporate Debt Securities |
| US BANCORP                                        | 2079-12-31      | 5.3000%  | 0.0000% | $138000.00         | $140044.85         | Corporate Debt Securities |
| CSX CORP                                          | 2033-11-15      | 5.2000%  | 0.0000% | $34000.00          | $35808.20          | Corporate Debt Securities |
| HORMEL FOODS CORP                                 | 2030-06-11      | 1.8000%  | 0.0000% | $1252000.00        | $1126787.48        | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                       | 2030-03-01      | 2.2000%  | 0.0000% | $47000.00          | $43683.11          | Corporate Debt Securities |
| COCA-COLA CO                                      | 2054-05-13      | 5.3000%  | 0.0000% | $3037000.00        | $3006252.06        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                              | 2028-03-01      | 4.6000%  | 0.0000% | $2110000.00        | $2197616.58        | Corporate Debt Securities |

### Security 308: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.620000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HORIZON AIRCRAFT FINANCE I LIMITED HORZN_18-1           | 2038-12-15      | 4.4580%  | 0.0000% | $2915000.00        | $1027439.55        | Asset-Backed Securities                           |
| ESART_25-1                                              | 2031-09-15      | 6.1400%  | 0.0000% | $4580000.00        | $4743962.98        | Asset-Backed Securities                           |
| SPCLO_4                                                 | 2037-04-15      | 6.0861%  | 0.0000% | $1420170.00        | $1436565.07        | Asset-Backed Securities                           |
| AASET 2020-1 TRUST AASET_20-1A                          | 2040-01-16      | 4.3400%  | 0.0000% | $7515000.00        | $1796617.95        | Asset-Backed Securities                           |
| CARBONE CLO LTD CRBN_17-1A                              | 2031-01-20      | 6.0871%  | 0.0000% | $2000000.00        | $2015428.72        | Asset-Backed Securities                           |
| SUBWAY FUNDING LLC SUBWAY_24-1                          | 2054-07-30      | 6.0280%  | 0.0000% | $8550000.00        | $8657848.80        | Asset-Backed Securities                           |
| DIAMETER CAPITAL CLO 7 LTD DCLO_24-7A                   | 2037-07-20      | 5.8055%  | 0.0000% | $999996.00         | $1011195.24        | Asset-Backed Securities                           |
| ZAYO_25-2A                                              | 2055-06-20      | 6.5860%  | 0.0000% | $643880.00         | $673080.28         | Asset-Backed Securities                           |
| NEW CENTURY HOME EQUITY LOAN TRUST NCHET_03-B           | 2033-10-25      | 5.4120%  | 0.0000% | $700000.00         | $78607.74          | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-2        | 2031-05-15      | 5.0800%  | 0.0000% | $1000000.00        | $1009708.56        | Asset-Backed Securities                           |
| KKR_53A                                                 | 2038-01-15      | 6.1175%  | 0.0000% | $1000000.00        | $1013446.94        | Asset-Backed Securities                           |
| RCKT_24-INV1                                            | 2054-06-25      | 6.0000%  | 0.0000% | $1127000.00        | $932762.02         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                            | 2054-06-25      | 0.5000%  | 0.0000% | $1127000.00        | $11059.89          | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                            | 2054-06-25      | 6.9328%  | 0.0000% | $5722000.00        | $5621135.41        | Private Label Collateralized Mortgage Obligations |
| RCKT_22-3                                               | 2052-05-27      | 0.1846%  | 0.0000% | $130811903.00      | $1033587.65        | Private Label Collateralized Mortgage Obligations |
| RCKT_25-PL1                                             | 2034-07-25      | 5.4200%  | 0.0000% | $500000.00         | $504138.61         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                            | 2043-11-25      | 8.6010%  | 0.0000% | $566000.00         | $581722.16         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                            | 2054-09-25      | 7.0546%  | 0.0000% | $306650.00         | $299414.76         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C3       | 2058-01-15      | 6.0960%  | 0.0000% | $10000000.00       | $10678903.34       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10               | 2051-07-10      | 4.5464%  | 0.0000% | $116000.00         | $101615.22         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                        | 2035-10-10      | 3.9322%  | 0.0000% | $2480000.00        | $2478944.55        | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                            | 2053-02-14      | 2.8500%  | 0.0000% | $1000000.00        | $718182.67         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-MM1                                            | 2052-04-25      | 0.2308%  | 0.0000% | $160999998.00      | $1799179.21        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                            | 2054-12-25      | 7.0733%  | 0.0000% | $252000.00         | $259372.40         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                            | 2054-01-26      | 0.5000%  | 0.0000% | $224889000.00      | $1431470.62        | Private Label Collateralized Mortgage Obligations |
| CIM_18-INV1                                             | 2048-08-25      | 4.6951%  | 0.0000% | $3876000.00        | $2983242.05        | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV3                                             | 2049-08-25      | 4.6766%  | 0.0000% | $1237000.00        | $866938.39         | Private Label Collateralized Mortgage Obligations |
| VERUS_23-7                                              | 2068-10-25      | 7.8817%  | 0.0000% | $3000000.00        | $3074174.47        | Private Label Collateralized Mortgage Obligations |
| BANK_18-BK15                                            | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $327538.18         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN35                                       | 2064-06-15      | 2.2850%  | 0.0000% | $1000000.00        | $884710.22         | Private Label Collateralized Mortgage Obligations |
| BBCMS_18-CBM                                            | 2037-07-15      | 5.6012%  | 0.0000% | $10600000.00       | $10119341.08       | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                            | 2055-12-16      | 2.3504%  | 0.0000% | $2195000.00        | $309128.50         | Private Label Collateralized Mortgage Obligations |
| BBSG_16-MRP                                             | 2036-06-05      | 3.2750%  | 0.0000% | $15180000.00       | $13296210.91       | Private Label Collateralized Mortgage Obligations |
| PEARL STREET MORTGAGE COMPANY TRUST PSMC PSMC_21-3      | 2051-08-25      | 2.5000%  | 0.0000% | $1619812.00        | $910641.99         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN33                                       | 2064-05-15      | 2.8930%  | 0.0000% | $1875000.00        | $1616666.46        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_23-BNK46                                      | 2056-08-15      | 5.7450%  | 0.0000% | $31541999.00       | $33687117.78       | Private Label Collateralized Mortgage Obligations |
| BANK_23-BN46                                            | 2056-08-15      | 0.7490%  | 0.0000% | $3410000.00        | $121255.42         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN30                                            | 2053-12-15      | 0.8252%  | 0.0000% | $2476000.00        | $81239.74          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BN7                                        | 2060-09-15      | 3.4350%  | 0.0000% | $800000.00         | $788994.93         | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR9                                     | 2057-08-15      | 4.0000%  | 0.0000% | $2100000.00        | $1818016.43        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                           | 2051-07-25      | 3.0891%  | 0.0000% | $9538000.00        | $6966169.29        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                            | 2052-04-25      | 0.1500%  | 0.0000% | $8935000.00        | $6697477.90        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                            | 2052-04-25      | 3.3955%  | 0.0000% | $7020000.00        | $5250369.63        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                            | 2055-05-25      | 6.0000%  | 0.0000% | $829000.00         | $818256.37         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                            | 2055-05-25      | 7.0526%  | 0.0000% | $282000.00         | $272969.05         | Private Label Collateralized Mortgage Obligations |
| EFMT_24-INV1                                            | 2069-03-25      | 7.1250%  | 0.0000% | $1060000.00        | $1085643.17        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J1                                             | 2056-06-25      | 0.0000%  | 0.0000% | $37000000.00       | $254604.01         | Private Label Collateralized Mortgage Obligations |
| TPG REAL ESTATE FINANCE TRTX_22-FL5                     | 2039-02-15      | 6.0131%  | 0.0000% | $32950000.00       | $27464780.33       | Private Label Collateralized Mortgage Obligations |
| CSTL COMMERCIAL MORTGAGE TRUST CSTL_24-GATE             | 2041-11-10      | 4.9232%  | 0.0000% | $3070000.00        | $3091536.51        | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                             | 2039-10-15      | 6.2037%  | 0.0000% | $1952000.00        | $1919016.50        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAG                        | 2050-06-10      | 3.3280%  | 0.0000% | $800000.00         | $786479.56         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-3            | 2055-02-25      | 5.5000%  | 0.0000% | $6075000.00        | $6049969.65        | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B30                                            | 2054-11-15      | 1.4058%  | 0.0000% | $4600000.00        | $308588.62         | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-INV2                                           | 2050-02-25      | 4.7092%  | 0.0000% | $1467000.00        | $1226214.76        | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_22-LBA6                                     | 2039-01-15      | 5.3631%  | 0.0000% | $10039000.00       | $10056805.67       | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                           | 2062-05-25      | 4.5000%  | 0.0000% | $773000.00         | $615828.99         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-CES2           | 2054-09-25      | 5.5490%  | 0.0000% | $8500000.00        | $7335756.49        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV3                                           | 2056-03-27      | 6.8312%  | 0.0000% | $4388000.00        | $3810383.41        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J2                                             | 2025-08-29      | 0.0000%  | 0.0000% | $33046000.00       | $33173186.71       | Private Label Collateralized Mortgage Obligations |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2      | 2053-11-25      | 4.0000%  | 0.0000% | $500000.00         | $352121.83         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-2              | 2044-10-25      | 3.5000%  | 0.0000% | $11293900.00       | $1934305.19        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                              | 2044-10-25      | 4.0151%  | 0.0000% | $11500000.00       | $5005083.68        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-12                                             | 2052-02-25      | 4.0510%  | 0.0000% | $40000000.00       | $1017802.04        | Private Label Collateralized Mortgage Obligations |
| WILLOBROOK MALL WBRK_25-WBRK                            | 2035-03-05      | 5.8670%  | 0.0000% | $29410000.00       | $30710428.50       | Private Label Collateralized Mortgage Obligations |
| WBRK_25-WBRK                                            | 2035-03-05      | 0.0000%  | 0.0000% | $7750000.00        | $8029919.55        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_22-GC48       | 2055-06-15      | 4.8753%  | 0.0000% | $231000.00         | $213922.97         | Private Label Collateralized Mortgage Obligations |
| MSRM_20-1                                               | 2050-12-27      | 0.5394%  | 0.0000% | $284159000.00      | $4464937.05        | Private Label Collateralized Mortgage Obligations |
| SEMT_21-7                                               | 2051-11-25      | 2.5000%  | 0.0000% | $1000000.00        | $616978.51         | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                             | 2051-09-25      | 0.2413%  | 0.0000% | $299546000.00      | $2986373.51        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                             | 2051-09-25      | 3.0538%  | 0.0000% | $4643000.00        | $3557256.69        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                             | 2051-09-25      | 3.0538%  | 0.0000% | $4803000.00        | $3629889.89        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                             | 2051-09-25      | 3.0538%  | 0.0000% | $3522000.00        | $2635021.09        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM6                                             | 2062-06-25      | 4.6903%  | 0.0000% | $26960000.00       | $24565987.59       | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM6                                             | 2062-06-25      | 4.6903%  | 0.0000% | $19784000.00       | $17587547.08       | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                             | 2051-10-25      | 0.0000%  | 0.0000% | $5882000.00        | $4652752.73        | Private Label Collateralized Mortgage Obligations |
| OBX_23-NQM7                                             | 2063-04-25      | 7.2990%  | 0.0000% | $1583000.00        | $997354.13         | Private Label Collateralized Mortgage Obligations |
| MSDB TRUST MSDB_17-712F                                 | 2039-07-11      | 3.5679%  | 0.0000% | $13261000.00       | $12473230.68       | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL10 | 2037-09-17      | 6.9882%  | 0.0000% | $13980000.00       | $5982900.96        | Private Label Collateralized Mortgage Obligations |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                | 2038-04-15      | 6.0785%  | 0.0000% | $14350000.00       | $11528666.33       | Private Label Collateralized Mortgage Obligations |
| TPMT_25-R1                                              | 2057-11-27      | 0.0000%  | 0.0000% | $6400000.00        | $4817114.31        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                        | 2049-11-15      | 3.0490%  | 0.0000% | $28199000.00       | $27649188.42       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                        | 2049-12-15      | 4.0300%  | 0.0000% | $114000.00         | $103348.92         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-L3                | 2052-11-15      | 2.5000%  | 0.0000% | $1300000.00        | $905325.78         | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CHOP               | 2032-07-15      | 6.3440%  | 0.0000% | $1662000.00        | $1655471.85        | Private Label Collateralized Mortgage Obligations |
| BMO_23-C7                                               | 2056-12-15      | 2.3605%  | 0.0000% | $2035000.00        | $274053.25         | Private Label Collateralized Mortgage Obligations |
| BX_21-MC                                                | 2034-04-15      | 5.6776%  | 0.0000% | $1350000.00        | $1312480.95        | Private Label Collateralized Mortgage Obligations |
| COLT_21-2                                               | 2066-08-25      | 0.9240%  | 0.0000% | $4763000.00        | $2354972.34        | Private Label Collateralized Mortgage Obligations |
| COLT_25-7                                               | 2070-06-25      | 6.0260%  | 0.0000% | $5750000.00        | $5860920.69        | Private Label Collateralized Mortgage Obligations |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_12-20                                           | 2042-02-20      | 2.1951%  | 0.0000% | $21428571.00       | $409011.99         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                           | 2047-01-20      | 1.6451%  | 0.0000% | $25259773.00       | $879328.98         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                           | 2049-02-20      | 4.5000%  | 0.0000% | $17410887.00       | $70176.66          | Agency Collateralized Mortgage Obligation |
| GNMA_25-120A                                         | 2055-07-20      | 1.5550%  | 0.0000% | $125000000.00      | $8432731.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                         | 2055-07-20      | 0.8050%  | 0.0000% | $3123691.00        | $158066.61         | Agency Collateralized Mortgage Obligation |
| GNMA_20-34                                           | 2039-12-20      | 5.0000%  | 0.0000% | $50000000.00       | $3417874.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115C                                         | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $2090981.00        | Agency Collateralized Mortgage Obligation |
| GNMA_20-154F                                         | 2050-10-20      | 3.0000%  | 0.0000% | $8125000.00        | $566804.19         | Agency Collateralized Mortgage Obligation |
| GNMA_21-15B                                          | 2051-01-20      | 3.0000%  | 0.0000% | $9333333.00        | $931410.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77K                                          | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $1050874.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57H                                          | 2051-03-20      | 3.0000%  | 0.0000% | $85000000.00       | $6460404.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83  | 2051-05-20      | 3.0000%  | 0.0000% | $1813381.00        | $148570.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | 0.0000% | $6300000.00        | $499381.00         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | 0.0000% | $3908000.00        | $302554.46         | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                          | 2051-04-20      | 1.8451%  | 0.0000% | $48010223.00       | $3034954.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | 0.0000% | $200000.00         | $16529.04          | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                          | 2051-06-20      | 3.0000%  | 0.0000% | $12330000.00       | $1067152.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | 0.0000% | $6800000.00        | $622621.89         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                         | 2043-08-20      | 3.5000%  | 0.0000% | $11597408.00       | $1111686.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | 0.0000% | $8082783.00        | $798732.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-149E                                         | 2051-08-20      | 3.0000%  | 0.0000% | $5900000.00        | $535536.28         | Agency Collateralized Mortgage Obligation |
| GNMA_21-159E                                         | 2051-09-20      | 3.0000%  | 0.0000% | $5800000.00        | $540598.74         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | 0.0000% | $1606384.00        | $195833.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140 | 2051-08-20      | 3.0000%  | 0.0000% | $1309043.00        | $109167.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175G                                         | 2051-10-20      | 3.0000%  | 0.0000% | $15631865.00       | $1856215.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                           | 2052-01-20      | 0.0000%  | 0.0000% | $4599982.00        | $59061.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | 0.0000% | $5900000.00        | $684704.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | 0.0000% | $3300000.00        | $391567.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-100E                                         | 2050-01-20      | 1.5951%  | 0.0000% | $24824415.00       | $2093543.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19F                                          | 2051-11-20      | 3.0000%  | 0.0000% | $50139411.00       | $6523413.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19J                                          | 2051-11-20      | 3.0000%  | 0.0000% | $4700000.00        | $548300.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                         | 2053-11-20      | 2.7550%  | 0.0000% | $71250000.00       | $4065032.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                         | 2053-12-20      | 1.8050%  | 0.0000% | $50000000.00       | $1701916.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77L                                          | 2054-05-20      | 1.0050%  | 0.0000% | $51138689.00       | $1753974.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                         | 2054-07-20      | 0.9050%  | 0.0000% | $300000000.00      | $6232384.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                         | 2054-07-20      | 2.1050%  | 0.0000% | $150000000.00      | $7067043.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8A                                           | 2054-08-20      | 0.0000%  | 0.0000% | $100000000.00      | $1221849.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200B                                         | 2054-12-20      | 5.4450%  | 0.0000% | $179713.00         | $167520.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                           | 2055-01-20      | 1.5550%  | 0.0000% | $45225632.00       | $4186044.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                          | 2055-02-20      | 1.6050%  | 0.0000% | $150000000.00      | $6918860.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                         | 2055-06-20      | 0.7550%  | 0.0000% | $40566275.00       | $2051731.08        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                          | 2050-06-25      | 1.5371%  | 0.0000% | $44492014.00       | $4925062.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                           | 2051-02-25      | 3.5000%  | 0.0000% | $118980645.00      | $10166437.00       | Agency Collateralized Mortgage Obligation |
| FHLMC_5181A                                          | 2046-12-15      | 3.0000%  | 0.0000% | $22368673.00       | $2371181.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5367                                           | 2053-12-25      | 2.1216%  | 0.0000% | $62302519.00       | $2994451.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                          | 2054-08-25      | 1.4516%  | 0.0000% | $100000000.00      | $3205086.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 0.7016%  | 0.0000% | $3734158.00        | $132395.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                          | 2055-03-25      | 0.7684%  | 0.0000% | $595000000.00      | $20565941.59       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                          | 2055-06-25      | 0.6516%  | 0.0000% | $504098090.00      | $18711858.60       | Agency Collateralized Mortgage Obligation |
| FHLMC_5564A                                          | 2055-08-25      | 1.4516%  | 0.0000% | $3715218.00        | $297208.47         | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                       | 2030-12-25      | 0.1000%  | 0.0000% | $50528655.00       | $204983.49         | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.2516%  | 0.0000% | $200000000.00      | $7469636.15        | Agency Collateralized Mortgage Obligation |
| FHSTR_408                                            | 2053-07-25      | 4.0000%  | 0.0000% | $4043242.00        | $807066.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | 0.0000% | $1553229.00        | $1613897.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.5000%  | 0.0000% | $322825.00         | $328363.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.5000%  | 0.0000% | $1152991.00        | $1172096.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | 0.0000% | $1308086.00        | $1357926.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | 0.0000% | $1587113.00        | $1643688.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | 0.0000% | $135297.00         | $141200.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.5000%  | 0.0000% | $1157892.00        | $1178612.22        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.5000%  | 0.0000% | $6692084.00        | $6598471.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $987.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | 0.0000% | $2458763.00        | $2475172.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | 0.0000% | $12480834.00       | $12718202.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | 0.0000% | $3949631.00        | $3986720.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 4.0000%  | 0.0000% | $3626214.00        | $394875.67         | Agency Mortgage-Backed Securities         |
| GNMA_25-40A                                          | 2067-01-16      | 0.6521%  | 0.0000% | $200375221.00      | $12962129.12       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-04-20      | 3.5000%  | 0.0000% | $2907990.00        | $265137.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.0000%  | 0.0000% | $12448398.00       | $11156226.78       | Agency Mortgage-Backed Securities         |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $381405000.00
- **C.18.a - Value (excl. sponsor support):** $381405000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| REPLIGEN CORP                 | 2028-12-15      | 1.0000%  | 0.0000% | $10432000.00       | $10260451.56       | Corporate Debt Securities |
| ARRAY TECHNOLOGIES INC        | 2031-07-01      | 2.8750%  | 0.0000% | $26186000.00       | $35928799.53       | Corporate Debt Securities |
| STRATEGY INC                  | 2030-03-15      | 0.6250%  | 0.0000% | $32800000.00       | $76978556.88       | Corporate Debt Securities |
| BITDEER TECHNOLOGIES GROUP    | 2029-12-01      | 5.2500%  | 0.0000% | $40752000.00       | $47106595.19       | Corporate Debt Securities |
| CENTRUS ENERGY CORP           | 2032-08-15      | 0.0000%  | 0.0000% | $111464000.00      | $127291888.00      | Corporate Debt Securities |
| GRANITE CONSTRUCTION INC.     | 2028-05-15      | 3.7500%  | 0.0000% | $548000.00         | $1330178.67        | Corporate Debt Securities |
| GOSSAMER BIO INC              | 2027-06-01      | 5.0000%  | 0.0000% | $5818000.00        | $3215039.73        | Corporate Debt Securities |
| PAGAYA US HOLDING COMPANY LLC | 2029-10-01      | 6.1250%  | 0.0000% | $9016000.00        | $26491537.49       | Corporate Debt Securities |
| APELLIS PHARMACEUTICALS INC   | 2026-09-15      | 3.5000%  | 0.0000% | $25614000.00       | $28264650.56       | Corporate Debt Securities |
| SPIRIT AROSYSTMS              | 2028-11-01      | 3.2500%  | 0.0000% | $2020000.00        | $3171466.21        | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC      | 2029-04-15      | 3.6250%  | 0.0000% | $3038000.00        | $3073696.50        | Corporate Debt Securities |
| MARA HOLDINGS INC             | 2030-03-01      | 0.0000%  | 0.0000% | $70127000.00       | $64061014.50       | Corporate Debt Securities |

