# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-25-045879
**Filing Date:** 2025-7
**Character Count:** 1034890
**Document Hash:** d078fa3d4ced5de1554f71cee8d21b05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045879.hdr.sgml**: 20250707

**ACCESSION NUMBER**: 0001145549-25-045879

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250707

**DATE AS OF CHANGE**: 20250707

**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:** 251107648

**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):** 2025-06-30

**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:** 27 days

- **WAL:** 73 days

- **Total Value of Portfolio Securities:** $77746365312.38

- **Amortized Cost of Portfolio Securities:** $35100005000.00

- **Cash:** $2505929659.06

- **Total Other Assets:** $267655710.88

- **Total Liabilities:** $321557058.09

- **Net Assets of Series:** $80198393624.23

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $33636583572.02           | $43258997168.14            | 41.5800%                  | 53.4700%                   |
| 2025-06-03 | $34301473815.11           | $43414548159.01            | 42.0800%                  | 53.2600%                   |
| 2025-06-04 | $33740406868.13           | $43033380122.82            | 41.5900%                  | 53.0500%                   |
| 2025-06-05 | $31802065351.49           | $41435978714.11            | 40.0000%                  | 52.1100%                   |
| 2025-06-06 | $32481546564.82           | $41801181911.31            | 40.5700%                  | 52.2100%                   |
| 2025-06-09 | $32595822600.81           | $41407664017.54            | 41.1100%                  | 52.2300%                   |
| 2025-06-10 | $33390201105.79           | $42020892000.99            | 41.5500%                  | 52.2900%                   |
| 2025-06-11 | $33037735207.18           | $42017786131.10            | 41.2300%                  | 52.4400%                   |
| 2025-06-12 | $30492499650.66           | $40806651360.35            | 38.9000%                  | 52.0500%                   |
| 2025-06-13 | $30662653589.98           | $40075541942.06            | 39.4800%                  | 51.6000%                   |
| 2025-06-16 | $31610070272.05           | $39983861695.10            | 40.7400%                  | 51.5300%                   |
| 2025-06-17 | $34417186503.67           | $42072522657.15            | 43.3100%                  | 52.9400%                   |
| 2025-06-18 | $31908465348.98           | $41393090363.53            | 40.5700%                  | 52.6300%                   |
| 2025-06-20 | $31155694586.05           | $40141556217.94            | 40.1300%                  | 51.7000%                   |
| 2025-06-23 | $34462917574.22           | $42574519336.63            | 43.0700%                  | 53.2100%                   |
| 2025-06-24 | $33730169176.99           | $41786064482.06            | 43.0300%                  | 53.3000%                   |
| 2025-06-25 | $32393788776.13           | $43377509830.79            | 40.5000%                  | 54.2300%                   |
| 2025-06-26 | $31213683752.64           | $42770475607.58            | 39.1100%                  | 53.5900%                   |
| 2025-06-27 | $29222714552.77           | $41886613297.68            | 37.6600%                  | 53.9700%                   |
| 2025-06-30 | $34932020015.82           | $45125919915.46            | 43.3900%                  | 56.0600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%             |
| 2025-06-03 | 0.0000%             |
| 2025-06-04 | 0.0000%             |
| 2025-06-05 | 0.0000%             |
| 2025-06-06 | 0.0000%             |
| 2025-06-09 | 0.0000%             |
| 2025-06-10 | 0.0000%             |
| 2025-06-11 | 0.0000%             |
| 2025-06-12 | 0.0000%             |
| 2025-06-13 | 0.0000%             |
| 2025-06-16 | 0.0000%             |
| 2025-06-17 | 0.0000%             |
| 2025-06-18 | 0.0000%             |
| 2025-06-20 | 0.0000%             |
| 2025-06-23 | 0.0000%             |
| 2025-06-24 | 0.0000%             |
| 2025-06-25 | 0.0000%             |
| 2025-06-26 | 0.0000%             |
| 2025-06-27 | 0.0000%             |
| 2025-06-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0007                      |
|  |  |
| 2025-06-03 | 1.0008                      |
|  |  |
| 2025-06-04 | 1.0009                      |
|  |  |
| 2025-06-05 | 1.0011                      |
|  |  |
| 2025-06-06 | 1.0014                      |
|  |  |
| 2025-06-09 | 1.0015                      |
|  |  |
| 2025-06-10 | 1.0016                      |
|  |  |
| 2025-06-11 | 1.0018                      |
|  |  |
| 2025-06-12 | 1.0019                      |
|  |  |
| 2025-06-13 | 1.0023                      |
|  |  |
| 2025-06-16 | 1.0024                      |
|  |  |
| 2025-06-17 | 1.0025                      |
|  |  |
| 2025-06-18 | 1.0027                      |
|  |  |
| 2025-06-20 | 1.0031                      |
|  |  |
| 2025-06-23 | 1.0032                      |
|  |  |
| 2025-06-24 | 1.0034                      |
|  |  |
| 2025-06-25 | 1.0035                      |
|  |  |
| 2025-06-26 | 1.0036                      |
|  |  |
| 2025-06-27 | 1.0041                      |
|  |  |
| 2025-06-30 | 1.0041                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $80198393624.23

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 1964567.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0007          |
|  |  |
| 2025-06-03 | 1.0008          |
|  |  |
| 2025-06-04 | 1.0009          |
|  |  |
| 2025-06-05 | 1.0011          |
|  |  |
| 2025-06-06 | 1.0014          |
|  |  |
| 2025-06-09 | 1.0015          |
|  |  |
| 2025-06-10 | 1.0016          |
|  |  |
| 2025-06-11 | 1.0018          |
|  |  |
| 2025-06-12 | 1.0019          |
|  |  |
| 2025-06-13 | 1.0023          |
|  |  |
| 2025-06-16 | 1.0024          |
|  |  |
| 2025-06-17 | 1.0025          |
|  |  |
| 2025-06-18 | 1.0027          |
|  |  |
| 2025-06-20 | 1.0031          |
|  |  |
| 2025-06-23 | 1.0032          |
|  |  |
| 2025-06-24 | 1.0034          |
|  |  |
| 2025-06-25 | 1.0035          |
|  |  |
| 2025-06-26 | 1.0036          |
|  |  |
| 2025-06-27 | 1.0041          |
|  |  |
| 2025-06-30 | 1.0041          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.376000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LU22, C.4 - ISIN: US03843LU229, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $999756900.00
- **C.18.a - Value (excl. sponsor support):** $999756900.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 2: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MWZ3, C.4 - ISIN: US05253MWZ30, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100022030.00
- **C.18.a - Value (excl. sponsor support):** $100022030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.660000%
- **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):** $150052395.00
- **C.18.a - Value (excl. sponsor support):** $150052395.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 4.630000%
- **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):** $99989150.00
- **C.18.a - Value (excl. sponsor support):** $99989150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.314000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BU35, C.4 - ISIN: US05571BU357, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $161941761.00
- **C.18.a - Value (excl. sponsor support):** $161941761.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 6: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.373000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BVD2, C.4 - ISIN: US05571BVD27, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $149198220.00
- **C.18.a - Value (excl. sponsor support):** $149198220.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DCX9, C.4 - ISIN: US05593DCX93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171028659.60
- **C.18.a - Value (excl. sponsor support):** $171028659.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 05593DFS7, C.4 - ISIN: US05593DFS71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149995875.00
- **C.18.a - Value (excl. sponsor support):** $149995875.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **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 9: 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):** $139975598.00
- **C.18.a - Value (excl. sponsor support):** $139975598.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 10: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGG2, C.4 - ISIN: US05593DGG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99989500.00
- **C.18.a - Value (excl. sponsor support):** $99989500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 11: 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):** $99986500.00
- **C.18.a - Value (excl. sponsor support):** $99986500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 12: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDE9, C.4 - ISIN: US05973RDE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175004830.00
- **C.18.a - Value (excl. sponsor support):** $175004830.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDF6, C.4 - ISIN: US05973RDF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190001045.00
- **C.18.a - Value (excl. sponsor support):** $190001045.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000%
- **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):** $188951823.90
- **C.18.a - Value (excl. sponsor support):** $188951823.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 15: 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):** $62945486.10
- **C.18.a - Value (excl. sponsor support):** $62945486.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.740000%
- **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):** $226106084.40
- **C.18.a - Value (excl. sponsor support):** $226106084.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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):** $220015488.00
- **C.18.a - Value (excl. sponsor support):** $220015488.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 18: 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):** $175022120.00
- **C.18.a - Value (excl. sponsor support):** $175022120.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 19: 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):** $200331660.00
- **C.18.a - Value (excl. sponsor support):** $200331660.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMZ2, C.4 - ISIN: US06050FMZ26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100020860.00
- **C.18.a - Value (excl. sponsor support):** $100020860.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.660000%
- **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):** $150043905.00
- **C.18.a - Value (excl. sponsor support):** $150043905.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.690000%
- **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):** $169985558.50
- **C.18.a - Value (excl. sponsor support):** $169985558.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.770000%
- **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):** $100011124.00
- **C.18.a - Value (excl. sponsor support):** $100011124.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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):** $143983166.40
- **C.18.a - Value (excl. sponsor support):** $143983166.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 25: 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):** $150023280.00
- **C.18.a - Value (excl. sponsor support):** $150023280.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 26: 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):** $158060261.20
- **C.18.a - Value (excl. sponsor support):** $158060261.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 27: 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):** $128994698.10
- **C.18.a - Value (excl. sponsor support):** $128994698.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.810000%
- **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):** $100075590.00
- **C.18.a - Value (excl. sponsor support):** $100075590.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.810000%
- **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):** $200157580.00
- **C.18.a - Value (excl. sponsor support):** $200157580.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.740000%
- **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):** $165065877.90
- **C.18.a - Value (excl. sponsor support):** $165065877.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $149997045.00
- **C.18.a - Value (excl. sponsor support):** $149997045.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 32: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.650000%
- **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):** $150038625.00
- **C.18.a - Value (excl. sponsor support):** $150038625.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $155033619.50
- **C.18.a - Value (excl. sponsor support):** $155033619.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 34: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.740000%
- **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):** $159100699.47
- **C.18.a - Value (excl. sponsor support):** $159100699.47
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2C7, C.4 - ISIN: US06370B2C79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $287046895.80
- **C.18.a - Value (excl. sponsor support):** $287046895.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 36: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2E3, C.4 - ISIN: US06370B2E36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192145057.92
- **C.18.a - Value (excl. sponsor support):** $192145057.92
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2J2, C.4 - ISIN: US06370B2J23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169064438.01
- **C.18.a - Value (excl. sponsor support):** $169064438.01
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 38: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2P8, C.4 - ISIN: US06370B2P82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200162020.00
- **C.18.a - Value (excl. sponsor support):** $200162020.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2X1, C.4 - ISIN: US06370B2X17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132070749.36
- **C.18.a - Value (excl. sponsor support):** $132070749.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.680000%
- **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):** $126025135.74
- **C.18.a - Value (excl. sponsor support):** $126025135.74
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.860000%
- **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):** $110153901.00
- **C.18.a - Value (excl. sponsor support):** $110153901.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.674000%
- **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):** $124994387.50
- **C.18.a - Value (excl. sponsor support):** $124994387.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.600000%
- **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):** $178100249.60
- **C.18.a - Value (excl. sponsor support):** $178100249.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.699000%
- **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):** $100068450.00
- **C.18.a - Value (excl. sponsor support):** $100068450.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.723000%
- **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):** $200096660.00
- **C.18.a - Value (excl. sponsor support):** $200096660.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.730000%
- **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):** $250108225.00
- **C.18.a - Value (excl. sponsor support):** $250108225.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.730000%
- **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):** $129055844.10
- **C.18.a - Value (excl. sponsor support):** $129055844.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.840000%
- **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):** $154138076.40
- **C.18.a - Value (excl. sponsor support):** $154138076.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150078375.00
- **C.18.a - Value (excl. sponsor support):** $150078375.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $120002436.00
- **C.18.a - Value (excl. sponsor support):** $120002436.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 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: 0727MDFE0, C.4 - ISIN: US0727MDFE00, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200040780.00
- **C.18.a - Value (excl. sponsor support):** $200040780.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 52: 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):** $73021848.90
- **C.18.a - Value (excl. sponsor support):** $73021848.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 53: 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: 13606DAF9, C.4 - ISIN: US13606DAF96, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $163097669.60
- **C.18.a - Value (excl. sponsor support):** $163097669.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $135968434.40
- **C.18.a - Value (excl. sponsor support):** $135968434.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 55: 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):** $165997078.40
- **C.18.a - Value (excl. sponsor support):** $165997078.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 56: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.700000%
- **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):** $160091984.00
- **C.18.a - Value (excl. sponsor support):** $160091984.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125020787.50
- **C.18.a - Value (excl. sponsor support):** $125020787.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.850000%
- **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):** $132216105.12
- **C.18.a - Value (excl. sponsor support):** $132216105.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.860000%
- **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):** $109191987.15
- **C.18.a - Value (excl. sponsor support):** $109191987.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.860000%
- **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):** $100175596.00
- **C.18.a - Value (excl. sponsor support):** $100175596.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175193415.25
- **C.18.a - Value (excl. sponsor support):** $175193415.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $150250590.00
- **C.18.a - Value (excl. sponsor support):** $150250590.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 63: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AU37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169938392.00
- **C.18.a - Value (excl. sponsor support):** $169938392.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 64: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.343000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HU16, C.4 - ISIN: US16537HU162, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $668919318.60
- **C.18.a - Value (excl. sponsor support):** $668919318.60
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156943103.20
- **C.18.a - Value (excl. sponsor support):** $156943103.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 66: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AU36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338877146.40
- **C.18.a - Value (excl. sponsor support):** $338877146.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 67: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KU18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $322461106.50
- **C.18.a - Value (excl. sponsor support):** $322461106.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.740000%
- **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):** $100032080.00
- **C.18.a - Value (excl. sponsor support):** $100032080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.690000%
- **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):** $112012992.00
- **C.18.a - Value (excl. sponsor support):** $112012992.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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):** $103022886.60
- **C.18.a - Value (excl. sponsor support):** $103022886.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 71: 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):** $102049969.80
- **C.18.a - Value (excl. sponsor support):** $102049969.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 72: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.810000%
- **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):** $110108306.00
- **C.18.a - Value (excl. sponsor support):** $110108306.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.790000%
- **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):** $165145596.00
- **C.18.a - Value (excl. sponsor support):** $165145596.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.760000%
- **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):** $150013924.50
- **C.18.a - Value (excl. sponsor support):** $150013924.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.890000%
- **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):** $167120073.00
- **C.18.a - Value (excl. sponsor support):** $167120073.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.770000%
- **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):** $150054000.00
- **C.18.a - Value (excl. sponsor support):** $150054000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PCT1, C.4 - ISIN: US20634PCT12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173005190.00
- **C.18.a - Value (excl. sponsor support):** $173005190.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.363000%
- **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):** $133741910.40
- **C.18.a - Value (excl. sponsor support):** $133741910.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 79: CONSOLIDATED EDISON INC

- **C.1 - Title:** CONSOLIDATED EDISON INC 144A 4.587000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20911TU91, C.3 - LEI: 54930033SBW53OO8T749
- **C.18 - Value (incl. sponsor support):** $25720472.48
- **C.18.a - Value (excl. sponsor support):** $25720472.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.710000%
- **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):** $148592337.30
- **C.18.a - Value (excl. sponsor support):** $148592337.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZT8, C.4 - ISIN: US22532XZT89, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $114028146.60
- **C.18.a - Value (excl. sponsor support):** $114028146.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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: 22536HYP8, C.4 - ISIN: US22536HYP80, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $125000537.50
- **C.18.a - Value (excl. sponsor support):** $125000537.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAG0, C.4 - ISIN: US22536JAG04, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $237006588.60
- **C.18.a - Value (excl. sponsor support):** $237006588.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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):** $78995331.10
- **C.18.a - Value (excl. sponsor support):** $78995331.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $135016618.50
- **C.18.a - Value (excl. sponsor support):** $135016618.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 86: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJY2, C.4 - ISIN: US22536JJY29, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100009060.00
- **C.18.a - Value (excl. sponsor support):** $100009060.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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):** $200080740.00
- **C.18.a - Value (excl. sponsor support):** $200080740.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 88: 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):** $236105256.00
- **C.18.a - Value (excl. sponsor support):** $236105256.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 89: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WJD9, C.4 - ISIN: US22536WJD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172000653.60
- **C.18.a - Value (excl. sponsor support):** $172000653.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 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):** $199999200.00
- **C.18.a - Value (excl. sponsor support):** $199999200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 91: 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):** $150057075.00
- **C.18.a - Value (excl. sponsor support):** $150057075.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 92: 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):** $188998771.50
- **C.18.a - Value (excl. sponsor support):** $188998771.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQG6, C.4 - ISIN: US23345HQG64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155011873.00
- **C.18.a - Value (excl. sponsor support):** $155011873.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XXQ8, C.4 - ISIN: US25152XXQ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130007878.00
- **C.18.a - Value (excl. sponsor support):** $130007878.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC ECMCGR_24_2 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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 4.334000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2U27, C.4 - ISIN: US2960E2U276, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148964120.80
- **C.18.a - Value (excl. sponsor support):** $148964120.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 97: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.321000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HU18, C.4 - ISIN: US31849HU188, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $196976360.00
- **C.18.a - Value (excl. sponsor support):** $196976360.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.302000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HUV2, C.4 - ISIN: US31849HUV22, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $105632614.60
- **C.18.a - Value (excl. sponsor support):** $105632614.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 99: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.351000%
- **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):** $140781483.80
- **C.18.a - Value (excl. sponsor support):** $140781483.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 4.380000%
- **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):** $131495277.90
- **C.18.a - Value (excl. sponsor support):** $131495277.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.770000%
- **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):** $141072206.10
- **C.18.a - Value (excl. sponsor support):** $141072206.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.700000%
- **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):** $130020878.00
- **C.18.a - Value (excl. sponsor support):** $130020878.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.700000%
- **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):** $100000350.00
- **C.18.a - Value (excl. sponsor support):** $100000350.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 4.393000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333AU19, C.4 - ISIN: US44333AU191, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499939000.00
- **C.18.a - Value (excl. sponsor support):** $499939000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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: 44988GFH6, C.4 - ISIN: US44988GFH65, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100018370.00
- **C.18.a - Value (excl. sponsor support):** $100018370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.630000%
- **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):** $150023790.00
- **C.18.a - Value (excl. sponsor support):** $150023790.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.650000%
- **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):** $140027636.00
- **C.18.a - Value (excl. sponsor support):** $140027636.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.650000%
- **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):** $130032305.00
- **C.18.a - Value (excl. sponsor support):** $130032305.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.700000%
- **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):** $165046942.50
- **C.18.a - Value (excl. sponsor support):** $165046942.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: JETS STADIUM DEVELOPMENT LLC

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

### Security 112: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: 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):** $141999304.20
- **C.18.a - Value (excl. sponsor support):** $141999304.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: KEURIG DR PEPPER INC

- **C.1 - Title:** KEURIG DR PEPPER INC 144A 4.590000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49271JU70, C.4 - ISIN: US49271JU702, C.3 - LEI: DYTQ8KRTKO7Y2BVU5K74
- **C.18 - Value (incl. sponsor support):** $101908965.00
- **C.18.a - Value (excl. sponsor support):** $101908965.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 117: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501Y3H3, C.4 - ISIN: US51501Y3H38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999805.00
- **C.18.a - Value (excl. sponsor support):** $149999805.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YD41, C.4 - ISIN: US51501YD413, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50003780.00
- **C.18.a - Value (excl. sponsor support):** $50003780.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: 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):** $154998977.00
- **C.18.a - Value (excl. sponsor support):** $154998977.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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? No, C.23 Categorized at Level 3? No

### Security 120: 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):** $157982098.60
- **C.18.a - Value (excl. sponsor support):** $157982098.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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? No, C.23 Categorized at Level 3? No

### Security 121: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEH2, C.4 - ISIN: US52473GEH20, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $86001634.00
- **C.18.a - Value (excl. sponsor support):** $86001634.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.8400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEJ8, C.4 - ISIN: US52473GEJ85, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $83001909.00
- **C.18.a - Value (excl. sponsor support):** $83001909.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; 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 123: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.740000%
- **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):** $189061615.89
- **C.18.a - Value (excl. sponsor support):** $189061615.89
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.790000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEN9, C.4 - ISIN: US52473GEN97, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $95005700.00
- **C.18.a - Value (excl. sponsor support):** $95005700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.394000%
- **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):** $128080134.00
- **C.18.a - Value (excl. sponsor support):** $128080134.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **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 126: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.640000%
- **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):** $230962116.00
- **C.18.a - Value (excl. sponsor support):** $230962116.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.660000%
- **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):** $218066424.60
- **C.18.a - Value (excl. sponsor support):** $218066424.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.700000%
- **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):** $115057293.00
- **C.18.a - Value (excl. sponsor support):** $115057293.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: 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):** $171085311.90
- **C.18.a - Value (excl. sponsor support):** $171085311.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 130: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.850000%
- **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):** $204151980.00
- **C.18.a - Value (excl. sponsor support):** $204151980.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: LOCKHEED MARTIN CORPORATION

- **C.1 - Title:** LOCKHEED MARTIN CORPORATION 144A 4.450000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53983LU76, C.4 - ISIN: US53983LU768, C.3 - LEI: DPRBOZP0K5RM2YE8UU08
- **C.18 - Value (incl. sponsor support):** $328715316.30
- **C.18.a - Value (excl. sponsor support):** $328715316.30
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 132: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BBS6, C.4 - ISIN: US55381BBS60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175004410.00
- **C.18.a - Value (excl. sponsor support):** $175004410.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.630000%
- **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):** $192033216.00
- **C.18.a - Value (excl. sponsor support):** $192033216.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: 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):** $125014337.50
- **C.18.a - Value (excl. sponsor support):** $125014337.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 135: 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):** $158964431.70
- **C.18.a - Value (excl. sponsor support):** $158964431.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 136: 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):** $200156800.00
- **C.18.a - Value (excl. sponsor support):** $200156800.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 137: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.433000%
- **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):** $98510080.00
- **C.18.a - Value (excl. sponsor support):** $98510080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 138: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.290000%
- **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):** $180678677.50
- **C.18.a - Value (excl. sponsor support):** $180678677.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 139: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.830000%
- **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):** $123128412.00
- **C.18.a - Value (excl. sponsor support):** $123128412.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.700000%
- **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):** $149002056.20
- **C.18.a - Value (excl. sponsor support):** $149002056.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.770000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NWX4, C.4 - ISIN: US55607NWX47, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $120044364.00
- **C.18.a - Value (excl. sponsor support):** $120044364.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYB0, C.4 - ISIN: US55607NYB09, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $100021740.00
- **C.18.a - Value (excl. sponsor support):** $100021740.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.800000%
- **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):** $168127848.00
- **C.18.a - Value (excl. sponsor support):** $168127848.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.571000%
- **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):** $98013328.00
- **C.18.a - Value (excl. sponsor support):** $98013328.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.700000%
- **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):** $150032250.00
- **C.18.a - Value (excl. sponsor support):** $150032250.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 4.401000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UUP6, C.4 - ISIN: US55608UUP64, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $70800383.50
- **C.18.a - Value (excl. sponsor support):** $70800383.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 147: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 4.405000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UUQ4, C.4 - ISIN: US55608UUQ48, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $99706350.00
- **C.18.a - Value (excl. sponsor support):** $99706350.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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 148: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.466000%
- **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):** $131465725.30
- **C.18.a - Value (excl. sponsor support):** $131465725.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 149: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D5Y1, C.4 - ISIN: US60683D5Y18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $380000114.00
- **C.18.a - Value (excl. sponsor support):** $380000114.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DB32, C.4 - ISIN: US60683DB325, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192057657.60
- **C.18.a - Value (excl. sponsor support):** $192057657.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.790000%
- **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):** $170116144.00
- **C.18.a - Value (excl. sponsor support):** $170116144.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DYL7, C.4 - ISIN: US60683DYL71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150001170.00
- **C.18.a - Value (excl. sponsor support):** $150001170.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 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:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.750000%
- **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):** $100047090.00
- **C.18.a - Value (excl. sponsor support):** $100047090.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: 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):** $169016359.20
- **C.18.a - Value (excl. sponsor support):** $169016359.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 156: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TYD7, C.4 - ISIN: US60710TYD70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200006160.00
- **C.18.a - Value (excl. sponsor support):** $200006160.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.750000%
- **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):** $193096828.10
- **C.18.a - Value (excl. sponsor support):** $193096828.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.343000%
- **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):** $255605492.11
- **C.18.a - Value (excl. sponsor support):** $255605492.11
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 161: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.215000%
- **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):** $156909617.90
- **C.18.a - Value (excl. sponsor support):** $156909617.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 162: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.750000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NLL9, C.4 - ISIN: US63307NLL90, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $134045988.80
- **C.18.a - Value (excl. sponsor support):** $134045988.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: 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: 63307NMN4, C.4 - ISIN: US63307NMN48, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $162021074.58
- **C.18.a - Value (excl. sponsor support):** $162021074.58
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.770000%
- **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):** $100076760.00
- **C.18.a - Value (excl. sponsor support):** $100076760.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: 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:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: 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):** $157967215.00
- **C.18.a - Value (excl. sponsor support):** $157967215.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: 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):** $99993310.00
- **C.18.a - Value (excl. sponsor support):** $99993310.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.770000%
- **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):** $200162900.00
- **C.18.a - Value (excl. sponsor support):** $200162900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: 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):** $163033855.10
- **C.18.a - Value (excl. sponsor support):** $163033855.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 170: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: 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):** $185019943.00
- **C.18.a - Value (excl. sponsor support):** $185019943.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 172: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFF6, C.4 - ISIN: US67985FFF62, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $145019293.70
- **C.18.a - Value (excl. sponsor support):** $145019293.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 173: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW TORK BRANCH) 4.640000%
- **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):** $170019856.00
- **C.18.a - Value (excl. sponsor support):** $170019856.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW TORK BRANCH) 4.790000%
- **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):** $85093840.00
- **C.18.a - Value (excl. sponsor support):** $85093840.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 144A 4.630000%
- **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):** $99011573.10
- **C.18.a - Value (excl. sponsor support):** $99011573.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 4.422000%
- **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):** $163662345.00
- **C.18.a - Value (excl. sponsor support):** $163662345.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: RESOLUTE FUNDING COMPANY LLC