### Security 311: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $595000000.00
- **C.18.a - Value (excl. sponsor support):** $595000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| KENVUE INC                     COM     | 2500-12-31      | 0.0000%  | 0.0000% | $244965.00         | $5031581.10        | Corporate Debt Securities |
| STERIS PLC                     SHS USD | 2500-12-31      | 0.0000%  | 0.0000% | $62152.00          | $15212945.04       | Corporate Debt Securities |
| META PLATFORMS INC             CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $25740.00          | $19333571.40       | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         COM     | 2500-12-31      | 0.0000%  | 0.0000% | $34245.00          | $5108326.65        | Corporate Debt Securities |
| DESIGN THERAPEUTICS INC        COM     | 2500-12-31      | 0.0000%  | 0.0000% | $2450.00           | $13818.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        COM     | 2500-12-31      | 0.0000%  | 0.0000% | $154215.00         | $115849392.30      | Corporate Debt Securities |
| CONSTELLATION ENERGY CORP      COM     | 2500-12-31      | 0.0000%  | 0.0000% | $101640.00         | $32479062.00       | Corporate Debt Securities |
| WASTE MGMT INC DEL             COM     | 2500-12-31      | 0.0000%  | 0.0000% | $75558.00          | $16968815.64       | Corporate Debt Securities |
| ALTRIA GROUP INC               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $156031.00         | $10363579.02       | Corporate Debt Securities |
| FOOT LOCKER INC                COM     | 2500-12-31      | 0.0000%  | 0.0000% | $909605.00         | $22794701.30       | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         COM     | 2500-12-31      | 0.0000%  | 0.0000% | $138899.00         | $23025287.23       | Corporate Debt Securities |
| PHILLIPS 66                    COM     | 2500-12-31      | 0.0000%  | 0.0000% | $164478.00         | $21847612.74       | Corporate Debt Securities |
| VULCAN MATLS CO                COM     | 2500-12-31      | 0.0000%  | 0.0000% | $27273.00          | $7940806.68        | Corporate Debt Securities |
| WESTERN DIGITAL CORP           COM     | 2500-12-31      | 0.0000%  | 0.0000% | $3106024.00        | $254818208.96      | Corporate Debt Securities |
| WILLIAMS COS INC               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $1188032.00        | $68905856.00       | Corporate Debt Securities |
| SOFI TECHNOLOGIES INC          COM     | 2500-12-31      | 0.0000%  | 0.0000% | $565349.00         | $14721687.96       | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          COM     | 2500-12-31      | 0.0000%  | 0.0000% | $209305.00         | $20084907.80       | Corporate Debt Securities |

### Security 312: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $43300000.00
- **C.18.a - Value (excl. sponsor support):** $43300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| Q2 HOLDINGS INC                | 2026-06-01      | 0.7500%  | 0.0000% | $120000.00         | $128680.00         | Corporate Debt Securities |
| RUBRIK INC                     | 2030-06-15      | 0.0000%  | 0.0000% | $464000.00         | $494392.00         | Corporate Debt Securities |
| RIVIAN AUTOMOTIVE INC          | 2029-03-15      | 4.6250%  | 0.0000% | $2773000.00        | $2820915.90        | Corporate Debt Securities |
| RIVIAN AUTOMOTIVE INC          | 2030-10-15      | 3.6250%  | 0.0000% | $52000.00          | $46494.92          | Corporate Debt Securities |
| RINGCENTRAL INC                | 2026-03-15      | 0.0000%  | 0.0000% | $160000.00         | $155200.00         | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP    | 2026-06-15      | 3.6250%  | 0.0000% | $5569000.00        | $5638898.69        | Corporate Debt Securities |
| VENTAS REALTY LP               | 2026-06-01      | 3.7500%  | 0.0000% | $358000.00         | $449349.67         | Corporate Debt Securities |
| UPSTART HOLDINGS INC           | 2026-08-15      | 0.2500%  | 0.0000% | $650000.00         | $615944.69         | Corporate Debt Securities |
| UPSTART HOLDINGS INC           | 2029-10-01      | 2.0000%  | 0.0000% | $60000.00          | $109603.33         | Corporate Debt Securities |
| ZSCALER INC                    | 2028-07-15      | 0.0000%  | 0.0000% | $262000.00         | $255562.66         | Corporate Debt Securities |
| ORMAT TECHNOLOGIES INC         | 2027-07-15      | 2.5000%  | 0.0000% | $48000.00          | $55826.67          | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          | 2027-05-01      | 0.0000%  | 0.0000% | $874000.00         | $1009907.00        | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          | 2029-03-01      | 0.5000%  | 0.0000% | $5000.00           | $4637.36           | Corporate Debt Securities |
| WORKIVA INC                    | 2028-08-15      | 1.2500%  | 0.0000% | $301000.00         | $289612.00         | Corporate Debt Securities |
| PG&E CORP                      | 2027-12-01      | 4.2500%  | 0.0000% | $357000.00         | $363993.23         | Corporate Debt Securities |
| CLEANSPARK INC                 | 2030-06-15      | 0.0000%  | 0.0000% | $981000.00         | $898066.26         | Corporate Debt Securities |
| FRESHPET INC                   | 2028-04-01      | 3.0000%  | 0.0000% | $100000.00         | $115272.33         | Corporate Debt Securities |
| FIRSTENERGY CORP               | 2029-01-15      | 3.6250%  | 0.0000% | $86000.00          | $90579.80          | Corporate Debt Securities |
| FIVE9 INC                      | 2029-03-15      | 1.0000%  | 0.0000% | $2000.00           | $1779.11           | Corporate Debt Securities |
| FLUOR CORP                     | 2029-08-15      | 1.1250%  | 0.0000% | $83000.00          | $96772.81          | Corporate Debt Securities |
| FORD MOTOR COMPANY             | 2026-03-15      | 0.0000%  | 0.0000% | $1715000.00        | $1727862.50        | Corporate Debt Securities |
| PPL CAPITAL FUNDING INC        | 2028-03-15      | 2.8750%  | 0.0000% | $228000.00         | $260512.17         | Corporate Debt Securities |
| DEXCOM                         | 2028-05-15      | 0.3750%  | 0.0000% | $197000.00         | $181650.42         | Corporate Debt Securities |
| DOORDASH INC                   | 2030-05-15      | 0.0000%  | 0.0000% | $329000.00         | $356063.54         | Corporate Debt Securities |
| DRAFTKINGS HOLDINGS INC        | 2028-03-15      | 0.0000%  | 0.0000% | $4000.00           | $3676.00           | Corporate Debt Securities |
| PROGRESS SOFTWARE CORP         | 2030-03-01      | 3.5000%  | 0.0000% | $191000.00         | $198411.86         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.           | 2031-03-01      | 1.5000%  | 0.0000% | $413000.00         | $386533.58         | Corporate Debt Securities |
| CLOUDFLARE INC                 | 2026-08-15      | 0.0000%  | 0.0000% | $621000.00         | $769543.20         | Corporate Debt Securities |
| CONFLUENT INC                  | 2027-01-15      | 0.0000%  | 0.0000% | $759000.00         | $709065.39         | Corporate Debt Securities |
| CONMED CORP                    | 2027-06-15      | 2.2500%  | 0.0000% | $9000.00           | $8625.83           | Corporate Debt Securities |
| CYTOKINETICS INCORPORATED      | 2027-07-01      | 3.5000%  | 0.0000% | $324000.00         | $359766.00         | Corporate Debt Securities |
| ECHOSTAR CORP                  | 2030-11-30      | 3.8750%  | 0.0000% | $13837.00          | $26872.56          | Corporate Debt Securities |
| STRATEGY INC                   | 2029-12-01      | 0.0000%  | 0.0000% | $1000000.00        | $901510.00         | Corporate Debt Securities |
| STRATEGY INC                   | 2030-03-01      | 0.0000%  | 0.0000% | $125000.00         | $132865.00         | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          | 2028-05-15      | 0.0000%  | 0.0000% | $542000.00         | $593197.32         | Corporate Debt Securities |
| HIMS & HERS HEALTH INC         | 2030-05-15      | 0.0000%  | 0.0000% | $256000.00         | $253440.00         | Corporate Debt Securities |
| HAEMONETICS CORP               | 2026-03-01      | 0.0000%  | 0.0000% | $3000.00           | $2905.80           | Corporate Debt Securities |
| HALOZYME THERAPEUTICS INC      | 2027-03-01      | 0.2500%  | 0.0000% | $233000.00         | $261539.26         | Corporate Debt Securities |
| SUPER MICRO COMPUTER INC       | 2029-03-01      | 3.5000%  | 0.0000% | $74000.00          | $75310.91          | Corporate Debt Securities |
| SUPER MICRO COMPUTER INC       | 2030-06-15      | 0.0000%  | 0.0000% | $590000.00         | $618727.10         | Corporate Debt Securities |
| BENTLEY SYSTEMS INCORPORATED   | 2027-07-01      | 0.3750%  | 0.0000% | $36000.00          | $34113.75          | Corporate Debt Securities |
| BILL HOLDINGS INC              | 2027-04-01      | 0.0000%  | 0.0000% | $295000.00         | $272521.00         | Corporate Debt Securities |
| BIOMARIN PHARMACEUTICAL INC.   | 2027-05-15      | 1.2500%  | 0.0000% | $53000.00          | $50355.89          | Corporate Debt Securities |
| BRIDGEBIO PHARMA INC           | 2027-03-15      | 2.5000%  | 0.0000% | $96000.00          | $136105.81         | Corporate Debt Securities |
| WEC ENERGY GROUP INC           | 2029-06-01      | 4.3750%  | 0.0000% | $7000.00           | $8275.36           | Corporate Debt Securities |
| WAYFAIR INC                    | 2025-10-01      | 0.6250%  | 0.0000% | $10076000.00       | $9999114.52        | Corporate Debt Securities |
| VISHAY INTERTECH INC.          | 2030-09-15      | 2.2500%  | 0.0000% | $108000.00         | $98793.00          | Corporate Debt Securities |
| AIRBNB INC                     | 2026-03-15      | 0.0000%  | 0.0000% | $11000.00          | $10708.50          | Corporate Debt Securities |
| AKAMAI TECH INC                | 2029-02-15      | 1.1250%  | 0.0000% | $759000.00         | $718346.06         | Corporate Debt Securities |
| INTEGER HOLDINGS CORP          | 2030-03-15      | 1.8750%  | 0.0000% | $190000.00         | $188268.23         | Corporate Debt Securities |
| IRHYTHM TECHNOLOGIES INC       | 2029-09-01      | 1.5000%  | 0.0000% | $657000.00         | $899378.25         | Corporate Debt Securities |
| IONIS PHARMACEUTICALS INC      | 2026-04-01      | 0.0000%  | 0.0000% | $5000.00           | $5167.50           | Corporate Debt Securities |
| IONIS PHARMACEUTICALS INC      | 2028-06-15      | 1.7500%  | 0.0000% | $577000.00         | $631369.11         | Corporate Debt Securities |
| ITRON INC                      | 2030-07-15      | 1.3750%  | 0.0000% | $95000.00          | $108744.65         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  | 2029-01-15      | 3.1250%  | 0.0000% | $329000.00         | $542757.70         | Corporate Debt Securities |
| EXACT SCIENCES CORP            | 2028-03-01      | 0.3750%  | 0.0000% | $8000.00           | $7243.71           | Corporate Debt Securities |
| NCL CORPORATION LTD            | 2027-02-15      | 1.1250%  | 0.0000% | $4000.00           | $4191.75           | Corporate Debt Securities |
| NCL CORPORATION LTD            | 2027-02-15      | 2.5000%  | 0.0000% | $50000.00          | $52973.61          | Corporate Debt Securities |
| LIGAND PHARMACEUTICALS INC     | 2030-10-01      | 0.7500%  | 0.0000% | $500000.00         | $529771.25         | Corporate Debt Securities |
| LANTHEUS HOLDINGS INC          | 2027-12-15      | 2.6250%  | 0.0000% | $196000.00         | $210138.62         | Corporate Debt Securities |
| ADVANCED ENERGY INDUSTRIES INC | 2028-09-15      | 2.5000%  | 0.0000% | $85000.00          | $112156.56         | Corporate Debt Securities |
| AFFIRM HOLDINGS INC            | 2029-12-15      | 0.7500%  | 0.0000% | $97000.00          | $110163.06         | Corporate Debt Securities |
| NUTANIX INC                    | 2027-10-01      | 0.2500%  | 0.0000% | $456000.00         | $580117.63         | Corporate Debt Securities |
| SHIFT4 PAYMENTS INC            | 2025-12-15      | 0.0000%  | 0.0000% | $8000.00           | $9240.00           | Corporate Debt Securities |
| EXPEDIA GROUP INC              | 2026-02-15      | 0.0000%  | 0.0000% | $3793000.00        | $3812951.18        | Corporate Debt Securities |
| BLOCK INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $6000.00           | $5790.00           | Corporate Debt Securities |
| BLOCK INC                      | 2027-11-01      | 0.2500%  | 0.0000% | $810000.00         | $731688.75         | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)         | 2027-06-15      | 4.5000%  | 0.0000% | $645000.00         | $715143.75         | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)         | 2028-06-15      | 3.2500%  | 0.0000% | $75000.00          | $76175.00          | Corporate Debt Securities |
| SNOWFLAKE INC                  | 2029-10-01      | 0.0000%  | 0.0000% | $697000.00         | $1150050.00        | Corporate Debt Securities |
| ETSY INC                       | 2026-10-01      | 0.1250%  | 0.0000% | $42000.00          | $41194.18          | Corporate Debt Securities |
| EURONET WORLDWIDE INC.         | 2049-03-15      | 0.7500%  | 0.0000% | $18000.00          | $15415.32          | Corporate Debt Securities |
| EVERGY INC                     | 2027-12-15      | 4.5000%  | 0.0000% | $2556000.00        | $3089565.00        | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC       | 2029-04-15      | 3.6250%  | 0.0000% | $4000.00           | $4071.97           | Corporate Debt Securities |
| ENVISTA HOLDINGS CORP          | 2028-08-15      | 1.7500%  | 0.0000% | $31000.00          | $29238.60          | Corporate Debt Securities |
| MERIT MEDICAL SYST INC         | 2029-02-01      | 3.0000%  | 0.0000% | $80000.00          | $97506.67          | Corporate Debt Securities |
| MERITAGE HOMES CORP            | 2028-05-15      | 1.7500%  | 0.0000% | $3000.00           | $3128.63           | Corporate Debt Securities |
| LYFT INC                       | 2029-03-01      | 0.6250%  | 0.0000% | $192000.00         | $208049.33         | Corporate Debt Securities |
| UGI CORP                       | 2028-06-01      | 5.0000%  | 0.0000% | $339000.00         | $451792.83         | Corporate Debt Securities |
| COINBASE GLOBAL INC            | 2026-06-01      | 0.5000%  | 0.0000% | $35000.00          | $37790.28          | Corporate Debt Securities |
| COINBASE GLOBAL INC            | 2030-04-01      | 0.2500%  | 0.0000% | $600000.00         | $716116.67         | Corporate Debt Securities |
| COINBASE GLOBAL INC            | 2032-10-01      | 0.0000%  | 0.0000% | $500000.00         | $520750.00         | Corporate Debt Securities |

### Security 313: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| STRUCTURED AGENCY CREDIT RISK STACR_18-SPI1  | 2048-02-25      | 3.7831%  | 0.0000% | $1816779.00        | $32666.88          | Private Label Collateralized Mortgage Obligations |
| NRZT_22-NQM1                                 | 2061-04-25      | 3.6014%  | 0.0000% | $4307000.00        | $3201130.86        | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14 | 2051-11-15      | 5.0396%  | 0.0000% | $1099419.00        | $896114.17         | Private Label Collateralized Mortgage Obligations |
| CFCRE COMMERCIAL MORTGAGE TRUST              | 2049-11-10      | 3.8040%  | 0.0000% | $1680000.00        | $1558957.12        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TRUST WPT_17-WWP             | 2036-11-10      | 3.5263%  | 0.0000% | $8800000.00        | $5835030.77        | Private Label Collateralized Mortgage Obligations |
| JPMCC_18-WPT                                 | 2033-07-05      | 6.0884%  | 0.0000% | $2892239.00        | $2476895.67        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_18-BN14                            | 2060-09-15      | 4.7671%  | 0.0000% | $2283000.00        | $2046553.94        | Private Label Collateralized Mortgage Obligations |
| BANK_22-BN44                                 | 2032-11-15      | 4.0000%  | 0.0000% | $6194000.00        | $4856778.04        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC - STACR_20-DNA6                  | 2050-12-25      | 7.3484%  | 0.0000% | $37197.00          | $39773.13          | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B37                                 | 2032-10-15      | 2.7500%  | 0.0000% | $6000000.00        | $4515179.33        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V5         | 2057-01-10      | 4.0000%  | 0.0000% | $2999288.00        | $2613183.99        | Private Label Collateralized Mortgage Obligations |
| BSST_21-1818                                 | 2036-03-17      | 5.5276%  | 0.0000% | $3872000.00        | $3361185.54        | Private Label Collateralized Mortgage Obligations |
| JPMRR_09-11                                  | 2035-07-26      | 5.2060%  | 0.0000% | $3523380.00        | $733220.77         | Private Label Collateralized Mortgage Obligations |
| PGA_24-RSR2                                  | 2039-06-15      | 7.9131%  | 0.0000% | $67370.00          | $67486.11          | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1-A1                             | 2057-10-25      | 2.0000%  | 0.0000% | $8172999.00        | $1956523.72        | Private Label Collateralized Mortgage Obligations |
| HYT COMMERCIAL MORTGAGE TRUST HYT_24-RGCY    | 2041-08-15      | 7.7811%  | 0.0000% | $5000000.00        | $5015171.07        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM3                                | 2067-05-25      | 4.4144%  | 0.0000% | $2000000.00        | $1679650.60        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                  | 2065-05-26      | 6.0420%  | 0.0000% | $1139000.00        | $1154191.22        | Private Label Collateralized Mortgage Obligations |
| ACREC_25-FL3                                 | 2042-08-18      | 7.4009%  | 0.0000% | $3711882.00        | $3707362.28        | Private Label Collateralized Mortgage Obligations |
| LADDER CAPITAL COMMERCIAL MORTGA             | 2050-07-12      | 4.7060%  | 0.0000% | $321090.00         | $297815.54         | Private Label Collateralized Mortgage Obligations |
| MSRM_25-NQM4                                 | 2070-05-27      | 5.5880%  | 0.0000% | $2678514.00        | $2640050.00        | Private Label Collateralized Mortgage Obligations |
| MFRA_22-RPL1                                 | 2061-08-25      | 4.3460%  | 0.0000% | $2900000.00        | $2469379.55        | Private Label Collateralized Mortgage Obligations |
| COLT_21-6                                    | 2066-12-27      | 0.0000%  | 0.0000% | $2372111.00        | $2112763.32        | Private Label Collateralized Mortgage Obligations |
| CSMC_20-NQM1                                 | 2060-09-01      | 4.4620%  | 0.0000% | $726994.00         | $681377.63         | Private Label Collateralized Mortgage Obligations |
| BX_23-DELC                                   | 2038-06-15      | 8.7501%  | 0.0000% | $9008000.00        | $9117472.57        | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST HOMES_25-AFC2                    | 2060-06-25      | 5.4710%  | 0.0000% | $4776410.00        | $4668599.28        | Private Label Collateralized Mortgage Obligations |
| COMM_19-521F                                 | 2034-06-15      | 5.3101%  | 0.0000% | $11827507.00       | $11453335.32       | Private Label Collateralized Mortgage Obligations |