- **C.1 - Title:** RESOLUTE FUNDING CO LLC 144A 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76090BU79, C.4 - ISIN: US76090BU790, C.3 - LEI: 549300BFL67CHPTIYB61
- **C.18 - Value (incl. sponsor support):** $999152200.00
- **C.18.a - Value (excl. sponsor support):** $999152200.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 144A 4.338000%
- **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):** $150961138.29
- **C.18.a - Value (excl. sponsor support):** $150961138.29
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 179: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.317000%
- **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):** $49220600.00
- **C.18.a - Value (excl. sponsor support):** $49220600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 180: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.036000%
- **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):** $96289060.00
- **C.18.a - Value (excl. sponsor support):** $96289060.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 181: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.730000%
- **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):** $159101267.10
- **C.18.a - Value (excl. sponsor support):** $159101267.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.770000%
- **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):** $170132770.00
- **C.18.a - Value (excl. sponsor support):** $170132770.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: 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):** $165041860.50
- **C.18.a - Value (excl. sponsor support):** $165041860.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 184: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J6U6, C.4 - ISIN: US78015J6U62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $117075219.30
- **C.18.a - Value (excl. sponsor support):** $117075219.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140005432.00
- **C.18.a - Value (excl. sponsor support):** $140005432.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.770000%
- **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):** $150117075.00
- **C.18.a - Value (excl. sponsor support):** $150117075.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSF5, C.4 - ISIN: US78015JSF56, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $173009307.40
- **C.18.a - Value (excl. sponsor support):** $173009307.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 188: 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):** $99995560.00
- **C.18.a - Value (excl. sponsor support):** $99995560.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 189: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.650000%
- **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):** $144052833.60
- **C.18.a - Value (excl. sponsor support):** $144052833.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WPF5, C.4 - ISIN: US83050WPF58, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $29001629.80
- **C.18.a - Value (excl. sponsor support):** $29001629.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: 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):** $200029400.00
- **C.18.a - Value (excl. sponsor support):** $200029400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 192: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 4.381000%
- **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):** $197590640.00
- **C.18.a - Value (excl. sponsor support):** $197590640.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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 193: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPA2, C.4 - ISIN: US85325VPA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172000825.60
- **C.18.a - Value (excl. sponsor support):** $172000825.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.790000%
- **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):** $203157203.20
- **C.18.a - Value (excl. sponsor support):** $203157203.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQD5, C.4 - ISIN: US85325VQD54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200074600.00
- **C.18.a - Value (excl. sponsor support):** $200074600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: 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):** $199961820.00
- **C.18.a - Value (excl. sponsor support):** $199961820.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 197: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.760000%
- **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):** $175280000.00
- **C.18.a - Value (excl. sponsor support):** $175280000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: 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):** $152232955.20
- **C.18.a - Value (excl. sponsor support):** $152232955.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 199: 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):** $225128970.00
- **C.18.a - Value (excl. sponsor support):** $225128970.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 200: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.720000%
- **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):** $200058180.00
- **C.18.a - Value (excl. sponsor support):** $200058180.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJA9, C.4 - ISIN: US86565GJA94, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200002380.00
- **C.18.a - Value (excl. sponsor support):** $200002380.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 202: 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: 86565GJC5, C.4 - ISIN: US86565GJC50, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150003735.00
- **C.18.a - Value (excl. sponsor support):** $150003735.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.720000%
- **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):** $163062559.40
- **C.18.a - Value (excl. sponsor support):** $163062559.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: 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: 86565GKU3, C.4 - ISIN: US86565GKU30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $61014597.30
- **C.18.a - Value (excl. sponsor support):** $61014597.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: 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: 86565GLB4, C.4 - ISIN: US86565GLB40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200026000.00
- **C.18.a - Value (excl. sponsor support):** $200026000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: 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):** $133008246.00
- **C.18.a - Value (excl. sponsor support):** $133008246.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 207: 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):** $156930433.30
- **C.18.a - Value (excl. sponsor support):** $156930433.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 208: 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):** $149981640.00
- **C.18.a - Value (excl. sponsor support):** $149981640.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 209: 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):** $200098540.00
- **C.18.a - Value (excl. sponsor support):** $200098540.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 210: 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):** $50025205.00
- **C.18.a - Value (excl. sponsor support):** $50025205.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 211: 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):** $250161350.00
- **C.18.a - Value (excl. sponsor support):** $250161350.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 212: 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: 86959TGN0, C.4 - ISIN: US86959TGN00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137045593.60
- **C.18.a - Value (excl. sponsor support):** $137045593.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.730000%
- **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):** $222118348.20
- **C.18.a - Value (excl. sponsor support):** $222118348.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.650000%
- **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):** $75009322.50
- **C.18.a - Value (excl. sponsor support):** $75009322.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.630000%
- **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):** $159985936.00
- **C.18.a - Value (excl. sponsor support):** $159985936.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.790000%
- **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):** $100081100.00
- **C.18.a - Value (excl. sponsor support):** $100081100.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.800000%
- **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):** $100081210.00
- **C.18.a - Value (excl. sponsor support):** $100081210.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.780000%
- **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):** $100064940.00
- **C.18.a - Value (excl. sponsor support):** $100064940.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: 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):** $150000645.00
- **C.18.a - Value (excl. sponsor support):** $150000645.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: 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):** $175055142.50
- **C.18.a - Value (excl. sponsor support):** $175055142.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 221: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LKR0, C.4 - ISIN: US86960LKR05, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $100008670.00
- **C.18.a - Value (excl. sponsor support):** $100008670.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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 222: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.720000%
- **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):** $125071125.00
- **C.18.a - Value (excl. sponsor support):** $125071125.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.790000%
- **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):** $97102820.00
- **C.18.a - Value (excl. sponsor support):** $97102820.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: 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):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BUR9, C.4 - ISIN: US89115BUR94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186140839.20
- **C.18.a - Value (excl. sponsor support):** $186140839.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.850000%
- **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):** $125206891.25
- **C.18.a - Value (excl. sponsor support):** $125206891.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.870000%
- **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):** $109198931.54
- **C.18.a - Value (excl. sponsor support):** $109198931.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.850000%
- **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):** $125148150.00
- **C.18.a - Value (excl. sponsor support):** $125148150.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: 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):** $139986742.00
- **C.18.a - Value (excl. sponsor support):** $139986742.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DDT0, C.4 - ISIN: US89115DDT00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100017810.00
- **C.18.a - Value (excl. sponsor support):** $100017810.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.750000%
- **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):** $150077433.00
- **C.18.a - Value (excl. sponsor support):** $150077433.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.800000%
- **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):** $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:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.690000%
- **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):** $200063540.00
- **C.18.a - Value (excl. sponsor support):** $200063540.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 234: 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):** $120103020.00
- **C.18.a - Value (excl. sponsor support):** $120103020.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 235: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.680000%
- **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):** $124981525.00
- **C.18.a - Value (excl. sponsor support):** $124981525.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DZE9, C.4 - ISIN: US89115DZE92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200014080.00
- **C.18.a - Value (excl. sponsor support):** $200014080.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 237: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DZS8, C.4 - ISIN: US89115DZS88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139046426.00
- **C.18.a - Value (excl. sponsor support):** $139046426.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 5.090000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEH6, C.4 - ISIN: US89233BEH69, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $175002800.00
- **C.18.a - Value (excl. sponsor support):** $175002800.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 4.330000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GU79, C.4 - ISIN: US89233GU790, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $99915810.00
- **C.18.a - Value (excl. sponsor support):** $99915810.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.999000%
- **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):** $157226739.72
- **C.18.a - Value (excl. sponsor support):** $157226739.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.992000%
- **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):** $131022690.51
- **C.18.a - Value (excl. sponsor support):** $131022690.51
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.928000%
- **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):** $120557913.40
- **C.18.a - Value (excl. sponsor support):** $120557913.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JWZ5, C.4 - ISIN: US90276JWZ55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $219042913.05
- **C.18.a - Value (excl. sponsor support):** $219042913.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.621000%
- **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):** $193058629.54
- **C.18.a - Value (excl. sponsor support):** $193058629.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.640000%
- **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):** $150009849.00
- **C.18.a - Value (excl. sponsor support):** $150009849.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 0.310000%
- **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):** $107002282.31
- **C.18.a - Value (excl. sponsor support):** $107002282.31
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.780000%
- **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):** $142108696.74
- **C.18.a - Value (excl. sponsor support):** $142108696.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.713000%
- **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):** $125059987.50
- **C.18.a - Value (excl. sponsor support):** $125059987.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 4.335000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $714858570.50
- **C.18.a - Value (excl. sponsor support):** $714858570.50
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 4.409000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $314866060.61
- **C.18.a - Value (excl. sponsor support):** $314866060.61
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $181983727.38
- **C.18.a - Value (excl. sponsor support):** $181983727.38
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.410000%
- **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):** $304105971.36
- **C.18.a - Value (excl. sponsor support):** $304105971.36
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.390000%
- **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):** $182095879.42
- **C.18.a - Value (excl. sponsor support):** $182095879.42
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: 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: 92543VU18, C.4 - ISIN: US92543VU184, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $417949589.20
- **C.18.a - Value (excl. sponsor support):** $417949589.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I 144A 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VVM1, C.4 - ISIN: US92543VVM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227547888.10
- **C.18.a - Value (excl. sponsor support):** $227547888.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I 144A 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544KVL6, C.4 - ISIN: US92544KVL69, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $181861886.40
- **C.18.a - Value (excl. sponsor support):** $181861886.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2A8, C.4 - ISIN: US92544M2A81, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $572015672.80
- **C.18.a - Value (excl. sponsor support):** $572015672.80
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY 144A 4.740000%
- **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):** $75978796.00
- **C.18.a - Value (excl. sponsor support):** $75978796.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 144A 4.690000%
- **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):** $199964200.00
- **C.18.a - Value (excl. sponsor support):** $199964200.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 144A 4.790000%
- **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):** $129012126.00
- **C.18.a - Value (excl. sponsor support):** $129012126.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.700000%
- **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):** $159011527.50
- **C.18.a - Value (excl. sponsor support):** $159011527.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 4.563000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980GU14, C.4 - ISIN: US95980GU145, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $23597009.88
- **C.18.a - Value (excl. sponsor support):** $23597009.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.730000%
- **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):** $100071140.00
- **C.18.a - Value (excl. sponsor support):** $100071140.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.670000%
- **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):** $173065947.60
- **C.18.a - Value (excl. sponsor support):** $173065947.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: 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):** $100035110.00
- **C.18.a - Value (excl. sponsor support):** $100035110.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 266: 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:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA ST PUB WKS BRD LEAS BDS                      2025 | 2050-04-01      | 5.0000%  | 0.0000% | $23560000.00       | $24438761.82       | Other Instrument |
| DISTRICT COLUMBIA INCOME TAX R SECD REF BDS             2025 | 2050-06-01      | 5.2500%  | 0.0000% | $13960000.00       | $14664875.30       | Other Instrument |
| CALIFORNIA ST                  VAR PURP GO BDS               | 2049-03-01      | 5.0000%  | 0.0000% | $21900000.00       | $23054592.33       | Other Instrument |
| LOS ANGELES CALIF DEPT ARPTS R SUBORDINATE REF BDS      2025 | 2051-05-15      | 5.2500%  | 0.0000% | $28365000.00       | $30027378.10       | Other Instrument |
| MASSACHUSETTS ST               GO CONSOLIDATED LN BDS   2025 | 2053-06-01      | 5.0000%  | 0.0000% | $25000000.00       | $25515916.67       | Other Instrument |

### Security 267: 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):** $1439000000.00
- **C.18.a - Value (excl. sponsor support):** $1439000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| MILEAGE PLUS HOLDINGS LLC                                | 2027-06-20      | 6.5000%  | 0.0000% | $2257987.00        | $906071.98         | Corporate Debt Securities           |
| ABBVIE INC                                               | 2031-03-15      | 4.9500%  | 0.0000% | $1671000.00        | $1735362.74        | Corporate Debt Securities           |
| ALIBABA GROUP HOLDING LTD                                | 2027-12-06      | 3.4000%  | 0.0000% | $3624000.00        | $3564735.52        | Corporate Debt Securities           |
| AMERICAN EXPRESS COMPANY                                 | 2027-07-28      | 5.3890%  | 0.0000% | $32000.00          | $33025.07          | Corporate Debt Securities           |
| AMGEN INC                                                | 2029-08-18      | 4.0500%  | 0.0000% | $427000.00         | $427333.06         | Corporate Debt Securities           |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $3600000.00        | $3159210.00        | Corporate Debt Securities           |
| APPLE INC                                                | 2028-08-05      | 1.4000%  | 0.0000% | $600000.00         | $558419.33         | Corporate Debt Securities           |
| ARCH CAPITAL GRP LTD                                     | 2050-06-30      | 3.6350%  | 0.0000% | $1996000.00        | $1436401.44        | Corporate Debt Securities           |
| ARES CAPITAL CORPORATION                                 | 2025-07-15      | 3.2500%  | 0.0000% | $498000.00         | $505044.62         | Corporate Debt Securities           |
| BANK OF NEW YORK MELLON CORP/THE                         | 2028-04-28      | 3.8500%  | 0.0000% | $60000.00          | $60186.03          | Corporate Debt Securities           |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2049-07-29      | 4.3000%  | 0.0000% | $1013000.00        | $799627.87         | Corporate Debt Securities           |
| BP CAPITAL MARKETS AMERICA INC                           | 2050-11-10      | 2.7720%  | 0.0000% | $80000.00          | $48528.00          | Corporate Debt Securities           |
| BROADCOM INC                                             | 2029-04-15      | 4.7500%  | 0.0000% | $419000.00         | $427311.21         | Corporate Debt Securities           |
| CNO FINANCIAL GROUP INC                                  | 2034-06-15      | 6.4500%  | 0.0000% | $3138000.00        | $3288051.32        | Corporate Debt Securities           |
| CVS HEALTH CORP                                          | 2030-01-10      | 6.9430%  | 0.0000% | $1000.00           | $359.52            | Corporate Debt Securities           |
| CISCO SYSTEMS INC                                        | 2029-02-26      | 4.8500%  | 0.0000% | $9492000.00        | $9869929.26        | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2032-06-15      | 6.6250%  | 0.0000% | $1239000.00        | $1349556.49        | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2026-03-09      | 4.6000%  | 0.0000% | $28000.00          | $28388.17          | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2033-03-17      | 3.7850%  | 0.0000% | $1187000.00        | $1116776.26        | Corporate Debt Securities           |
| ENTERGY ARKANSAS LLC                                     | 2052-06-15      | 3.3500%  | 0.0000% | $10000.00          | $6612.76           | Corporate Debt Securities           |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2049-02-01      | 4.8000%  | 0.0000% | $1189000.00        | $1047481.26        | Corporate Debt Securities           |
| EQUINIX INC                                              | 2028-05-15      | 2.0000%  | 0.0000% | $55000.00          | $51564.70          | Corporate Debt Securities           |
| GILEAD SCIENCES INC                                      | 2030-10-01      | 1.6500%  | 0.0000% | $2063000.00        | $1807578.25        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2028-06-05      | 3.6910%  | 0.0000% | $183000.00         | $180676.48         | Corporate Debt Securities           |
| HOME DEPOT INC                                           | 2028-12-06      | 3.9000%  | 0.0000% | $1137000.00        | $1135067.10        | Corporate Debt Securities           |
| HONEYWELL INTERNATIONAL INC                              | 2030-06-01      | 1.9500%  | 0.0000% | $3625000.00        | $3242311.77        | Corporate Debt Securities           |
| IBM INTERNATIONAL CAPITAL PTE LTD                        | 2034-02-05      | 4.9000%  | 0.0000% | $2487000.00        | $2518898.54        | Corporate Debt Securities           |
| LOWES COMPANIES INC                                      | 2030-10-15      | 1.7000%  | 0.0000% | $62000.00          | $54034.34          | Corporate Debt Securities           |
| MARATHON PETROLEUM CORP                                  | 2048-04-01      | 4.5000%  | 0.0000% | $745000.00         | $579189.08         | Corporate Debt Securities           |
| MATTEL INC                                               | 2029-04-01      | 3.7500%  | 0.0000% | $9328000.00        | $8989214.81        | Corporate Debt Securities           |
| MCKESSON CORP                                            | 2033-07-15      | 5.1000%  | 0.0000% | $1443000.00        | $1505359.25        | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2029-01-11      | 4.8500%  | 0.0000% | $200000.00         | $205919.61         | Corporate Debt Securities           |
| NXP BV                                                   | 2027-06-01      | 4.4000%  | 0.0000% | $207000.00         | $207942.77         | Corporate Debt Securities           |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                | 2033-08-15      | 5.8500%  | 0.0000% | $100000.00         | $106654.75         | Corporate Debt Securities           |
| PERNOD RICARD INTERNATIONAL FINANCE LLC                  | 2050-10-01      | 2.7500%  | 0.0000% | $787000.00         | $464273.82         | Corporate Debt Securities           |
| PHILIP MORRIS INTERNATIONAL INC                          | 2030-09-07      | 5.5000%  | 0.0000% | $19000.00          | $20152.04          | Corporate Debt Securities           |
| PHILIP MORRIS INTERNATIONAL INC                          | 2033-09-07      | 5.6250%  | 0.0000% | $746000.00         | $791383.84         | Corporate Debt Securities           |
| PUBLIC SERVICE COMPANY OF COLORADO                       | 2044-03-15      | 4.3000%  | 0.0000% | $90000.00          | $74551.65          | Corporate Debt Securities           |
| RELX CAPITAL INC                                         | 2030-05-22      | 3.0000%  | 0.0000% | $5938000.00        | $5598385.99        | Corporate Debt Securities           |
| SHELL INTERNATIONAL FINANCE BV                           | 2030-04-06      | 2.7500%  | 0.0000% | $6000.00           | $5653.06           | Corporate Debt Securities           |
| STRYKER CORP                                             | 2030-06-15      | 1.9500%  | 0.0000% | $4000000.00        | $3564290.00        | Corporate Debt Securities           |
| SUZANO AUSTRIA GMBH                                      | 2028-09-15      | 2.5000%  | 0.0000% | $515000.00         | $482339.56         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2036-03-15      | 5.8000%  | 0.0000% | $800000.00         | $848925.33         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2033-02-15      | 5.3500%  | 0.0000% | $1262000.00        | $1319133.90        | Corporate Debt Securities           |
| VERIZON COMMUNICATIONS INC                               | 2030-09-18      | 1.5000%  | 0.0000% | $2612000.00        | $2261678.56        | Corporate Debt Securities           |
| FIDEICOMISO FIBRA UNO                                    | 2030-01-15      | 4.8690%  | 0.0000% | $3064000.00        | $2982823.15        | Corporate Debt Securities           |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                | 2027-08-04      | 4.2000%  | 0.0000% | $4500000.00        | $4417845.00        | Corporate Debt Securities           |
| ALTRIA GROUP INC                                         | 2028-11-01      | 6.2000%  | 0.0000% | $50000.00          | $53204.56          | Corporate Debt Securities           |
| AMERICA MOVIL SAB DE CV                                  | 2037-11-15      | 6.1250%  | 0.0000% | $45000.00          | $47679.58          | Corporate Debt Securities           |
| AMERICAN ELECTRIC POWER COMPANY INC.                     | 2025-08-15      | 5.6990%  | 0.0000% | $558000.00         | $570393.88         | Corporate Debt Securities           |
| BAT CAPITAL CORP                                         | 2027-08-15      | 3.5570%  | 0.0000% | $1110000.00        | $1105758.41        | Corporate Debt Securities           |
| BHP BILLITON FINANCE (USA) LTD                           | 2030-09-08      | 5.2500%  | 0.0000% | $855000.00         | $898667.70         | Corporate Debt Securities           |
| BRISTOL-MYERS SQUIBB CO                                  | 2030-11-13      | 1.4500%  | 0.0000% | $1422000.00        | $1229038.95        | Corporate Debt Securities           |
| BROOKLYN UNION GAS CO                                    | 2032-08-05      | 4.8660%  | 0.0000% | $2415000.00        | $2382419.64        | Corporate Debt Securities           |
| CVS HEALTH CORP                                          | 2028-01-10      | 5.8800%  | 0.0000% | $108000.00         | $21208.24          | Corporate Debt Securities           |
| CADENCE DESIGN SYST INC                                  | 2029-09-10      | 4.3000%  | 0.0000% | $2818000.00        | $2851164.73        | Corporate Debt Securities           |
| CARRIER GLOBAL CORP                                      | 2027-02-15      | 2.4930%  | 0.0000% | $3370000.00        | $3307448.59        | Corporate Debt Securities           |
| CELLNEX FINANCE COMPANY SA                               | 2041-07-07      | 3.8750%  | 0.0000% | $3205000.00        | $2563524.15        | Corporate Debt Securities           |
| CHURCH & DWIGHT CO INC                                   | 2031-12-15      | 2.3000%  | 0.0000% | $300000.00         | $261230.50         | Corporate Debt Securities           |
| CISCO SYSTEMS INC                                        | 2026-02-26      | 4.9000%  | 0.0000% | $100000.00         | $102122.78         | Corporate Debt Securities           |
| CONNECTICUT LIGHT & PWR CO                               | 2045-06-01      | 4.1500%  | 0.0000% | $14000.00          | $11366.50          | Corporate Debt Securities           |
| CONSUMERS ENERGY COMPANY                                 | 2030-01-15      | 4.7000%  | 0.0000% | $465000.00         | $480936.33         | Corporate Debt Securities           |
| COREBRIDGE FINANCIAL INC                                 | 2052-12-15      | 6.8750%  | 0.0000% | $597000.00         | $618070.87         | Corporate Debt Securities           |
| COSTCO WHSLE CORP                                        | 2030-04-20      | 1.6000%  | 0.0000% | $6447000.00        | $5762400.23        | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2028-01-20      | 4.7500%  | 0.0000% | $4351000.00        | $4511426.20        | Corporate Debt Securities           |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                | 2030-06-15      | 8.7500%  | 0.0000% | $2955000.00        | $3486592.19        | Corporate Debt Securities           |
| EQUINIX INC                                              | 2050-07-15      | 3.0000%  | 0.0000% | $921000.00         | $583260.09         | Corporate Debt Securities           |
| FMC CORP                                                 | 2033-05-18      | 5.6500%  | 0.0000% | $15930000.00       | $15760053.46       | Corporate Debt Securities           |
| FEDERAL REALTY OP LP                                     | 2030-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $1909638.89        | Corporate Debt Securities           |
| FLEX LTD                                                 | 2032-01-15      | 5.2500%  | 0.0000% | $8043000.00        | $8299993.96        | Corporate Debt Securities           |
| FOX CORP                                                 | 2029-01-25      | 4.7090%  | 0.0000% | $2456000.00        | $2522766.02        | Corporate Debt Securities           |
| GENERAL MOTORS CO                                        | 2029-10-15      | 5.4000%  | 0.0000% | $1398000.00        | $1439310.90        | Corporate Debt Securities           |
| GLOBAL ATLANTIC (FIN) CO                                 | 2033-06-15      | 7.9500%  | 0.0000% | $2308000.00        | $2614323.53        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2037-10-01      | 6.7500%  | 0.0000% | $2084000.00        | $2305711.55        | Corporate Debt Securities           |
| HSBC HOLDINGS PLC                                        | 2034-11-13      | 7.3990%  | 0.0000% | $2332000.00        | $2615454.15        | Corporate Debt Securities           |
| HEALTHPEAK OP LLC                                        | 2032-12-15      | 5.2500%  | 0.0000% | $232000.00         | $235528.14         | Corporate Debt Securities           |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2029-05-15      | 3.5000%  | 0.0000% | $9202000.00        | $8966658.85        | Corporate Debt Securities           |
| INTERPUBLIC GRP OF CO INC                                | 2033-06-15      | 5.3750%  | 0.0000% | $1125000.00        | $1138769.53        | Corporate Debt Securities           |
| ITC HOLDINGS                                             | 2030-05-14      | 2.9500%  | 0.0000% | $2452000.00        | $2285434.28        | Corporate Debt Securities           |
| JPMORGAN CHASE & CO                                      | 2042-04-22      | 3.1570%  | 0.0000% | $156000.00         | $117796.10         | Corporate Debt Securities           |
| MARSH & MCLENNAN COMPANIES INC                           | 2049-03-15      | 4.9000%  | 0.0000% | $100000.00         | $90649.17          | Corporate Debt Securities           |
| MARSH & MCLENNAN COMPANIES INC                           | 2052-11-01      | 6.2500%  | 0.0000% | $100000.00         | $107239.31         | Corporate Debt Securities           |
| NXP BV                                                   | 2031-05-11      | 2.5000%  | 0.0000% | $551000.00         | $487201.24         | Corporate Debt Securities           |
| OKLAHOMA GAS & ELEC CO                                   | 2030-04-01      | 3.2500%  | 0.0000% | $1000000.00        | $954874.72         | Corporate Debt Securities           |
| ORACLE CORPORATION                                       | 2047-11-15      | 4.0000%  | 0.0000% | $650000.00         | $495098.50         | Corporate Debt Securities           |
| PACIFICORP                                               | 2031-02-15      | 5.3000%  | 0.0000% | $205000.00         | $214650.38         | Corporate Debt Securities           |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                    | 2026-05-19      | 4.4500%  | 0.0000% | $6952000.00        | $6993211.85        | Corporate Debt Securities           |
| PHILLIPS 66                                              | 2042-05-01      | 5.8750%  | 0.0000% | $1520000.00        | $1504554.48        | Corporate Debt Securities           |
| RIO TINTO FINANCE (USA) PLC                              | 2033-03-09      | 5.0000%  | 0.0000% | $4481000.00        | $4594623.22        | Corporate Debt Securities           |
| SANTOS FINANCE LTD.                                      | 2033-09-19      | 6.8750%  | 0.0000% | $2224000.00        | $2464655.02        | Corporate Debt Securities           |
| SOCIETE GENERALE SA                                      | 2041-03-01      | 3.6250%  | 0.0000% | $2600000.00        | $1863920.86        | Corporate Debt Securities           |
| STARBUCKS CORP                                           | 2030-11-15      | 2.5500%  | 0.0000% | $65000.00          | $58926.89          | Corporate Debt Securities           |
| STRYKER CORP                                             | 2028-03-07      | 3.6500%  | 0.0000% | $99000.00          | $98732.40          | Corporate Debt Securities           |
| SUZANO AUSTRIA GMBH                                      | 2031-01-15      | 3.7500%  | 0.0000% | $2870000.00        | $2723909.83        | Corporate Debt Securities           |
| T-MOBILE USA INC                                         | 2030-04-15      | 3.8750%  | 0.0000% | $2890000.00        | $2825677.03        | Corporate Debt Securities           |
| TYSON FOODS INC                                          | 2029-03-01      | 4.3500%  | 0.0000% | $34000.00          | $34251.23          | Corporate Debt Securities           |
| VMWARE LLC                                               | 2027-08-21      | 3.9000%  | 0.0000% | $900000.00         | $903514.50         | Corporate Debt Securities           |
| WELLS FARGO & COMPANY                                    | 2029-10-23      | 6.3030%  | 0.0000% | $84000.00          | $89595.29          | Corporate Debt Securities           |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2026-11-15      | 3.4500%  | 0.0000% | $782000.00         | $774737.18         | Corporate Debt Securities           |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2028-09-15      | 4.7000%  | 0.0000% | $1564000.00        | $1593150.35        | Corporate Debt Securities           |
| AS MILEAGE PLAN IP LTD                                   | 2029-10-20      | 5.0210%  | 0.0000% | $427000.00         | $424921.81         | Corporate Debt Securities           |
| AGREE LP                                                 | 2034-06-15      | 5.6250%  | 0.0000% | $902000.00         | $923272.54         | Corporate Debt Securities           |
| ARES MANAGEMENT CORP                                     | 2054-10-11      | 5.6000%  | 0.0000% | $2516000.00        | $2385316.16        | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2034-04-02      | 5.1500%  | 0.0000% | $186000.00         | $188064.39         | Corporate Debt Securities           |
| BROADCOM INC                                             | 2030-02-15      | 4.3500%  | 0.0000% | $942000.00         | $951846.26         | Corporate Debt Securities           |
| BROADCOM INC                                             | 2032-02-15      | 4.5500%  | 0.0000% | $2461000.00        | $2471883.77        | Corporate Debt Securities           |
| CIGNA GROUP                                              | 2028-10-15      | 4.3750%  | 0.0000% | $644000.00         | $649290.19         | Corporate Debt Securities           |
| CVS HEALTH CORP                                          | 2027-04-01      | 3.6250%  | 0.0000% | $2037000.00        | $2028366.80        | Corporate Debt Securities           |
| CANADIAN PACIFIC RAILWAY COMPANY                         | 2037-05-15      | 5.9500%  | 0.0000% | $241000.00         | $256493.29         | Corporate Debt Securities           |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                  | 2032-10-01      | 4.4500%  | 0.0000% | $18000.00          | $17785.47          | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2039-01-24      | 3.8780%  | 0.0000% | $540000.00         | $470423.52         | Corporate Debt Securities           |
| COMCAST CORPORATION                                      | 2033-03-15      | 7.0500%  | 0.0000% | $10000.00          | $11530.93          | Corporate Debt Securities           |
| COMCAST CORPORATION                                      | 2046-07-15      | 3.4000%  | 0.0000% | $305000.00         | $219341.77         | Corporate Debt Securities           |
| CONOCOPHILLIPS                                           | 2047-10-01      | 4.8750%  | 0.0000% | $96000.00          | $85360.52          | Corporate Debt Securities           |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | 2031-12-14      | 2.5000%  | 0.0000% | $3050000.00        | $2644200.89        | Corporate Debt Securities           |
| ENERGY TRANSFER LP                                       | 2047-04-15      | 5.3000%  | 0.0000% | $300000.00         | $265389.50         | Corporate Debt Securities           |
| META PLATFORMS INC                                       | 2030-05-15      | 4.8000%  | 0.0000% | $9510000.00        | $9835146.90        | Corporate Debt Securities           |
| FACTSET RESEARCH SYST INC                                | 2032-03-01      | 3.4500%  | 0.0000% | $5254000.00        | $4832703.63        | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2026-06-10      | 1.5000%  | 0.0000% | $46123000.00       | $44790660.26       | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2025-10-10      | 6.0500%  | 0.0000% | $441000.00         | $448300.51         | Corporate Debt Securities           |
| INTEL CORP                                               | 2046-05-19      | 4.1000%  | 0.0000% | $4455000.00        | $3329263.57        | Corporate Debt Securities           |
| INTEL CORP                                               | 2027-08-05      | 3.7500%  | 0.0000% | $2570000.00        | $2571372.81        | Corporate Debt Securities           |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2030-05-15      | 1.9500%  | 0.0000% | $2152000.00        | $1919901.42        | Corporate Debt Securities           |
| KELLANOVA                                                | 2030-06-01      | 2.1000%  | 0.0000% | $1495000.00        | $1341630.44        | Corporate Debt Securities           |
| KENTUCKY UTILITIES COMPANY                               | 2050-06-01      | 3.3000%  | 0.0000% | $4220000.00        | $2833554.17        | Corporate Debt Securities           |
| MORGAN STANLEY                                           | 2033-01-21      | 2.9430%  | 0.0000% | $236000.00         | $212996.67         | Corporate Debt Securities           |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2052-01-15      | 3.0000%  | 0.0000% | $195000.00         | $123466.20         | Corporate Debt Securities           |
| ORACLE CORPORATION                                       | 2060-04-01      | 3.8500%  | 0.0000% | $567000.00         | $390565.51         | Corporate Debt Securities           |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2043-03-15      | 3.9000%  | 0.0000% | $139000.00         | $103280.48         | Corporate Debt Securities           |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | 2034-09-15      | 4.9500%  | 0.0000% | $1446000.00        | $1443827.39        | Corporate Debt Securities           |
| STATE STREET CORP                                        | 2033-08-04      | 4.1640%  | 0.0000% | $11000.00          | $10713.75          | Corporate Debt Securities           |
| SYSTEM ENERGY RESOURCES INC.                             | 2028-04-15      | 6.0000%  | 0.0000% | $4000.00           | $4208.88           | Corporate Debt Securities           |
| T-MOBILE USA INC                                         | 2027-04-15      | 3.7500%  | 0.0000% | $3555000.00        | $3541855.39        | Corporate Debt Securities           |
| T-MOBILE USA INC                                         | 2026-04-15      | 2.6250%  | 0.0000% | $393000.00         | $388707.95         | Corporate Debt Securities           |
| TAKEDA PHARMACEUTICAL CO LTD                             | 2030-03-31      | 2.0500%  | 0.0000% | $989000.00         | $888888.48         | Corporate Debt Securities           |
| UNION CARBIDE CORP                                       | 2096-10-01      | 7.7500%  | 0.0000% | $90000.00          | $107110.77         | Corporate Debt Securities           |
| UNION PACIFIC CORPORATION                                | 2067-09-15      | 4.1000%  | 0.0000% | $1772000.00        | $1314891.93        | Corporate Debt Securities           |
| UNION PACIFIC CORPORATION                                | 2062-09-16      | 2.9730%  | 0.0000% | $2212000.00        | $1288155.25        | Corporate Debt Securities           |
| RTX CORP                                                 | 2029-09-15      | 7.5000%  | 0.0000% | $3000000.00        | $3422175.00        | Corporate Debt Securities           |
| VERALTO CORP                                             | 2033-09-18      | 5.4500%  | 0.0000% | $4046000.00        | $4211407.22        | Corporate Debt Securities           |
| WELLS FARGO & COMPANY                                    | 2046-06-14      | 4.4000%  | 0.0000% | $467000.00         | $378020.41         | Corporate Debt Securities           |
| AT&T INC                                                 | 2060-06-01      | 3.8500%  | 0.0000% | $321000.00         | $222225.54         | Corporate Debt Securities           |
| AMAZON.COM INC                                           | 2025-12-01      | 4.6000%  | 0.0000% | $536000.00         | $538538.26         | Corporate Debt Securities           |
| AMAZON.COM INC                                           | 2025-12-01      | 4.6000%  | 0.0000% | $5719000.00        | $5746082.64        | Corporate Debt Securities           |
| AMEREN CORPORATION                                       | 2028-03-15      | 1.7500%  | 0.0000% | $5440000.00        | $5105353.87        | Corporate Debt Securities           |
| ANALOG DEVICES INC                                       | 2026-12-05      | 3.5000%  | 0.0000% | $3093000.00        | $3071196.07        | Corporate Debt Securities           |
| APPLE INC                                                | 2027-05-11      | 3.2000%  | 0.0000% | $227000.00         | $224835.68         | Corporate Debt Securities           |
| ASTRAZENECA FINANCE LLC                                  | 2026-05-28      | 1.2000%  | 0.0000% | $4000000.00        | $3897906.67        | Corporate Debt Securities           |
| BAT CAPITAL CORP                                         | 2053-08-02      | 7.0810%  | 0.0000% | $9000.00           | $10196.02          | Corporate Debt Securities           |
| BLUE OWL FINANCE LLC                                     | 2034-04-18      | 6.2500%  | 0.0000% | $703000.00         | $729039.12         | Corporate Debt Securities           |
| CADENCE DESIGN SYST INC                                  | 2027-09-10      | 4.2000%  | 0.0000% | $9000.00           | $9119.01           | Corporate Debt Securities           |
| CENTERPOINT ENERGY INC                                   | 2026-06-01      | 1.4500%  | 0.0000% | $44653000.00       | $43455766.26       | Corporate Debt Securities           |
| CONOCOPHILLIPS                                           | 2031-02-15      | 2.4000%  | 0.0000% | $160000.00         | $143182.40         | Corporate Debt Securities           |
| CONSTELLATION BRANDS INC                                 | 2027-05-09      | 3.5000%  | 0.0000% | $1245000.00        | $1230593.27        | Corporate Debt Securities           |
| CONSUMERS ENERGY COMPANY                                 | 2032-08-15      | 3.6000%  | 0.0000% | $50000.00          | $47008.00          | Corporate Debt Securities           |
| COREBRIDGE FINANCIAL INC                                 | 2033-09-15      | 6.0500%  | 0.0000% | $160000.00         | $170471.33         | Corporate Debt Securities           |
| DELL INTERNATIONAL LLC                                   | 2026-10-01      | 4.9000%  | 0.0000% | $2906000.00        | $2952652.60        | Corporate Debt Securities           |
| DELL INTERNATIONAL LLC                                   | 2030-07-15      | 6.2000%  | 0.0000% | $1282000.00        | $1405747.19        | Corporate Debt Securities           |
| EDP FINANCE BV                                           | 2027-10-11      | 6.3000%  | 0.0000% | $350000.00         | $366567.25         | Corporate Debt Securities           |
| EDISON INTL                                              | 2032-03-15      | 5.2500%  | 0.0000% | $12182000.00       | $11639322.36       | Corporate Debt Securities           |
| ESTEE LAUDER COMPANIES INC. (THE)                        | 2031-03-15      | 1.9500%  | 0.0000% | $3267000.00        | $2854500.41        | Corporate Debt Securities           |
| FREEPORT-MCMORAN INC                                     | 2030-03-01      | 4.2500%  | 0.0000% | $3765000.00        | $3737096.12        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2044-07-08      | 4.8000%  | 0.0000% | $301000.00         | $274714.67         | Corporate Debt Securities           |
| HOME DEPOT INC                                           | 2029-06-25      | 4.7500%  | 0.0000% | $1509000.00        | $1539707.73        | Corporate Debt Securities           |
| HONEYWELL INTERNATIONAL INC                              | 2031-09-01      | 4.9500%  | 0.0000% | $1841000.00        | $1916043.76        | Corporate Debt Securities           |
| KLA CORP                                                 | 2062-07-15      | 5.2500%  | 0.0000% | $110000.00         | $104716.98         | Corporate Debt Securities           |
| LG ELECTRONICS INC                                       | 2027-04-24      | 5.6250%  | 0.0000% | $1065000.00        | $1094833.31        | Corporate Debt Securities           |
| LOCKHEED MARTIN CORPORATION                              | 2033-01-15      | 5.2500%  | 0.0000% | $229000.00         | $241730.68         | Corporate Debt Securities           |
| OLD REPUB INTL CORP                                      | 2034-03-28      | 5.7500%  | 0.0000% | $2000000.00        | $2078128.89        | Corporate Debt Securities           |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                    | 2028-05-19      | 4.4500%  | 0.0000% | $17453000.00       | $17663100.19       | Corporate Debt Securities           |
| RELIANCE INC                                             | 2030-08-15      | 2.1500%  | 0.0000% | $307000.00         | $274259.22         | Corporate Debt Securities           |
| ROCHE HOLDINGS INC                                       | 2026-03-05      | 0.9910%  | 0.0000% | $3700000.00        | $3627501.07        | Corporate Debt Securities           |
| ROYAL CARIBBEAN CRUISES LTD                              | 2026-08-31      | 5.5000%  | 0.0000% | $2245000.00        | $2294275.26        | Corporate Debt Securities           |
| SEMPRA                                                   | 2029-04-01      | 3.7000%  | 0.0000% | $603000.00         | $592270.95         | Corporate Debt Securities           |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2029-08-15      | 2.9500%  | 0.0000% | $4350000.00        | $4146213.38        | Corporate Debt Securities           |
| SPECTRA ENERGY PARTNERS LP                               | 2026-10-15      | 3.3750%  | 0.0000% | $542000.00         | $537941.10         | Corporate Debt Securities           |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                       | 2034-06-12      | 5.6000%  | 0.0000% | $1748000.00        | $1809162.52        | Corporate Debt Securities           |
| TARGA RESOURCES PARTNERS LP                              | 2027-07-15      | 6.5000%  | 0.0000% | $11000.00          | $11335.52          | Corporate Debt Securities           |
| TYCO ELECTRONICS                                         | 2032-02-04      | 2.5000%  | 0.0000% | $9356000.00        | $8308211.17        | Corporate Debt Securities           |
| XYLEM INC                                                | 2026-11-01      | 3.2500%  | 0.0000% | $44000.00          | $43577.88          | Corporate Debt Securities           |
| ABBVIE INC                                               | 2044-03-15      | 5.3500%  | 0.0000% | $361000.00         | $356337.38         | Corporate Debt Securities           |
| ALEXANDRIA REAL EST EQ INC                               | 2049-04-15      | 4.8500%  | 0.0000% | $240000.00         | $201958.60         | Corporate Debt Securities           |
| APPLE INC                                                | 2026-05-08      | 4.4210%  | 0.0000% | $1450000.00        | $1458549.04        | Corporate Debt Securities           |
| ASTRAZENECA FINANCE LLC                                  | 2031-02-26      | 4.9000%  | 0.0000% | $395000.00         | $411857.72         | Corporate Debt Securities           |
| BANK OF AMERICA CORP                                     | 2029-03-05      | 3.9700%  | 0.0000% | $529000.00         | $528900.52         | Corporate Debt Securities           |
| BLOCK FINANCIAL LLC                                      | 2028-07-15      | 2.5000%  | 0.0000% | $200000.00         | $190477.67         | Corporate Debt Securities           |
| BOEING CO                                                | 2064-05-01      | 7.0080%  | 0.0000% | $433000.00         | $474522.68         | Corporate Debt Securities           |
| BROADCOM INC                                             | 2032-11-15      | 4.3000%  | 0.0000% | $869000.00         | $843012.56         | Corporate Debt Securities           |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2037-05-01      | 6.1500%  | 0.0000% | $1754000.00        | $1924452.26        | Corporate Debt Securities           |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2029-04-08      | 5.2600%  | 0.0000% | $50000.00          | $51922.06          | Corporate Debt Securities           |
| CENTERPOINT ENERGY RESOURCES COR                         | 2028-03-01      | 5.2500%  | 0.0000% | $5295000.00        | $5515399.96        | Corporate Debt Securities           |
| CITIZENS FINANCIAL GROUP INC                             | 2030-04-30      | 3.2500%  | 0.0000% | $585000.00         | $548938.65         | Corporate Debt Securities           |
| DARDEN RESTAURANTS INC                                   | 2027-10-15      | 4.3500%  | 0.0000% | $435000.00         | $439485.94         | Corporate Debt Securities           |
| DIAGEO CAPITAL PLC                                       | 2028-05-18      | 3.8750%  | 0.0000% | $3170000.00        | $3161855.74        | Corporate Debt Securities           |
| DUKE ENERGY CAROLINAS LLC                                | 2038-04-15      | 6.0500%  | 0.0000% | $35000.00          | $37619.55          | Corporate Debt Securities           |
| EASTERN GAS TRANSMISSION AND STORAGE INC                 | 2049-11-15      | 3.9000%  | 0.0000% | $100000.00         | $71780.50          | Corporate Debt Securities           |
| EQUINIX INC                                              | 2032-04-15      | 3.9000%  | 0.0000% | $15000.00          | $14291.18          | Corporate Debt Securities           |
| FIFTH THIRD BANCORP                                      | 2029-07-27      | 6.3390%  | 0.0000% | $658000.00         | $709607.43         | Corporate Debt Securities           |
| FORTIS INC                                               | 2026-10-04      | 3.0550%  | 0.0000% | $1628000.00        | $1609844.64        | Corporate Debt Securities           |
| GENERAL ELECTRIC CO                                      | 2038-01-14      | 5.8750%  | 0.0000% | $619000.00         | $673274.09         | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2026-10-06      | 4.0000%  | 0.0000% | $931000.00         | $932073.75         | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2029-04-04      | 5.3710%  | 0.0000% | $1889000.00        | $1956476.44        | Corporate Debt Securities           |
| HCA-THE HEALTHCARE CO                                    | 2031-07-15      | 2.3750%  | 0.0000% | $2760000.00        | $2424978.55        | Corporate Debt Securities           |
| HSBC HOLDINGS PLC                                        | 2032-05-24      | 2.8040%  | 0.0000% | $1413000.00        | $1256572.42        | Corporate Debt Securities           |
| HP INC                                                   | 2030-06-17      | 3.4000%  | 0.0000% | $4555000.00        | $4279867.88        | Corporate Debt Securities           |
| HEWLETT PACKARD ENTERPRISE CO                            | 2027-09-25      | 4.4000%  | 0.0000% | $8604000.00        | $8705708.84        | Corporate Debt Securities           |
| HYATT HOTELS CORP                                        | 2030-04-23      | 5.7500%  | 0.0000% | $113000.00         | $117787.97         | Corporate Debt Securities           |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2026-05-15      | 3.3000%  | 0.0000% | $933000.00         | $928190.39         | Corporate Debt Securities           |
| JPMORGAN CHASE & CO                                      | 2026-12-15      | 4.1250%  | 0.0000% | $54000.00          | $54024.77          | Corporate Debt Securities           |
| KENVUE INC                                               | 2026-03-22      | 5.3500%  | 0.0000% | $1880000.00        | $1918942.11        | Corporate Debt Securities           |
| KEURIG DR PEPPER INC                                     | 2030-05-01      | 3.2000%  | 0.0000% | $379000.00         | $358596.32         | Corporate Debt Securities           |
| LABORATORY CORP OF AMER HLDGS                            | 2034-10-01      | 4.8000%  | 0.0000% | $1206000.00        | $1189148.16        | Corporate Debt Securities           |
| MPLX LP                                                  | 2038-04-15      | 4.5000%  | 0.0000% | $1481000.00        | $1314187.57        | Corporate Debt Securities           |
| MERCK & CO INC                                           | 2029-03-07      | 3.4000%  | 0.0000% | $1372000.00        | $1349598.29        | Corporate Debt Securities           |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2034-08-15      | 5.0000%  | 0.0000% | $461000.00         | $470418.23         | Corporate Debt Securities           |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2026-03-13      | 4.4500%  | 0.0000% | $698000.00         | $706736.44         | Corporate Debt Securities           |
| NESTLE HLDGS INC.                                        | 2027-01-14      | 1.1500%  | 0.0000% | $2500000.00        | $2407081.94        | Corporate Debt Securities           |
| NISOURCE INC.                                            | 2047-05-15      | 4.3750%  | 0.0000% | $42000.00          | $34492.45          | Corporate Debt Securities           |
| NORFOLK SOUTHERN CORPORATION                             | 2041-10-01      | 4.8370%  | 0.0000% | $1714000.00        | $1577802.37        | Corporate Debt Securities           |
| OGLETHORPE POWER CORP                                    | 2050-09-01      | 5.2500%  | 0.0000% | $3665000.00        | $3288693.07        | Corporate Debt Securities           |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | 2041-12-01      | 4.5500%  | 0.0000% | $1034000.00        | $904889.88         | Corporate Debt Securities           |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2053-04-01      | 6.7000%  | 0.0000% | $3459000.00        | $3493983.94        | Corporate Debt Securities           |
| PHILLIPS 66 CO                                           | 2045-02-15      | 4.6800%  | 0.0000% | $275000.00         | $233142.25         | Corporate Debt Securities           |
| RELX CAPITAL INC                                         | 2032-05-20      | 4.7500%  | 0.0000% | $538000.00         | $541872.40         | Corporate Debt Securities           |
| ROPER TECHNOLOGIES INC                                   | 2030-06-30      | 2.0000%  | 0.0000% | $116000.00         | $102699.44         | Corporate Debt Securities           |
| SAN DIEGO GAS & ELECTRIC CO                              | 2049-06-15      | 4.1000%  | 0.0000% | $3205000.00        | $2427141.16        | Corporate Debt Securities           |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | 2033-09-15      | 5.7500%  | 0.0000% | $400000.00         | $423868.33         | Corporate Debt Securities           |
| TEXAS INSTRUMENTS INC                                    | 2034-02-08      | 4.8500%  | 0.0000% | $1059000.00        | $1090749.41        | Corporate Debt Securities           |
| TOYOTA MTR CORP                                          | 2026-07-13      | 5.2750%  | 0.0000% | $618000.00         | $638560.95         | Corporate Debt Securities           |
| TOYOTA MOTOR CREDIT CORP                                 | 2025-11-10      | 5.4000%  | 0.0000% | $108000.00         | $109197.72         | Corporate Debt Securities           |
| TRANSCANADA PIPELINES LTD                                | 2026-01-15      | 4.8750%  | 0.0000% | $440000.00         | $449857.65         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2048-12-15      | 4.4500%  | 0.0000% | $1420000.00        | $1166237.72        | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2049-08-15      | 3.7000%  | 0.0000% | $550000.00         | $404104.25         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2029-05-15      | 4.0000%  | 0.0000% | $2877000.00        | $2850272.67        | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2029-04-15      | 4.7000%  | 0.0000% | $800000.00         | $815913.33         | Corporate Debt Securities           |
| UNIVERSAL HEALTH SERVICES INC                            | 2032-01-15      | 2.6500%  | 0.0000% | $1360000.00        | $1166588.73        | Corporate Debt Securities           |
| VERIZON COMMUNICATIONS INC                               | 2050-03-22      | 4.0000%  | 0.0000% | $104000.00         | $79457.96          | Corporate Debt Securities           |
| WELLS FARGO & COMPANY                                    | 2035-08-01      | 5.5000%  | 0.0000% | $1855000.00        | $1913959.11        | Corporate Debt Securities           |
| WALMART INC                                              | 2032-09-09      | 4.1500%  | 0.0000% | $1620000.00        | $1613659.05        | Corporate Debt Securities           |
| ELEVANCE HEALTH INC                                      | 2043-01-15      | 4.6500%  | 0.0000% | $100000.00         | $89074.25          | Corporate Debt Securities           |
| WILLIAMS COMPANIES INC                                   | 2045-01-15      | 4.9000%  | 0.0000% | $354000.00         | $315693.07         | Corporate Debt Securities           |
| AS MILEAGE PLAN IP LTD                                   | 2031-10-20      | 5.3080%  | 0.0000% | $5300000.00        | $5255485.89        | Corporate Debt Securities           |
| ALEXANDER FUNDING TRUST II                               | 2028-07-31      | 7.4670%  | 0.0000% | $2200000.00        | $2417673.50        | Corporate Debt Securities           |
| ALLY FINANCIAL INC                                       | 2031-01-17      | 5.5430%  | 0.0000% | $3164000.00        | $3278244.04        | Corporate Debt Securities           |
| APA CORP (US)                                            | 2028-10-15      | 4.3750%  | 0.0000% | $2168000.00        | $2102991.62        | Corporate Debt Securities           |
| ARROW ELECTRONICS INC                                    | 2028-01-12      | 3.8750%  | 0.0000% | $195000.00         | $194634.05         | Corporate Debt Securities           |
| AUTOZONE INC                                             | 2029-07-15      | 5.1000%  | 0.0000% | $6958000.00        | $7281929.69        | Corporate Debt Securities           |
| BHP BILLITON FINANCE (USA) LTD                           | 2028-02-28      | 4.7500%  | 0.0000% | $3459000.00        | $3565700.54        | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2026-08-12      | 1.2500%  | 0.0000% | $500000.00         | $485590.83         | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2026-04-02      | 4.4000%  | 0.0000% | $1525000.00        | $1525579.50        | Corporate Debt Securities           |
| BP CAPITAL MARKETS PLC                                   | 2027-09-19      | 3.2790%  | 0.0000% | $23000.00          | $22757.80          | Corporate Debt Securities           |
| BERRY GLOBAL INC                                         | 2027-01-15      | 1.6500%  | 0.0000% | $3558000.00        | $3435827.18        | Corporate Debt Securities           |
| BRISTOL-MYERS SQUIBB CO                                  | 2029-02-22      | 4.9000%  | 0.0000% | $9719000.00        | $10106518.13       | Corporate Debt Securities           |
| BROADCOM INC                                             | 2029-04-15      | 4.7500%  | 0.0000% | $208000.00         | $212125.85         | Corporate Debt Securities           |
| BROWN & BROWN INC                                        | 2032-03-17      | 4.2000%  | 0.0000% | $2789000.00        | $2688586.70        | Corporate Debt Securities           |
| CARGILL INC                                              | 2025-10-10      | 4.8750%  | 0.0000% | $1408000.00        | $1423450.45        | Corporate Debt Securities           |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2027-05-14      | 5.0000%  | 0.0000% | $75000.00          | $76684.42          | Corporate Debt Securities           |
| COCA-COLA CO                                             | 2027-06-01      | 1.4500%  | 0.0000% | $2718000.00        | $2594298.54        | Corporate Debt Securities           |
| COMMONWEALTH EDISON COMPANY                              | 2026-06-15      | 2.5500%  | 0.0000% | $8422000.00        | $8290469.42        | Corporate Debt Securities           |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC              | 2051-12-01      | 3.2000%  | 0.0000% | $10000.00          | $6571.48           | Corporate Debt Securities           |
| CONSTELLATION BRANDS INC                                 | 2025-12-01      | 4.7500%  | 0.0000% | $20000.00          | $20060.33          | Corporate Debt Securities           |
| CONSTELLATION SOFTWARE INC                               | 2034-02-16      | 5.4610%  | 0.0000% | $13662000.00       | $14171415.75       | Corporate Debt Securities           |
| CUMMINS INC                                              | 2025-09-01      | 0.7500%  | 0.0000% | $1850000.00        | $1843042.46        | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2026-03-02      | 1.4500%  | 0.0000% | $2525000.00        | $2486551.26        | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2029-06-11      | 4.8500%  | 0.0000% | $2397000.00        | $2458314.59        | Corporate Debt Securities           |
| WALT DISNEY CO                                           | 2029-09-01      | 2.0000%  | 0.0000% | $954000.00         | $880991.44         | Corporate Debt Securities           |
| EQM MIDSTREAM PARTNERS LP                                | 2027-06-01      | 7.5000%  | 0.0000% | $58000.00          | $59393.26          | Corporate Debt Securities           |
| EASTERN ENERGY GAS HOLDINGS LLC                          | 2035-01-15      | 5.8000%  | 0.0000% | $3028000.00        | $3217714.29        | Corporate Debt Securities           |
| ENTERGY LOUISIANA LLC                                    | 2026-10-01      | 2.4000%  | 0.0000% | $1200000.00        | $1180396.00        | Corporate Debt Securities           |
| ESTEE LAUDER COMPANIES INC. (THE)                        | 2028-05-15      | 4.3750%  | 0.0000% | $7588000.00        | $7642548.24        | Corporate Debt Securities           |
| FIRSTENERGY CORP                                         | 2026-01-15      | 1.6000%  | 0.0000% | $267000.00         | $264122.63         | Corporate Debt Securities           |
| FREEPORT-MCMORAN INC                                     | 2030-03-01      | 4.2500%  | 0.0000% | $6509000.00        | $6460759.27        | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2028-06-23      | 5.8000%  | 0.0000% | $541000.00         | $556449.76         | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2030-10-06      | 6.3750%  | 0.0000% | $4739000.00        | $5147335.94        | Corporate Debt Securities           |
| HONDA MOTOR CO LTD                                       | 2027-03-10      | 2.5340%  | 0.0000% | $1097000.00        | $1072243.76        | Corporate Debt Securities           |
| INGERSOLL RAND INC                                       | 2031-06-15      | 5.3140%  | 0.0000% | $1455000.00        | $1508069.91        | Corporate Debt Securities           |
| INTERNATIONAL BUSINESS MACHINES CORP                     | 2027-02-09      | 2.2000%  | 0.0000% | $992000.00         | $969428.69         | Corporate Debt Securities           |
| L3HARRIS TECHNOLOGIES INC                                | 2027-01-15      | 5.4000%  | 0.0000% | $2064000.00        | $2148335.04        | Corporate Debt Securities           |
| ELI LILLY AND COMPANY                                    | 2026-02-27      | 5.0000%  | 0.0000% | $2000000.00        | $2034226.67        | Corporate Debt Securities           |
| MAIN STREET CAPITAL CORP                                 | 2029-03-01      | 6.9500%  | 0.0000% | $3545000.00        | $3765476.35        | Corporate Debt Securities           |
| MCDONALDS CORP                                           | 2037-10-15      | 6.3000%  | 0.0000% | $100000.00         | $110181.50         | Corporate Debt Securities           |
| MICRON TECHNOLOGY INC                                    | 2035-01-15      | 5.8000%  | 0.0000% | $10787000.00       | $11393253.37       | Corporate Debt Securities           |
| NEWS CORP                                                | 2029-05-15      | 3.8750%  | 0.0000% | $14602000.00       | $14054041.70       | Corporate Debt Securities           |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2046-12-01      | 4.0000%  | 0.0000% | $220000.00         | $157641.49         | Corporate Debt Securities           |
| PEPSICO INC                                              | 2026-10-06      | 2.3750%  | 0.0000% | $1897000.00        | $1868984.47        | Corporate Debt Securities           |
| PEPSICO INC                                              | 2026-02-13      | 4.4000%  | 0.0000% | $1475000.00        | $1485259.29        | Corporate Debt Securities           |
| QATARENERGY                                              | 2031-07-12      | 2.2500%  | 0.0000% | $380000.00         | $336406.40         | Corporate Debt Securities           |
| ROPER TECHNOLOGIES INC                                   | 2029-10-15      | 4.5000%  | 0.0000% | $3752000.00        | $3786199.48        | Corporate Debt Securities           |
| SAN DIEGO GAS & ELECTRIC CO                              | 2026-05-15      | 2.5000%  | 0.0000% | $2108000.00        | $2079679.02        | Corporate Debt Securities           |
| JM SMUCKER CO                                            | 2028-11-15      | 5.9000%  | 0.0000% | $2748000.00        | $2903358.18        | Corporate Debt Securities           |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | 2045-04-01      | 3.9000%  | 0.0000% | $255000.00         | $191431.48         | Corporate Debt Securities           |
| EXPAND ENERGY CORP                                       | 2029-02-01      | 5.3750%  | 0.0000% | $22067000.00       | $22546439.29       | Corporate Debt Securities           |
| EXPAND ENERGY CORP                                       | 2030-03-15      | 5.3750%  | 0.0000% | $100000.00         | $101789.71         | Corporate Debt Securities           |
| TENCENT HOLDINGS LTD                                     | 2026-01-26      | 1.8100%  | 0.0000% | $1370000.00        | $1361016.61        | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2028-05-08      | 5.4000%  | 0.0000% | $614000.00         | $631621.80         | Corporate Debt Securities           |
| BAE SYSTEMS PLC                                          | 2034-03-26      | 5.3000%  | 0.0000% | $400000.00         | $412831.56         | Corporate Debt Securities           |
| AIR PRODUCTS AND CHEMICALS INC                           | 2029-02-08      | 4.6000%  | 0.0000% | $2985000.00        | $3078354.22        | Corporate Debt Securities           |
| AMERICAN HONDA FINANCE CORPORATION                       | 2026-01-12      | 4.7500%  | 0.0000% | $2680000.00        | $2743801.87        | Corporate Debt Securities           |
| AMERICAN HONDA FINANCE CORPORATION                       | 2027-07-09      | 4.9000%  | 0.0000% | $710000.00         | $734420.45         | Corporate Debt Securities           |
| AMERICAN TOWER CORP                                      | 2030-06-15      | 2.1000%  | 0.0000% | $3720000.00        | $3300179.40        | Corporate Debt Securities           |
| AMGEN INC                                                | 2030-02-21      | 2.4500%  | 0.0000% | $2799000.00        | $2582271.10        | Corporate Debt Securities           |
| BHP BILLITON FINANCE (USA) LTD                           | 2035-02-21      | 5.3000%  | 0.0000% | $326000.00         | $337661.56         | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2025-08-11      | 5.3000%  | 0.0000% | $3395000.00        | $3466817.45        | Corporate Debt Securities           |
| BROADCOM INC                                             | 2032-04-15      | 5.2000%  | 0.0000% | $14083000.00       | $14579050.20       | Corporate Debt Securities           |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                  | 2033-03-15      | 6.9500%  | 0.0000% | $19000.00          | $21717.21          | Corporate Debt Securities           |
| CITADEL LP                                               | 2030-01-23      | 6.0000%  | 0.0000% | $2384000.00        | $2521620.37        | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2036-01-24      | 6.0200%  | 0.0000% | $1625000.00        | $1699907.08        | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2026-03-03      | 5.0500%  | 0.0000% | $1000.00           | $1020.64           | Corporate Debt Securities           |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                | 2028-06-21      | 4.3750%  | 0.0000% | $2000000.00        | $2006067.50        | Corporate Debt Securities           |
| DEUTSCHE BANK AG (NEW YORK BRANC                         | 2033-01-07      | 3.7420%  | 0.0000% | $311000.00         | $284484.88         | Corporate Debt Securities           |
| DOMINION ENERGY INC                                      | 2042-09-15      | 4.0500%  | 0.0000% | $23000.00          | $18250.10          | Corporate Debt Securities           |
| EL PASO NATURAL GAS CO LLC                               | 2032-06-15      | 8.3750%  | 0.0000% | $70000.00          | $82097.37          | Corporate Debt Securities           |
| EMBRAER NETHERLANDS FINANCE BV                           | 2035-02-11      | 5.9800%  | 0.0000% | $4137000.00        | $4364243.11        | Corporate Debt Securities           |
| ENEL FINANCE INTERNATIONAL NV                            | 2032-10-14      | 7.5000%  | 0.0000% | $2654000.00        | $3057416.85        | Corporate Debt Securities           |
| FAIRFAX FINANCIAL HOLDINGS LTD                           | 2054-03-22      | 6.3500%  | 0.0000% | $1300000.00        | $1326046.94        | Corporate Debt Securities           |
| FLORIDA POWER & LIGHT CO                                 | 2026-05-15      | 4.4500%  | 0.0000% | $256000.00         | $257677.44         | Corporate Debt Securities           |
| FLORIDA POWER & LIGHT CO                                 | 2029-06-15      | 5.1500%  | 0.0000% | $847000.00         | $876878.63         | Corporate Debt Securities           |
| ARTHUR J GALLAGHER & CO                                  | 2051-05-20      | 3.5000%  | 0.0000% | $1058000.00        | $731076.82         | Corporate Debt Securities           |
| HCA-THE HEALTHCARE CO                                    | 2032-03-01      | 5.5000%  | 0.0000% | $1045000.00        | $1095555.36        | Corporate Debt Securities           |
| HOME DEPOT INC                                           | 2025-09-15      | 3.3500%  | 0.0000% | $2915000.00        | $2936894.08        | Corporate Debt Securities           |
| HUMANA INC                                               | 2033-03-01      | 5.8750%  | 0.0000% | $1649000.00        | $1730873.08        | Corporate Debt Securities           |
| INTERSTATE POWER AND LIGHT CO                            | 2033-10-15      | 5.7000%  | 0.0000% | $2740000.00        | $2864491.90        | Corporate Debt Securities           |
| INVITATION HOMES OPERATING PARTNERSHIP LP                | 2031-08-15      | 2.0000%  | 0.0000% | $3013000.00        | $2578073.45        | Corporate Debt Securities           |
| KEURIG DR PEPPER INC                                     | 2031-03-15      | 2.2500%  | 0.0000% | $7416000.00        | $6578233.02        | Corporate Debt Securities           |
| LOWES COMPANIES INC                                      | 2027-04-01      | 3.3500%  | 0.0000% | $12003000.00       | $11910960.32       | Corporate Debt Securities           |
| MICROCHIP TECH INC                                       | 2030-02-15      | 5.0500%  | 0.0000% | $2000000.00        | $2062135.00        | Corporate Debt Securities           |
| MORGAN STANLEY                                           | 2032-04-01      | 7.2500%  | 0.0000% | $1382000.00        | $1609371.63        | Corporate Debt Securities           |
| MORGAN STANLEY                                           | 2042-04-22      | 3.2170%  | 0.0000% | $40000.00          | $30283.06          | Corporate Debt Securities           |
| NORTHERN STAR RESOURCES LTD                              | 2033-04-11      | 6.1250%  | 0.0000% | $3669000.00        | $3850215.48        | Corporate Debt Securities           |
| NOVARTIS CAPITAL CORP                                    | 2025-11-20      | 3.0000%  | 0.0000% | $6250000.00        | $6235208.33        | Corporate Debt Securities           |
| NUCOR CORP                                               | 2027-05-23      | 4.3000%  | 0.0000% | $8221000.00        | $8274020.88        | Corporate Debt Securities           |