### Security 314: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.460000%
- **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: BYDPW33L5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| RADIAN GRP INC                          | 2027-03-15      | 4.8750%  | 0.0000% | $2000000.00        | $2047876.67        | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC         | 2055-01-15      | 6.2000%  | 0.0000% | $14999000.00       | $15641373.84       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                   | 2051-04-04      | 5.0130%  | 0.0000% | $6000.00           | $5592.49           | Corporate Debt Securities |
| AMGEN INC                               | 2051-06-15      | 4.6630%  | 0.0000% | $22606000.00       | $19649023.44       | Corporate Debt Securities |
| CDW LLC                                 | 2028-04-01      | 4.2500%  | 0.0000% | $1469000.00        | $1487865.22        | Corporate Debt Securities |
| GXO LOGISTICS INC                       | 2026-07-15      | 1.6500%  | 0.0000% | $13670000.00       | $13357458.23       | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA      | 2035-03-13      | 6.0330%  | 0.0000% | $20000000.00       | $21638576.66       | Corporate Debt Securities |
| BAT CAPITAL CORP                        | 2037-08-15      | 4.3900%  | 0.0000% | $2264000.00        | $2058354.59        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD          | 2033-09-08      | 5.2500%  | 0.0000% | $4999000.00        | $5290529.18        | Corporate Debt Securities |
| WALT DISNEY CO                          | 2026-01-13      | 1.7500%  | 0.0000% | $3500000.00        | $3475801.39        | Corporate Debt Securities |
| DOMINION ENERGY INC                     | 2054-06-01      | 7.0000%  | 0.0000% | $2000000.00        | $2179482.22        | Corporate Debt Securities |
| DUKE ENERGY CORP                        | 2041-06-15      | 3.3000%  | 0.0000% | $23003000.00       | $17599211.91       | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                | 2046-10-15      | 3.7000%  | 0.0000% | $19500000.00       | $15051313.33       | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                | 2047-09-15      | 3.6000%  | 0.0000% | $30600000.00       | $23088006.00       | Corporate Debt Securities |
| PEPSICO INC                             | 2049-07-29      | 3.3750%  | 0.0000% | $22100000.00       | $15935702.25       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-05-01      | 4.0500%  | 0.0000% | $1000.00           | $816.14            | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-11-01      | 4.1500%  | 0.0000% | $23529000.00       | $19417607.90       | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                   | 2034-09-15      | 5.4500%  | 0.0000% | $5660000.00        | $5893915.22        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2079-12-31      | 6.5000%  | 0.0000% | $21896000.00       | $22825193.26       | Corporate Debt Securities |
| SUTTER HEALTH                           | 2053-08-15      | 5.5470%  | 0.0000% | $1000.00           | $985.40            | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC      | 2032-01-30      | 2.0000%  | 0.0000% | $1006000.00        | $860805.14         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC                  | 2026-03-15      | 3.1250%  | 0.0000% | $7000000.00        | $7057512.78        | Corporate Debt Securities |
| CITIGROUP INC                           | 2039-07-15      | 8.1250%  | 0.0000% | $17790000.00       | $22703963.69       | Corporate Debt Securities |
| APPLE INC                               | 2026-09-11      | 2.0500%  | 0.0000% | $2000.00           | $1981.55           | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC            | 2036-02-01      | 4.7000%  | 0.0000% | $39085000.00       | $38439142.11       | Corporate Debt Securities |
| ALLSTATE CORP                           | 2033-03-30      | 5.2500%  | 0.0000% | $2000000.00        | $2105698.33        | Corporate Debt Securities |
| AIRCASTLE LTD                           | 2030-09-15      | 5.0000%  | 0.0000% | $15000000.00       | $15201950.00       | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC           | 2032-09-15      | 1.8500%  | 0.0000% | $13400000.00       | $11373488.23       | Corporate Debt Securities |
| Entergy Tx                              | 2035-04-15      | 5.2500%  | 0.0000% | $1000.00           | $1046.46           | Corporate Debt Securities |
| MSCI INC                                | 2031-02-15      | 3.8750%  | 0.0000% | $2949000.00        | $2842016.83        | Corporate Debt Securities |
| MORGAN STANLEY                          | 2038-07-22      | 3.9710%  | 0.0000% | $2000.00           | $1778.80           | Corporate Debt Securities |
| COMCAST CORPORATION                     | 2046-07-15      | 3.4000%  | 0.0000% | $11000000.00       | $7922041.12        | Corporate Debt Securities |

### Security 315: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDQ07N11
- **C.18 - Value (incl. sponsor support):** $148000000.00
- **C.18.a - Value (excl. sponsor support):** $148000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| MARYLAND (STATE OF) | 2036-06-01      | 5.0000%  | 0.0000% | $4225000.00        | $4823128.56        | Other Instrument          |
| MARYLAND (STATE OF) | 2037-06-01      | 5.0000%  | 0.0000% | $75145000.00       | $84608677.81       | Other Instrument          |
| AIR CANADA          | 2026-08-15      | 3.8750%  | 0.0000% | $71468000.00       | $70862447.67       | Corporate Debt Securities |

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

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQEF4H4
- **C.18 - Value (incl. sponsor support):** $1476000000.00
- **C.18.a - Value (excl. sponsor support):** $1476000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDQH0A95
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 318: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBS05
- **C.18 - Value (incl. sponsor support):** $752000000.00
- **C.18.a - Value (excl. sponsor support):** $752000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDQMBS21
- **C.18 - Value (incl. sponsor support):** $261000000.00
- **C.18.a - Value (excl. sponsor support):** $261000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: BYDQMBS39
- **C.18 - Value (incl. sponsor support):** $581000000.00
- **C.18.a - Value (excl. sponsor support):** $581000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBS54
- **C.18 - Value (incl. sponsor support):** $829000000.00
- **C.18.a - Value (excl. sponsor support):** $829000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDQMBS62
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBS70
- **C.18 - Value (incl. sponsor support):** $197000000.00
- **C.18.a - Value (excl. sponsor support):** $197000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBS88
- **C.18 - Value (incl. sponsor support):** $1244000000.00
- **C.18.a - Value (excl. sponsor support):** $1244000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 325: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDQMBSE5
- **C.18 - Value (incl. sponsor support):** $855000000.00
- **C.18.a - Value (excl. sponsor support):** $855000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: 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 326: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBSG0
- **C.18 - Value (incl. sponsor support):** $903000000.00
- **C.18.a - Value (excl. sponsor support):** $903000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBSH8
- **C.18 - Value (incl. sponsor support):** $478000000.00
- **C.18.a - Value (excl. sponsor support):** $478000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 328: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDQMBSJ4
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDQMHCR0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 330: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDQMLH88
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $48456000.00       | $42413664.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $49900000.00       | $42321391.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $2164000.00        | $1656683.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $240223000.00      | $175271499.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $30524400.00       | $18262930.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1000.00           | $697.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $139466100.00      | $115810475.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $17300000.00       | $17436682.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $193.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $145699900.00      | $151342101.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $2169300.00        | $2222526.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $366154600.00      | $381661597.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $299681700.00      | $304192463.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $400.00            | $401.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $20322100.00       | $20384612.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $779.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $400.00            | $388.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $464963000.00      | $438330768.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $500.00            | $433.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $25016900.00       | $24430528.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $5958000.00        | $5910592.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $765100.00         | $788683.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $12319800.00       | $12289128.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $100206751.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $90253900.00       | $90997868.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $160544000.00      | $159778323.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $140246100.00      | $142659874.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $200000000.00      | $199627782.60      | U.S. Treasuries (including strips) |

### Security 331: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDQMLH96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-051 IO                                       | 2062-10-16      | 1.0186%  | 0.0000% | $27100000.00       | $1538317.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-120 SL                                       | 2055-07-20      | 0.8050%  | 0.0000% | $2323768.00        | $117588.50         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-099 EO                                       | 2055-06-20      | 0.0000%  | 0.0000% | $26824686.00       | $18971536.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-015 IQ                                       | 2050-12-20      | 3.0000%  | 0.0000% | $2532000.00        | $215444.50         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-191 VI                                       | 2051-05-20      | 3.0000%  | 0.0000% | $3900000.00        | $378333.27         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-137 IO                                       | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1542575.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-065 SD                                       | 2050-09-20      | 2.7550%  | 0.0000% | $1301150.00        | $207474.41         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-162 IM                                       | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1422531.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 SA                                       | 2055-02-20      | 0.0000%  | 0.0000% | $199999999.00      | $2892586.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 SC                                       | 2055-04-20      | 1.5050%  | 0.0000% | $50000000.00       | $2120039.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 LS                                       | 2055-06-20      | 1.5050%  | 0.0000% | $71758176.00       | $5392637.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL059SL R25F059                                   | 2055-08-25      | 0.7516%  | 0.0000% | $100000.00         | $5143.05           | Agency Collateralized Mortgage Obligation |
| FERM 5162LI 09/25/50                                   | 2050-09-25      | 3.0000%  | 0.0000% | $64890986.00       | $6542846.10        | Agency Collateralized Mortgage Obligation |
| FERM 5393IO 03/25/51                                   | 2051-03-25      | 4.0000%  | 0.0000% | $22430225.00       | $3429359.78        | Agency Collateralized Mortgage Obligation |
| FERA 5564PS 08/25/55                                   | 2055-08-25      | 1.4516%  | 0.0000% | $10646540.00       | $851697.49         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-K127         D      20540325 0.00000 | 2054-03-25      | 0.0000%  | 0.0000% | $63172390.00       | $33345735.58       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0309 M                                       | 2055-03-20      | 6.0000%  | 0.0000% | $1134061.00        | $1148940.50        | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M                                       | 2055-05-20      | 5.0000%  | 0.0000% | $138257.00         | $136462.01         | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                                       | 2055-05-20      | 5.5000%  | 0.0000% | $17750934.00       | $17818378.51       | Agency Mortgage-Backed Securities         |
| GNCL CL CR4171                                         | 2066-03-15      | 5.8400%  | 0.0000% | $920341.00         | $981845.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M                                       | 2050-02-20      | 3.0000%  | 0.0000% | $32428581.00       | $5196921.89        | Agency Mortgage-Backed Securities         |

### Security 332: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDQMLHG0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2014-20O BI     | 2064-09-20      | 1.5051%  | 0.0000% | $3498778.00        | $5857.20           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 CS     | 2052-10-20      | 0.3550%  | 0.0000% | $28268573.00       | $1084735.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SW     | 2054-08-20      | 1.0050%  | 0.0000% | $99940900.00       | $3182028.17        | Agency Collateralized Mortgage Obligation |
| FERA 5484SC 12/25/54 | 2054-12-25      | 0.9016%  | 0.0000% | $28500000.00       | $977378.69         | Agency Collateralized Mortgage Obligation |

### Security 333: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDQMLHS4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE Z 30   | 2030-05-31      | 4.0000%  | 0.0000% | $99653600.00       | $102000050.24      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDQMLHT2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $49302175.00       | $45805716.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $15828425.00       | $15338678.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $45150000.00       | $45945101.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $47569825.00       | $45910523.57       | U.S. Treasuries (including strips) |

### Security 335: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLHU9
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $301764800.00      | $307286197.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $2400.00           | $2322.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $123100.00         | $119756.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $115100.00         | $118195.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $42224700.00       | $43448131.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $6076800.00        | $6025312.54        | U.S. Treasuries (including strips) |

### Security 336: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLHY1
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.8500%  | 0.0000% | $7594144.00        | $8050585.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-08-15      | 5.7100%  | 0.0000% | $12511.00          | $13140.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-11-15      | 3.6900%  | 0.0000% | $2346844.00        | $2136274.45        | Agency Mortgage-Backed Securities |

### Security 337: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDQMLJ29
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LN MTG CORP MULTI             | 2043-05-15      | 3.5000%  | 0.0000% | $33440000.00       | $31660427.24       | Agency Collateralized Mortgage Obligation |
| FHLMC_M044                                 | 2046-11-15      | 3.8000%  | 0.0000% | $40000000.00       | $37002391.12       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN BANKS                    | 2025-09-12      | 2.6250%  | 0.0000% | $330000.00         | $333751.47         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANKS                    | 2025-09-12      | 3.1250%  | 0.0000% | $155000.00         | $157155.51         | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANKS                    | 2025-12-12      | 4.7500%  | 0.0000% | $1795000.00        | $1815611.49        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANKS                    | 2025-10-01      | 0.0000%  | 0.0000% | $4353000.00        | $4336040.71        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANKS                    | 2025-10-29      | 0.0000%  | 0.0000% | $58327000.00       | $57915386.36       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANKS                    | 2025-12-10      | 0.0000%  | 0.0000% | $25670000.00       | $25369892.03       | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2025-10-01      | 0.0000%  | 0.0000% | $1499000.00        | $1493159.90        | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2025-10-27      | 0.5400%  | 0.0000% | $3943000.00        | $3926123.96        | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-09-15      | 6.5000%  | 0.0000% | $5020763.00        | $1356.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.0000%  | 0.0000% | $273089.00         | $252149.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 4.0000%  | 0.0000% | $2083523.00        | $1925980.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $25982068.00       | $26080786.62       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 4.5000%  | 0.0000% | $2060181.00        | $1985014.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.5000%  | 0.0000% | $3938032.00        | $3800051.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $154519318.00      | $155970350.76      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 4.0000%  | 0.0000% | $39727342.00       | $37183247.15       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 4.5000%  | 0.0000% | $19188737.00       | $18551862.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $2492.00           | $2521.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 4.0000%  | 0.0000% | $25446.00          | $23113.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 4.0000%  | 0.0000% | $237472.00         | $210848.56         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2030-01-31      | 3.5000%  | 0.0000% | $250000000.00      | $248912288.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2035-05-15      | 4.2500%  | 0.0000% | $241111000.00      | $245154877.04      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2028-07-15      | 3.8750%  | 0.0000% | $321100000.00      | $324978390.62      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2028-08-15      | 3.6250%  | 0.0000% | $261700000.00      | $262285966.19      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2028-06-30      | 1.2500%  | 0.0000% | $300000000.00      | $281678712.90      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2028-10-31      | 1.3750%  | 0.0000% | $1794000.00        | $1682556.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2028-11-30      | 4.3750%  | 0.0000% | $250000000.00      | $258471299.25      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2029-04-30      | 4.6250%  | 0.0000% | $291878200.00      | $306162485.89      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2029-08-31      | 3.6250%  | 0.0000% | $309346000.00      | $314638287.97      | U.S. Treasuries (including strips)        |

### Security 338: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDQMLJ37
- **C.18 - Value (incl. sponsor support):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $8138342.00        | $7980733.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $6236318.00        | $6299267.91        | U.S. Treasuries (including strips) |

### Security 339: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDQMLJ52
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $13928300.00       | $11952557.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $43693700.00       | $38474864.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $54992600.00       | $46925464.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $8672500.00        | $6819046.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $32708300.00       | $25361502.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $6292100.00        | $4848606.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $153.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $6485500.00        | $4476383.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $148.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $177800.00         | $132969.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $3174400.00        | $2390695.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $99000.00          | $70222.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $1288800.00        | $920608.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1874000.00        | $1429272.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $42163500.00       | $31022609.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $20000100.00       | $11651275.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $54317600.00       | $33582018.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $374600.00         | $235222.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $4500400.00        | $2850377.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1982000.00        | $1454236.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $94775100.00       | $52545288.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $71600.00          | $49707.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $37075000.00       | $26085571.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $30347700.00       | $25341161.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $6109800.00        | $4363566.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $31509700.00       | $26432446.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $4713800.00        | $4131630.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $4876700.00        | $4491156.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $173972200.00      | $175779200.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $3627500.00        | $2931959.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $46407900.00       | $37885904.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $25590700.00       | $23071364.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $3764700.00        | $3328812.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $11732500.00       | $11161918.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $82483100.00       | $74490062.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $152458100.00      | $150984441.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $8313900.00        | $8611638.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $55200.00          | $56867.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $7829600.00        | $8248114.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $49000.00          | $51284.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $1636300.00        | $1740567.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $131400.00         | $138895.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $32900.00          | $35553.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $56500.00          | $58079.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $350000.00         | $365288.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $52300.00          | $52346.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $693200.00         | $710633.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $50000.00          | $49614.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $684000.00         | $688516.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $202200.00         | $199914.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $4596300.00        | $4456093.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $1085100.00        | $1063221.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $40951700.00       | $36678252.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $35561800.00       | $29413924.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $13452400.00       | $10971143.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $31400.00          | $25276.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $3511300.00        | $2682244.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $2628600.00        | $2015947.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $77066000.00       | $61820022.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $2825500.00        | $2193749.99        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJD5
- **C.18 - Value (incl. sponsor support):** $3775000000.00
- **C.18.a - Value (excl. sponsor support):** $3775000000.00
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $63700000.00       | $64475479.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $1313600.00        | $1318663.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $16209000.00       | $16463345.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $43255400.00       | $44010411.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $270706000.00      | $275491183.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $100325300.00      | $102022220.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $9702400.00        | $9975575.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $30671100.00       | $31190567.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2055600.00        | $2127871.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $19643100.00       | $20028556.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $24799200.00       | $25458392.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $45083200.00       | $45924588.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $270857300.00      | $274934202.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $296528500.00      | $300919384.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $3997000.00        | $4028197.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $61060800.00       | $61502859.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $183500000.00      | $180755392.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $1195500.00        | $1167891.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $6615400.00        | $6036080.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $2627700.00        | $2263628.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $484400.00         | $420781.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $4249900.00        | $3691745.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $83982700.00       | $78510893.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $6892200.00        | $6514039.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $95095100.00       | $89592305.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $8845300.00        | $8222078.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $141597000.00      | $122359142.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $8374900.00        | $7869135.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $201533500.00      | $200140693.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $7301500.00        | $7805531.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $18549000.00       | $18850646.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $50641000.00       | $51167824.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.3884%  | 0.0000% | $7415900.00        | $7446533.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $8062300.00        | $8398038.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1496546700.00     | $1528956232.60     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $21139300.00       | $21224408.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $121226000.00      | $122150310.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $9970700.00        | $10058829.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $15995100.00       | $15066889.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $52782000.00       | $52352787.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $3999900.00        | $3935222.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $16234700.00       | $15671463.29       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDQMLJG8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $37.71             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $1022.00           | $96.20             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 4.5000%  | 0.0000% | $1024.00           | $59.73             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $170.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | 0.0000% | $1000.00           | $76.16             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $168.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $95.31             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $241.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $936.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $172.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $108.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $74.54             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $216.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $240.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-08-01      | 2.5000%  | 0.0000% | $1000.00           | $106.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 3.5000%  | 0.0000% | $500000.00         | $77890.86          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $104.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $1253778.00        | $747587.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $1657573.00        | $1428177.33        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 7.0000%  | 0.0000% | $1369186.00        | $1082745.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1504101.00        | $1380626.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.77           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $910.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.04           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $86763.00          | $88007.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $966207.00         | $1028095.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1727312.00        | $1710164.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1744984.00        | $1789691.01        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $330479.00         | $346201.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1836427.00        | $1923556.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1519169.00        | $1559645.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $154.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $290.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $234.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $149.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $21170961.00       | $16498399.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $797.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $190.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $237.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $640.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $673.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $378.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.5000%  | 0.0000% | $2744480.00        | $852014.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $381.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $160.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1999.00           | $378.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $311.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $592.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $96.42             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $593.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $305.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $267.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $126.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $519.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $475.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $471.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $510.68            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $222.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $543.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $8046.00           | $1215.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $183.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $981.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $320.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $409.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1125.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $352.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $733.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $663.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $721.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $771.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $891.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $496.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $783.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $525.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $555.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $730.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $760.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1258.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1275.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1216.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1747.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1210.43           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $800.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1434.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $905.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $926.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $730.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1957.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $992.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1396.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $643.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $650.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $819.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1078.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1608.29           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1632.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $793.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $618.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1538.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $821.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1796.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2074.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $935.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $820.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $863.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $730.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $649.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $930.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $520.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $189.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $1009.00           | $303.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $285.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $396.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $4331315.00        | $2132277.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1010.00           | $616.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $270759679.00      | $152387660.59      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $230513.00         | $124320.02         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $72215162.00       | $40136916.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | 0.0000% | $196460957.00      | $115250885.02      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1823877.00        | $966244.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $177614080.00      | $99600806.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $556.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $1024.00           | $703.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $573.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $1108895.00        | $632230.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $84467564.00       | $52614906.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $99997653.00       | $54730240.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $556.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $3208470.00        | $1809203.50        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $607.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $555.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $1958281.00        | $1575743.78        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | 0.0000% | $1170260.00        | $812046.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1225684.00        | $1135567.56        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.5000%  | 0.0000% | $1022104.00        | $723508.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | 0.0000% | $1098336.00        | $807275.03         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $628.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $721.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $825.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $812.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $879.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $835.60            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $691.91            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 2.0000%  | 0.0000% | $10137437.00       | $5418638.16        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $556.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $2144.00           | $1301.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $579.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $984.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $901.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.5000%  | 0.0000% | $1014424.00        | $700340.72         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | 0.0000% | $1301565.00        | $1198107.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-07-01      | 3.5000%  | 0.0000% | $11670000.00       | $1488274.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $123.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $129.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.85             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $106.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.84             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $118.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $398.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $5012704.00        | $4761419.75        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $5.01              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-09-01      | 6.5000%  | 0.0000% | $1024.00           | $2.27              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 6.0000%  | 0.0000% | $74979968.00       | $428124.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $2047.00           | $5.06              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $569920.00         | $1705.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 6.5000%  | 0.0000% | $2064.00           | $9.74              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.6600%  | 0.0000% | $1024.00           | $3.85              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $9.99              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 5.5000%  | 0.0000% | $1040.00           | $6.56              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | 0.0000% | $1039.00           | $858.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $958.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 5.5000%  | 0.0000% | $1015.00           | $4.63              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | 0.0000% | $2048.00           | $29.43             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $10.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-06-01      | 5.5000%  | 0.0000% | $38601152.00       | $782458.23         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $2048.00           | $40.55             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | 0.0000% | $2016.00           | $132.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | 0.0000% | $2000.00           | $538.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $2000.00           | $344.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $16612997.00       | $1316803.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $2080.00           | $271.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $104.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | 0.0000% | $13517815.00       | $487270.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-11-01      | 5.5000%  | 0.0000% | $21806848.00       | $586222.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $2000.00           | $293.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $700547.00         | $164256.88         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.5000%  | 0.0000% | $334935.00         | $101548.12         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $31.53             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $46.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $26.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 4.5000%  | 0.0000% | $1000.00           | $140.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $896.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $667.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1475.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $674.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $702.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $5073728.00        | $3462261.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $768.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $736.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $512363.00         | $396998.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $757.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $745.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $724.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $535.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $677.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $65423360.00       | $50850893.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $820.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $773.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $833.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $826.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $684.06            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $856.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $768.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $124460.00         | $103534.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $2024.00           | $1563.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $867.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $846.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $837.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $867.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $804.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $53611963.00       | $46531669.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $1024.00           | $818.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $809.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $1008.00           | $791.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $59036608.00       | $49188924.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $867.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $858.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $1901098.00        | $1456944.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $882.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $41234182.00       | $37322624.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $17382519.00       | $15039221.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $41082880.00       | $36255901.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1812.78           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1031.35           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $818.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $1008.00           | $791.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $18725631.00       | $17248525.70       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $930.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $965.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $58394897.00       | $54065196.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $954.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $976.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $957.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $37407592.00       | $34865350.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $965.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $10028355.00       | $9778081.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $994.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $65073706.00       | $60695242.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 7.0000%  | 0.0000% | $32731322.00       | $28952468.77       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $613.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1295.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.0000%  | 0.0000% | $1024.00           | $732.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1533.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $3057.00           | $2725.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1004.00           | $931.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $9040640.00        | $8642994.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 5.5000%  | 0.0000% | $1932.00           | $10.56             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $2000.00           | $16.17             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $192.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 6.0000%  | 0.0000% | $1000.00           | $3.62              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $21964100.00       | $91701.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $3434.00           | $8.46              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $2064.00           | $21.47             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | 0.0000% | $1024.00           | $3.26              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.0000%  | 0.0000% | $1000.00           | $2.54              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 6.5000%  | 0.0000% | $40953728.00       | $408069.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.36             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | 0.0000% | $2238.00           | $2.48              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | 0.0000% | $2048.00           | $16.22             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | 0.0000% | $2048.00           | $8.09              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $11.58             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 5.5000%  | 0.0000% | $2048.00           | $3.61              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.0000%  | 0.0000% | $1000.00           | $7.94              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $12.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | 0.0000% | $10292000.00       | $313916.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.5000%  | 0.0000% | $64030208.00       | $521842.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $34187584.00       | $262873.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.48              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1567.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $700.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $831.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1686.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $817.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $717.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $573.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $703.92            | Agency Mortgage-Backed Securities |

### Security 342: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDQMLJK9
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-05-20      | 2.5000%  | 0.0000% | $316314.00         | $247473.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-07-20      | 5.0000%  | 0.0000% | $217871.00         | $215288.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 5.0000%  | 0.0000% | $747000.00         | $52111.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $39063.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.0000%  | 0.0000% | $1938532.00        | $1229158.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 5.0000%  | 0.0000% | $2423216.00        | $608509.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | 0.0000% | $2130916.00        | $668395.23         | Agency Mortgage-Backed Securities |

### Security 343: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJT0
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $533070500.00      | $550900966.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $2470547200.00     | $2509099036.60     | U.S. Treasuries (including strips) |

### Security 344: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDQMLJV5
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 8.0000%  | 0.0000% | $9453184.00        | $9058194.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 5.0000%  | 0.0000% | $5731285.00        | $953096.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-06-20      | 2.5000%  | 0.0000% | $271264.00         | $188710.21         | Agency Mortgage-Backed Securities |