| NUVEEN CHURCHILL DIRECT LENDING CORP                     | 2030-03-15      | 6.6500%  | 0.0000% | $159000.00         | $167801.62         | Corporate Debt Securities           |
| ORACLE CORPORATION                                       | 2032-02-03      | 5.2500%  | 0.0000% | $2728000.00        | $2847234.06        | Corporate Debt Securities           |
| SHERWIN-WILLIAMS COMPANY (THE)                           | 2032-03-15      | 2.2000%  | 0.0000% | $827000.00         | $713474.95         | Corporate Debt Securities           |
| SMITH & NEPHEW PLC                                       | 2030-10-14      | 2.0320%  | 0.0000% | $200000.00         | $175711.96         | Corporate Debt Securities           |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2032-11-01      | 5.9500%  | 0.0000% | $58000.00          | $59749.36          | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2029-08-15      | 2.8750%  | 0.0000% | $617000.00         | $588081.98         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2030-02-15      | 5.3000%  | 0.0000% | $1456000.00        | $1533350.00        | Corporate Debt Securities           |
| ADVANCED MICRO DEVICES INC                               | 2026-09-24      | 4.2120%  | 0.0000% | $4303000.00        | $4363250.61        | Corporate Debt Securities           |
| AMERICAN HOMES 4 RENT LP                                 | 2031-07-15      | 2.3750%  | 0.0000% | $1450000.00        | $1273745.85        | Corporate Debt Securities           |
| APPLE INC                                                | 2030-05-11      | 1.6500%  | 0.0000% | $2617000.00        | $2332416.51        | Corporate Debt Securities           |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2025-09-01      | 3.6500%  | 0.0000% | $1150000.00        | $1161460.07        | Corporate Debt Securities           |
| CGI INC                                                  | 2031-09-14      | 2.3000%  | 0.0000% | $83000.00          | $72118.88          | Corporate Debt Securities           |
| CGI INC                                                  | 2030-03-14      | 4.9500%  | 0.0000% | $3372000.00        | $3448864.74        | Corporate Debt Securities           |
| CSX CORP                                                 | 2026-11-01      | 2.6000%  | 0.0000% | $3806000.00        | $3739208.93        | Corporate Debt Securities           |
| DOW CHEMICAL CO                                          | 2033-03-15      | 6.3000%  | 0.0000% | $100000.00         | $108819.50         | Corporate Debt Securities           |
| META PLATFORMS INC                                       | 2032-08-15      | 3.8500%  | 0.0000% | $1310000.00        | $1273028.53        | Corporate Debt Securities           |
| FEDEX CORP                                               | 2035-02-01      | 3.9000%  | 0.0000% | $7516000.00        | $6810034.65        | Corporate Debt Securities           |
| JBS USA HOLDING LUX SARL                                 | 2034-03-15      | 6.7500%  | 0.0000% | $1071000.00        | $1185787.10        | Corporate Debt Securities           |
| NISOURCE INC.                                            | 2045-02-01      | 5.6500%  | 0.0000% | $35000.00          | $34712.12          | Corporate Debt Securities           |
| ORACLE CORPORATION                                       | 2028-03-25      | 2.3000%  | 0.0000% | $5304000.00        | $5058793.13        | Corporate Debt Securities           |
| PAYPAL HOLDINGS INC                                      | 2028-03-06      | 4.4500%  | 0.0000% | $2934000.00        | $2995501.53        | Corporate Debt Securities           |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2037-05-01      | 5.8000%  | 0.0000% | $831000.00         | $883739.88         | Corporate Debt Securities           |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2050-02-01      | 3.6500%  | 0.0000% | $900000.00         | $603060.25         | Corporate Debt Securities           |
| TYSON FOODS INC                                          | 2047-06-02      | 4.5500%  | 0.0000% | $4495000.00        | $3716955.46        | Corporate Debt Securities           |
| WALMART INC                                              | 2026-09-17      | 1.0500%  | 0.0000% | $1693000.00        | $1639880.71        | Corporate Debt Securities           |
| ABBVIE INC                                               | 2029-11-21      | 3.2000%  | 0.0000% | $5791000.00        | $5548164.07        | Corporate Debt Securities           |
| ANHEUSER-BUSCH COMPANIES LLC                             | 2036-04-01      | 5.7500%  | 0.0000% | $2405000.00        | $2499360.84        | Corporate Debt Securities           |
| ARES CAPITAL CORPORATION                                 | 2026-01-15      | 3.8750%  | 0.0000% | $902000.00         | $913365.58         | Corporate Debt Securities           |
| BAT CAPITAL CORP                                         | 2052-03-16      | 5.6500%  | 0.0000% | $3430000.00        | $3215564.02        | Corporate Debt Securities           |
| BANK OF AMERICA CORP                                     | 2028-07-22      | 4.9480%  | 0.0000% | $829000.00         | $855267.88         | Corporate Debt Securities           |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $351000.00         | $350762.28         | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2027-03-09      | 1.7500%  | 0.0000% | $86000.00          | $83197.76          | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2030-06-10      | 4.7000%  | 0.0000% | $2974000.00        | $3026048.30        | Corporate Debt Securities           |
| DELL INTERNATIONAL LLC                                   | 2032-04-01      | 5.3000%  | 0.0000% | $3574000.00        | $3683016.93        | Corporate Debt Securities           |
| DELL INTERNATIONAL LLC                                   | 2035-04-01      | 5.5000%  | 0.0000% | $3153000.00        | $3211164.09        | Corporate Debt Securities           |
| EXTRA SPACE STORAGE LP                                   | 2035-01-15      | 5.3500%  | 0.0000% | $1674000.00        | $1718563.27        | Corporate Debt Securities           |
| HP INC                                                   | 2030-04-25      | 5.4000%  | 0.0000% | $174000.00         | $179950.80         | Corporate Debt Securities           |
| LOCKHEED MARTIN CORPORATION                              | 2031-12-15      | 4.7000%  | 0.0000% | $6492000.00        | $6564764.50        | Corporate Debt Securities           |
| MARS INC                                                 | 2054-04-01      | 4.1250%  | 0.0000% | $3350000.00        | $2615271.02        | Corporate Debt Securities           |
| MARS INC                                                 | 2028-03-01      | 4.6000%  | 0.0000% | $2684000.00        | $2742081.76        | Corporate Debt Securities           |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                        | 2032-04-30      | 5.2500%  | 0.0000% | $43000.00          | $43918.34          | Corporate Debt Securities           |
| NTT FINANCE CORP                                         | 2026-04-03      | 1.1620%  | 0.0000% | $1834000.00        | $1793281.84        | Corporate Debt Securities           |
| NTT FINANCE CORP                                         | 2028-04-03      | 1.5910%  | 0.0000% | $6446000.00        | $6006092.19        | Corporate Debt Securities           |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2029-06-15      | 5.1500%  | 0.0000% | $1365000.00        | $1405739.56        | Corporate Debt Securities           |
| PHILIP MORRIS INTERNATIONAL INC                          | 2027-08-17      | 3.1250%  | 0.0000% | $15258000.00       | $15082458.83       | Corporate Debt Securities           |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED             | 2030-08-15      | 1.6000%  | 0.0000% | $450000.00         | $391045.50         | Corporate Debt Securities           |
| ROCHE HOLDINGS INC                                       | 2031-03-08      | 4.9090%  | 0.0000% | $2884000.00        | $2992272.41        | Corporate Debt Securities           |
| SAN DIEGO GAS & ELECTRIC CO                              | 2032-03-15      | 3.0000%  | 0.0000% | $472000.00         | $426872.08         | Corporate Debt Securities           |
| SANTANDER UK GROUP HOLDINGS PLC                          | 2031-04-15      | 5.6940%  | 0.0000% | $2025000.00        | $2107098.56        | Corporate Debt Securities           |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | 2030-03-15      | 5.2500%  | 0.0000% | $6779000.00        | $6929567.24        | Corporate Debt Securities           |
| T-MOBILE USA INC                                         | 2028-02-15      | 2.0500%  | 0.0000% | $1554000.00        | $1478798.06        | Corporate Debt Securities           |
| TSMC GLOBAL LTD                                          | 2025-09-28      | 0.7500%  | 0.0000% | $963000.00         | $956226.90         | Corporate Debt Securities           |
| TOYOTA MTR CORP                                          | 2028-07-20      | 3.6690%  | 0.0000% | $1093000.00        | $1101084.56        | Corporate Debt Securities           |
| TOYOTA MOTOR CREDIT CORP                                 | 2027-10-08      | 4.3500%  | 0.0000% | $1204000.00        | $1219890.79        | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2028-06-15      | 3.8500%  | 0.0000% | $1748000.00        | $1731680.96        | Corporate Debt Securities           |
| WOODSIDE FIN LTD                                         | 2029-03-04      | 4.5000%  | 0.0000% | $1705000.00        | $1706227.60        | Corporate Debt Securities           |
| WORKDAY INC                                              | 2027-04-01      | 3.5000%  | 0.0000% | $1126000.00        | $1120226.75        | Corporate Debt Securities           |
| XCEL ENERGY INC                                          | 2028-03-21      | 4.7500%  | 0.0000% | $748000.00         | $763979.15         | Corporate Debt Securities           |
| AEP TEXAS INC                                            | 2049-05-01      | 4.1500%  | 0.0000% | $1254000.00        | $947060.16         | Corporate Debt Securities           |
| ALTRIA GROUP INC                                         | 2028-02-04      | 4.8750%  | 0.0000% | $2000000.00        | $2063660.00        | Corporate Debt Securities           |
| AON NORTH AMERICA INC                                    | 2027-03-01      | 5.1250%  | 0.0000% | $810000.00         | $832753.69         | Corporate Debt Securities           |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                  | 2030-03-15      | 4.8000%  | 0.0000% | $456000.00         | $470747.04         | Corporate Debt Securities           |
| COCA-COLA CO                                             | 2027-05-25      | 2.9000%  | 0.0000% | $772000.00         | $759246.13         | Corporate Debt Securities           |
| COLGATE-PALMOLIVE CO                                     | 2027-08-15      | 3.1000%  | 0.0000% | $2000.00           | $1988.71           | Corporate Debt Securities           |
| INGREDION INC                                            | 2037-04-15      | 6.6250%  | 0.0000% | $2076000.00        | $2301167.28        | Corporate Debt Securities           |
| CUMMINS INC                                              | 2031-02-15      | 4.7000%  | 0.0000% | $2214000.00        | $2244460.95        | Corporate Debt Securities           |
| ELEMENT FLEET MANAGEMENT CORP                            | 2028-12-04      | 6.3190%  | 0.0000% | $2498000.00        | $2642243.82        | Corporate Debt Securities           |
| EVERSOURCE ENERGY                                        | 2026-08-15      | 1.4000%  | 0.0000% | $66000.00          | $64144.08          | Corporate Debt Securities           |
| GENERAL MOTORS CO                                        | 2035-04-15      | 6.2500%  | 0.0000% | $1713000.00        | $1769959.63        | Corporate Debt Securities           |
| GLAXOSK CAP INC                                          | 2030-04-15      | 4.5000%  | 0.0000% | $4139000.00        | $4220062.32        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2027-10-21      | 4.4000%  | 0.0000% | $37000.00          | $37448.71          | Corporate Debt Securities           |
| HOME DEPOT INC                                           | 2031-06-25      | 4.8500%  | 0.0000% | $287000.00         | $293774.24         | Corporate Debt Securities           |
| JONES LANG LASALLE INC                                   | 2028-12-01      | 6.8750%  | 0.0000% | $600000.00         | $646468.92         | Corporate Debt Securities           |
| ELI LILLY AND COMPANY                                    | 2027-02-09      | 4.5000%  | 0.0000% | $928000.00         | $951009.76         | Corporate Debt Securities           |
| MARS INC                                                 | 2027-03-01      | 4.4500%  | 0.0000% | $1306000.00        | $1326869.88        | Corporate Debt Securities           |
| MARSH & MCLENNAN COMPANIES INC                           | 2054-03-15      | 5.4500%  | 0.0000% | $672000.00         | $650762.00         | Corporate Debt Securities           |
| MINERA MEXICO SA DE CV                                   | 2032-02-12      | 5.6250%  | 0.0000% | $1833000.00        | $1893603.56        | Corporate Debt Securities           |
| MITSUBISHI UFJ FINANCIAL GROUP                           | 2027-02-22      | 3.6770%  | 0.0000% | $18000.00          | $18066.31          | Corporate Debt Securities           |
| MORGAN STANLEY                                           | 2029-02-01      | 5.1230%  | 0.0000% | $1922000.00        | $1993928.02        | Corporate Debt Securities           |
| PSEG POWER LLC                                           | 2030-05-15      | 5.2000%  | 0.0000% | $2312000.00        | $2369853.95        | Corporate Debt Securities           |
| PROCTER & GAMBLE CO                                      | 2034-10-24      | 4.5500%  | 0.0000% | $1100000.00        | $1103521.83        | Corporate Debt Securities           |
| QUALCOMM INC                                             | 2045-05-20      | 4.8000%  | 0.0000% | $555000.00         | $503320.25         | Corporate Debt Securities           |
| ROPER TECHNOLOGIES INC                                   | 2025-09-15      | 1.0000%  | 0.0000% | $12000.00          | $11936.84          | Corporate Debt Securities           |
| SOCIETE GENERALE SA                                      | 2053-01-10      | 7.3670%  | 0.0000% | $300000.00         | $321674.58         | Corporate Debt Securities           |
| STARBUCKS CORP                                           | 2031-02-15      | 4.9000%  | 0.0000% | $527000.00         | $546665.01         | Corporate Debt Securities           |
| TEXAS INSTRUMENTS INC                                    | 2026-09-15      | 1.1250%  | 0.0000% | $1763000.00        | $1708102.38        | Corporate Debt Securities           |
| TEXTRON INC                                              | 2035-05-15      | 5.5000%  | 0.0000% | $2114000.00        | $2179725.44        | Corporate Debt Securities           |
| TRANSURBAN FINANCE COMPANY PTY LTD                       | 2027-03-22      | 3.3750%  | 0.0000% | $1526000.00        | $1515543.09        | Corporate Debt Securities           |
| TYCO ELECTRONICS                                         | 2031-02-09      | 4.5000%  | 0.0000% | $420000.00         | $421232.70         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2028-12-15      | 3.8750%  | 0.0000% | $1110000.00        | $1095541.79        | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2063-04-15      | 5.2000%  | 0.0000% | $556000.00         | $494936.37         | Corporate Debt Securities           |
| WALMART INC                                              | 2030-04-15      | 4.0000%  | 0.0000% | $602000.00         | $606438.75         | Corporate Debt Securities           |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                 | 2035-05-29      | 5.5000%  | 0.0000% | $1882000.00        | $1909563.98        | Corporate Debt Securities           |
| CARGILL INC                                              | 2026-02-02      | 0.7500%  | 0.0000% | $500000.00         | $491036.67         | Corporate Debt Securities           |
| LG ENERGY SOLUTION LTD                                   | 2028-04-02      | 5.2500%  | 0.0000% | $7000000.00        | $7127283.33        | Corporate Debt Securities           |
| AGCO CORPORATION                                         | 2027-03-21      | 5.4500%  | 0.0000% | $8000.00           | $8213.34           | Corporate Debt Securities           |
| AEP TRANSMISSION COMPANY LLC                             | 2048-09-15      | 4.2500%  | 0.0000% | $2245000.00        | $1819899.90        | Corporate Debt Securities           |
| COREBRIDGE GLOBAL FUNDING                                | 2026-09-25      | 5.6419%  | 0.0000% | $30000.00          | $30228.00          | Corporate Debt Securities           |
| AT&T INC                                                 | 2038-01-15      | 6.3000%  | 0.0000% | $10000.00          | $11014.85          | Corporate Debt Securities           |
| AS MILEAGE PLAN IP LTD                                   | 2031-10-20      | 5.3080%  | 0.0000% | $177000.00         | $175513.40         | Corporate Debt Securities           |
| ABBVIE INC                                               | 2029-11-21      | 3.2000%  | 0.0000% | $16696000.00       | $15995881.07       | Corporate Debt Securities           |
| ACCENTURE CAPITAL INC                                    | 2029-10-04      | 4.0500%  | 0.0000% | $10000.00          | $10013.35          | Corporate Debt Securities           |
| ACCENTURE CAPITAL INC                                    | 2029-10-04      | 4.0500%  | 0.0000% | $960000.00         | $961281.60         | Corporate Debt Securities           |
| AGREE LP                                                 | 2028-06-15      | 2.0000%  | 0.0000% | $2864000.00        | $2684236.27        | Corporate Debt Securities           |
| AIR PRODUCTS AND CHEMICALS INC                           | 2032-10-11      | 4.9000%  | 0.0000% | $30000.00          | $30377.88          | Corporate Debt Securities           |
| AIRBUS SE                                                | 2027-04-10      | 3.1500%  | 0.0000% | $1500000.00        | $1486590.00        | Corporate Debt Securities           |
| ALABAMA POWER COMPANY                                    | 2041-06-01      | 5.2000%  | 0.0000% | $291000.00         | $273772.48         | Corporate Debt Securities           |
| ALABAMA POWER COMPANY                                    | 2035-04-02      | 5.1000%  | 0.0000% | $30000.00          | $30453.00          | Corporate Debt Securities           |
| HOWMET AEROSPACE INC                                     | 2037-02-01      | 5.9500%  | 0.0000% | $1895000.00        | $2051368.56        | Corporate Debt Securities           |
| ALEXANDRIA REAL EST EQ INC                               | 2030-07-01      | 4.7000%  | 0.0000% | $600000.00         | $612623.67         | Corporate Debt Securities           |
| ALEXANDRIA REAL EST EQ INC                               | 2036-05-15      | 5.2500%  | 0.0000% | $2197000.00        | $2158272.38        | Corporate Debt Securities           |
| AMERICA MOVIL SAB DE CV                                  | 2033-01-20      | 5.0000%  | 0.0000% | $13316000.00       | $13311857.25       | Corporate Debt Securities           |
| AMERICAN HONDA FINANCE CORPORATION                       | 2028-03-03      | 4.5500%  | 0.0000% | $2586000.00        | $2635016.91        | Corporate Debt Securities           |
| AMERICAN HONDA FINANCE CORPORATION                       | 2026-12-11      | 4.9368%  | 0.0000% | $1104000.00        | $1106374.91        | Corporate Debt Securities           |
| AMERIPRISE FINANCIAL INC                                 | 2035-04-15      | 5.2000%  | 0.0000% | $1380000.00        | $1408651.87        | Corporate Debt Securities           |
| AON CORP                                                 | 2028-12-15      | 4.5000%  | 0.0000% | $3000.00           | $3020.03           | Corporate Debt Securities           |
| APA CORP (US)                                            | 2043-04-15      | 4.7500%  | 0.0000% | $931000.00         | $713858.99         | Corporate Debt Securities           |
| APA CORP (US)                                            | 2043-04-15      | 4.7500%  | 0.0000% | $2072000.00        | $1588738.81        | Corporate Debt Securities           |
| APPLE INC                                                | 2027-06-20      | 3.0000%  | 0.0000% | $10155000.00       | $9977219.80        | Corporate Debt Securities           |
| APPLE INC                                                | 2031-02-08      | 1.6500%  | 0.0000% | $5551000.00        | $4871326.31        | Corporate Debt Securities           |
| APPLE INC                                                | 2035-05-12      | 4.7500%  | 0.0000% | $3700000.00        | $3730019.33        | Corporate Debt Securities           |
| APTIV SWISS HOLDINGS LTD                                 | 2046-10-01      | 4.4000%  | 0.0000% | $539000.00         | $410786.87         | Corporate Debt Securities           |
| ARCH CAPITAL GRP LTD                                     | 2034-05-01      | 7.3500%  | 0.0000% | $180000.00         | $209809.05         | Corporate Debt Securities           |
| ASTRAZENECA FINANCE LLC                                  | 2027-02-26      | 4.8000%  | 0.0000% | $2498000.00        | $2565654.17        | Corporate Debt Securities           |
| AUTOMATIC DATA PROCESSING INC                            | 2032-05-08      | 4.7500%  | 0.0000% | $17179000.00       | $17477761.90       | Corporate Debt Securities           |
| BAT CAPITAL CORP                                         | 2047-08-15      | 4.5400%  | 0.0000% | $1719000.00        | $1403331.44        | Corporate Debt Securities           |
| BHP BILLITON FINANCE (USA) LTD                           | 2026-09-08      | 5.2500%  | 0.0000% | $431000.00         | $442862.56         | Corporate Debt Securities           |
| BHP BILLITON FINANCE (USA) LTD                           | 2035-02-21      | 5.3000%  | 0.0000% | $1469000.00        | $1521548.58        | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2029-04-18      | 3.6250%  | 0.0000% | $1830000.00        | $1781431.80        | Corporate Debt Securities           |
| BMW US CAPITAL LLC                                       | 2026-04-02      | 5.0500%  | 0.0000% | $5000.00           | $5089.92           | Corporate Debt Securities           |
| BAKER HUGHES HOLDINGS LLC                                | 2029-11-07      | 3.1380%  | 0.0000% | $60000.00          | $57361.79          | Corporate Debt Securities           |
| BALTIMORE GAS AND ELECTRIC CO                            | 2047-08-15      | 3.7500%  | 0.0000% | $2040000.00        | $1555647.90        | Corporate Debt Securities           |
| BANCO SANTANDER SA                                       | 2027-11-07      | 6.5270%  | 0.0000% | $200000.00         | $207133.84         | Corporate Debt Securities           |
| BANK OF AMERICA CORP                                     | 2025-08-01      | 3.8750%  | 0.0000% | $201000.00         | $204095.04         | Corporate Debt Securities           |
| BANK OF AMERICA CORP                                     | 2028-04-24      | 3.7050%  | 0.0000% | $71000.00          | $70535.84          | Corporate Debt Securities           |
| BANK OF IRELAND GROUP PLC                                | 2026-09-16      | 6.2530%  | 0.0000% | $1400000.00        | $1429755.91        | Corporate Debt Securities           |
| BANK OF NEW YORK MELLON CORP/THE                         | 2028-06-09      | 4.4410%  | 0.0000% | $6000.00           | $6041.02           | Corporate Debt Securities           |
| BAYER CORP                                               | 2028-02-15      | 6.6500%  | 0.0000% | $155000.00         | $165815.51         | Corporate Debt Securities           |
| BOARDWALK PIPELINES LP                                   | 2029-05-03      | 4.8000%  | 0.0000% | $410000.00         | $417523.50         | Corporate Debt Securities           |
| BP CAPITAL MARKETS AMERICA INC                           | 2050-02-24      | 3.0000%  | 0.0000% | $1515000.00        | $977205.30         | Corporate Debt Securities           |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                     | 2026-05-24      | 1.5500%  | 0.0000% | $330000.00         | $321674.10         | Corporate Debt Securities           |
| BROADCOM INC                                             | 2026-09-15      | 3.4590%  | 0.0000% | $3417000.00        | $3417303.26        | Corporate Debt Securities           |
| BROOKFIELD FINANCE INC                                   | 2052-02-15      | 3.6250%  | 0.0000% | $400000.00         | $278309.50         | Corporate Debt Securities           |
| BROWN & BROWN INC                                        | 2026-12-23      | 4.6000%  | 0.0000% | $1500000.00        | $1506666.67        | Corporate Debt Securities           |
| BUNGE LIMITED FINANCE CORP                               | 2025-08-17      | 1.6300%  | 0.0000% | $29000.00          | $29046.17          | Corporate Debt Securities           |
| CSL FINANCE PLC                                          | 2032-04-27      | 4.2500%  | 0.0000% | $5651000.00        | $5536157.55        | Corporate Debt Securities           |
| CVS HEALTH CORP                                          | 2026-01-10      | 5.7890%  | 0.0000% | $6000.00           | $254.58            | Corporate Debt Securities           |
| CVS HEALTH CORP                                          | 2026-02-20      | 5.0000%  | 0.0000% | $8845000.00        | $9013900.19        | Corporate Debt Securities           |
| CANADIAN NTL RAIL CO                                     | 2032-08-05      | 3.8500%  | 0.0000% | $8943000.00        | $8598309.45        | Corporate Debt Securities           |
| CANADIAN NATURAL RESOURCES LTD                           | 2033-06-30      | 6.4500%  | 0.0000% | $1402000.00        | $1483554.34        | Corporate Debt Securities           |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2027-01-08      | 4.5000%  | 0.0000% | $3542000.00        | $3638625.76        | Corporate Debt Securities           |
| CATERPILLAR FINANCIAL SERVICES CORP                      | 2027-01-07      | 4.5000%  | 0.0000% | $2000000.00        | $2056000.00        | Corporate Debt Securities           |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                  | 2027-02-01      | 3.0000%  | 0.0000% | $180000.00         | $178554.00         | Corporate Debt Securities           |
| CHEVRON USA INC.                                         | 2028-02-26      | 4.7867%  | 0.0000% | $3200000.00        | $3228586.29        | Corporate Debt Securities           |
| CHEVRON USA INC.                                         | 2032-04-15      | 4.8190%  | 0.0000% | $1494000.00        | $1542627.87        | Corporate Debt Securities           |
| CHEVRON CORP                                             | 2025-11-17      | 3.3260%  | 0.0000% | $2659000.00        | $2657199.12        | Corporate Debt Securities           |
| CHUBB INA HOLDINGS LLC                                   | 2037-05-11      | 6.0000%  | 0.0000% | $200000.00         | $217709.33         | Corporate Debt Securities           |
| CISCO SYSTEMS INC                                        | 2026-02-26      | 4.9000%  | 0.0000% | $4684000.00        | $4783430.91        | Corporate Debt Securities           |
| CITIGROUP INC                                            | 2025-09-13      | 5.5000%  | 0.0000% | $819000.00         | $833338.41         | Corporate Debt Securities           |
| COMMONWEALTH EDISON COMPANY                              | 2052-03-15      | 3.8500%  | 0.0000% | $3595000.00        | $2716954.20        | Corporate Debt Securities           |
| CONNECTICUT LIGHT & PWR CO                               | 2029-01-01      | 4.6500%  | 0.0000% | $3674000.00        | $3798955.80        | Corporate Debt Securities           |
| COSTCO WHSLE CORP                                        | 2027-05-18      | 3.0000%  | 0.0000% | $692000.00         | $683439.96         | Corporate Debt Securities           |
| ENERGY TRANSFER LP                                       | 2031-02-01      | 7.3750%  | 0.0000% | $1756000.00        | $1892887.76        | Corporate Debt Securities           |
| CROWN CASTLE INC                                         | 2028-01-11      | 5.0000%  | 0.0000% | $1118000.00        | $1154359.84        | Corporate Debt Securities           |
| DCP MIDSTREAM OPERATING LP                               | 2037-09-15      | 6.7500%  | 0.0000% | $989000.00         | $1047615.56        | Corporate Debt Securities           |
| DTE ELECTRIC COMPANY                                     | 2027-05-14      | 4.2500%  | 0.0000% | $650000.00         | $654485.36         | Corporate Debt Securities           |
| DXC TECHNOLOGY CO                                        | 2026-09-15      | 1.8000%  | 0.0000% | $226000.00         | $219436.96         | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2027-01-06      | 3.4500%  | 0.0000% | $622000.00         | $622830.37         | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2027-01-05      | 4.2900%  | 0.0000% | $7220000.00        | $7245837.09        | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2030-06-05      | 4.5500%  | 0.0000% | $557000.00         | $563210.40         | Corporate Debt Securities           |
| JOHN DEERE CAPITAL CORP                                  | 2030-06-05      | 4.5500%  | 0.0000% | $19074000.00       | $19286669.80       | Corporate Debt Securities           |
| DELL INTERNATIONAL LLC                                   | 2030-07-15      | 6.2000%  | 0.0000% | $175000.00         | $191892.17         | Corporate Debt Securities           |
| DIAMONDBACK ENERGY INC                                   | 2026-12-01      | 3.2500%  | 0.0000% | $846000.00         | $835042.66         | Corporate Debt Securities           |
| DUKE ENERGY CAROLINAS LLC                                | 2028-12-01      | 6.0000%  | 0.0000% | $430000.00         | $454902.73         | Corporate Debt Securities           |
| DUKE ENERGY PROGRESS LLC                                 | 2034-03-15      | 5.1000%  | 0.0000% | $100000.00         | $102399.50         | Corporate Debt Securities           |
| EQT CORP                                                 | 2027-10-01      | 3.9000%  | 0.0000% | $2949000.00        | $2934702.27        | Corporate Debt Securities           |
| EQM MIDSTREAM PARTNERS LP                                | 2027-06-01      | 7.5000%  | 0.0000% | $2048000.00        | $2097196.37        | Corporate Debt Securities           |
| ELM ROAD GENERATING STATION SUPERCRITICAL LLC            | 2041-01-19      | 5.8480%  | 0.0000% | $486000.00         | $516741.23         | Corporate Debt Securities           |
| ENBRIDGE INC                                             | 2030-06-20      | 4.9000%  | 0.0000% | $1400000.00        | $1413259.56        | Corporate Debt Securities           |
| ENTERGY MISSISSIPPI LLC                                  | 2027-12-01      | 3.2500%  | 0.0000% | $433000.00         | $423650.69         | Corporate Debt Securities           |
| EQUINOR ASA                                              | 2028-06-02      | 4.2500%  | 0.0000% | $3000000.00        | $3026452.50        | Corporate Debt Securities           |
| ESSEX PORTFOLIO LP                                       | 2031-01-15      | 1.6500%  | 0.0000% | $1657000.00        | $1413822.82        | Corporate Debt Securities           |
| EVERSOURCE ENERGY                                        | 2031-04-15      | 5.8500%  | 0.0000% | $1000000.00        | $1061297.50        | Corporate Debt Securities           |
| FEDERAL HOME LOAN BANKS                                  | 2036-07-15      | 5.5000%  | 0.0000% | $60000.00          | $66648.80          | Agency Debentures and Agency Strips |
| FEDEX CORP                                               | 2031-05-15      | 2.4000%  | 0.0000% | $2559000.00        | $2268246.42        | Corporate Debt Securities           |
| FIRST HORIZON BANK (MEMPHIS)                             | 2030-05-01      | 5.7500%  | 0.0000% | $1150000.00        | $1184757.15        | Corporate Debt Securities           |
| FIRSTENERGY TRANSMISSION LLC                             | 2028-09-15      | 2.8660%  | 0.0000% | $1246000.00        | $1196121.58        | Corporate Debt Securities           |
| GENERAL DYNAMICS CORP                                    | 2027-04-01      | 3.5000%  | 0.0000% | $332000.00         | $331838.24         | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-07-15      | 5.3500%  | 0.0000% | $657000.00         | $681572.35         | Corporate Debt Securities           |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-07-15      | 5.0000%  | 0.0000% | $672000.00         | $677985.28         | Corporate Debt Securities           |
| GEORGIA-PACIFIC LLC                                      | 2032-06-30      | 4.9500%  | 0.0000% | $1220000.00        | $1236006.40        | Corporate Debt Securities           |
| GEORGIA POWER COMPANY                                    | 2027-03-30      | 3.2500%  | 0.0000% | $1108000.00        | $1100338.18        | Corporate Debt Securities           |
| GLAXOSK CAP INC                                          | 2028-05-15      | 3.8750%  | 0.0000% | $10787000.00       | $10788550.63       | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2028-05-08      | 5.4000%  | 0.0000% | $390000.00         | $401193.00         | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2027-04-04      | 4.4000%  | 0.0000% | $124000.00         | $126208.65         | Corporate Debt Securities           |
| GLENCORE FUNDING LLC                                     | 2030-04-01      | 5.1860%  | 0.0000% | $4675000.00        | $4818667.17        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2044-07-08      | 4.8000%  | 0.0000% | $2202000.00        | $2009706.68        | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2027-10-28      | 6.2942%  | 0.0000% | $261000.00         | $268121.36         | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2028-02-24      | 4.4000%  | 0.0000% | $54000.00          | $54467.46          | Corporate Debt Securities           |
| GOLDMAN SACHS GROUP INC/THE                              | 2026-05-17      | 6.1860%  | 0.0000% | $15000.00          | $15128.41          | Corporate Debt Securities           |
| HSBC HOLDINGS PLC                                        | 2030-11-19      | 4.3500%  | 0.0000% | $705000.00         | $708938.80         | Corporate Debt Securities           |
| HPS CORPORATE LENDING FUND                               | 2030-06-05      | 5.8500%  | 0.0000% | $10000.00          | $10004.83          | Corporate Debt Securities           |
| HOLCIM FINANCE US LLC                                    | 2036-07-15      | 7.1250%  | 0.0000% | $533000.00         | $599547.72         | Corporate Debt Securities           |
| HOME DEPOT INC                                           | 2028-09-15      | 1.5000%  | 0.0000% | $998000.00         | $925689.91         | Corporate Debt Securities           |
| HYUNDAI CAPITAL AMERICA                                  | 2026-09-27      | 2.7500%  | 0.0000% | $13000000.00       | $12788674.17       | Corporate Debt Securities           |
| HYUNDAI CAPITAL AMERICA                                  | 2026-11-02      | 3.5000%  | 0.0000% | $5958000.00        | $5906099.20        | Corporate Debt Securities           |
| ICON INVESTMENTS SIX DAC                                 | 2029-05-08      | 5.8490%  | 0.0000% | $409000.00         | $426946.33         | Corporate Debt Securities           |
| INGREDION INC                                            | 2026-10-01      | 3.2000%  | 0.0000% | $4000.00           | $3966.84           | Corporate Debt Securities           |
| JPMORGAN CHASE & CO                                      | 2028-01-23      | 5.0400%  | 0.0000% | $250000.00         | $257670.00         | Corporate Debt Securities           |
| JPMORGAN CHASE & CO                                      | 2035-01-23      | 5.3360%  | 0.0000% | $46000.00          | $47937.10          | Corporate Debt Securities           |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                     | 2026-04-10      | 5.6000%  | 0.0000% | $805000.00         | $821731.48         | Corporate Debt Securities           |
| KIMCO REALTY OP LLC                                      | 2036-02-01      | 5.3000%  | 0.0000% | $3067000.00        | $3074449.40        | Corporate Debt Securities           |
| LPL HOLDINGS INC                                         | 2028-04-03      | 4.9000%  | 0.0000% | $2000.00           | $2036.64           | Corporate Debt Securities           |
| ELI LILLY AND COMPANY                                    | 2028-02-12      | 4.5500%  | 0.0000% | $6589000.00        | $6780289.65        | Corporate Debt Securities           |
| LINCOLN NATIONAL CORPORATION                             | 2026-12-12      | 3.6250%  | 0.0000% | $1262000.00        | $1259835.67        | Corporate Debt Securities           |
| LOWES COMPANIES INC                                      | 2049-04-05      | 4.5500%  | 0.0000% | $4575000.00        | $3771918.48        | Corporate Debt Securities           |
| M&T BK CORP                                              | 2031-07-08      | 5.1790%  | 0.0000% | $815000.00         | $828170.56         | Corporate Debt Securities           |
| MANUFACTURERS AND TRADERS TRUST                          | 2028-01-27      | 4.7000%  | 0.0000% | $250000.00         | $256966.25         | Corporate Debt Securities           |
| MACQUARIE GROUP LTD                                      | 2027-01-12      | 1.3400%  | 0.0000% | $157000.00         | $155290.79         | Corporate Debt Securities           |
| MARSH & MCLENNAN COMPANIES INC                           | 2053-09-15      | 5.7000%  | 0.0000% | $1244000.00        | $1259021.30        | Corporate Debt Securities           |
| MARUBENI CORP                                            | 2035-04-01      | 5.3830%  | 0.0000% | $1485000.00        | $1516078.04        | Corporate Debt Securities           |
| MCKESSON CORP                                            | 2028-02-16      | 3.9500%  | 0.0000% | $1194000.00        | $1205632.88        | Corporate Debt Securities           |
| MCKESSON CORP                                            | 2035-05-30      | 5.2500%  | 0.0000% | $22713000.00       | $23083335.47       | Corporate Debt Securities           |
| MEAD JOHNSON NUTRITION CO                                | 2025-11-15      | 4.1250%  | 0.0000% | $2000.00           | $2007.63           | Corporate Debt Securities           |
| MEIJI YASUDA LIFE INSURANCE CO                           | 2055-06-11      | 6.1000%  | 0.0000% | $1207000.00        | $1206082.01        | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2027-08-01      | 4.7500%  | 0.0000% | $198000.00         | $202945.98         | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2027-11-15      | 4.4000%  | 0.0000% | $1130000.00        | $1133915.44        | Corporate Debt Securities           |
| MERCK & CO INC                                           | 2029-03-07      | 3.4000%  | 0.0000% | $2839000.00        | $2792645.44        | Corporate Debt Securities           |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                     | 2029-01-15      | 4.3000%  | 0.0000% | $53000.00          | $53457.83          | Corporate Debt Securities           |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                     | 2028-04-01      | 5.2000%  | 0.0000% | $480000.00         | $495132.27         | Corporate Debt Securities           |
| MID-AMERICA APARTMENTS LP                                | 2032-02-15      | 5.3000%  | 0.0000% | $236000.00         | $247978.18         | Corporate Debt Securities           |
| MORGAN STANLEY                                           | 2026-09-08      | 4.3500%  | 0.0000% | $2748000.00        | $2778292.12        | Corporate Debt Securities           |
| MOTOROLA SOLUTIONS INC                                   | 2032-08-15      | 5.2000%  | 0.0000% | $2008000.00        | $2034811.26        | Corporate Debt Securities           |
| MOTOROLA SOLUTIONS INC                                   | 2032-08-15      | 5.2000%  | 0.0000% | $1000000.00        | $1013352.22        | Corporate Debt Securities           |
| NRG ENERGY INC                                           | 2027-12-02      | 2.4500%  | 0.0000% | $550000.00         | $522305.06         | Corporate Debt Securities           |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2028-02-07      | 4.7500%  | 0.0000% | $385000.00         | $396818.75         | Corporate Debt Securities           |
| NESTLE HLDGS INC.                                        | 2026-01-15      | 0.6250%  | 0.0000% | $3555000.00        | $3495541.14        | Corporate Debt Securities           |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2028-06-15      | 1.9000%  | 0.0000% | $435000.00         | $406090.63         | Corporate Debt Securities           |
| NORTHERN STAR RESOURCES LTD                              | 2033-04-11      | 6.1250%  | 0.0000% | $1231000.00        | $1291800.29        | Corporate Debt Securities           |
| NORTHROP GRUMMAN CORP                                    | 2030-07-15      | 4.6500%  | 0.0000% | $1593000.00        | $1610147.32        | Corporate Debt Securities           |
| NOVARTIS CAPITAL CORP                                    | 2027-02-14      | 2.0000%  | 0.0000% | $10264000.00       | $10039788.63       | Corporate Debt Securities           |
| NSTAR ELECTRIC CO                                        | 2035-03-01      | 5.2000%  | 0.0000% | $28000.00          | $28553.87          | Corporate Debt Securities           |
| OAKTREE STRATEGIC CREDIT FUND                            | 2028-11-14      | 8.4000%  | 0.0000% | $45000.00          | $49015.95          | Corporate Debt Securities           |
| ONEOK INC                                                | 2028-07-15      | 4.5500%  | 0.0000% | $1364000.00        | $1393590.84        | Corporate Debt Securities           |
| ONEOK INC                                                | 2029-03-15      | 4.3500%  | 0.0000% | $97000.00          | $97330.53          | Corporate Debt Securities           |
| ONEOK INC                                                | 2029-09-01      | 3.4000%  | 0.0000% | $423000.00         | $407940.73         | Corporate Debt Securities           |
| ORACLE CORPORATION                                       | 2038-04-15      | 6.5000%  | 0.0000% | $224000.00         | $245036.21         | Corporate Debt Securities           |
| PSEG POWER LLC                                           | 2035-05-15      | 5.7500%  | 0.0000% | $18373000.00       | $18917744.14       | Corporate Debt Securities           |
| PSEG POWER LLC                                           | 2035-05-15      | 5.7500%  | 0.0000% | $1000000.00        | $1029649.17        | Corporate Debt Securities           |
| PACCAR FINANCIAL CORP                                    | 2027-06-23      | 4.2500%  | 0.0000% | $3152000.00        | $3169765.90        | Corporate Debt Securities           |
| PACIFICORP                                               | 2031-02-15      | 5.3000%  | 0.0000% | $153000.00         | $160202.48         | Corporate Debt Securities           |
| PARKER HANNIFIN CORPORATION                              | 2027-03-01      | 3.2500%  | 0.0000% | $1900000.00        | $1891151.81        | Corporate Debt Securities           |
| PENTAIR FINANCE SA                                       | 2032-07-15      | 5.9000%  | 0.0000% | $2306000.00        | $2467239.36        | Corporate Debt Securities           |
| PHILIP MORRIS INTERNATIONAL INC                          | 2035-04-30      | 4.8750%  | 0.0000% | $2489000.00        | $2461384.55        | Corporate Debt Securities           |
| PHILLIPS 66 CO                                           | 2026-10-01      | 3.5500%  | 0.0000% | $396000.00         | $395159.05         | Corporate Debt Securities           |
| PHILLIPS 66 CO                                           | 2027-12-01      | 4.9500%  | 0.0000% | $488000.00         | $497026.78         | Corporate Debt Securities           |
| PHILLIPS 66 CO                                           | 2054-06-15      | 5.6500%  | 0.0000% | $1327000.00        | $1220235.11        | Corporate Debt Securities           |
| PIEDMONT NATURAL GAS COMPANY INC                         | 2029-06-01      | 3.5000%  | 0.0000% | $98000.00          | $95069.75          | Corporate Debt Securities           |
| PINNACLE WEST CAPITAL CORPORATION                        | 2028-05-15      | 4.9000%  | 0.0000% | $975000.00         | $993773.63         | Corporate Debt Securities           |
| PROCTER & GAMBLE CO                                      | 2026-11-03      | 2.4500%  | 0.0000% | $245000.00         | $241248.85         | Corporate Debt Securities           |
| PROCTER & GAMBLE CO                                      | 2026-11-03      | 2.4500%  | 0.0000% | $2000000.00        | $1969378.33        | Corporate Debt Securities           |
| PROCTER & GAMBLE CO                                      | 2027-08-11      | 2.8500%  | 0.0000% | $188000.00         | $185904.58         | Corporate Debt Securities           |
| PROCTER & GAMBLE CO                                      | 2031-04-23      | 1.9500%  | 0.0000% | $55000.00          | $48721.15          | Corporate Debt Securities           |
| PROLOGIS LP                                              | 2026-06-30      | 3.2500%  | 0.0000% | $366000.00         | $362167.98         | Corporate Debt Securities           |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP              | 2032-10-01      | 5.3690%  | 0.0000% | $28000000.00       | $28501446.56       | Corporate Debt Securities           |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                       | 2031-08-15      | 2.2000%  | 0.0000% | $145000.00         | $126165.95         | Corporate Debt Securities           |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                       | 2033-01-15      | 5.2500%  | 0.0000% | $1781000.00        | $1831477.99        | Corporate Debt Securities           |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED             | 2030-03-15      | 4.9000%  | 0.0000% | $976000.00         | $1005272.41        | Corporate Debt Securities           |
| PUGET ENERGY INC                                         | 2028-06-15      | 2.3790%  | 0.0000% | $30000.00          | $28337.14          | Corporate Debt Securities           |
| REPUBLIC SERVICES INC                                    | 2029-11-15      | 5.0000%  | 0.0000% | $1363000.00        | $1407965.37        | Corporate Debt Securities           |
| ROCHE HOLDINGS INC                                       | 2026-11-13      | 5.2650%  | 0.0000% | $3782000.00        | $3863818.84        | Corporate Debt Securities           |
| ROYAL CARIBBEAN CRUISES LTD                              | 2028-04-01      | 5.5000%  | 0.0000% | $3000000.00        | $3075021.67        | Corporate Debt Securities           |
| SAUDI ARABIAN OIL CO                                     | 2035-06-02      | 5.3750%  | 0.0000% | $3000000.00        | $3027661.67        | Corporate Debt Securities           |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                   | 2027-03-16      | 3.4000%  | 0.0000% | $1000000.00        | $998962.22         | Corporate Debt Securities           |
| SIEMENS FUNDING BV                                       | 2028-05-26      | 4.3500%  | 0.0000% | $1087000.00        | $1099018.60        | Corporate Debt Securities           |
| SIEMENS FUNDING BV                                       | 2030-05-28      | 4.6000%  | 0.0000% | $643000.00         | $651261.84         | Corporate Debt Securities           |
| SOCIETE GENERALE SA                                      | 2027-01-12      | 4.0000%  | 0.0000% | $500000.00         | $504513.33         | Corporate Debt Securities           |
| DOMINION ENERGY SOUTH CAROLINA INC                       | 2038-01-15      | 6.0500%  | 0.0000% | $2000000.00        | $2174518.33        | Corporate Debt Securities           |
| SOUTHERN CALIFORNIA GAS COMPANY                          | 2040-11-15      | 5.1250%  | 0.0000% | $400000.00         | $381846.50         | Corporate Debt Securities           |
| Southern Copper                                          | 2040-04-16      | 6.7500%  | 0.0000% | $75000.00          | $82135.88          | Corporate Debt Securities           |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | 2026-10-01      | 2.7500%  | 0.0000% | $1163000.00        | $1145332.41        | Corporate Debt Securities           |
| SPECTRA ENERGY PARTNERS LP                               | 2043-09-25      | 5.9500%  | 0.0000% | $2095000.00        | $2053626.66        | Corporate Debt Securities           |
| STARBUCKS CORP                                           | 2028-05-15      | 4.5000%  | 0.0000% | $3000.00           | $3033.06           | Corporate Debt Securities           |
| STARBUCKS CORP                                           | 2028-05-15      | 4.5000%  | 0.0000% | $1641000.00        | $1659083.82        | Corporate Debt Securities           |
| STATE STREET CORP                                        | 2025-08-18      | 3.5500%  | 0.0000% | $967000.00         | $978165.63         | Corporate Debt Securities           |
| SUMITOMO MITSUI FIN GRP INC                              | 2027-10-18      | 3.3520%  | 0.0000% | $1872000.00        | $1849281.41        | Corporate Debt Securities           |
| SUTTER HEALTH                                            | 2025-08-15      | 1.3210%  | 0.0000% | $1607000.00        | $1608275.56        | Corporate Debt Securities           |
| SYNOVUS FINANCIAL CORP                                   | 2025-08-11      | 5.2000%  | 0.0000% | $2000.00           | $2039.34           | Corporate Debt Securities           |
| TARGET CORPORATION                                       | 2027-01-15      | 1.9500%  | 0.0000% | $11253000.00       | $10994265.40       | Corporate Debt Securities           |
| TARGA RESOURCES CORP                                     | 2027-07-01      | 5.2000%  | 0.0000% | $603000.00         | $625893.23         | Corporate Debt Securities           |
| TENASKA GA PARTNERS LP                                   | 2030-02-01      | 9.5000%  | 0.0000% | $270000.00         | $113451.09         | Corporate Debt Securities           |
| TENNESSEE GAS PIPELINE COMPANY LLC                       | 2037-04-01      | 7.6250%  | 0.0000% | $2984000.00        | $3478689.59        | Corporate Debt Securities           |
| TOYOTA MOTOR CREDIT CORP                                 | 2026-08-07      | 4.5500%  | 0.0000% | $40000.00          | $40846.94          | Corporate Debt Securities           |
| TRANSURBAN FINANCE COMPANY PTY LTD                       | 2031-03-16      | 2.4500%  | 0.0000% | $182000.00         | $162571.10         | Corporate Debt Securities           |
| TRUIST FINANCIAL CORP                                    | 2030-06-05      | 1.9500%  | 0.0000% | $171000.00         | $151275.86         | Corporate Debt Securities           |
| RTX CORP                                                 | 2025-08-16      | 3.9500%  | 0.0000% | $20000.00          | $20270.46          | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2041-11-15      | 4.6250%  | 0.0000% | $200000.00         | $178642.25         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2043-03-15      | 4.2500%  | 0.0000% | $29000.00          | $24443.69          | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2029-05-15      | 4.0000%  | 0.0000% | $103000.00         | $102043.13         | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2028-06-15      | 4.4000%  | 0.0000% | $1100000.00        | $1105590.44        | Corporate Debt Securities           |
| UNITEDHEALTH GROUP INC                                   | 2035-06-15      | 5.3000%  | 0.0000% | $30000000.00       | $30411366.66       | Corporate Debt Securities           |
| VALE OVERSEAS LTD                                        | 2033-06-12      | 6.1250%  | 0.0000% | $2052000.00        | $2153886.93        | Corporate Debt Securities           |
| VAR ENERGI ASA                                           | 2032-11-15      | 8.0000%  | 0.0000% | $830000.00         | $944149.90         | Corporate Debt Securities           |
| VERIZON COMMUNICATIONS INC                               | 2046-08-21      | 4.8620%  | 0.0000% | $3212000.00        | $2883515.72        | Corporate Debt Securities           |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2027-03-15      | 3.5000%  | 0.0000% | $2714000.00        | $2711037.22        | Corporate Debt Securities           |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2051-11-15      | 2.9500%  | 0.0000% | $47000.00          | $29097.58          | Corporate Debt Securities           |
| VISTRA OPERATIONS COMPANY LLC                            | 2033-10-15      | 6.9500%  | 0.0000% | $91000.00          | $100887.98         | Corporate Debt Securities           |
| WALMART INC                                              | 2027-04-28      | 4.1000%  | 0.0000% | $3730000.00        | $3770325.44        | Corporate Debt Securities           |
| WALMART INC                                              | 2035-04-28      | 4.9000%  | 0.0000% | $17091000.00       | $17348884.20       | Corporate Debt Securities           |
| WELLS FARGO & COMPANY                                    | 2043-11-02      | 5.3750%  | 0.0000% | $121000.00         | $114726.12         | Corporate Debt Securities           |
| WEST VA HEALTH SYS OBL                                   | 2048-06-01      | 4.9240%  | 0.0000% | $528000.00         | $451005.22         | Other Instrument                    |
| WILLIS-KNIGHTON MEDICAL CENTER                           | 2051-03-01      | 3.0650%  | 0.0000% | $33000.00          | $20419.46          | Corporate Debt Securities           |
| WISCONSIN POWER AND LIGHT COMPANY                        | 2050-04-01      | 3.6500%  | 0.0000% | $4350000.00        | $3115833.71        | Corporate Debt Securities           |
| WOODSIDE FIN LTD                                         | 2030-05-19      | 5.4000%  | 0.0000% | $10619000.00       | $10815663.88       | Corporate Debt Securities           |
| ZIMMER BIOMET HOLDINGS INC                               | 2035-02-19      | 5.5000%  | 0.0000% | $16237000.00       | $16900994.08       | Corporate Debt Securities           |
| PETRONAS CAPITAL LTD                                     | 2045-03-18      | 4.5000%  | 0.0000% | $200000.00         | $174958.00         | Corporate Debt Securities           |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                | 2028-06-21      | 4.3750%  | 0.0000% | $200000.00         | $200606.75         | Corporate Debt Securities           |
| BRITISH TELECOMMUNICATIONS PLC                           | 2029-11-08      | 3.2500%  | 0.0000% | $300000.00         | $285760.33         | Corporate Debt Securities           |
| BROADCOM INC                                             | 2033-02-15      | 2.6000%  | 0.0000% | $42000.00          | $36204.84          | Corporate Debt Securities           |
| CSL FINANCE PLC                                          | 2027-04-27      | 3.8500%  | 0.0000% | $4100000.00        | $4096586.75        | Corporate Debt Securities           |
| VICI PROPERTIES LP                                       | 2026-09-01      | 4.5000%  | 0.0000% | $13000.00          | $13149.83          | Corporate Debt Securities           |
| MITSUBISHI HC CAPITAL INC                                | 2027-09-15      | 5.0800%  | 0.0000% | $2400000.00        | $2460112.00        | Corporate Debt Securities           |
| UNITED RENTALS (NORTH AMERICA) INC                       | 2029-12-15      | 6.0000%  | 0.0000% | $100000.00         | $102608.00         | Corporate Debt Securities           |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | 2027-11-29      | 5.2500%  | 0.0000% | $450000.00         | $460062.37         | Corporate Debt Securities           |
| SANTOS FINANCE LTD.                                      | 2033-09-19      | 6.8750%  | 0.0000% | $400000.00         | $443283.28         | Corporate Debt Securities           |
| ST MARYS CEMENT INC                                      | 2034-04-02      | 5.7500%  | 0.0000% | $2200000.00        | $2257366.22        | Corporate Debt Securities           |
| KALLPA GENERACION SA                                     | 2032-01-30      | 5.8750%  | 0.0000% | $200000.00         | $209157.83         | Corporate Debt Securities           |
| LG ENERGY SOLUTION LTD                                   | 2035-04-02      | 5.8750%  | 0.0000% | $17000000.00       | $17094028.89       | Corporate Debt Securities           |
| CORPORACION FINANCIERA DE DESARR                         | 2030-05-06      | 5.5000%  | 0.0000% | $271000.00         | $275728.95         | Corporate Debt Securities           |