### Security 345: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDQMLK50
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | 0.0000% | $513200.00         | $25719.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 4.5000%  | 0.0000% | $766800.00         | $39802.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.0000%  | 0.0000% | $1485800.00        | $1455057.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $20200.00          | $19386.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 6.0000%  | 0.0000% | $2778183.00        | $119709.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 5.0000%  | 0.0000% | $590000.00         | $31275.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | 0.0000% | $171800.00         | $134513.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | 0.0000% | $13376900.00       | $8914736.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $368300.00         | $213547.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $1075000.00        | $702684.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.0000%  | 0.0000% | $700000.00         | $460254.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $929700.00         | $650519.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $813900.00         | $539837.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | 0.0000% | $184900.00         | $152500.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | 0.0000% | $404000.00         | $333207.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $2600000.00        | $1713433.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | 0.0000% | $9157200.00        | $6499215.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | 0.0000% | $5859800.00        | $4919530.78        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | 0.0000% | $11182600.00       | $9277738.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | 0.0000% | $11797700.00       | $9955279.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 3.0000%  | 0.0000% | $7932000.00        | $5223380.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $97000.00          | $82705.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $85263.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $86400.00          | $73060.14          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $99000.00          | $83714.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $500000.00         | $428434.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $860000.00         | $736907.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $27300.00          | $22333.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | 0.0000% | $96400.00          | $72738.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | 0.0000% | $22709500.00       | $19441385.33       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.5000%  | 0.0000% | $12781800.00       | $10894413.59       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | 0.0000% | $17804200.00       | $15345889.85       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786841 C                      | 2053-07-20      | 0.0000%  | 0.0000% | $105000.00         | $87315.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786949 C                      | 2053-08-20      | 0.0000%  | 0.0000% | $3845700.00        | $3173425.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $2853600.00        | $2431023.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.3000%  | 0.0000% | $1722700.00        | $1760823.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-07-20      | 7.0000%  | 0.0000% | $2929300.00        | $2303536.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2300%  | 0.0000% | $8378600.00        | $8521792.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.1700%  | 0.0000% | $1997200.00        | $2018691.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2700%  | 0.0000% | $1464600.00        | $1490666.46        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $72000.00          | $67899.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $1837700.00        | $1496466.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $600509.00         | $604573.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.0000%  | 0.0000% | $1175200.00        | $1087410.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $8143000.00        | $7721309.71        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | 0.0000% | $6746200.00        | $6586411.36        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | 0.0000% | $3530500.00        | $3450511.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.0000%  | 0.0000% | $4691400.00        | $4781730.05        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.0000%  | 0.0000% | $1598000.00        | $1563992.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | 0.0000% | $8189200.00        | $8012428.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $781500.00         | $788199.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.5000%  | 0.0000% | $2511000.00        | $2397613.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $12829700.00       | $12910596.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $269540.00         | $282415.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $17837800.00       | $17931942.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $2175700.00        | $2189011.74        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | 0.0000% | $3353700.00        | $3176546.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $749800.00         | $739311.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $505200.00         | $480438.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $334300.00         | $331108.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 1.5000%  | 0.0000% | $26600.00          | $20682.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.5000%  | 0.0000% | $102400.00         | $98812.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.0000%  | 0.0000% | $504600.00         | $500352.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $138500.00         | $98696.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $173700.00         | $123780.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.5000%  | 0.0000% | $852900.00         | $609017.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | 0.0000% | $479900.00         | $315223.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.0000%  | 0.0000% | $12099900.00       | $8286112.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $49854900.00       | $35165943.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | 0.0000% | $19600.00          | $14345.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 2.5000%  | 0.0000% | $948900.00         | $658915.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.5000%  | 0.0000% | $12634200.00       | $9731779.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | 0.0000% | $1010000.00        | $733033.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $6847900.00        | $4001273.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 4.0000%  | 0.0000% | $63600.00          | $42719.44          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $22600.00          | $14800.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | 0.0000% | $717700.00         | $476523.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.0000%  | 0.0000% | $4739900.00        | $3093753.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | 0.0000% | $997000.00         | $682180.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 2.5000%  | 0.0000% | $27800.00          | $18541.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 4.5000%  | 0.0000% | $1697500.00        | $1428697.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-10-15      | 4.7100%  | 0.0000% | $18888900.00       | $18600368.36       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.0000%  | 0.0000% | $10580000.00       | $10567537.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.0000%  | 0.0000% | $1190300.00        | $869551.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.0000%  | 0.0000% | $48838100.00       | $44537110.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.0000%  | 0.0000% | $31522000.00       | $27530444.56       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.5000%  | 0.0000% | $4198800.00        | $288744.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 4.5000%  | 0.0000% | $10939500.00       | $160816.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-01-15      | 5.6700%  | 0.0000% | $105000.00         | $102718.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-09-15      | 5.4300%  | 0.0000% | $2500000.00        | $2558655.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | 0.0000% | $394500.00         | $335280.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | 0.0000% | $261300.00         | $257182.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $9831100.00        | $8872375.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 8.0000%  | 0.0000% | $1019200.00        | $1078481.01        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-04-15      | 5.0000%  | 0.0000% | $11524600.00       | $11528553.20       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-01-20      | 3.0000%  | 0.0000% | $457400.00         | $388858.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.2700%  | 0.0000% | $11152800.00       | $11338144.92       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | 0.0000% | $99000.00          | $93525.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | 0.0000% | $99000.00          | $93525.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | 0.0000% | $498900.00         | $354332.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 6.0000%  | 0.0000% | $329300.00         | $29506.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.0000%  | 0.0000% | $29999800.00       | $25082418.54       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | 0.0000% | $44050.00          | $35060.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.0000%  | 0.0000% | $20700.00          | $13487.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 3.0000%  | 0.0000% | $636600.00         | $437412.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 3.0000%  | 0.0000% | $416000.00         | $272986.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | 0.0000% | $3112444.00        | $2374581.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.0000%  | 0.0000% | $46477400.00       | $35406824.65       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | 0.0000% | $30150000.00       | $23190799.53       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.5000%  | 0.0000% | $5017900.00        | $4162730.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 5.0000%  | 0.0000% | $49999900.00       | $38459070.89       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 3.0000%  | 0.0000% | $36900.00          | $24512.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 2.0000%  | 0.0000% | $31200.00          | $23229.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 2.5000%  | 0.0000% | $672000.00         | $444169.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | 0.0000% | $123062000.00      | $95779342.55       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 1.5000%  | 0.0000% | $362000.00         | $259238.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 2.5000%  | 0.0000% | $6065800.00        | $4030313.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 4.0000%  | 0.0000% | $1965400.00        | $1365279.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | 0.0000% | $1566100.00        | $1284846.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 3.0000%  | 0.0000% | $578100.00         | $399788.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.5000%  | 0.0000% | $53980400.00       | $40258047.60       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 4.5000%  | 0.0000% | $194000.00         | $160766.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.0000%  | 0.0000% | $1806400.00        | $1476573.07        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | 0.0000% | $90000000.00       | $68266987.82       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.0000%  | 0.0000% | $3308200.00        | $2918976.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 3.0000%  | 0.0000% | $31500.00          | $21345.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | 0.0000% | $34020500.00       | $28237982.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.0000%  | 0.0000% | $28020000.00       | $23613175.49       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.0000%  | 0.0000% | $50000000.00       | $42915578.06       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 2.0000%  | 0.0000% | $850100.00         | $638450.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.0000%  | 0.0000% | $49998900.00       | $33534570.34       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 2.5000%  | 0.0000% | $3713600.00        | $2529975.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.0000%  | 0.0000% | $20000000.00       | $13575344.19       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | 0.0000% | $98856268.00       | $68813747.18       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.0000%  | 0.0000% | $259300.00         | $221307.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.0000%  | 0.0000% | $29999000.00       | $27514117.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.5000%  | 0.0000% | $72182600.00       | $61630028.19       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | 0.0000% | $30000000.00       | $27224826.57       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | 0.0000% | $25000000.00       | $16458321.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.0000%  | 0.0000% | $49998700.00       | $33905266.83       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.5000%  | 0.0000% | $11425900.00       | $9752384.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | 0.0000% | $719100.00         | $667425.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.5000%  | 0.0000% | $1446000.00        | $1298017.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | 0.0000% | $47102576.00       | $39579987.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.0000%  | 0.0000% | $1456200.00        | $1208548.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.0000%  | 0.0000% | $1215400.00        | $1006528.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.0000%  | 0.0000% | $1741400.00        | $1495297.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-02-15      | 5.2700%  | 0.0000% | $9554600.00        | $9707501.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $3329800.00        | $2790342.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-12-20      | 3.0000%  | 0.0000% | $223300.00         | $188427.40         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 3.0000%  | 0.0000% | $635000.00         | $530857.86         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-04-20      | 3.0000%  | 0.0000% | $892700.00         | $735885.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 3.0000%  | 0.0000% | $1144200.00        | $959528.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 4.0000%  | 0.0000% | $154000.00         | $137645.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-03-20      | 2.5000%  | 0.0000% | $279500.00         | $216548.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-04-20      | 4.0000%  | 0.0000% | $87300.00          | $77734.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.5000%  | 0.0000% | $2008200.00        | $1353979.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | 0.0000% | $109000.00         | $53816.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | 0.0000% | $1223000.00        | $1083294.87        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | 0.0000% | $2611400.00        | $1993367.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | 0.0000% | $235300.00         | $183376.25         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | 0.0000% | $506200.00         | $326664.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.5000%  | 0.0000% | $2474400.00        | $1626479.63        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.5000%  | 0.0000% | $85400.00          | $65448.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | 0.0000% | $48800.00          | $33895.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-06-15      | 3.5000%  | 0.0000% | $200000.00         | $174882.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | 0.0000% | $1398500.00        | $844458.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $43500.00          | $33553.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | 0.0000% | $1295900.00        | $1065499.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.0000%  | 0.0000% | $1883500.00        | $1342264.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $141900.00         | $94319.69          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2035-02-15      | 4.6250%  | 0.0000% | $62353400.00       | $64674724.23       | U.S. Treasuries (including strips) |

### Security 346: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDQMLKF8
- **C.18 - Value (incl. sponsor support):** $1475000000.00
- **C.18.a - Value (excl. sponsor support):** $1475000000.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $2612895.00        | $2757604.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $6912659.00        | $7111052.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $5286340.00        | $5354548.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.5000%  | 0.0000% | $3627907.00        | $740517.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $109265.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.5000%  | 0.0000% | $581045.00         | $135581.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $323163.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | 0.0000% | $280484.00         | $79055.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-08-20      | 7.0000%  | 0.0000% | $688947.00         | $501.38            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $4993.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $95174.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $41629.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-11-20      | 7.0000%  | 0.0000% | $6850000.00        | $4511.68           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-12-20      | 7.0000%  | 0.0000% | $677205.00         | $600.91            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $36804.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-09-20      | 7.0000%  | 0.0000% | $336539.00         | $547.05            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $580.88            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1329.76           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 5.0000%  | 0.0000% | $135585.00         | $888.98            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-02-20      | 5.0000%  | 0.0000% | $105000.00         | $789.77            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-05-20      | 5.0000%  | 0.0000% | $3060000.00        | $29182.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $8202.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1585.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5298.77           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-08-20      | 5.5000%  | 0.0000% | $15900000.00       | $174020.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $227819.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5270.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-02-20      | 4.0000%  | 0.0000% | $134168.00         | $6499.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 5.0000%  | 0.0000% | $200000000.00      | $5124591.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $9201.90           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 6.0000%  | 0.0000% | $319025.00         | $9991.87           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1207.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 4.0000%  | 0.0000% | $25000.00          | $986.45            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 5.0000%  | 0.0000% | $2321477.00        | $95016.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5200057.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-01-20      | 6.0000%  | 0.0000% | $347788.00         | $7105.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-03-20      | 5.0000%  | 0.0000% | $46673084.00       | $1668294.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-02-20      | 3.0000%  | 0.0000% | $6033065.00        | $9677.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 5.0000%  | 0.0000% | $9829769.00        | $344106.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $43706.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 3.5000%  | 0.0000% | $2139981.00        | $93999.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.5000%  | 0.0000% | $4522760.00        | $2863085.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $6618047.00        | $6197921.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | 0.0000% | $1187258.00        | $1189900.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | 0.0000% | $1429494.00        | $1225196.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | 0.0000% | $1193022.00        | $1235356.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $1018536.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $1153941.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | 0.0000% | $2359853.00        | $2036591.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | 0.0000% | $1294870.00        | $1016624.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | 0.0000% | $1154698.00        | $1192371.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $1156055.00        | $1144472.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | 0.0000% | $1129928.00        | $1174723.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | 0.0000% | $1852666.00        | $1913183.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1924441.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | 0.0000% | $2325904.00        | $2126442.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $4303910.00        | $3369204.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | 0.0000% | $2376560.00        | $2446998.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | 0.0000% | $1530233.00        | $1614493.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $1902742.00        | $1850303.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $2688098.00        | $2769847.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.5000%  | 0.0000% | $1465173.00        | $1579308.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | 0.0000% | $1847364.00        | $1913420.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | 0.0000% | $1566383.00        | $1605585.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $3134831.00        | $3217909.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1353887.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $1855801.00        | $1911962.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | 0.0000% | $1351452.00        | $1413263.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $10338467.00       | $10642861.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $1456027.00        | $1523911.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $4151144.00        | $4220470.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $3743311.00        | $3868236.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $15241176.00       | $15556953.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $3954092.00        | $4025279.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $1416651.00        | $1494076.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $8114245.00        | $8463229.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $8098684.00        | $8288773.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $7143782.00        | $7250715.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $10152394.00       | $10316870.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | 0.0000% | $13131069.00       | $13691681.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $16111588.00       | $16362683.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $16215167.00       | $16447899.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $1042732.00        | $1058094.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $3863489.00        | $4080763.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $3941065.00        | $4190882.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1517104.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $9730328.00        | $10042735.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $1225712.00        | $1275646.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $4189219.00        | $4362186.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.5000%  | 0.0000% | $1124000.00        | $99670.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-03-20      | 2.5000%  | 0.0000% | $205000.00         | $6752.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.0000%  | 0.0000% | $754899.00         | $62989.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $1017640.00        | $1017630.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $1517732.00        | $1589826.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $9209094.00        | $9613611.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1817147.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | 0.0000% | $3491185.00        | $3644352.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $10238343.00       | $10540497.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $8196451.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $24731397.00       | $25743969.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3930562.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8786815.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1361254.00        | $1428912.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | 0.0000% | $2607032.00        | $2689661.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $1162928.00        | $1198689.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1129721.00        | $1185154.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $1293841.00        | $1343089.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $12866803.00       | $13437706.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $3308675.00        | $3467835.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | 0.0000% | $2073356.00        | $2124185.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $811725.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 4.0000%  | 0.0000% | $178680784.00      | $165170099.72      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $80000000.00       | $80733999.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | 0.0000% | $201498572.00      | $198436899.87      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $266047.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1652850.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | 0.0000% | $231737830.00      | $237517989.52      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 5.0000%  | 0.0000% | $518743.00         | $117965.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $35137.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | 0.0000% | $26918803.00       | $11238072.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $3000000.00        | $2137840.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $398729.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $3015979.00        | $1762256.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 1.5000%  | 0.0000% | $254875130.00      | $150680572.10      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | 0.0000% | $2774756.00        | $1898580.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 3.0000%  | 0.0000% | $260831.00         | $181921.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $333543.00         | $311424.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | 0.0000% | $3144596.00        | $2815905.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $330867.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | 0.0000% | $235073123.00      | $29804802.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 5.0000%  | 0.0000% | $16853489.00       | $1898736.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.0000%  | 0.0000% | $1261000.00        | $137316.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 5.0000%  | 0.0000% | $5121669.00        | $515255.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.0000%  | 0.0000% | $10800000.00       | $986072.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $199525.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 4.0000%  | 0.0000% | $2895882.00        | $268128.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $149726.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 5.0000%  | 0.0000% | $60641918.00       | $3797566.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 3.5000%  | 0.0000% | $263751705.00      | $27521647.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.0000%  | 0.0000% | $75904522.00       | $6272857.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $36572.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $14176.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 4.5000%  | 0.0000% | $2269169.00        | $263477.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 2.5000%  | 0.0000% | $54446142.00       | $8487956.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 3.5000%  | 0.0000% | $496996380.00      | $61352315.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $2912.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $16109.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 4.5000%  | 0.0000% | $5200800.00        | $385186.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | 0.0000% | $53066759.00       | $4740163.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 4.0000%  | 0.0000% | $111603.00         | $3541.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $196153.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | 0.0000% | $6066355.00        | $5535365.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.5000%  | 0.0000% | $11183662.00       | $10538873.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | 0.0000% | $699792.00         | $652980.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.5000%  | 0.0000% | $1908157.00        | $1424331.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1841800.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $3869759.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $676357.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 6.5000%  | 0.0000% | $3028637.00        | $2582811.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 6.5000%  | 0.0000% | $2640723.00        | $2504241.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 6.5000%  | 0.0000% | $2964049.00        | $2103337.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.5000%  | 0.0000% | $8101607.00        | $4909512.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.5000%  | 0.0000% | $2221154.00        | $1978736.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $2089839.00        | $1272928.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | 0.0000% | $1442111.00        | $1480250.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $2337763.00        | $1608319.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.0000%  | 0.0000% | $6098444.00        | $4960142.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.5000%  | 0.0000% | $5554707.00        | $5331971.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5878727.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $893408.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.5000%  | 0.0000% | $1025445.00        | $437041.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3460443.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $1633644.00        | $1526998.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $60394.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | 0.0000% | $540000.00         | $383523.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.0000%  | 0.0000% | $296814.00         | $42690.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | 0.0000% | $22508282.00       | $3421976.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.5000%  | 0.0000% | $3354506.00        | $507096.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 5.5000%  | 0.0000% | $50000.00          | $13090.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 2.5000%  | 0.0000% | $10388652.00       | $3047438.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 3.5000%  | 0.0000% | $120115000.00      | $9743919.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.0000%  | 0.0000% | $1048000.00        | $110940.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-03-20      | 4.0000%  | 0.0000% | $15992759.00       | $887534.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $15940.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 3.0000%  | 0.0000% | $2700000.00        | $295183.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $41711.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-08-20      | 3.5000%  | 0.0000% | $363284.00         | $33482.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 3.0000%  | 0.0000% | $962233.00         | $132032.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 5.5000%  | 0.0000% | $95526.00          | $6734.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-04-20      | 4.0000%  | 0.0000% | $1404539.00        | $85672.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 4.0000%  | 0.0000% | $2600000.00        | $173515.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 3.5000%  | 0.0000% | $5647089.00        | $419591.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.5000%  | 0.0000% | $100000.00         | $11548.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-07-20      | 6.0000%  | 0.0000% | $125000.00         | $10859.45          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.0000%  | 0.0000% | $250000.00         | $35860.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.5000%  | 0.0000% | $130000.00         | $13808.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.5000%  | 0.0000% | $319589.00         | $270316.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | 0.0000% | $5573000.00        | $4195264.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 5.5000%  | 0.0000% | $784830.00         | $528533.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | 0.0000% | $19133771.00       | $13410475.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 4.5000%  | 0.0000% | $2000.00           | $1565.30           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 1.5000%  | 0.0000% | $627526.00         | $456334.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.0000%  | 0.0000% | $2214537.00        | $1741729.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 6.0000%  | 0.0000% | $1000.00           | $589.58            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 4.5000%  | 0.0000% | $10547500.00       | $8740626.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | 0.0000% | $4750000.00        | $4410860.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 3.0000%  | 0.0000% | $15000.00          | $10594.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $100000.00         | $67502.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | 0.0000% | $211617.00         | $182902.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 3.5000%  | 0.0000% | $1794555.00        | $1330501.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 7.0000%  | 0.0000% | $400000.00         | $159491.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 6.5000%  | 0.0000% | $2836827.00        | $1807890.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 4.0000%  | 0.0000% | $379831.00         | $314574.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | 0.0000% | $11446084.00       | $10230032.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 6.5000%  | 0.0000% | $38076.00          | $27856.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 3.5000%  | 0.0000% | $509215.00         | $87673.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | 0.0000% | $2379474.00        | $1147497.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | 0.0000% | $508147.00         | $122084.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $109679.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $51529.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8089.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.5000%  | 0.0000% | $400000.00         | $141530.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.5000%  | 0.0000% | $40828.00          | $3644.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.5000%  | 0.0000% | $898980.00         | $395190.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $120692.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1311420.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1393962.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | 0.0000% | $6763227.00        | $2121262.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $140995.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 4.0000%  | 0.0000% | $7989971.00        | $1568974.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.0000%  | 0.0000% | $6606850.00        | $1430039.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.5000%  | 0.0000% | $3557489.00        | $1025195.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $317003.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26905.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $166742.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | 0.0000% | $32082049.00       | $6514874.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $111963.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | 0.0000% | $2874513.00        | $597364.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $948448.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $118689.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $388050.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $669202.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | 0.0000% | $2974000.00        | $1443369.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4168453.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $899402.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $6001088.00        | $4162775.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | 0.0000% | $2746571.00        | $1261432.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $300000.00         | $149859.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1395355.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $650518.04         | Agency Mortgage-Backed Securities |