### Security 268: 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:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2027-12-31      | 3.8750%  | 0.0000% | $98244700.00       | $98586493.31       | U.S. Treasuries (including strips)  |
| FEDERAL FARM CREDIT BANKS FUNDING CORP | 2037-06-15      | 3.8200%  | 0.0000% | $2833000.00        | $2606463.88        | Agency Debentures and Agency Strips |
| TN VLY AUTHORITY                       | 2052-09-15      | 4.2500%  | 0.0000% | $695000.00         | $580231.05         | Agency Debentures and Agency Strips |
| TN VLY AUTHORITY                       | 2055-02-01      | 5.2500%  | 0.0000% | $522000.00         | $513263.98         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                 | 2032-06-30      | 4.0000%  | 0.0000% | $177585700.00      | $177193590.77      | U.S. Treasuries (including strips)  |

### Security 269: 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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIED UNIVERSAL HOLDCO LLC                       | 2031-02-15      | 7.8750%  | 0.0000% | $16000.00          | $17204.50          | Corporate Debt Securities |
| ARCHES BUYER INC                                  | 2028-12-01      | 6.1250%  | 0.0000% | $40000.00          | $36994.56          | Corporate Debt Securities |
| BOMBARDIER INC                                    | 2029-02-01      | 7.5000%  | 0.0000% | $10000.00          | $10788.12          | Corporate Debt Securities |
| CARVANA CO                                        | 2028-12-01      | 9.0000%  | 0.0000% | $16000.00          | $17133.28          | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC                     | 2031-05-15      | 9.1250%  | 0.0000% | $68000.00          | $70876.15          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2029-05-01      | 6.7500%  | 0.0000% | $60000.00          | $61424.55          | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                             | 2029-08-15      | 4.3750%  | 0.0000% | $2000.00           | $1972.95           | Corporate Debt Securities |
| MAGNERA CORP                                      | 2029-11-15      | 4.7500%  | 0.0000% | $30000.00          | $26673.83          | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC              | 2028-07-15      | 8.8750%  | 0.0000% | $48000.00          | $52191.70          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2052-04-22      | 3.3280%  | 0.0000% | $50000.00          | $34954.81          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                             | 2029-11-15      | 11.0000% | 0.0000% | $72398.00          | $84282.85          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                             | 2030-12-15      | 10.7500% | 0.0000% | $60137.00          | $68838.07          | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                         | 2032-04-15      | 6.5000%  | 0.0000% | $56000.00          | $57513.21          | Corporate Debt Securities |
| SIMMONS FOODS INC                                 | 2029-03-01      | 4.6250%  | 0.0000% | $22000.00          | $21104.34          | Corporate Debt Securities |
| TKC HOLDINGS                                      | 2029-05-15      | 10.5000% | 0.0000% | $40000.00          | $41640.20          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                     | 2032-04-15      | 6.8750%  | 0.0000% | $12000.00          | $12708.76          | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC                 | 2029-10-01      | 5.0000%  | 0.0000% | $64000.00          | $59713.99          | Corporate Debt Securities |
| AVANTOR FUNDING INC                               | 2028-07-15      | 4.6250%  | 0.0000% | $84000.00          | $84344.23          | Corporate Debt Securities |
| AVNET INC                                         | 2028-03-15      | 6.2500%  | 0.0000% | $43012000.00       | $45434830.13       | Corporate Debt Securities |
| LBM ACQUISITION LLC                               | 2029-01-15      | 6.2500%  | 0.0000% | $68000.00          | $60208.28          | Corporate Debt Securities |
| BIG RIVER STEEL LLC                               | 2029-01-31      | 6.6250%  | 0.0000% | $24000.00          | $24844.66          | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                         | 2030-02-15      | 7.0000%  | 0.0000% | $98000.00          | $103969.18         | Corporate Debt Securities |
| CIVITAS RESOURCES INC                             | 2031-07-01      | 8.7500%  | 0.0000% | $75000.00          | $79183.27          | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                     | 2031-02-15      | 3.7500%  | 0.0000% | $78000.00          | $72659.54          | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC                          | 2029-09-30      | 9.0000%  | 0.0000% | $47000.00          | $49579.83          | Corporate Debt Securities |
| REWORLD HOLDING CORP                              | 2029-12-01      | 4.8750%  | 0.0000% | $64000.00          | $60968.77          | Corporate Debt Securities |
| EMRLD BORROWER LP                                 | 2031-07-15      | 6.7500%  | 0.0000% | $47000.00          | $49943.96          | Corporate Debt Securities |
| ESAB CORP                                         | 2029-04-15      | 6.2500%  | 0.0000% | $47000.00          | $48742.80          | Corporate Debt Securities |
| FERRELLGAS LP                                     | 2029-04-01      | 5.8750%  | 0.0000% | $39000.00          | $36431.24          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                     | 2033-11-07      | 7.1220%  | 0.0000% | $250000.00         | $260623.79         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2029-11-01      | 5.8750%  | 0.0000% | $28000.00          | $28552.40          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2031-03-15      | 8.6250%  | 0.0000% | $17000.00          | $18499.00          | Corporate Debt Securities |
| INNOVATE CORP                                     | 2026-02-01      | 8.5000%  | 0.0000% | $130000.00         | $120273.47         | Corporate Debt Securities |
| HARVEST MIDSTREAM I LP                            | 2028-09-01      | 7.5000%  | 0.0000% | $72000.00          | $74919.00          | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                      | 2030-02-15      | 4.2500%  | 0.0000% | $18000.00          | $17596.04          | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC        | 2031-07-01      | 4.8750%  | 0.0000% | $60000.00          | $56623.77          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2051-04-22      | 3.1090%  | 0.0000% | $70000.00          | $46960.38          | Corporate Debt Securities |
| BATH & BODY WORKS INC                             | 2030-10-01      | 6.6250%  | 0.0000% | $36000.00          | $37623.90          | Corporate Debt Securities |
| MICHAELS COMPANIES INC                            | 2028-05-01      | 5.2500%  | 0.0000% | $76000.00          | $62070.28          | Corporate Debt Securities |
| MAJORDRIVE HOLDINGS IV LLC                        | 2029-06-01      | 6.3750%  | 0.0000% | $15000.00          | $11577.68          | Corporate Debt Securities |
| BWAY HOLDING CO                                   | 2027-04-15      | 7.8750%  | 0.0000% | $6000.00           | $6277.57           | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION                  | 2036-09-15      | 6.4500%  | 0.0000% | $49000.00          | $50750.89          | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                              | 2029-01-15      | 9.0000%  | 0.0000% | $32000.00          | $34862.40          | Corporate Debt Securities |
| RANGE RESOURCES CORP                              | 2029-01-15      | 8.2500%  | 0.0000% | $32000.00          | $34223.76          | Corporate Debt Securities |
| RAND PARENT LLC                                   | 2030-02-15      | 8.5000%  | 0.0000% | $72000.00          | $74298.60          | Corporate Debt Securities |
| SS&C TECH INC                                     | 2032-06-01      | 6.5000%  | 0.0000% | $13000.00          | $13513.32          | Corporate Debt Securities |
| SEASPAN                                           | 2029-08-01      | 5.5000%  | 0.0000% | $256000.00         | $248379.88         | Corporate Debt Securities |
| SITIO ROYALTIES OPERATING PARTNERSHIP LP          | 2028-11-01      | 7.8750%  | 0.0000% | $48000.00          | $50762.70          | Corporate Debt Securities |
| TRANSDIGM INC                                     | 2028-08-15      | 6.7500%  | 0.0000% | $34000.00          | $35541.99          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                     | 2031-10-15      | 7.7500%  | 0.0000% | $64000.00          | $69039.09          | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                            | 2029-03-15      | 6.3750%  | 0.0000% | $67000.00          | $70135.85          | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                       | 2029-08-01      | 9.5000%  | 0.0000% | $29000.00          | $30148.96          | Corporate Debt Securities |
| FIRSTENERGY CORP                                  | 2027-07-15      | 3.9000%  | 0.0000% | $35000000.00       | $35194425.00       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2033-09-14      | 5.7170%  | 0.0000% | $100000.00         | $105200.34         | Corporate Debt Securities |
| MANULIFE FINANCIAL CORP                           | 2032-02-24      | 4.0610%  | 0.0000% | $50297000.00       | $50397770.04       | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC               | 2026-09-16      | 1.8500%  | 0.0000% | $104000.00         | $99509.74          | Corporate Debt Securities |
| STAPLES INC                                       | 2029-09-01      | 10.7500% | 0.0000% | $52000.00          | $51007.05          | Corporate Debt Securities |
| WILSONART LLC                                     | 2032-08-15      | 11.0000% | 0.0000% | $38000.00          | $35806.26          | Corporate Debt Securities |
| CHART INDUSTRIES                                  | 2030-01-01      | 7.5000%  | 0.0000% | $104000.00         | $112716.41         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING                  | 2025-07-23      | 4.9080%  | 0.0000% | $206000.00         | $210392.81         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                              | 2030-04-15      | 6.7500%  | 0.0000% | $45000.00          | $43915.61          | Corporate Debt Securities |
| CORECIVIC INC                                     | 2029-04-15      | 8.2500%  | 0.0000% | $52000.00          | $55979.43          | Corporate Debt Securities |
| DORNOCH DEBT MERGER SUB INC                       | 2029-10-15      | 6.6250%  | 0.0000% | $56000.00          | $44106.84          | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                   | 2027-04-15      | 8.0000%  | 0.0000% | $40000.00          | $41591.07          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2030-05-15      | 8.7500%  | 0.0000% | $20000.00          | $21189.55          | Corporate Debt Securities |
| FRONTIER NORTH INC                                | 2028-02-15      | 6.7300%  | 0.0000% | $70000.00          | $73351.43          | Corporate Debt Securities |
| GENESEE & WYOMING INC.                            | 2032-04-15      | 6.2500%  | 0.0000% | $45000.00          | $46517.89          | Corporate Debt Securities |
| IRON MOUNTAIN INC                                 | 2029-02-15      | 7.0000%  | 0.0000% | $7000.00           | $7425.11           | Corporate Debt Securities |
| MASTERBRAND INC                                   | 2032-07-15      | 7.0000%  | 0.0000% | $58000.00          | $60942.53          | Corporate Debt Securities |
| NRG ENERGY INC                                    | 2031-02-15      | 3.6250%  | 0.0000% | $52000.00          | $48499.04          | Corporate Debt Securities |
| PREMIER ENTERTAINMENT SUB LLC                     | 2029-09-01      | 5.6250%  | 0.0000% | $48000.00          | $27292.50          | Corporate Debt Securities |
| RADIAN GRP INC                                    | 2027-03-15      | 4.8750%  | 0.0000% | $30277000.00       | $30730511.61       | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                          | 2031-11-15      | 8.6250%  | 0.0000% | $52000.00          | $56276.55          | Corporate Debt Securities |
| SPIRIT AROSYSTMS                                  | 2029-11-30      | 9.3750%  | 0.0000% | $56000.00          | $59860.22          | Corporate Debt Securities |
| TRAVEL + LEISURE CO                               | 2026-07-31      | 6.6250%  | 0.0000% | $76000.00          | $78868.56          | Corporate Debt Securities |
| ADAPTHEALTH LLC                                   | 2030-03-01      | 5.1250%  | 0.0000% | $60000.00          | $57910.26          | Corporate Debt Securities |
| AIR CANADA                                        | 2026-08-15      | 3.8750%  | 0.0000% | $84000.00          | $84582.23          | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC                 | 2032-10-01      | 7.3750%  | 0.0000% | $56000.00          | $58558.79          | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU                         | 2030-07-01      | 3.1250%  | 0.0000% | $100000.00         | $99536.68          | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                         | 2032-02-15      | 6.5000%  | 0.0000% | $11000.00          | $11514.86          | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                | 2028-09-15      | 9.0000%  | 0.0000% | $64000.00          | $68877.44          | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                | 2030-04-01      | 7.8750%  | 0.0000% | $13000.00          | $13636.98          | Corporate Debt Securities |
| CORELOGIC INC                                     | 2028-05-01      | 4.5000%  | 0.0000% | $56000.00          | $53522.84          | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                             | 2029-12-01      | 6.5000%  | 0.0000% | $60000.00          | $61753.57          | Corporate Debt Securities |
| ENERFLEX LTD                                      | 2027-10-15      | 9.0000%  | 0.0000% | $27000.00          | $28307.07          | Corporate Debt Securities |
| FIESTA PURCHASER INC                              | 2031-03-01      | 7.8750%  | 0.0000% | $36000.00          | $39183.53          | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY LP                   | 2028-01-15      | 10.5000% | 0.0000% | $24000.00          | $24717.72          | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP                             | 2028-10-01      | 12.0000% | 0.0000% | $60000.00          | $66176.20          | Corporate Debt Securities |
| GENESIS ENERGY                                    | 2030-04-15      | 8.8750%  | 0.0000% | $102000.00         | $110072.24         | Corporate Debt Securities |
| GRAFTECH FINANCE INC                              | 2029-12-23      | 4.6250%  | 0.0000% | $2000.00           | $1353.86           | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP                    | 2029-09-01      | 6.7500%  | 0.0000% | $64000.00          | $67015.84          | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC                           | 2032-05-15      | 6.6250%  | 0.0000% | $48000.00          | $49718.94          | Corporate Debt Securities |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC        | 2030-12-15      | 10.5000% | 0.0000% | $32000.00          | $34270.88          | Corporate Debt Securities |
| MERCER INTL INC.                                  | 2029-02-01      | 5.1250%  | 0.0000% | $80000.00          | $66284.94          | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC                  | 2030-12-15      | 5.1250%  | 0.0000% | $16000.00          | $15975.29          | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC                  | 2029-08-01      | 6.5000%  | 0.0000% | $96000.00          | $100612.11         | Corporate Debt Securities |
| NAVIENT CORP                                      | 2030-07-25      | 9.3750%  | 0.0000% | $18000.00          | $20530.70          | Corporate Debt Securities |
| NESCO HOLDINGS II INC                             | 2029-04-15      | 5.5000%  | 0.0000% | $14000.00          | $13752.88          | Corporate Debt Securities |
| RITHM CAPITAL CORP                                | 2029-04-01      | 8.0000%  | 0.0000% | $47000.00          | $48329.53          | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO                 | 2029-06-15      | 6.1250%  | 0.0000% | $13000.00          | $13371.18          | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                              | 2027-01-15      | 3.5000%  | 0.0000% | $39000.00          | $38750.08          | Corporate Debt Securities |
| PARKLAND CORP                                     | 2030-05-01      | 4.6250%  | 0.0000% | $75000.00          | $72375.74          | Corporate Debt Securities |
| SPIRIT AROSYSTMS                                  | 2030-11-15      | 9.7500%  | 0.0000% | $30000.00          | $33435.23          | Corporate Debt Securities |
| STATION CASINOS LLC                               | 2031-12-01      | 4.6250%  | 0.0000% | $56000.00          | $52430.88          | Corporate Debt Securities |
| US FOODS INC                                      | 2033-04-15      | 5.7500%  | 0.0000% | $102000.00         | $102976.06         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                      | 2031-07-31      | 8.5000%  | 0.0000% | $46000.00          | $47568.91          | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                        | 2032-04-15      | 7.7500%  | 0.0000% | $66000.00          | $69482.54          | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                          | 2031-02-15      | 7.1250%  | 0.0000% | $42000.00          | $45727.45          | Corporate Debt Securities |
| XEROX HOLDINGS CORP                               | 2028-08-15      | 5.5000%  | 0.0000% | $10000.00          | $7837.25           | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC                      | 2029-03-15      | 9.7500%  | 0.0000% | $64000.00          | $70790.88          | Corporate Debt Securities |
| BELLRING BRANDS INC                               | 2030-03-15      | 7.0000%  | 0.0000% | $14000.00          | $14838.13          | Corporate Debt Securities |
| BOMBARDIER INC                                    | 2030-11-15      | 8.7500%  | 0.0000% | $12000.00          | $13115.01          | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC                          | 2032-06-15      | 6.3750%  | 0.0000% | $13000.00          | $13379.42          | Corporate Debt Securities |
| CCO HOLDINGS LLC                                  | 2031-02-01      | 4.2500%  | 0.0000% | $33000.00          | $31343.41          | Corporate Debt Securities |
| CD&R SMOKEY BUYER INC                             | 2029-10-15      | 9.5000%  | 0.0000% | $35000.00          | $29130.21          | Corporate Debt Securities |
| CAPSTONE BORROWER INC                             | 2030-06-15      | 8.0000%  | 0.0000% | $56000.00          | $58696.03          | Corporate Debt Securities |
| CHEMOURS COMPANY                                  | 2033-01-15      | 8.0000%  | 0.0000% | $54000.00          | $52874.28          | Corporate Debt Securities |
| EMRLD BORROWER LP                                 | 2030-12-15      | 6.6250%  | 0.0000% | $151000.00         | $154685.97         | Corporate Debt Securities |
| FIRST STUDENT BIDCO INC                           | 2029-07-31      | 4.0000%  | 0.0000% | $44000.00          | $42006.65          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2027-10-15      | 5.8750%  | 0.0000% | $60000.00          | $60726.57          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2028-05-01      | 5.0000%  | 0.0000% | $23000.00          | $23152.59          | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                             | 2028-08-01      | 4.0000%  | 0.0000% | $68000.00          | $67045.66          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                         | 2031-04-30      | 5.2500%  | 0.0000% | $60000.00          | $57977.40          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                         | 2031-07-15      | 5.2500%  | 0.0000% | $32000.00          | $31327.12          | Corporate Debt Securities |
| HILCORP ENERGY I LP                               | 2034-05-15      | 6.8750%  | 0.0000% | $44000.00          | $42338.29          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                              | 2029-01-15      | 9.7500%  | 0.0000% | $68000.00          | $69053.15          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                       | 2032-04-01      | 7.6250%  | 0.0000% | $72000.00          | $71572.37          | Corporate Debt Securities |
| IRON MOUNTAIN INC                                 | 2031-02-15      | 4.5000%  | 0.0000% | $83000.00          | $80303.75          | Corporate Debt Securities |
| IRON MOUNTAIN INC                                 | 2033-01-15      | 6.2500%  | 0.0000% | $14000.00          | $14775.54          | Corporate Debt Securities |
| JANE STREET GROUP LLC                             | 2031-04-30      | 7.1250%  | 0.0000% | $100000.00         | $106208.50         | Corporate Debt Securities |
| KENNEDY-WILSON INC                                | 2029-03-01      | 4.7500%  | 0.0000% | $24000.00          | $22826.91          | Corporate Debt Securities |
| KENNEDY-WILSON INC                                | 2031-03-01      | 5.0000%  | 0.0000% | $48000.00          | $43774.45          | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                           | 2029-02-15      | 7.2500%  | 0.0000% | $72000.00          | $76422.78          | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC                   | 2029-05-01      | 4.8750%  | 0.0000% | $30000.00          | $29377.79          | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC                   | 2031-08-01      | 8.2500%  | 0.0000% | $72000.00          | $78975.78          | Corporate Debt Securities |
| LAMB WESTON HOLDINGS INC                          | 2028-05-15      | 4.8750%  | 0.0000% | $50000.00          | $49869.69          | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC                       | 2029-05-01      | 4.8750%  | 0.0000% | $68000.00          | $65880.41          | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC                  | 2031-11-15      | 5.7500%  | 0.0000% | $32000.00          | $32471.92          | Corporate Debt Securities |
| NAVIENT CORP                                      | 2029-03-15      | 5.5000%  | 0.0000% | $72000.00          | $71461.56          | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC               | 2028-09-15      | 7.0500%  | 0.0000% | $132000.00         | $137323.89         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO                 | 2029-02-15      | 3.5000%  | 0.0000% | $74000.00          | $71226.11          | Corporate Debt Securities |
| POST HOLDINGS INC                                 | 2031-09-15      | 4.5000%  | 0.0000% | $89000.00          | $83568.78          | Corporate Debt Securities |
| POST HOLDINGS INC                                 | 2032-02-15      | 6.2500%  | 0.0000% | $52000.00          | $54561.91          | Corporate Debt Securities |
| RYAN SPECIALTY LLC                                | 2032-08-01      | 5.8750%  | 0.0000% | $13000.00          | $13398.01          | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                          | 2031-02-15      | 3.7500%  | 0.0000% | $31000.00          | $28634.47          | Corporate Debt Securities |
| SMYRNA READY MIX CONCRETE LLC                     | 2031-11-15      | 8.8750%  | 0.0000% | $103000.00         | $108845.64         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                       | 2030-07-01      | 6.5000%  | 0.0000% | $28000.00          | $29733.25          | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                          | 2026-08-01      | 6.8750%  | 0.0000% | $32000.00          | $32991.84          | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDINGS LLC                     | 2029-10-31      | 8.6250%  | 0.0000% | $67000.00          | $70509.04          | Corporate Debt Securities |
| SUNCOKE ENERGY INC                                | 2029-06-30      | 4.8750%  | 0.0000% | $19000.00          | $17674.56          | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC                           | 2030-06-01      | 8.6250%  | 0.0000% | $80000.00          | $86247.83          | Corporate Debt Securities |
| TRONOX INC                                        | 2029-03-15      | 4.6250%  | 0.0000% | $92000.00          | $81786.12          | Corporate Debt Securities |
| UNITED WHOLESALE MORTGAGE LLC                     | 2029-04-15      | 5.5000%  | 0.0000% | $13000.00          | $12736.08          | Corporate Debt Securities |
| UNITI GROUP LP                                    | 2028-02-15      | 10.5000% | 0.0000% | $144000.00         | $156821.04         | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                            | 2032-03-15      | 6.6250%  | 0.0000% | $17000.00          | $17895.27          | Corporate Debt Securities |
| AVNET INC                                         | 2026-04-15      | 4.6250%  | 0.0000% | $50000000.00       | $50389770.85       | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                          | 2030-11-15      | 7.0500%  | 0.0000% | $4000.00           | $4231.53           | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                              | 2031-09-15      | 7.5000%  | 0.0000% | $4000.00           | $3968.36           | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                         | 2027-07-01      | 8.1250%  | 0.0000% | $44000.00          | $45800.01          | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC                             | 2028-09-01      | 3.8750%  | 0.0000% | $28000.00          | $27430.17          | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                             | 2032-01-31      | 7.3750%  | 0.0000% | $93000.00          | $100129.30         | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC                      | 2030-12-31      | 6.5000%  | 0.0000% | $12000.00          | $12436.40          | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC                      | 2030-12-31      | 5.7500%  | 0.0000% | $44000.00          | $37304.01          | Corporate Debt Securities |
| DOMTAR CORP                                       | 2028-10-01      | 6.7500%  | 0.0000% | $39000.00          | $35805.80          | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                   | 2032-01-15      | 7.0000%  | 0.0000% | $37000.00          | $39505.39          | Corporate Debt Securities |
| SNAP INC                                          | 2033-03-01      | 6.8750%  | 0.0000% | $112000.00         | $117390.81         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                   | 2031-01-15      | 3.3750%  | 0.0000% | $84000.00          | $76457.54          | Corporate Debt Securities |
| WALGREENS BOOTS ALLIANCE INC                      | 2044-11-18      | 4.8000%  | 0.0000% | $16000.00          | $15353.92          | Corporate Debt Securities |
| AMERITEX HOLDCO INTERMEDIATE LLC                  | 2028-10-15      | 10.2500% | 0.0000% | $48000.00          | $51801.32          | Corporate Debt Securities |
| CPI CG INC                                        | 2029-07-15      | 10.0000% | 0.0000% | $96000.00          | $106161.92         | Corporate Debt Securities |
| CHEMOURS COMPANY                                  | 2029-11-15      | 4.6250%  | 0.0000% | $36000.00          | $31386.29          | Corporate Debt Securities |
| TENET HEALTHCARE CORP                             | 2031-05-15      | 6.7500%  | 0.0000% | $80000.00          | $83562.20          | Corporate Debt Securities |
| TRINET GROUP INC                                  | 2029-03-01      | 3.5000%  | 0.0000% | $43000.00          | $40629.82          | Corporate Debt Securities |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC      | 2029-03-15      | 3.7500%  | 0.0000% | $44000.00          | $41711.45          | Corporate Debt Securities |
| GLOBAL NET LEASE INC                              | 2027-12-15      | 3.7500%  | 0.0000% | $44000.00          | $41998.55          | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                          | 2029-05-01      | 9.1250%  | 0.0000% | $72000.00          | $60973.01          | Corporate Debt Securities |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC | 2032-07-15      | 5.0000%  | 0.0000% | $64000.00          | $61572.48          | Corporate Debt Securities |
| JANE STREET GROUP LLC                             | 2032-11-01      | 6.1250%  | 0.0000% | $92000.00          | $93527.03          | Corporate Debt Securities |
| SLM CORP                                          | 2026-11-02      | 3.1250%  | 0.0000% | $9000.00           | $8876.83           | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                       | 2030-10-15      | 6.5000%  | 0.0000% | $19000.00          | $19859.29          | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                            | 2028-06-15      | 7.2500%  | 0.0000% | $44000.00          | $44839.12          | Corporate Debt Securities |
| SAAVI ENERGIA LUXEMBOURG SARL                     | 2035-02-10      | 8.8750%  | 0.0000% | $237000.00         | $255252.29         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2029-03-30      | 5.4229%  | 0.0000% | $37536000.00       | $37579917.12       | Corporate Debt Securities |
| GETTY IMAGES INC                                  | 2030-02-21      | 11.2500% | 0.0000% | $40000.00          | $40442.30          | Corporate Debt Securities |
| HILCORP ENERGY I LP                               | 2031-02-01      | 6.0000%  | 0.0000% | $48000.00          | $47136.16          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2043-08-16      | 5.6250%  | 0.0000% | $170000.00         | $173368.98         | Corporate Debt Securities |
| MADISON IAQ LLC                                   | 2029-06-30      | 5.8750%  | 0.0000% | $50000.00          | $49137.50          | Corporate Debt Securities |
| MAREX GROUP PLC                                   | 2028-05-08      | 5.8290%  | 0.0000% | $31294000.00       | $31944591.83       | Corporate Debt Securities |
| ONE SKY FLIGHT LLC                                | 2029-12-15      | 8.8750%  | 0.0000% | $10000.00          | $10444.78          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV    | 2028-03-01      | 6.7500%  | 0.0000% | $228000.00         | $241701.09         | Corporate Debt Securities |
| ACCO BRANDS CORP                                  | 2029-03-15      | 4.2500%  | 0.0000% | $48000.00          | $42704.44          | Corporate Debt Securities |
| ADVANTAGE SALES & MARKETING INC                   | 2028-11-15      | 6.5000%  | 0.0000% | $35000.00          | $27496.88          | Corporate Debt Securities |
| AG TTMT ESCROW ISSUER LLC                         | 2027-09-30      | 8.6250%  | 0.0000% | $20000.00          | $21166.85          | Corporate Debt Securities |
| ALLEGIANT TRAVEL CO                               | 2027-08-15      | 7.2500%  | 0.0000% | $35000.00          | $35890.31          | Corporate Debt Securities |
| AMERICAN AIRLINES                                 | 2029-05-15      | 8.5000%  | 0.0000% | $16000.00          | $16921.20          | Corporate Debt Securities |
| APPLOVIN CORP                                     | 2034-12-01      | 5.5000%  | 0.0000% | $5000.00           | $5067.85           | Corporate Debt Securities |
| ASSUREDPARTNERS INC                               | 2032-02-15      | 7.5000%  | 0.0000% | $8000.00           | $8786.52           | Corporate Debt Securities |
| AVANTOR FUNDING INC                               | 2029-11-01      | 3.8750%  | 0.0000% | $60000.00          | $57057.04          | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                               | 2028-12-01      | 9.0000%  | 0.0000% | $88000.00          | $83657.20          | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                        | 2029-03-01      | 5.3750%  | 0.0000% | $60000.00          | $58784.84          | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                        | 2031-02-15      | 8.0000%  | 0.0000% | $115000.00         | $119104.35         | Corporate Debt Securities |
| B&G FOODS INC                                     | 2028-09-15      | 8.0000%  | 0.0000% | $88000.00          | $86565.01          | Corporate Debt Securities |
| BALL CORP                                         | 2029-06-15      | 6.0000%  | 0.0000% | $72000.00          | $75985.44          | Corporate Debt Securities |
| BAYTEX ENERGY CORP                                | 2030-04-30      | 8.5000%  | 0.0000% | $72000.00          | $73164.00          | Corporate Debt Securities |
| BENTELER INTERNATIONAL AG                         | 2028-05-15      | 10.5000% | 0.0000% | $56000.00          | $59612.84          | Corporate Debt Securities |
| BOYNE USA INC                                     | 2029-05-15      | 4.7500%  | 0.0000% | $43000.00          | $41922.31          | Corporate Debt Securities |
| CCO HOLDINGS LLC                                  | 2031-03-01      | 7.3750%  | 0.0000% | $92000.00          | $97944.90          | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC                  | 2027-03-15      | 5.6250%  | 0.0000% | $93000.00          | $93517.66          | Corporate Debt Securities |
| CACI INTL INC                                     | 2033-06-15      | 6.3750%  | 0.0000% | $56000.00          | $57739.27          | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                          | 2030-04-15      | 6.5000%  | 0.0000% | $64000.00          | $66531.77          | Corporate Debt Securities |
| CHART INDUSTRIES                                  | 2031-01-01      | 9.5000%  | 0.0000% | $28000.00          | $31179.85          | Corporate Debt Securities |
| CHURCHILL DOWNS INC                               | 2031-05-01      | 6.7500%  | 0.0000% | $44000.00          | $45612.71          | Corporate Debt Securities |
| CINEMARK USA INC                                  | 2028-07-15      | 5.2500%  | 0.0000% | $18000.00          | $18328.37          | Corporate Debt Securities |
| CIVITAS RESOURCES INC                             | 2033-06-15      | 9.6250%  | 0.0000% | $52000.00          | $53628.06          | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                              | 2033-05-01      | 7.3750%  | 0.0000% | $38000.00          | $36107.48          | Corporate Debt Securities |
| COINBASE GLOBAL INC                               | 2028-10-01      | 3.3750%  | 0.0000% | $74000.00          | $69702.36          | Corporate Debt Securities |
| CUSHMAN & WAKEFIELD US BORROWER LLC               | 2028-05-15      | 6.7500%  | 0.0000% | $52000.00          | $52827.71          | Corporate Debt Securities |
| DARLING INGREDIENTS INC                           | 2030-06-15      | 6.0000%  | 0.0000% | $7000.00           | $7124.18           | Corporate Debt Securities |
| DIEBOLD NIXDORF INC                               | 2030-03-31      | 7.7500%  | 0.0000% | $2000.00           | $2161.59           | Corporate Debt Securities |
| EMBECTA CORP                                      | 2030-02-15      | 5.0000%  | 0.0000% | $112000.00         | $102904.48         | Corporate Debt Securities |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC          | 2028-05-01      | 8.5000%  | 0.0000% | $56000.00          | $58335.23          | Corporate Debt Securities |
| ENQUEST PLC                                       | 2027-11-01      | 11.6250% | 0.0000% | $255000.00         | $264948.08         | Corporate Debt Securities |
| ENTEGRIS ESCROW CORP                              | 2030-06-15      | 5.9500%  | 0.0000% | $34000.00          | $34571.51          | Corporate Debt Securities |
| EXCELERATE ENERGY LP                              | 2030-05-15      | 8.0000%  | 0.0000% | $76000.00          | $80795.01          | Corporate Debt Securities |
| FMG RESOURCES (AUGUST 2006) PTY LTD               | 2030-04-15      | 5.8750%  | 0.0000% | $64000.00          | $65490.53          | Corporate Debt Securities |
| FTAI INFRA ESCROW HOLDINGS LLC                    | 2027-06-01      | 10.5000% | 0.0000% | $52000.00          | $54523.47          | Corporate Debt Securities |
| FORESTAR GROUP INC                                | 2033-03-15      | 6.5000%  | 0.0000% | $27000.00          | $27699.27          | Corporate Debt Securities |
| FORTIS INC                                        | 2026-10-04      | 3.0550%  | 0.0000% | $52188000.00       | $51606002.35       | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC              | 2030-01-15      | 6.0000%  | 0.0000% | $40000.00          | $41591.60          | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                             | 2029-06-15      | 4.7500%  | 0.0000% | $52000.00          | $51349.96          | Corporate Debt Securities |
| GOAT HOLDCO LLC                                   | 2032-02-01      | 6.7500%  | 0.0000% | $35000.00          | $36691.73          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                         | 2029-07-15      | 5.0000%  | 0.0000% | $76000.00          | $75468.51          | Corporate Debt Securities |
| HEALTHEQUITY INC                                  | 2029-10-01      | 4.5000%  | 0.0000% | $23000.00          | $22537.36          | Corporate Debt Securities |
| HERC HOLDINGS INC                                 | 2030-06-15      | 7.0000%  | 0.0000% | $116000.00         | $121444.40         | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWER                   | 2032-01-15      | 6.6250%  | 0.0000% | $64000.00          | $66819.49          | Corporate Debt Securities |
| METHANEX CORP                                     | 2027-10-15      | 5.1250%  | 0.0000% | $20000.00          | $20142.34          | Corporate Debt Securities |
| MILLENNIUM ESCROW CORP                            | 2026-08-01      | 6.6250%  | 0.0000% | $52000.00          | $44087.69          | Corporate Debt Securities |
| MONEYGRAM INTL INC                                | 2030-06-01      | 9.0000%  | 0.0000% | $23000.00          | $20543.60          | Corporate Debt Securities |
| MOHEGAN GAMING & ENTERTAINMENT                    | 2030-04-15      | 8.2500%  | 0.0000% | $31000.00          | $32558.78          | Corporate Debt Securities |
| MOSS CREEK RESOURCES HOLDINGS INC                 | 2031-09-01      | 8.2500%  | 0.0000% | $56000.00          | $56127.73          | Corporate Debt Securities |
| NABORS INDUSTRIES INC                             | 2027-05-15      | 7.3750%  | 0.0000% | $64000.00          | $63766.32          | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC                  | 2028-08-15      | 5.5000%  | 0.0000% | $72000.00          | $73433.88          | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC                  | 2032-02-01      | 7.1250%  | 0.0000% | $52000.00          | $55531.82          | Corporate Debt Securities |
| NAVIENT CORP                                      | 2031-03-15      | 11.5000% | 0.0000% | $40000.00          | $46582.47          | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I                  | 2028-07-15      | 5.2500%  | 0.0000% | $27000.00          | $27647.80          | Corporate Debt Securities |
| RITHM CAPITAL CORP                                | 2030-07-15      | 8.0000%  | 0.0000% | $36000.00          | $36170.00          | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC                          | 2028-03-01      | 8.1250%  | 0.0000% | $60000.00          | $62058.46          | Corporate Debt Securities |
| GEN DIGITAL INC                                   | 2030-09-30      | 7.1250%  | 0.0000% | $28000.00          | $29577.31          | Corporate Debt Securities |
| Novelis                                           | 2026-11-15      | 3.2500%  | 0.0000% | $20000.00          | $19771.65          | Corporate Debt Securities |
| OPEN TEXT INC                                     | 2031-12-01      | 4.1250%  | 0.0000% | $4000.00           | $3686.49           | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC.               | 2027-05-13      | 6.6250%  | 0.0000% | $28000.00          | $28223.76          | Corporate Debt Securities |
| PETROLEOS MEXICANOS                               | 2044-06-27      | 5.5000%  | 0.0000% | $20000.00          | $13411.17          | Corporate Debt Securities |
| PHH ESCROW ISSUER LLC                             | 2029-11-01      | 9.8750%  | 0.0000% | $44000.00          | $44217.98          | Corporate Debt Securities |
| PLAYTIKA HOLDING CORP                             | 2029-03-15      | 4.2500%  | 0.0000% | $56000.00          | $51094.17          | Corporate Debt Securities |
| QVC INC                                           | 2029-04-15      | 6.8750%  | 0.0000% | $44000.00          | $19111.53          | Corporate Debt Securities |
| QUIKRETE HOLDINGS INC                             | 2032-03-01      | 6.3750%  | 0.0000% | $107000.00         | $112587.72         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                           | 2032-04-01      | 6.5000%  | 0.0000% | $49000.00          | $50992.80          | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                           | 2033-06-15      | 6.5000%  | 0.0000% | $36000.00          | $37207.24          | Corporate Debt Securities |
| RAISING CANES RESTAURANTS LLC                     | 2029-05-01      | 9.3750%  | 0.0000% | $40000.00          | $42922.18          | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC                    | 2030-04-15      | 9.7500%  | 0.0000% | $135000.00         | $136490.85         | Corporate Debt Securities |
| RIVERS ENTERPRISE BORROWER LLC                    | 2033-02-01      | 6.6250%  | 0.0000% | $72000.00          | $73568.88          | Corporate Debt Securities |
| TGNR INTERMEDIATE HOLDINGS LLC                    | 2029-10-15      | 5.5000%  | 0.0000% | $39000.00          | $38166.11          | Corporate Debt Securities |
| ROCKET COMPANIES INC                              | 2030-08-01      | 6.1250%  | 0.0000% | $64000.00          | $65154.65          | Corporate Debt Securities |
| ROCKET SOFTWARE INC                               | 2028-11-28      | 9.0000%  | 0.0000% | $72000.00          | $75263.76          | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2031-02-04      | 5.1530%  | 0.0000% | $52000000.00       | $54140822.67       | Corporate Debt Securities |
| RYAN SPECIALTY LLC                                | 2030-02-01      | 4.3750%  | 0.0000% | $60000.00          | $58845.46          | Corporate Debt Securities |
| S&S HOLDINGS LLC                                  | 2031-10-01      | 8.3750%  | 0.0000% | $39000.00          | $38389.06          | Corporate Debt Securities |
| SABRE GLBL INC                                    | 2029-11-15      | 10.7500% | 0.0000% | $194000.00         | $201695.50         | Corporate Debt Securities |
| SELECT MEDICAL CORP                               | 2032-12-01      | 6.2500%  | 0.0000% | $48000.00          | $48361.67          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                     | 2032-12-31      | 4.3750%  | 0.0000% | $16000.00          | $11256.39          | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                               | 2026-09-01      | 3.1250%  | 0.0000% | $52000.00          | $51481.55          | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2029-05-22      | 4.4000%  | 0.0000% | $43613000.00       | $43907462.15       | Corporate Debt Securities |
| SOTERA HEALTH HOLDINGS LLC                        | 2031-06-01      | 7.3750%  | 0.0000% | $10000.00          | $10480.71          | Corporate Debt Securities |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC          | 2029-10-15      | 7.7500%  | 0.0000% | $31000.00          | $30966.70          | Corporate Debt Securities |
| SUNOCO LP                                         | 2032-05-01      | 7.2500%  | 0.0000% | $20000.00          | $21210.44          | Corporate Debt Securities |
| TENET HEALTHCARE CORP                             | 2030-06-15      | 6.1250%  | 0.0000% | $87000.00          | $88769.76          | Corporate Debt Securities |
| TRINITY IND INC.                                  | 2028-07-15      | 7.7500%  | 0.0000% | $46000.00          | $49399.44          | Corporate Debt Securities |
| US FOODS INC                                      | 2029-02-15      | 4.7500%  | 0.0000% | $55000.00          | $54999.04          | Corporate Debt Securities |
| US FOODS INC                                      | 2030-06-01      | 4.6250%  | 0.0000% | $22000.00          | $21520.75          | Corporate Debt Securities |
| US FOODS INC                                      | 2032-01-15      | 7.2500%  | 0.0000% | $24000.00          | $26027.98          | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                | 2031-02-15      | 3.8750%  | 0.0000% | $5000.00           | $4746.11           | Corporate Debt Securities |
| URBAN ONE INC                                     | 2028-02-01      | 7.3750%  | 0.0000% | $40000.00          | $23581.37          | Corporate Debt Securities |
| VAIL RESORTS INC                                  | 2032-05-15      | 6.5000%  | 0.0000% | $4000.00           | $4154.38           | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC                 | 2030-01-15      | 6.2500%  | 0.0000% | $98000.00          | $103685.55         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                            | 2031-06-01      | 8.3750%  | 0.0000% | $143000.00         | $149809.16         | Corporate Debt Securities |
| VICTORIAS SECRET & CO                             | 2029-07-15      | 4.6250%  | 0.0000% | $76000.00          | $72375.40          | Corporate Debt Securities |
| VIKING BAKED GOODS ACQUISITION CORP               | 2031-11-01      | 8.6250%  | 0.0000% | $77000.00          | $76519.17          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                     | 2029-05-01      | 4.3750%  | 0.0000% | $17000.00          | $16635.69          | Corporate Debt Securities |
| WATCO COMPANIES LLC                               | 2032-08-01      | 7.1250%  | 0.0000% | $35000.00          | $37589.29          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2031-04-23      | 5.1500%  | 0.0000% | $38649000.00       | $39844596.07       | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                            | 2033-03-15      | 6.3750%  | 0.0000% | $60000.00          | $63160.05          | Corporate Debt Securities |
| WHIRLPOOL CORP                                    | 2030-06-15      | 6.1250%  | 0.0000% | $16000.00          | $16164.52          | Corporate Debt Securities |
| WHIRLPOOL CORP                                    | 2033-06-15      | 6.5000%  | 0.0000% | $28000.00          | $28101.66          | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                          | 2030-06-15      | 8.5000%  | 0.0000% | $48000.00          | $51502.16          | Corporate Debt Securities |
| ZAYO GROUP HOLDINGS INC                           | 2027-03-01      | 4.0000%  | 0.0000% | $100000.00         | $94940.22          | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC                         | 2029-02-01      | 3.8750%  | 0.0000% | $14000.00          | $13349.67          | Corporate Debt Securities |
| CHEPLAPHARM ARZNEIMITTEL GMBH                     | 2028-01-15      | 5.5000%  | 0.0000% | $206000.00         | $203997.34         | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                               | 2026-10-13      | 1.1880%  | 0.0000% | $37940000.00       | $36647422.14       | Corporate Debt Securities |
| AUNA SA                                           | 2029-12-15      | 10.0000% | 0.0000% | $207542.00         | $218289.22         | Corporate Debt Securities |

### Security 270: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 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: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHS/COMMUNITY HEALTH SYSTEMS INC | 2027-03-15      | 5.6250%  | 0.0000% | $90000.00          | $90500.96          | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC      | 2028-09-30      | 11.0000% | 0.0000% | $9587000.00        | $9721026.26        | Corporate Debt Securities |
| CALUMET SPE                      | 2027-01-15      | 8.1250%  | 0.0000% | $12924000.00       | $13279663.09       | Corporate Debt Securities |
| GLOBAL MARINE INC.               | 2028-06-01      | 7.0000%  | 0.0000% | $12700000.00       | $11565113.89       | Corporate Debt Securities |
| CMG MEDIA CORP                   | 2029-06-18      | 8.8750%  | 0.0000% | $265030.00         | $250770.84         | Corporate Debt Securities |
| PLANET FINANCIAL GROUP LLC       | 2029-12-15      | 10.5000% | 0.0000% | $12660000.00       | $12747037.50       | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST     | 2028-02-15      | 4.7500%  | 0.0000% | $12497000.00       | $11745086.75       | Corporate Debt Securities |
| AVATION CAPITAL SA               | 2026-10-31      | 8.2500%  | 0.0000% | $13361000.00       | $13114656.56       | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC | 2031-02-15      | 4.7500%  | 0.0000% | $11969000.00       | $10483677.02       | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC          | 2029-11-01      | 12.2500% | 0.0000% | $9461000.00        | $9934772.72        | Corporate Debt Securities |
| LEVEL 3 FINANCING INC            | 2030-10-15      | 3.8750%  | 0.0000% | $1174.00           | $1012.88           | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC     | 2030-12-31      | 5.7500%  | 0.0000% | $1802455.00        | $1528154.40        | Corporate Debt Securities |
| PETSMART LLC                     | 2029-02-15      | 7.7500%  | 0.0000% | $3250000.00        | $3244158.13        | Corporate Debt Securities |
| UNITI GROUP LP                   | 2029-02-15      | 6.5000%  | 0.0000% | $45000.00          | $44369.78          | Corporate Debt Securities |

### Security 271: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| CAMDEN PROPERTY TRUST            | 2025-07-07      | 0.0000%  | 0.0000% | $10538226.00       | $10485534.87       | Money Market |
| CAMDEN PROPERTY TRUST            | 2025-07-11      | 0.0000%  | 0.0000% | $28250000.00       | $28108750.00       | Money Market |
| NESTLE FINANCE INTERNATIONAL LTD | 2025-09-08      | 0.0000%  | 0.0000% | $94409639.00       | $93937590.81       | Money Market |
| PLAINS ALL AMERICAN PIPELINE LP  | 2025-07-07      | 0.0000%  | 0.0000% | $25000000.00       | $24968125.00       | Money Market |

### Security 272: 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:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.31100 | 2051-11-20      | 2.3110%  | 0.0000% | $27027018.00       | $26011314.12       | Asset-Backed Securities                           |
| CARLYLE US CLO 2023-4 LTD      A-1A   20361027 FLT     | 2036-10-25      | 5.9818%  | 0.0000% | $32000000.00       | $32421650.53       | Asset-Backed Securities                           |
| EFMT 2025-CES2                 A-3    20600225 FLT     | 2060-02-25      | 6.0870%  | 0.0000% | $468000.00         | $474703.36         | Private Label Collateralized Mortgage Obligations |
| GCAT LLC 2019-NQM3             B-1    20591125 FLT     | 2059-11-25      | 3.9520%  | 0.0000% | $1520000.00        | $1310184.61        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD 2024-2   A-1    20370720 FLT     | 2037-07-20      | 5.6695%  | 0.0000% | $4853095.00        | $4921688.49        | Asset-Backed Securities                           |
| USQ RAIL III LLC 2024-1        A      20540928 4.99000 | 2054-09-28      | 4.9900%  | 0.0000% | $5000000.00        | $4941880.23        | Asset-Backed Securities                           |
| WESTLAKE AUTMBLE REC TR 2022-2 E      20271215 6.00000 | 2027-12-15      | 6.0000%  | 0.0000% | $49360000.00       | $47618579.20       | Asset-Backed Securities                           |

### Security 273: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MTG TR ADMT_23-NQM5                                   | 2068-11-25      | 7.0490%  | 0.0000% | $670000.00         | $546854.57         | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM4                                             | 2067-06-25      | 4.9927%  | 0.0000% | $100000.00         | $74878.31          | Asset-Backed Securities                           |
| PANAMA REPUBLIC OF (GOVERNMENT)                           | 2026-01-29      | 7.1250%  | 0.0000% | $950000.00         | $989601.15         | Corporate Debt Securities                         |
| JPMMT_21-3                                                | 2051-07-25      | 0.5463%  | 0.0000% | $35000000.00       | $1110693.23        | Private Label Collateralized Mortgage Obligations |
| PERU (REPUBLIC OF)                                        | 2026-01-23      | 2.3920%  | 0.0000% | $7000.00           | $6950.52           | Corporate Debt Securities                         |
| UWM_21-INV5                                               | 2052-01-25      | 0.2298%  | 0.0000% | $144305995.00      | $1376659.64        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                             | 2051-07-25      | 0.1904%  | 0.0000% | $149999995.00      | $1284501.03        | Private Label Collateralized Mortgage Obligations |
| PANAMA REPUBLIC OF (GOVERNMENT)                           | 2029-04-01      | 9.3750%  | 0.0000% | $175000.00         | $200878.49         | Corporate Debt Securities                         |
| RCKT_21-6                                                 | 2051-12-26      | 0.0942%  | 0.0000% | $601784000.00      | $2690696.87        | Private Label Collateralized Mortgage Obligations |
| URUGUAY (ORIENTAL REPUBLIC OF)                            | 2045-11-20      | 4.1250%  | 0.0000% | $856.00            | $724.24            | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                            | 2060-09-10      | 5.2500%  | 0.0000% | $540840.00         | $495248.09         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                            | 2033-01-15      | 7.8750%  | 0.0000% | $56047.00          | $68205.49          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                | 2047-02-21      | 5.6250%  | 0.0000% | $237000.00         | $194459.98         | Corporate Debt Securities                         |
| JPMMT_21-6                                                | 2051-10-25      | 0.1339%  | 0.0000% | $312572452.00      | $1728429.31        | Private Label Collateralized Mortgage Obligations |
| COLOMBIA (REPUBLIC OF)                                    | 2036-11-07      | 7.7500%  | 0.0000% | $1564000.00        | $1536879.81        | Corporate Debt Securities                         |
| SBCLN_23-MTG1                                             | 2052-02-26      | 9.2220%  | 0.0000% | $2910000.00        | $2429209.54        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1-M3                                          | 2052-02-26      | 10.1720% | 0.0000% | $3122000.00        | $2445555.07        | Private Label Collateralized Mortgage Obligations |
| CIM_19-R5                                                 | 2059-09-25      | 5.0536%  | 0.0000% | $7242000.00        | $6657014.32        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                               | 2051-07-01      | 3.1333%  | 0.0000% | $9562000.00        | $6903953.95        | Private Label Collateralized Mortgage Obligations |
| CHILE (REPUBLIC OF)                                       | 2034-01-31      | 3.5000%  | 0.0000% | $334000.00         | $302715.33         | Corporate Debt Securities                         |
| FSMT_21-12                                                | 2051-11-27      | 0.2158%  | 0.0000% | $396110000.00      | $3973284.28        | Private Label Collateralized Mortgage Obligations |
| PANAMA REPUBLIC OF (GOVERNMENT)                           | 2036-01-26      | 6.7000%  | 0.0000% | $548000.00         | $556034.29         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                  | 2067-08-25      | 5.7880%  | 0.0000% | $4150000.00        | $4136335.95        | Private Label Collateralized Mortgage Obligations |
| BX_24-BRBK                                                | 2041-10-15      | 8.3618%  | 0.0000% | $5000000.00        | $5029668.25        | Private Label Collateralized Mortgage Obligations |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02 | 2044-02-25      | 6.1052%  | 0.0000% | $10000000.00       | $10092879.40       | Private Label Collateralized Mortgage Obligations |
| EFMT_25-INV1                                              | 2070-03-25      | 6.4890%  | 0.0000% | $898978.00         | $907400.75         | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                             | 2052-04-25      | 0.1744%  | 0.0000% | $270647994.00      | $1947176.69        | Private Label Collateralized Mortgage Obligations |
| MFRA_20-NQM1                                              | 2065-03-25      | 6.4890%  | 0.0000% | $8210000.00        | $8012237.10        | Private Label Collateralized Mortgage Obligations |
| SKY1 TRUST SKY1_25-LINE                                   | 2042-04-15      | 7.0094%  | 0.0000% | $5000000.00        | $4972335.72        | Private Label Collateralized Mortgage Obligations |
| STAR_21-1                                                 | 2065-05-25      | 2.3630%  | 0.0000% | $2250000.00        | $1983713.69        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM4                                             | 2065-02-25      | 5.8160%  | 0.0000% | $3800000.00        | $3756998.32        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM5             | 2065-02-25      | 5.4960%  | 0.0000% | $2000000.00        | $1959480.49        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM5                                             | 2065-02-25      | 5.8000%  | 0.0000% | $2000000.00        | $1956633.06        | Private Label Collateralized Mortgage Obligations |

### Security 274: 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:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORPORATION                                            | 2026-06-01      | 3.7500%  | 0.0000% | $87000.00          | $86664.25          | Corporate Debt Securities |
| CENCORA INC                                                      | 2034-02-15      | 5.1250%  | 0.0000% | $1207000.00        | $1236485.50        | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2030-05-15      | 2.2500%  | 0.0000% | $155000.00         | $140049.09         | Corporate Debt Securities |
| AON CORP                                                         | 2029-05-02      | 3.7500%  | 0.0000% | $73000.00          | $71708.75          | Corporate Debt Securities |
| BLACK HILLS CORP                                                 | 2033-05-01      | 4.3500%  | 0.0000% | $30000.00          | $28279.18          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA                                         | 2041-05-24      | 5.2500%  | 0.0000% | $558000.00         | $547677.00         | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                                            | 2029-03-15      | 3.3750%  | 0.0000% | $94000.00          | $91072.25          | Corporate Debt Securities |
| JOHNSON & JOHNSON                                                | 2037-03-03      | 3.6250%  | 0.0000% | $323000.00         | $290907.12         | Corporate Debt Securities |
| KROGER CO                                                        | 2027-08-01      | 3.7000%  | 0.0000% | $10000.00          | $10052.74          | Corporate Debt Securities |
| OHIO POWER CO                                                    | 2034-06-01      | 5.6500%  | 0.0000% | $75000.00          | $76933.60          | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2038-04-15      | 6.5000%  | 0.0000% | $226000.00         | $247224.04         | Corporate Debt Securities |
| PECO ENERGY CO                                                   | 2052-08-15      | 4.3750%  | 0.0000% | $34000.00          | $28392.93          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2032-03-11      | 2.6510%  | 0.0000% | $458000.00         | $413700.70         | Corporate Debt Securities |
| CALIFORNIA (STATE OF)                                            | 2032-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5417.86           | Other Instrument          |
| CAPITAL ONE FIN CORP                                             | 2030-07-26      | 5.4630%  | 0.0000% | $152000.00         | $159593.84         | Corporate Debt Securities |
| GENUINE PARTS CO                                                 | 2029-08-15      | 4.9500%  | 0.0000% | $41000.00          | $42330.14          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                             | 2031-03-15      | 5.2000%  | 0.0000% | $86000.00          | $89876.59          | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                                    | 2030-04-01      | 4.3500%  | 0.0000% | $80000.00          | $80125.13          | Corporate Debt Securities |
| LITTLE FALLS MINN INDPT SCH DIST NO 482                          | 2025-12-15      | 0.0000%  | 0.0000% | $5000.00           | $4839.38           | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2031-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5273.35           | Other Instrument          |
| PRINCE GEORGES CNTY MD                                           | 2025-12-15      | 0.0000%  | 0.0000% | $40000.00          | $39137.44          | Other Instrument          |
| T-MOBILE USA INC                                                 | 2029-04-15      | 3.3750%  | 0.0000% | $143000.00         | $138422.75         | Corporate Debt Securities |
| TEXAS WATER DEV BRD                                              | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5317.52           | Other Instrument          |
| WELLS FARGO & COMPANY                                            | 2026-10-23      | 3.0000%  | 0.0000% | $2487000.00        | $2456840.98        | Corporate Debt Securities |
| WEST VA COMMISSIONER OF HIGHWAYS                                 | 2029-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5287.49           | Other Instrument          |
| AUTOMATIC DATA PROCESSING INC                                    | 2034-09-09      | 4.4500%  | 0.0000% | $86000.00          | $85017.95          | Corporate Debt Securities |
| DUKE ENERGY CORP                                                 | 2027-08-15      | 3.1500%  | 0.0000% | $62000.00          | $61370.86          | Corporate Debt Securities |
| M&T BK CORP                                                      | 2028-08-16      | 4.5530%  | 0.0000% | $949000.00         | $966478.00         | Corporate Debt Securities |
| NXP BV                                                           | 2026-06-18      | 3.8750%  | 0.0000% | $14970000.00       | $14896971.35       | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | 2026-02-01      | 7.8500%  | 0.0000% | $35000.00          | $36503.26          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2079-12-31      | 3.7500%  | 0.0000% | $5400000.00        | $5265387.00        | Corporate Debt Securities |
| CMS ENERGY CORP                                                  | 2027-08-15      | 3.4500%  | 0.0000% | $255000.00         | $253461.71         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2028-06-01      | 4.0000%  | 0.0000% | $15075000.00       | $15028451.75       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                             | 2027-05-11      | 3.6500%  | 0.0000% | $66000.00          | $65506.85          | Corporate Debt Securities |
| ENERGY TRANSFER LP                                               | 2027-03-15      | 4.4000%  | 0.0000% | $7000.00           | $7085.00           | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2027-01-17      | 4.3500%  | 0.0000% | $122000.00         | $123890.49         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2028-01-05      | 3.8500%  | 0.0000% | $881000.00         | $878696.43         | Corporate Debt Securities |
| LENNAR CORP                                                      | 2027-11-29      | 4.7500%  | 0.0000% | $37000.00          | $37352.99          | Corporate Debt Securities |
| NBN CO LTD                                                       | 2031-05-05      | 2.6250%  | 0.0000% | $2225000.00        | $2009865.68        | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP                                  | 2026-12-15      | 4.5000%  | 0.0000% | $25000.00          | $25070.63          | Corporate Debt Securities |
| STRYKER CORP                                                     | 2028-12-08      | 4.8500%  | 0.0000% | $33000.00          | $33687.85          | Corporate Debt Securities |
| ALLEGION US HOLDING CO INC                                       | 2034-05-29      | 5.6000%  | 0.0000% | $350000.00         | $359688.78         | Corporate Debt Securities |
| AMGEN INC                                                        | 2029-02-22      | 3.0000%  | 0.0000% | $92000.00          | $88735.53          | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                                          | 2029-12-15      | 4.8500%  | 0.0000% | $20000.00          | $20299.82          | Corporate Debt Securities |
| AVALONBAY COMMUNITIES INC                                        | 2028-01-15      | 3.2000%  | 0.0000% | $790000.00         | $781852.47         | Corporate Debt Securities |
| CARDINAL HEALTH INC                                              | 2025-09-15      | 3.7500%  | 0.0000% | $15000.00          | $15137.51          | Corporate Debt Securities |
| CHENIERE ENERGY INC                                              | 2034-04-15      | 5.6500%  | 0.0000% | $829000.00         | $855470.66         | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC                                           | 2027-08-01      | 3.1500%  | 0.0000% | $30000.00          | $29764.13          | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2026-06-15      | 6.0200%  | 0.0000% | $11000.00          | $11134.62          | Corporate Debt Securities |
| EVERSOURCE ENERGY                                                | 2027-07-01      | 4.6000%  | 0.0000% | $6000.00           | $6159.61           | Corporate Debt Securities |
| IDEX CORP                                                        | 2029-09-01      | 4.9500%  | 0.0000% | $5000.00           | $5151.91           | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                                        | 2029-12-15      | 2.9000%  | 0.0000% | $7000.00           | $6566.41           | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                            | 2031-01-15      | 5.3000%  | 0.0000% | $488000.00         | $510809.93         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2027-05-01      | 3.5500%  | 0.0000% | $141000.00         | $139747.65         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2033-06-15      | 6.4000%  | 0.0000% | $103000.00         | $107365.83         | Corporate Debt Securities |
| DOC DR LLC                                                       | 2027-03-15      | 4.3000%  | 0.0000% | $1410000.00        | $1422509.05        | Corporate Debt Securities |
| RYDER SYSTEM INC                                                 | 2029-09-01      | 4.9500%  | 0.0000% | $6000.00           | $6187.64           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2026-08-15      | 4.5400%  | 0.0000% | $8000.00           | $8135.08           | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                          | 2028-05-15      | 3.8000%  | 0.0000% | $641000.00         | $639115.46         | Corporate Debt Securities |
| CENCORA INC                                                      | 2030-05-15      | 2.8000%  | 0.0000% | $177000.00         | $164608.23         | Corporate Debt Securities |
| ASHTEAD CAPITAL INC                                              | 2029-11-01      | 4.2500%  | 0.0000% | $3000000.00        | $2951985.83        | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                                        | 2027-02-01      | 1.9150%  | 0.0000% | $896000.00         | $868937.19         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                                         | 2026-12-06      | 3.7000%  | 0.0000% | $32000.00          | $31791.25          | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                                       | 2034-02-16      | 5.4610%  | 0.0000% | $41000.00          | $42528.77          | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                               | 2036-01-09      | 5.8620%  | 0.0000% | $5100000.00        | $5397760.95        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2045-02-15      | 5.1000%  | 0.0000% | $105000.00         | $98639.63          | Corporate Debt Securities |
| KEYCORP                                                          | 2027-04-06      | 2.2500%  | 0.0000% | $15000.00          | $14533.95          | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                                    | 2026-06-01      | 1.5500%  | 0.0000% | $25967000.00       | $25314413.22       | Corporate Debt Securities |
| NISOURCE INC.                                                    | 2025-08-15      | 0.9500%  | 0.0000% | $15000.00          | $14983.99          | Corporate Debt Securities |
| ONEOK PARTNERS LP                                                | 2041-02-01      | 6.1250%  | 0.0000% | $35000.00          | $35458.17          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2027-06-15      | 5.4500%  | 0.0000% | $73000.00          | $74097.98          | Corporate Debt Securities |
| NATWEST GROUP PLC                                                | 2029-05-18      | 4.8920%  | 0.0000% | $1648000.00        | $1672567.28        | Corporate Debt Securities |
| STATE CENTER COMMUNITY COLLEGE DISTRIC                           | 2032-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5354.38           | Other Instrument          |
| LPL HOLDINGS INC                                                 | 2035-03-15      | 5.6500%  | 0.0000% | $205000.00         | $209194.53         | Corporate Debt Securities |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2036-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5358.61           | Other Instrument          |
| PACIFICORP                                                       | 2038-07-15      | 6.3500%  | 0.0000% | $10000.00          | $10838.64          | Corporate Debt Securities |
| AMITYVILLE N Y UN FREE SCH DIST                                  | 2038-06-15      | 4.0000%  | 0.0000% | $5000.00           | $5023.63           | Other Instrument          |
| APPALACHIAN POWER CO                                             | 2036-04-01      | 6.3750%  | 0.0000% | $1310000.00        | $1397312.05        | Corporate Debt Securities |
| AVERY DENNISON CORP                                              | 2033-01-15      | 6.0000%  | 0.0000% | $548000.00         | $579942.92         | Corporate Debt Securities |
| CINCINNATI FINL CORP                                             | 2028-05-15      | 6.9200%  | 0.0000% | $2699000.00        | $2919346.36        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                               | 2030-05-15      | 3.7500%  | 0.0000% | $9000.00           | $8656.99           | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2028-04-04      | 5.5236%  | 0.0000% | $40000.00          | $40284.15          | Corporate Debt Securities |
| ILLINOIS (STATE OF)                                              | 2036-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5076.97           | Other Instrument          |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK                  | 2033-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5336.91           | Other Instrument          |
| MCDONALDS CORP                                                   | 2030-05-15      | 4.6000%  | 0.0000% | $14954000.00       | $15299586.94       | Corporate Debt Securities |
| NVIDIA CORP                                                      | 2031-06-15      | 2.0000%  | 0.0000% | $67000.00          | $59350.16          | Corporate Debt Securities |
| SEGUIN TEX                                                       | 2030-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5233.24           | Other Instrument          |
| CIGNA GROUP                                                      | 2027-03-01      | 3.4000%  | 0.0000% | $457000.00         | $455473.11         | Corporate Debt Securities |
| CSL FINANCE PLC                                                  | 2032-04-27      | 4.2500%  | 0.0000% | $50000.00          | $48983.88          | Corporate Debt Securities |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2032-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5357.51           | Other Instrument          |
| CUBESMART LP                                                     | 2030-02-15      | 3.0000%  | 0.0000% | $8000.00           | $7530.56           | Corporate Debt Securities |
| GRUPO TELEVISA SAB                                               | 2040-01-15      | 6.6250%  | 0.0000% | $1364000.00        | $1309719.05        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                                            | 2027-03-15      | 3.1250%  | 0.0000% | $149000.00         | $147172.45         | Corporate Debt Securities |
| HIGHWOODS REALTY LP                                              | 2028-03-15      | 4.1250%  | 0.0000% | $109000.00         | $107969.00         | Corporate Debt Securities |
| KILROY REALTY LP                                                 | 2025-10-01      | 4.3750%  | 0.0000% | $25000.00          | $25227.65          | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                           | 2028-03-15      | 1.7500%  | 0.0000% | $112000.00         | $105321.91         | Corporate Debt Securities |
| KALLPA GENERACION SA                                             | 2032-01-30      | 5.8750%  | 0.0000% | $2200000.00        | $2300736.17        | Corporate Debt Securities |
| THE CHILDRENS HOSP CORP                                          | 2047-01-01      | 4.1150%  | 0.0000% | $7902000.00        | $6594619.59        | Corporate Debt Securities |
| CONNECTICUT (STATE OF)                                           | 2025-10-15      | 5.0000%  | 0.0000% | $15000.00          | $15245.50          | Other Instrument          |
| GEISINGER AUTH PA                                                | 2043-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5399.06           | Other Instrument          |
| LLOYDS BANKING GROUP PLC                                         | 2027-08-07      | 5.9850%  | 0.0000% | $1800000.00        | $1869486.75        | Corporate Debt Securities |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                             | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5370.52           | Other Instrument          |
| NEW MOUNTAIN FINANCE CORP                                        | 2027-10-15      | 6.2000%  | 0.0000% | $6000.00           | $6137.38           | Corporate Debt Securities |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2048-11-01      | 1.7500%  | 0.0000% | $200000.00         | $74650.41          | Money Market              |
| STANFORD HEALTH CARE                                             | 2030-08-15      | 3.3100%  | 0.0000% | $3738000.00        | $3601011.65        | Corporate Debt Securities |
| TOLL BROS FIN                                                    | 2027-03-15      | 4.8750%  | 0.0000% | $7000.00           | $7117.45           | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                            | 2028-06-06      | 4.1230%  | 0.0000% | $55000.00          | $54889.93          | Corporate Debt Securities |
| AHS HOSPITAL CORP                                                | 2045-07-01      | 5.0240%  | 0.0000% | $14000.00          | $13246.25          | Corporate Debt Securities |
| AFFILIATED MANAGERS GRP INC.                                     | 2030-06-15      | 3.3000%  | 0.0000% | $10157000.00       | $9539302.05        | Corporate Debt Securities |
| ALLSTATE CORP                                                    | 2029-06-24      | 5.0500%  | 0.0000% | $158000.00         | $162054.54         | Corporate Debt Securities |
| UNION ELECTRIC CO                                                | 2037-08-01      | 5.3000%  | 0.0000% | $9000.00           | $9234.14           | Corporate Debt Securities |
| AMERICAN TOWER CORP                                              | 2025-09-15      | 1.3000%  | 0.0000% | $85000.00          | $84682.24          | Corporate Debt Securities |
| AMERICAN UNIVERSITY                                              | 2025-08-11      | 0.0000%  | 0.0000% | $15000000.00       | $14916255.00       | Money Market              |
| ELEVANCE HEALTH INC                                              | 2030-02-15      | 4.7500%  | 0.0000% | $50000.00          | $51378.12          | Corporate Debt Securities |
| AON NORTH AMERICA INC                                            | 2027-03-01      | 5.1250%  | 0.0000% | $42000.00          | $43179.82          | Corporate Debt Securities |
| APPALACHIAN POWER CO                                             | 2045-06-01      | 4.4500%  | 0.0000% | $76000.00          | $61450.92          | Corporate Debt Securities |
| ARAPAHOE CNTY COLO SCH DIST NO 6 LITTLETON                       | 2034-12-01      | 5.5000%  | 0.0000% | $5000.00           | $5382.25           | Other Instrument          |
| ARLINGTON TEX INDPT SCH DIST                                     | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5084.25           | Other Instrument          |
| ASSURED GUARANTY US HOLDINGS INC                                 | 2028-09-15      | 6.1250%  | 0.0000% | $9000.00           | $9611.14           | Corporate Debt Securities |
| ATLANTA GA ARPT REV                                              | 2033-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5457.86           | Other Instrument          |
| BAY SQUARE FUNDING LLC                                           | 2025-10-02      | 0.0000%  | 0.0000% | $51600000.00       | $50988591.60       | Money Market              |
| BEST BUY CO INC                                                  | 2028-10-01      | 4.4500%  | 0.0000% | $497000.00         | $503501.45         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                   | 2031-01-25      | 6.2500%  | 0.0000% | $15805000.00       | $16645663.56       | Corporate Debt Securities |
| BOEING CO                                                        | 2033-02-15      | 6.1250%  | 0.0000% | $170000.00         | $182567.89         | Corporate Debt Securities |
| BRITANNIA FUNDING COMPANY LLC                                    | 2025-08-04      | 0.0000%  | 0.0000% | $3887000.00        | $3868925.45        | Money Market              |
| BRITANNIA FUNDING COMPANY LLC                                    | 2025-09-03      | 0.0000%  | 0.0000% | $5850000.00        | $5801240.25        | Money Market              |
| BURLINGTON NORTHERN SANTA FE LLC                                 | 2040-05-01      | 5.7500%  | 0.0000% | $166000.00         | $174400.20         | Corporate Debt Securities |
| CNA FINANCIAL CORP                                               | 2027-08-15      | 3.4500%  | 0.0000% | $63000.00          | $62497.10          | Corporate Debt Securities |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK            | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5267.11           | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2038-04-01      | 4.6000%  | 0.0000% | $5000.00           | $5132.71           | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2031-09-01      | 3.5000%  | 0.0000% | $5000.00           | $5058.05           | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2045-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5318.56           | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2036-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5472.64           | Other Instrument          |
| CALIFORNIA STATE UNIVERSITY                                      | 2030-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5438.22           | Other Instrument          |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2030-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5349.04           | Other Instrument          |
| CHESTER CNTY PA                                                  | 2027-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5352.53           | Other Instrument          |
| CHEVRON USA INC.                                                 | 2035-04-15      | 4.9800%  | 0.0000% | $1639000.00        | $1678357.85        | Corporate Debt Securities |
| CLARK COUNTY OF (NEVADA)                                         | 2031-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5322.19           | Other Instrument          |
| COLORADO ST BRD GOVERNORS                                        | 2027-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5262.74           | Other Instrument          |
| CONCORD MINUTEMEN CAPITAL CO LLC SERIES A                        | 2025-09-02      | 0.0000%  | 0.0000% | $19308000.00       | $19150157.10       | Money Market              |
| CROWN CASTLE INC                                                 | 2029-02-15      | 4.3000%  | 0.0000% | $8000.00           | $8015.64           | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                        | 2027-01-19      | 3.6000%  | 0.0000% | $967000.00         | $971177.44         | Corporate Debt Securities |
| DOLLAR GENERAL CORP                                              | 2027-11-01      | 4.6250%  | 0.0000% | $49000.00          | $49609.06          | Corporate Debt Securities |
| EIDP INC                                                         | 2032-05-15      | 5.1250%  | 0.0000% | $65000.00          | $66528.71          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                        | 2028-12-01      | 6.0000%  | 0.0000% | $51000.00          | $53953.58          | Corporate Debt Securities |
| EQT CORP                                                         | 2029-01-15      | 4.5000%  | 0.0000% | $209000.00         | $210386.72         | Corporate Debt Securities |
| EAST BAY MUNICIPAL UTILITY DISTRICT                              | 2027-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5270.19           | Other Instrument          |
| EMORY UNIVERSITY                                                 | 2030-09-01      | 2.1430%  | 0.0000% | $5446000.00        | $4915362.49        | Corporate Debt Securities |
| EQUINOR ASA                                                      | 2030-09-03      | 4.5000%  | 0.0000% | $200000.00         | $201751.00         | Corporate Debt Securities |
| FORT BEND TEX INDPT SCH DIST                                     | 2028-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5389.85           | Other Instrument          |
| FORTIVE CORP                                                     | 2026-06-15      | 3.1500%  | 0.0000% | $10000.00          | $9877.83           | Corporate Debt Securities |
| FRANKLIN-MCKINLEY CALIF SCH DIST                                 | 2027-08-01      | 5.2500%  | 0.0000% | $5000.00           | $5388.25           | Other Instrument          |
| FRESNO CALIF IRR DIST                                            | 2036-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5052.79           | Other Instrument          |
| GATX CORP                                                        | 2028-11-07      | 4.5500%  | 0.0000% | $56000.00          | $56400.32          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2025-10-10      | 6.0500%  | 0.0000% | $18000.00          | $18297.98          | Corporate Debt Securities |
| GEORGIA (STATE OF)                                               | 2033-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5243.62           | Other Instrument          |
| GREATER ORLANDO AVIATION AUTH FLA                                | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5461.61           | Other Instrument          |
| HPS CORPORATE LENDING FUND                                       | 2029-09-30      | 6.2500%  | 0.0000% | $260000.00         | $268620.30         | Corporate Debt Securities |
| HARRIS COUNTY TEXAS                                              | 2028-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5104.60           | Other Instrument          |
| HAWAII (STATE OF)                                                | 2036-01-01      | 4.0000%  | 0.0000% | $5000.00           | $5100.84           | Other Instrument          |
| HONOLULU HAWAII                                                  | 2033-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5078.39           | Other Instrument          |
| HUNTINGTON NATL BK                                               | 2028-04-12      | 4.8710%  | 0.0000% | $850000.00         | $863688.26         | Corporate Debt Securities |
| ILLINOIS (STATE OF)                                              | 2037-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5316.92           | Other Instrument          |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2045-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5173.21           | Other Instrument          |
| JEA FL ELEC SYS REV                                              | 2028-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5407.26           | Other Instrument          |
| JONES LANG LASALLE INC                                           | 2028-12-01      | 6.8750%  | 0.0000% | $19000.00          | $20471.52          | Corporate Debt Securities |
| KANE COOK & DU PAGE CNTYS ILL CMNTY COLLEGE DIST NO 509          | 2034-12-15      | 4.0000%  | 0.0000% | $5000.00           | $5135.78           | Other Instrument          |
| KELLANOVA                                                        | 2027-11-15      | 3.4000%  | 0.0000% | $275000.00         | $271826.50         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                             | 2030-05-15      | 4.6000%  | 0.0000% | $11000.00          | $11114.60          | Corporate Debt Securities |
| LPL HOLDINGS INC                                                 | 2028-11-17      | 6.7500%  | 0.0000% | $94000.00          | $100951.54         | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                                    | 2027-09-01      | 3.6000%  | 0.0000% | $157000.00         | $156843.00         | Corporate Debt Securities |
| LEAR CORP                                                        | 2030-05-30      | 3.5000%  | 0.0000% | $86000.00          | $81007.41          | Corporate Debt Securities |
| LEE CNTY FLA SCH BRD                                             | 2035-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5196.92           | Other Instrument          |
| LEE CNTY FLA SCH BRD                                             | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5339.22           | Other Instrument          |
| LEWISVILLE TEX INDPT SCH DIST                                    | 2030-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5497.45           | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2032-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5255.90           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2039-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5344.21           | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2028-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5380.36           | Other Instrument          |
| LOUISIANA (STATE OF)                                             | 2026-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5207.46           | Other Instrument          |
| MAINE GOVERNMENTAL FACS AUTH                                     | 2037-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5064.99           | Other Instrument          |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2036-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5047.94           | Other Instrument          |
| MAUI CNTY HAWAII                                                 | 2035-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5520.54           | Other Instrument          |
| MENIFEE CALIF UN SCH DIST                                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5168.68           | Other Instrument          |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | 2027-01-11      | 4.8000%  | 0.0000% | $625000.00         | $641839.58         | Corporate Debt Securities |
| METROPOLITAN ATLANTA RAPID TRAN AUTH GA                          | 2028-07-01      | 5.2500%  | 0.0000% | $5000.00           | $5518.02           | Other Instrument          |
| METROPOLITAN WASHINGTON AIRPORTS AUTHORITY                       | 2032-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5120.71           | Other Instrument          |
| MICROSOFT CORP                                                   | 2043-05-01      | 3.7500%  | 0.0000% | $10000.00          | $8334.26           | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | 2031-01-16      | 5.1970%  | 0.0000% | $620000.00         | $648541.84         | Corporate Debt Securities |
| NATIONWIDE CHILDRENS HOSPITAL                                    | 2052-11-01      | 4.5560%  | 0.0000% | $25000.00          | $21321.17          | Corporate Debt Securities |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2028-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5307.97           | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5139.25           | Other Instrument          |
| NORDSON CORP                                                     | 2028-09-15      | 5.6000%  | 0.0000% | $5000.00           | $5231.97           | Corporate Debt Securities |
| OAK GROVE CALIF SCH DIST                                         | 2029-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5150.38           | Other Instrument          |
| OKLAHOMA GAS & ELEC CO                                           | 2038-02-01      | 6.4500%  | 0.0000% | $198000.00         | $217577.41         | Corporate Debt Securities |
| OREGON (STATE OF)                                                | 2032-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5598.52           | Other Instrument          |
| OREGON (STATE OF)                                                | 2035-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5462.34           | Other Instrument          |
| OREGON (STATE OF)                                                | 2026-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5231.57           | Other Instrument          |
| OVINTIV INC                                                      | 2033-07-15      | 6.2500%  | 0.0000% | $1925000.00        | $2031675.48        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                                            | 2026-07-15      | 3.4000%  | 0.0000% | $12000.00          | $11986.48          | Corporate Debt Securities |
| REGATTA FUNDING COMPANY LLC                                      | 2025-07-25      | 0.0000%  | 0.0000% | $34986735.00       | $34866765.49       | Money Market              |
| ROPER TECHNOLOGIES INC                                           | 2027-09-15      | 1.4000%  | 0.0000% | $13000.00          | $12273.08          | Corporate Debt Securities |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST                     | 2029-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5362.11           | Other Instrument          |
| SANTA CLARA CNTY CALIF FING AUTH                                 | 2038-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5029.44           | Other Instrument          |
| SEMINOLE CNTY FLA SCH BRD                                        | 2035-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5209.61           | Other Instrument          |
| SHERWIN-WILLIAMS COMPANY (THE)                                   | 2027-06-01      | 3.4500%  | 0.0000% | $33000.00          | $32606.61          | Corporate Debt Securities |
| SMITHSONIAN INSTITUTION                                          | 2039-09-01      | 2.6450%  | 0.0000% | $244000.00         | $191208.94         | Corporate Debt Securities |
| SNOHOMISH CNTY WASH                                              | 2027-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5294.64           | Other Instrument          |
| SOUTH SAN FRANCISCO CALIF PUB FACS CORP                          | 2031-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5306.11           | Other Instrument          |
| SOUTH SAN FRANCISCO CALIF PUB FACS CORP                          | 2034-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5248.21           | Other Instrument          |
| SOUTHWEST GAS CORP                                               | 2028-03-23      | 5.4500%  | 0.0000% | $12000.00          | $12422.70          | Corporate Debt Securities |
| SOUTHWEST TEX INDPT SCH DIST                                     | 2028-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5392.97           | Other Instrument          |
| STARBUCKS CORP                                                   | 2028-11-15      | 4.0000%  | 0.0000% | $36000.00          | $35862.12          | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                                        | 2028-03-17      | 5.3500%  | 0.0000% | $8994000.00        | $9195450.61        | Corporate Debt Securities |
| SUN COMMUNITIES OPERATING LP                                     | 2028-11-01      | 2.3000%  | 0.0000% | $13000.00          | $12196.72          | Corporate Debt Securities |
| TEXAS (STATE OF)                                                 | 2031-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5286.61           | Other Instrument          |
| TEXAS WATER DEV BRD                                              | 2030-04-15      | 5.0000%  | 0.0000% | $5000.00           | $5341.18           | Other Instrument          |
| TOLL BROS FIN                                                    | 2029-11-01      | 3.8000%  | 0.0000% | $33000.00          | $32155.79          | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                                          | 2049-03-04      | 4.1000%  | 0.0000% | $891000.00         | $722201.04         | Corporate Debt Securities |
| TRINITY RIVER AUTH TEX                                           | 2033-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5262.72           | Other Instrument          |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2040-11-01      | 5.4500%  | 0.0000% | $5000.00           | $5046.16           | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5510.01           | Other Instrument          |
| WEST HARRIS COUNTY TEX REGIONAL WATER AUTHORITY                  | 2026-12-15      | 5.0000%  | 0.0000% | $5000.00           | $5167.57           | Other Instrument          |
| WOODBRIDGE TWP N J                                               | 2031-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5207.09           | Other Instrument          |
| CI FINANCIAL CORP                                                | 2029-05-30      | 7.5000%  | 0.0000% | $1050000.00        | $1112454.00        | Corporate Debt Securities |
| BARNABAS HEALTH                                                  | 2025-09-22      | 0.0000%  | 0.0000% | $31000000.00       | $30666409.00       | Money Market              |

### Security 275: 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:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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        | $970882.22         | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $10180000.00       | $12314290.73       | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $1855000.00        | $2246619.36        | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $5540000.00        | $4286014.23        | Other Instrument |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3169115.06        | Other Instrument |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1291163.01        | Other Instrument |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2817204.86        | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1745734.50        | Other Instrument |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2135577.78        | Other Instrument |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5124483.19        | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $7155000.00        | $5834015.28        | Other Instrument |
| MONROE CNTY N Y INDL DEV CORP                                    | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1025541.11        | Other Instrument |
| NEW JERSEY ST HSG & MTG FIN AGY                                  | 2039-11-01      | 3.2200%  | 0.0000% | $1160000.00        | $1172352.40        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1386712.93        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3904562.19        | Other Instrument |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1673534.70        | Other Instrument |
| SONOMA CNTY CALIF PENSION OBLIG                                  | 2029-12-01      | 6.0000%  | 0.0000% | $1260000.00        | $955412.20         | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-05-15      | 5.2500%  | 0.0000% | $14000000.00       | $14531895.00       | Other Instrument |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2252505.77        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2882015.56        | Other Instrument |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1253616.08        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $400000.00         | $409735.11         | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $9755000.00        | $9801248.18        | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $19315000.00       | $16743848.14       | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.0000%  | 0.0000% | $10330000.00       | $10954138.60       | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2050-05-01      | 5.0000%  | 0.0000% | $6065000.00        | $6214104.66        | Other Instrument |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $4385000.00        | $4848180.85        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2051-02-01      | 4.0000%  | 0.0000% | $12750000.00       | $11362615.83       | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2051-06-15      | 5.0000%  | 0.0000% | $13700000.00       | $14018844.67       | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $14290000.00       | $14446731.53       | Other Instrument |
| RED RIVER TEX ED FIN REV                                         | 2045-03-15      | 3.3970%  | 0.0000% | $11800000.00       | $9051637.42        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2050-07-01      | 6.6030%  | 0.0000% | $595000.00         | $638429.99         | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2051-03-15      | 5.0000%  | 0.0000% | $7010000.00        | $7192703.97        | Other Instrument |
| WAXAHACHIE TEX INDPT SCH DIST                                    | 2053-02-15      | 4.0000%  | 0.0000% | $5000.00           | $4400.00           | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2053-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5134383.33        | Other Instrument |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2054-01-01      | 5.5000%  | 0.0000% | $5880000.00        | $6358958.67        | Other Instrument |
| TEXAS WATER DEV BRD                                              | 2047-10-15      | 4.1250%  | 0.0000% | $17250000.00       | $15721024.69       | Other Instrument |
| LAFAYETTE PARISH LA SCH BRD                                      | 2048-04-01      | 4.0000%  | 0.0000% | $7940000.00        | $7003309.38        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2055-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5125083.33        | Other Instrument |
| SEGUIN TEX                                                       | 2049-09-01      | 5.5000%  | 0.0000% | $7275000.00        | $7938904.37        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2036-05-15      | 5.0000%  | 0.0000% | $13365000.00       | $15083204.40       | Other Instrument |
| WASHOE CNTY NEV SCH DIST                                         | 2048-10-01      | 4.0000%  | 0.0000% | $2390000.00        | $2119364.37        | Other Instrument |
| ANCHORAGE ALASKA                                                 | 2055-02-01      | 4.2500%  | 0.0000% | $3485000.00        | $3046289.81        | Other Instrument |
| COLORADO ST BLDG EXCELLENT SCHS TODAY PARTN                      | 2042-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $4558283.33        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2050-06-01      | 5.0000%  | 0.0000% | $5000000.00        | $5124850.00        | Other Instrument |
| FUQUAY-VARINA N C                                                | 2049-02-01      | 4.0000%  | 0.0000% | $2410000.00        | $2183883.09        | Other Instrument |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2050-04-01      | 5.0000%  | 0.0000% | $5000000.00        | $5152905.56        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 4.1250%  | 0.0000% | $1695000.00        | $1502255.19        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-11-15      | 4.0000%  | 0.0000% | $10000000.00       | $8558500.00        | Other Instrument |
| CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY                  | 2056-03-01      | 5.0000%  | 0.0000% | $4065000.00        | $4312341.70        | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $4920000.00        | $5958688.53        | Other Instrument |
| UNIVERSITY OF MISSOURI                                           | 2034-11-01      | 5.0000%  | 0.0000% | $140000.00         | $160689.82         | Other Instrument |
| GRAND FORKS N D                                                  | 2047-12-01      | 4.0000%  | 0.0000% | $3080000.00        | $2685027.64        | Other Instrument |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL) | 2056-12-15      | 0.0000%  | 0.0000% | $40000.00          | $7526.00           | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2053-05-01      | 4.0000%  | 0.0000% | $985000.00         | $847745.72         | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2048-11-01      | 5.2500%  | 0.0000% | $7990000.00        | $8400239.89        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2055-05-01      | 5.2500%  | 0.0000% | $6980000.00        | $7254319.82        | Other Instrument |
| PRINCE GEORGES CNTY MD                                           | 2044-08-01      | 5.0000%  | 0.0000% | $7675000.00        | $8099495.72        | Other Instrument |
| RIVERSIDE CNTY CALIF                                             | 2035-02-15      | 5.0400%  | 0.0000% | $6355000.00        | $6515082.45        | Other Instrument |
| STOCKTON CALIF UNI SCH DIST                                      | 2049-08-01      | 5.0000%  | 0.0000% | $915000.00         | $944854.42         | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2037-05-15      | 5.0000%  | 0.0000% | $9055000.00        | $10033302.20       | Other Instrument |

### Security 276: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.520000%
- **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:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | 2079-12-31      | 9.3750%  | 0.0000% | $200000.00         | $221346.92         | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                                      | 2031-01-13      | 2.2500%  | 0.0000% | $1901000.00        | $1689908.21        | Corporate Debt Securities                         |
| JPMBB_14-C19                                                     | 2047-04-11      | 3.7500%  | 0.0000% | $4130000.00        | $2994063.40        | Private Label Collateralized Mortgage Obligations |
| LBMLT_03-2                                                       | 2033-06-25      | 5.6637%  | 0.0000% | $1957949.00        | $120632.70         | Asset-Backed Securities                           |
| QUEST DIAGNOSTICS INC                                            | 2034-12-15      | 5.0000%  | 0.0000% | $193000.00         | $191520.33         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC                                            | 2039-09-30      | 5.7500%  | 0.0000% | $3776000.00        | $3707560.00        | Corporate Debt Securities                         |
| UNITED STATES TREASURY                                           | 2049-02-15      | 1.0000%  | 0.0000% | $152900.00         | $140690.01         | U.S. Treasuries (including strips)                |
| SOCIETE GENERALE SA                                              | 2079-12-31      | 4.7500%  | 0.0000% | $9217000.00        | $9100461.28        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $2352000.00        | $2304028.35        | Corporate Debt Securities                         |
| AEP TEXAS INC                                                    | 2051-05-15      | 3.4500%  | 0.0000% | $947000.00         | $632172.22         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 2.9086%  | 0.0000% | $36190.00          | $29680.79          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                                      | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3139380.37        | Private Label Collateralized Mortgage Obligations |
| TPMT_17-6                                                        | 2057-10-25      | 3.3433%  | 0.0000% | $4356479.00        | $3631588.01        | Asset-Backed Securities                           |
| TPMT_19-1                                                        | 2058-03-25      | 3.7500%  | 0.0000% | $139834.00         | $114050.27         | Private Label Collateralized Mortgage Obligations |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2031-05-24      | 2.6590%  | 0.0000% | $944000.00         | $816710.10         | Corporate Debt Securities                         |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                           | 2025-10-21      | 0.5500%  | 0.0000% | $3590000.00        | $3553540.56        | Corporate Debt Securities                         |
| BSPRT_23-FL10-B                                                  | 2035-09-15      | 7.5768%  | 0.0000% | $3474500.00        | $3493006.99        | Asset-Backed Securities                           |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | 2036-12-10      | 3.7910%  | 0.0000% | $906536.00         | $884327.56         | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2044-03-15      | 4.8500%  | 0.0000% | $4000.00           | $3635.98           | Corporate Debt Securities                         |
| KOREA (REPUBLIC OF)                                              | 2031-10-15      | 1.7500%  | 0.0000% | $840000.00         | $731829.70         | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                                | 2026-04-05      | 4.8000%  | 0.0000% | $589000.00         | $597130.16         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                                           | 2028-05-15      | 0.0000%  | 0.0000% | $6133333.40        | $5499937.93        | U.S. Treasuries (including strips)                |
| EMPRESAS PUBLICAS DE MEDELLIN ES                                 | 2029-07-18      | 4.2500%  | 0.0000% | $317000.00         | $296523.39         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                              | 2028-02-06      | 3.2400%  | 0.0000% | $3474000.00        | $3414976.74        | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                              | 2029-01-22      | 4.8500%  | 0.0000% | $2216000.00        | $2288100.02        | Corporate Debt Securities                         |
| MILEAGE PLUS HOLDINGS LLC                                        | 2027-06-20      | 6.5000%  | 0.0000% | $417.00            | $167.33            | Corporate Debt Securities                         |
| NELNET STUDENT LOAN TRUST NSLT_21-A                              | 2062-04-20      | 2.8500%  | 0.0000% | $682634.00         | $603083.70         | Asset-Backed Securities                           |
| PERU (REPUBLIC OF)                                               | 2031-01-23      | 2.7830%  | 0.0000% | $56000.00          | $50668.07          | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                                | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3099797.58        | Corporate Debt Securities                         |
| ABN AMRO BANK NV                                                 | 2026-04-18      | 4.8000%  | 0.0000% | $2600000.00        | $2626156.00        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | 2039-01-23      | 5.4500%  | 0.0000% | $489000.00         | $506133.61         | Corporate Debt Securities                         |
| CIM TRUST CIM_23-R4                                              | 2062-05-25      | 5.0000%  | 0.0000% | $151927.00         | $114455.50         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_16-DC2                                  | 2049-02-10      | 3.5500%  | 0.0000% | $328501.00         | $6929.09           | Private Label Collateralized Mortgage Obligations |
| DIAMONDBACK ENERGY INC                                           | 2052-03-15      | 4.2500%  | 0.0000% | $1578000.00        | $1192393.34        | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPORATION                                       | 2041-03-01      | 5.3000%  | 0.0000% | $1057000.00        | $1053860.12        | Corporate Debt Securities                         |
| STATE STREET CORP                                                | 2034-05-18      | 5.1590%  | 0.0000% | $23000.00          | $23525.06          | Corporate Debt Securities                         |
| STORE MASTER FUNDING LLC STR_18-1A                               | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181062.38         | Asset-Backed Securities                           |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                          | 2030-05-15      | 5.4500%  | 0.0000% | $4961000.00        | $5078984.98        | Corporate Debt Securities                         |
| APA CORP (US)                                                    | 2040-09-01      | 5.1000%  | 0.0000% | $462000.00         | $393563.17         | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                        | 2042-12-31      | 5.1144%  | 0.0000% | $12300000.00       | $3469483.63        | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                               | 2034-01-15      | 3.0000%  | 0.0000% | $4516000.00        | $3844245.00        | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                                        | 2027-03-29      | 3.2290%  | 0.0000% | $707000.00         | $698786.21         | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                            | 2027-11-16      | 5.5000%  | 0.0000% | $1000.00           | $1038.81           | Corporate Debt Securities                         |
| SECURED MUSIC CATALOG TERM NOTES TUNES_22-1                      | 2073-01-20      | 6.5000%  | 0.0000% | $4113000.00        | $4238849.12        | Asset-Backed Securities                           |
| ING GROEP NV                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $3489000.00        | $3258363.53        | Corporate Debt Securities                         |
| KREF LTD KREF_22-FL3                                             | 2039-02-17      | 5.7676%  | 0.0000% | $182500.00         | $140299.04         | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                         | 2037-11-20      | 6.3318%  | 0.0000% | $19097000.00       | $19093461.40       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BANK NA                                           | 2028-05-26      | 4.4000%  | 0.0000% | $9032000.00        | $9101974.16        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_22-8                            | 2067-09-25      | 6.1270%  | 0.0000% | $2218633.00        | $1715305.84        | Private Label Collateralized Mortgage Obligations |
| CK HUTCHISON INTERNATIONAL 20 LTD                                | 2030-05-08      | 2.5000%  | 0.0000% | $970000.00         | $886658.68         | Corporate Debt Securities                         |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM                      | 2036-11-15      | 6.1088%  | 0.0000% | $1391014.00        | $1345869.22        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                                                    | 2079-12-31      | 6.2500%  | 0.0000% | $5361000.00        | $5523532.12        | Corporate Debt Securities                         |
| JPMMT_24-4                                                       | 2054-10-26      | 6.5000%  | 0.0000% | $573962.00         | $260333.19         | Private Label Collateralized Mortgage Obligations |
| NOMURA HOLDINGS INC                                              | 2027-07-02      | 5.5940%  | 0.0000% | $2276000.00        | $2324617.13        | Corporate Debt Securities                         |
| OBXT_20-EXP1                                                     | 2060-02-25      | 3.5000%  | 0.0000% | $1854948.00        | $388346.08         | Private Label Collateralized Mortgage Obligations |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE | 2041-01-31      | 7.2500%  | 0.0000% | $1215000.00        | $1259980.91        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2030-04-25      | 7.3750%  | 0.0000% | $3989000.00        | $4159832.80        | Corporate Debt Securities                         |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3                   | 2038-11-18      | 5.6539%  | 0.0000% | $1226000.00        | $919996.37         | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC                                           | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2784231.67        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                                   | 2027-03-14      | 4.4000%  | 0.0000% | $2000.00           | $2019.16           | Corporate Debt Securities                         |
| HANOVER INSURANCE GROUP INC                                      | 2026-04-15      | 4.5000%  | 0.0000% | $13438000.00       | $13523398.49       | Corporate Debt Securities                         |
| KAMOT_24-1A                                                      | 2027-11-15      | 6.9823%  | 0.0000% | $297000.00         | $298786.64         | Asset-Backed Securities                           |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                         | 2041-08-15      | 6.2190%  | 0.0000% | $2105000.00        | $2113070.92        | Private Label Collateralized Mortgage Obligations |
| KOREA GAS CORP                                                   | 2026-07-18      | 2.2500%  | 0.0000% | $5027000.00        | $4971275.71        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $1131000.00        | $1107932.00        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 4.8750%  | 0.0000% | $2351000.00        | $2322053.31        | Corporate Debt Securities                         |
| ARSI_04-W10                                                      | 2034-10-25      | 5.4837%  | 0.0000% | $24517.00          | $72.01             | Asset-Backed Securities                           |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD (SYDNEY BRANCH)        | 2026-05-22      | 0.0000%  | 0.0000% | $7082000.00        | $7081702.56        | Money Market                                      |
| BANK OF AMERICA CORP                                             | 2028-04-27      | 4.3760%  | 0.0000% | $2818000.00        | $2837100.40        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_25-V15                            | 2058-06-15      | 5.8047%  | 0.0000% | $1373573.00        | $1444751.52        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD CORPORATE TREASURY LTD                                | 2025-09-22      | 0.0000%  | 0.0000% | $9138217.00        | $9031948.67        | Money Market                                      |
| CITIGROUP INC                                                    | 2039-01-24      | 3.8780%  | 0.0000% | $114000.00         | $99311.63          | Corporate Debt Securities                         |
| ERP OPERATING LP                                                 | 2028-12-01      | 4.1500%  | 0.0000% | $454000.00         | $454723.25         | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                                              | 2027-07-15      | 3.2500%  | 0.0000% | $37000.00          | $36020.83          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 7.0000%  | 0.0000% | $74180.00          | $71046.06          | Agency Mortgage-Backed Securities                 |
| INTESA SANPAOLO FUNDING LLC                                      | 2025-11-12      | 0.0000%  | 0.0000% | $294.00            | $288.66            | Money Market                                      |
| JPMCC_21-1440                                                    | 2036-03-15      | 5.7262%  | 0.0000% | $2593000.00        | $2380262.59        | Private Label Collateralized Mortgage Obligations |
| KFW                                                              | 2027-06-28      | 4.0000%  | 0.0000% | $194000.00         | $194891.54         | Corporate Debt Securities                         |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM8                             | 2065-03-25      | 5.4720%  | 0.0000% | $140559.00         | $139260.16         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                                | 2039-09-15      | 6.2137%  | 0.0000% | $883000.00         | $781613.41         | Private Label Collateralized Mortgage Obligations |
| PENSKE TRUCK LEASING CO LP                                       | 2025-12-22      | 0.0000%  | 0.0000% | $2678831.00        | $2617866.16        | Money Market                                      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III  | 2028-03-01      | 4.4000%  | 0.0000% | $200000.00         | $204196.89         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | 2026-04-28      | 4.7200%  | 0.0000% | $1981000.00        | $1998413.54        | Money Market                                      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | 2026-05-14      | 0.0000%  | 0.0000% | $83000.00          | $82997.51          | Money Market                                      |
| POLAND  (REPUBLIC OF)                                            | 2032-11-16      | 5.7500%  | 0.0000% | $71000.00          | $75413.20          | Corporate Debt Securities                         |
| TPMT_16-4                                                        | 2056-07-25      | 4.0048%  | 0.0000% | $4274373.00        | $4052731.93        | Asset-Backed Securities                           |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2040-01-11      | 6.0500%  | 0.0000% | $94000.00          | $91969.73          | Corporate Debt Securities                         |
| WESTPAC BANKING CORP                                             | 2026-05-07      | 0.0000%  | 0.0000% | $1051000.00        | $1050854.96        | Money Market                                      |
| BANK OF NOVA SCOTIA                                              | 2028-07-26      | 5.1579%  | 0.0000% | $3807000.00        | $3854713.53        | Corporate Debt Securities                         |

### Security 277: 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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-28
- **C.13 - Final Legal Maturity Date:** 2025-09-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HIGHMARK INC                                           | 2026-05-10      | 1.4500%  | 0.0000% | $120000.00         | $116778.47         | Corporate Debt Securities                         |
| TEXAS EASTERN TRNSMSN LP                               | 2032-07-15      | 7.0000%  | 0.0000% | $4675000.00        | $5313012.83        | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TRUST TPMT_1                       | 2056-10-25      | 3.7500%  | 0.0000% | $531000.00         | $511737.88         | Asset-Backed Securities                           |
| WESTERN ALLIANCE                                       | 2031-06-15      | 3.0000%  | 0.0000% | $20000.00          | $18498.40          | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                    | 2058-03-25      | 3.7500%  | 0.0000% | $447000.00         | $406017.18         | Asset-Backed Securities                           |
| UWM_21-INV5                                            | 2052-01-25      | 5.0000%  | 0.0000% | $575400.00         | $426746.58         | Private Label Collateralized Mortgage Obligations |
| NATIONAL GRID USA                                      | 2033-04-01      | 5.8750%  | 0.0000% | $489000.00         | $506024.20         | Corporate Debt Securities                         |
| IBERDROLA INTERNATIONAL BV                             | 2036-07-15      | 6.7500%  | 0.0000% | $189000.00         | $219352.93         | Corporate Debt Securities                         |
| SLMA_06-5                                              | 2040-10-25      | 5.3749%  | 0.0000% | $2000000.00        | $934598.95         | Asset-Backed Securities                           |
| SOUTHERN COMPANY (THE)                                 | 2028-06-15      | 4.8500%  | 0.0000% | $2869000.00        | $2919783.69        | Corporate Debt Securities                         |
| STATE STREET CORP                                      | 2031-03-03      | 2.2000%  | 0.0000% | $98000.00          | $87043.60          | Corporate Debt Securities                         |
| EVERGY KANSAS CENTRAL INC                              | 2049-09-01      | 3.2500%  | 0.0000% | $40000.00          | $26839.72          | Corporate Debt Securities                         |
| MMCAP_17A                                              | 2035-12-01      | 5.1854%  | 0.0000% | $1800000.00        | $1609268.01        | Asset-Backed Securities                           |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU           | 2039-12-15      | 5.7618%  | 0.0000% | $