### Security 347: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDQUM7G0
- **C.18 - Value (incl. sponsor support):** $383500000.00
- **C.18.a - Value (excl. sponsor support):** $383500000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PG&E WILDFIRE RECOVERY FUNDING LLC                            | 2049-12-01      | 5.2120%  | 0.0000% | $284000.00         | $275375.05         | Asset-Backed Securities                           |
| QUALCOMM INC                                                  | 2047-05-20      | 4.3000%  | 0.0000% | $20000.00          | $17052.50          | Corporate Debt Securities                         |
| QUALCOMM INC                                                  | 2050-05-20      | 3.2500%  | 0.0000% | $2000.00           | $1401.10           | Corporate Debt Securities                         |
| QUALCOMM INC                                                  | 2032-05-20      | 1.6500%  | 0.0000% | $19000.00          | $16111.57          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                             | 2040-09-01      | 2.1000%  | 0.0000% | $960000.00         | $679126.40         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                             | 2029-06-01      | 4.8000%  | 0.0000% | $331000.00         | $345664.40         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                             | 2054-06-01      | 5.2500%  | 0.0000% | $30000.00          | $30312.40          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                             | 2035-03-01      | 5.0000%  | 0.0000% | $852000.00         | $900777.00         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC                                            | 2026-05-15      | 2.6250%  | 0.0000% | $600000.00         | $597914.00         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC                                            | 2026-05-15      | 2.6250%  | 0.0000% | $699000.00         | $696569.81         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC                                            | 2027-01-28      | 2.3750%  | 0.0000% | $1945000.00        | $1908385.65        | Corporate Debt Securities                         |
| RIO TINTO FINANCE (USA) LTD                                   | 2051-11-02      | 2.7500%  | 0.0000% | $465000.00         | $289224.19         | Corporate Debt Securities                         |
| NESTLE HLDGS INC.                                             | 2026-01-15      | 0.6250%  | 0.0000% | $5780000.00        | $5703726.48        | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP                                         | 2031-06-01      | 2.2500%  | 0.0000% | $32000.00          | $29071.36          | Corporate Debt Securities                         |
| CME GROUP INC                                                 | 2028-06-15      | 3.7500%  | 0.0000% | $9000.00           | $9037.42           | Corporate Debt Securities                         |
| WISCONSIN ELECTRIC POWER COMPANY                              | 2054-10-01      | 5.0500%  | 0.0000% | $85000.00          | $79242.19          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2038-07-24      | 3.8820%  | 0.0000% | $2000.00           | $1783.39           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2048-07-24      | 4.0320%  | 0.0000% | $27000.00          | $21925.62          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2029-12-05      | 4.4520%  | 0.0000% | $44000.00          | $44796.75          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2030-10-15      | 2.7390%  | 0.0000% | $31000.00          | $29523.32          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2027-04-22      | 1.5780%  | 0.0000% | $56000.00          | $55340.14          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2030-06-14      | 4.5650%  | 0.0000% | $99000.00          | $101114.68         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2028-07-25      | 4.8510%  | 0.0000% | $7170000.00        | $7290610.15        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2033-07-25      | 4.9120%  | 0.0000% | $24000.00          | $24494.38          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2030-01-23      | 5.0120%  | 0.0000% | $8000.00           | $8239.22           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2028-04-22      | 5.5710%  | 0.0000% | $2398000.00        | $2495942.11        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2045-11-29      | 5.5340%  | 0.0000% | $52000.00          | $53101.10          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2045-11-29      | 5.5340%  | 0.0000% | $1627000.00        | $1661451.73        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                           | 2036-04-22      | 5.5720%  | 0.0000% | $43000.00          | $45685.21          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2035-06-15      | 5.3000%  | 0.0000% | $32000.00          | $33120.27          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                              | 2035-03-14      | 5.1880%  | 0.0000% | $52000.00          | $54354.47          | Corporate Debt Securities                         |
| WYETH LLC                                                     | 2034-02-01      | 6.5000%  | 0.0000% | $46000.00          | $51918.16          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                          | 2027-09-15      | 5.9330%  | 0.0000% | $14000.00          | $14602.39          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                          | 2031-01-24      | 5.1620%  | 0.0000% | $88000.00          | $91246.20          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                          | 2036-05-09      | 5.4640%  | 0.0000% | $9960000.00        | $10433254.94       | Corporate Debt Securities                         |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                           | 2055-04-01      | 5.8000%  | 0.0000% | $71000.00          | $73475.53          | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2027-08-15      | 3.5000%  | 0.0000% | $5765000.00        | $5738199.15        | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2062-08-15      | 4.6500%  | 0.0000% | $5952000.00        | $5034548.80        | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2033-05-15      | 4.9500%  | 0.0000% | $3878000.00        | $4048593.22        | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2053-05-15      | 5.6000%  | 0.0000% | $59000.00          | $59803.45          | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2054-08-15      | 5.4000%  | 0.0000% | $65000.00          | $63125.40          | Corporate Debt Securities                         |
| META PLATFORMS INC                                            | 2064-08-15      | 5.5500%  | 0.0000% | $267000.00         | $261640.86         | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                     | 2030-10-15      | 4.6500%  | 0.0000% | $29000.00          | $30044.07          | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                     | 2035-05-14      | 5.2500%  | 0.0000% | $21000.00          | $21905.99          | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                      | 2039-04-01      | 5.9600%  | 0.0000% | $606000.00         | $661141.29         | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                      | 2032-02-03      | 2.4500%  | 0.0000% | $98000.00          | $87721.71          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2029-05-01      | 4.2230%  | 0.0000% | $39000.00          | $39555.44          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2039-04-23      | 4.4110%  | 0.0000% | $41000.00          | $38007.76          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2032-10-21      | 2.6500%  | 0.0000% | $80000.00          | $72315.38          | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                                        | 2027-03-18      | 5.2830%  | 0.0000% | $786000.00         | $808311.99         | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) | 2027-01-18      | 4.7500%  | 0.0000% | $5396000.00        | $5485787.94        | Corporate Debt Securities                         |
| ATMOS ENERGY CORP                                             | 2052-10-15      | 5.7500%  | 0.0000% | $65000.00          | $66385.98          | Corporate Debt Securities                         |
| WALT DISNEY CO                                                | 2034-12-15      | 6.2000%  | 0.0000% | $99000.00          | $112504.04         | Corporate Debt Securities                         |
| WALT DISNEY CO                                                | 2040-03-23      | 4.6250%  | 0.0000% | $48000.00          | $46881.68          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA INC                            | 2053-10-15      | 6.2500%  | 0.0000% | $33000.00          | $36487.24          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2044-07-08      | 4.8000%  | 0.0000% | $20000.00          | $18275.40          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2034-10-24      | 6.5610%  | 0.0000% | $1000.00           | $1134.03           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2034-10-24      | 6.5610%  | 0.0000% | $22000.00          | $24948.69          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2031-01-28      | 4.3600%  | 0.0000% | $798000.00         | $802494.40         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                   | 2029-04-23      | 3.8140%  | 0.0000% | $10000.00          | $10034.69          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC                                     | 2033-01-15      | 4.9500%  | 0.0000% | $10000.00          | $10304.10          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC                                     | 2053-01-15      | 5.3500%  | 0.0000% | $50000.00          | $48159.44          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC                                      | 2034-03-15      | 5.1000%  | 0.0000% | $57000.00          | $59598.82          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC                                      | 2035-03-15      | 5.0500%  | 0.0000% | $79000.00          | $81882.56          | Corporate Debt Securities                         |
| PEPSICO INC                                                   | 2041-10-21      | 2.6250%  | 0.0000% | $635000.00         | $458624.52         | Corporate Debt Securities                         |
| PRUDENTIAL FUNDING ASIA PLC                                   | 2030-04-14      | 3.1250%  | 0.0000% | $25000.00          | $24213.22          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO                                           | 2026-01-26      | 4.1000%  | 0.0000% | $488000.00         | $489497.35         | Corporate Debt Securities                         |
| PIONEER NAT RES CO                                            | 2026-01-15      | 1.1250%  | 0.0000% | $184000.00         | $182032.12         | Corporate Debt Securities                         |
| PIONEER NAT RES CO                                            | 2026-03-29      | 5.1000%  | 0.0000% | $501000.00         | $513825.60         | Corporate Debt Securities                         |
| CONNECTICUT LIGHT & PWR CO                                    | 2044-04-15      | 4.3000%  | 0.0000% | $20000.00          | $17460.31          | Corporate Debt Securities                         |
| TARGET CORPORATION                                            | 2046-04-15      | 3.6250%  | 0.0000% | $1169000.00        | $900589.48         | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2050-08-01      | 2.0500%  | 0.0000% | $100000.00         | $53527.44          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                                | 2027-02-22      | 3.6770%  | 0.0000% | $95000.00          | $94535.92          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                                | 2028-03-02      | 3.9610%  | 0.0000% | $39000.00          | $39667.48          | Corporate Debt Securities                         |
| AMAZON.COM INC                                                | 2032-04-13      | 3.6000%  | 0.0000% | $40000.00          | $39117.20          | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                     | 2047-11-15      | 3.7500%  | 0.0000% | $45000.00          | $34777.50          | Corporate Debt Securities                         |
| MICROSOFT CORP                                                | 2026-08-08      | 2.4000%  | 0.0000% | $54915000.00       | $54186277.95       | Corporate Debt Securities                         |
| MICROSOFT CORP                                                | 2027-02-06      | 3.3000%  | 0.0000% | $109000.00         | $108419.94         | Corporate Debt Securities                         |
| MICROSOFT CORP                                                | 2052-03-17      | 2.9210%  | 0.0000% | $5644000.00        | $3820787.64        | Corporate Debt Securities                         |
| UNION ELECTRIC CO                                             | 2035-04-15      | 5.2500%  | 0.0000% | $61000.00          | $63721.57          | Corporate Debt Securities                         |
| HOME DEPOT INC                                                | 2050-04-15      | 3.3500%  | 0.0000% | $15000.00          | $10733.99          | Corporate Debt Securities                         |
| DTE ELECTRIC COMPANY                                          | 2032-03-01      | 3.0000%  | 0.0000% | $59000.00          | $55206.50          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC                                   | 2041-09-17      | 2.9300%  | 0.0000% | $50000.00          | $36936.25          | Corporate Debt Securities                         |
| BLACKSTONE HOLDINGS FINANCE CO LLC                            | 2052-01-30      | 3.2000%  | 0.0000% | $8632000.00        | $5741210.34        | Corporate Debt Securities                         |
| TJX COMPANIES INC                                             | 2031-05-15      | 1.6000%  | 0.0000% | $50000.00          | $43927.61          | Corporate Debt Securities                         |
| CATERPILLAR INC                                               | 2042-08-15      | 3.8030%  | 0.0000% | $101000.00         | $83972.30          | Corporate Debt Securities                         |
| CATERPILLAR INC                                               | 2049-09-19      | 3.2500%  | 0.0000% | $26000.00          | $18746.64          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                       | 2032-10-01      | 4.4500%  | 0.0000% | $50000.00          | $50329.22          | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                             | 2031-02-26      | 4.9500%  | 0.0000% | $87000.00          | $90095.68          | Corporate Debt Securities                         |
| CHEVRON USA INC.                                              | 2027-02-26      | 4.7228%  | 0.0000% | $3000000.00        | $3004421.68        | Corporate Debt Securities                         |
| CHEVRON USA INC.                                              | 2035-10-15      | 4.8500%  | 0.0000% | $8100000.00        | $8110008.00        | Corporate Debt Securities                         |
| CHEVRON USA INC.                                              | 2028-08-13      | 4.9232%  | 0.0000% | $5300000.00        | $5323573.18        | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                              | 2041-06-01      | 5.4000%  | 0.0000% | $149000.00         | $151042.79         | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                              | 2030-08-15      | 7.9500%  | 0.0000% | $3000.00           | $3512.44           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                                       | 2050-11-13      | 2.5500%  | 0.0000% | $48000.00          | $28553.68          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                                       | 2052-03-15      | 3.7000%  | 0.0000% | $50000.00          | $37382.28          | Corporate Debt Securities                         |
| CITIBANK NA                                                   | 2026-08-06      | 4.9290%  | 0.0000% | $51452000.00       | $51983452.00       | Corporate Debt Securities                         |
| APPLE INC                                                     | 2026-08-04      | 2.4500%  | 0.0000% | $121198000.00      | $119708644.92      | Corporate Debt Securities                         |
| APPLE INC                                                     | 2050-08-20      | 2.4000%  | 0.0000% | $22000.00          | $13066.24          | Corporate Debt Securities                         |
| WALMART INC                                                   | 2048-06-29      | 4.0500%  | 0.0000% | $2100000.00        | $1747389.00        | Corporate Debt Securities                         |
| WALMART INC                                                   | 2026-07-08      | 3.0500%  | 0.0000% | $200000.00         | $199126.17         | Corporate Debt Securities                         |
| WALMART INC                                                   | 2026-04-15      | 4.0000%  | 0.0000% | $778000.00         | $788914.48         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2040-10-15      | 5.7000%  | 0.0000% | $100000.00         | $104306.67         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2053-02-15      | 5.8750%  | 0.0000% | $64000.00          | $64071.34          | Corporate Debt Securities                         |
| VISA INC                                                      | 2035-12-14      | 4.1500%  | 0.0000% | $516000.00         | $499036.93         | Corporate Debt Securities                         |
| VISA INC                                                      | 2045-12-14      | 4.3000%  | 0.0000% | $392000.00         | $344978.95         | Corporate Debt Securities                         |
| VISA INC                                                      | 2027-09-15      | 2.7500%  | 0.0000% | $500000.00         | $495548.89         | Corporate Debt Securities                         |
| AMAZON.COM INC                                                | 2051-05-12      | 3.1000%  | 0.0000% | $39000.00          | $26851.65          | Corporate Debt Securities                         |
| AMAZON.COM INC                                                | 2061-05-12      | 3.2500%  | 0.0000% | $156000.00         | $103365.56         | Corporate Debt Securities                         |
| ALPHABET INC                                                  | 2026-08-15      | 1.9980%  | 0.0000% | $9411000.00        | $9236209.50        | Corporate Debt Securities                         |
| ALPHABET INC                                                  | 2030-08-15      | 1.1000%  | 0.0000% | $12000.00          | $10492.41          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC                                | 2040-05-15      | 2.7000%  | 0.0000% | $185000.00         | $137090.55         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC                                | 2034-02-08      | 4.8500%  | 0.0000% | $17000.00          | $17182.91          | Corporate Debt Securities                         |
| ALABAMA POWER COMPANY                                         | 2052-03-15      | 3.0000%  | 0.0000% | $65000.00          | $43001.18          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                           | 2026-11-30      | 3.7500%  | 0.0000% | $3214000.00        | $3237464.88        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                           | 2036-11-30      | 4.7500%  | 0.0000% | $848000.00         | $856134.91         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                           | 2030-06-30      | 1.4000%  | 0.0000% | $871000.00         | $776648.44         | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                              | 2046-03-01      | 4.1140%  | 0.0000% | $859000.00         | $727720.27         | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                              | 2026-08-16      | 2.2750%  | 0.0000% | $5463000.00        | $5377621.66        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2031-04-15      | 4.9000%  | 0.0000% | $72000.00          | $75136.96          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2034-04-15      | 5.0000%  | 0.0000% | $50000.00          | $51290.06          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                        | 2032-01-15      | 4.9500%  | 0.0000% | $65000.00          | $66810.25          | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                         | 2028-10-15      | 4.8812%  | 0.0000% | $4977000.00        | $4985211.65        | Corporate Debt Securities                         |
| STATE STREET CORP                                             | 2032-10-22      | 4.6750%  | 0.0000% | $47000.00          | $48401.65          | Corporate Debt Securities                         |
| STATE STREET CORP                                             | 2036-02-28      | 5.1460%  | 0.0000% | $67000.00          | $68060.81          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2045-03-01      | 3.8000%  | 0.0000% | $35000.00          | $28478.41          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2046-05-15      | 4.7000%  | 0.0000% | $93000.00          | $84973.89          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2032-06-15      | 3.9000%  | 0.0000% | $16000.00          | $15665.23          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2033-01-15      | 5.2500%  | 0.0000% | $11000.00          | $11554.47          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2055-02-15      | 5.2000%  | 0.0000% | $28000.00          | $26331.26          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                   | 2034-08-15      | 4.8000%  | 0.0000% | $67000.00          | $67439.97          | Corporate Debt Securities                         |
| CANADIAN NTL RAIL CO                                          | 2049-01-20      | 4.4500%  | 0.0000% | $82000.00          | $71180.99          | Corporate Debt Securities                         |
| EVERGY METRO INC                                              | 2033-04-15      | 4.9500%  | 0.0000% | $26000.00          | $26782.47          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP             | 2033-01-15      | 5.8000%  | 0.0000% | $40000.00          | $42953.16          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPORATION                                    | 2050-02-07      | 2.8750%  | 0.0000% | $9000.00           | $5848.98           | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                         | 2060-09-15      | 2.5000%  | 0.0000% | $31000.00          | $17456.07          | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                         | 2033-02-27      | 4.7000%  | 0.0000% | $83000.00          | $84271.65          | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                         | 2032-02-12      | 4.9000%  | 0.0000% | $18000.00          | $18663.91          | Corporate Debt Securities                         |
| AEP TRANSMISSION COMPANY LLC                                  | 2050-04-01      | 3.6500%  | 0.0000% | $255000.00         | $192998.17         | Corporate Debt Securities                         |
| AEP TRANSMISSION COMPANY LLC                                  | 2035-06-15      | 5.3750%  | 0.0000% | $77000.00          | $80406.26          | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                         | 2029-10-04      | 4.0500%  | 0.0000% | $99000.00          | $100540.69         | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                         | 2029-10-04      | 4.0500%  | 0.0000% | $664000.00         | $674333.50         | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                         | 2029-10-04      | 4.0500%  | 0.0000% | $1401000.00        | $1422803.06        | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                         | 2031-10-04      | 4.2500%  | 0.0000% | $1740000.00        | $1761955.42        | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                         | 2034-10-04      | 4.5000%  | 0.0000% | $204000.00         | $203358.42         | Corporate Debt Securities                         |
| NSTAR ELECTRIC CO                                             | 2035-03-01      | 5.2000%  | 0.0000% | $20000.00          | $20886.87          | Corporate Debt Securities                         |
| NVIDIA CORP                                                   | 2026-09-16      | 3.2000%  | 0.0000% | $607000.00         | $611084.44         | Corporate Debt Securities                         |
| SHELL FINANCE US INC                                          | 2046-05-10      | 4.0000%  | 0.0000% | $7000.00           | $5689.40           | Corporate Debt Securities                         |
| SIEMENS FUNDING BV                                            | 2032-05-28      | 4.9000%  | 0.0000% | $3641000.00        | $3775338.74        | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                            | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $767.37            | Corporate Debt Securities                         |
| EQUINOR ASA                                                   | 2028-09-10      | 3.6250%  | 0.0000% | $826000.00         | $832457.14         | Corporate Debt Securities                         |
| EQUINOR ASA                                                   | 2030-09-03      | 4.5000%  | 0.0000% | $1868000.00        | $1915634.00        | Corporate Debt Securities                         |
| NORDEA BANK ABP                                               | 2030-08-28      | 0.0000%  | 0.0000% | $8322000.00        | $8334771.96        | Corporate Debt Securities                         |
| NORTHWESTERN UNIVERSITY                                       | 2035-12-01      | 4.9400%  | 0.0000% | $511000.00         | $532549.72         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC                                          | 2054-06-01      | 5.7500%  | 0.0000% | $44000.00          | $44886.40          | Corporate Debt Securities                         |
| MA INSTITUTE OF TECH                                          | 2111-07-01      | 5.6000%  | 0.0000% | $23000.00          | $22920.01          | Corporate Debt Securities                         |
| MARS INC                                                      | 2049-04-01      | 3.9500%  | 0.0000% | $40000.00          | $32254.76          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC                                       | 2051-06-08      | 3.0500%  | 0.0000% | $96000.00          | $63465.84          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                | 2029-02-01      | 5.1230%  | 0.0000% | $55000.00          | $56402.75          | Corporate Debt Securities                         |
| MORGAN STANLEY                                                | 2035-04-19      | 5.8310%  | 0.0000% | $500000.00         | $538953.19         | Corporate Debt Securities                         |
| MORGAN STANLEY                                                | 2055-11-19      | 5.5160%  | 0.0000% | $1351000.00        | $1353529.37        | Corporate Debt Securities                         |
| MORGAN STANLEY                                                | 2042-07-24      | 6.3750%  | 0.0000% | $972000.00         | $1081299.38        | Corporate Debt Securities                         |
| HONEYWELL INTERNATIONAL INC                                   | 2031-09-01      | 4.9500%  | 0.0000% | $59000.00          | $62354.45          | Corporate Debt Securities                         |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                            | 2111-11-01      | 4.7000%  | 0.0000% | $261000.00         | $215600.50         | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                                            | 2035-03-21      | 5.4000%  | 0.0000% | $9000.00           | $9441.99           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                                | 2047-07-12      | 3.9000%  | 0.0000% | $10231000.00       | $8328869.53        | Corporate Debt Securities                         |
| HOME DEPOT INC                                                | 2034-06-25      | 4.9500%  | 0.0000% | $37000.00          | $38049.69          | Corporate Debt Securities                         |
| COCA-COLA CO                                                  | 2034-05-13      | 5.0000%  | 0.0000% | $73000.00          | $76666.22          | Corporate Debt Securities                         |
| ROCC TRUST ROCC_24-CNTR                                       | 2041-11-13      | 8.8191%  | 0.0000% | $5800930.00        | $6164481.65        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_17-COR2                              | 2050-09-10      | 3.0000%  | 0.0000% | $1125910.00        | $999657.58         | Private Label Collateralized Mortgage Obligations |
| VERUS_22-7                                                    | 2067-07-25      | 5.3066%  | 0.0000% | $6099696.00        | $6019367.13        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16      | 2055-06-15      | 2.5000%  | 0.0000% | $2970168.00        | $1717768.28        | Private Label Collateralized Mortgage Obligations |
| BFLD_20-EYP                                                   | 2035-10-15      | 5.6276%  | 0.0000% | $5616824.00        | $4596941.69        | Private Label Collateralized Mortgage Obligations |
| DURST COMMERCIAL MORTGAGE TRUST DURST_25-151                  | 2042-08-11      | 5.7681%  | 0.0000% | $3000000.00        | $3071178.92        | Private Label Collateralized Mortgage Obligations |
| DURST_25-151                                                  | 2042-08-10      | 6.0184%  | 0.0000% | $1500000.00        | $1532473.53        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_23-RPL1               | 2062-06-25      | 3.5000%  | 0.0000% | $128215.00         | $96980.45          | Private Label Collateralized Mortgage Obligations |
| BX_25-VLT7                                                    | 2044-07-15      | 7.6131%  | 0.0000% | $2769876.00        | $2785868.29        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_24-3                         | 2069-04-25      | 6.8450%  | 0.0000% | $1730012.00        | $1114627.80        | Private Label Collateralized Mortgage Obligations |

### Security 348: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.540000%
- **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: BYDQUM7P0
- **C.18 - Value (incl. sponsor support):** $47500000.00
- **C.18.a - Value (excl. sponsor support):** $47500000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CVS HEALTH CORP                   | 2054-12-10      | 6.7500%  | 0.0000% | $538000.00         | $554679.35         | Corporate Debt Securities |
| CVS HEALTH CORP                   | 2055-03-10      | 7.0000%  | 0.0000% | $6248000.00        | $6719793.42        | Corporate Debt Securities |
| FORTESCUE TREASURY PTY LTD        | 2027-09-15      | 4.5000%  | 0.0000% | $18000.00          | $18190.98          | Corporate Debt Securities |
| BALL CORP                         | 2030-08-15      | 2.8750%  | 0.0000% | $4561000.00        | $4131481.76        | Corporate Debt Securities |
| WHIRLPOOL CORP                    | 2033-06-15      | 6.5000%  | 0.0000% | $797000.00         | $812735.44         | Corporate Debt Securities |
| WHIRLPOOL CORP                    | 2033-06-15      | 6.5000%  | 0.0000% | $4969000.00        | $5067104.62        | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 6.9500%  | 0.0000% | $1000.00           | $1017.84           | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 6.9500%  | 0.0000% | $6691000.00        | $6810386.03        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE       | 2079-12-31      | 7.0900%  | 0.0000% | $4136000.00        | $4171619.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE       | 2079-12-31      | 7.5000%  | 0.0000% | $141000.00         | $150078.75         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE       | 2079-12-31      | 7.5000%  | 0.0000% | $1000.00           | $1073.30           | Corporate Debt Securities |
| EDISON INTL                       | 2079-12-31      | 5.0000%  | 0.0000% | $805000.00         | $739157.26         | Corporate Debt Securities |
| EDISON INTL                       | 2079-12-31      | 5.0000%  | 0.0000% | $944000.00         | $866788.14         | Corporate Debt Securities |
| HERC HOLDINGS ESCROW INC          | 2033-06-15      | 7.2500%  | 0.0000% | $11367000.00       | $12144284.93       | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC          | 2030-11-15      | 7.0500%  | 0.0000% | $2000.00           | $2120.97           | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC          | 2033-04-15      | 6.7500%  | 0.0000% | $2000.00           | $2077.02           | Corporate Debt Securities |
| CENTERPOINT ENERGY INC            | 2055-02-15      | 7.0000%  | 0.0000% | $3257000.00        | $3430409.92        | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 6.2500%  | 0.0000% | $1000.00           | $1008.21           | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $1000.09           | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 4.1500%  | 0.0000% | $382000.00         | $373903.09         | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 4.1500%  | 0.0000% | $1689000.00        | $1653199.77        | Corporate Debt Securities |
| CITIGROUP INC                     | 2079-12-31      | 6.7500%  | 0.0000% | $4035000.00        | $4086506.78        | Corporate Debt Securities |
| SLM CORP                          | 2030-01-31      | 6.5000%  | 0.0000% | $66000.00          | $69458.80          | Corporate Debt Securities |
| ENERGY TRANSFER LP                | 2079-12-31      | 7.1250%  | 0.0000% | $1000.00           | $1046.99           | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HOLDINGS LTD | 2031-03-26      | 6.5000%  | 0.0000% | $400000.00         | $438806.00         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HOLDINGS LTD | 2028-03-27      | 5.2000%  | 0.0000% | $2000.00           | $2072.39           | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-09-08

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer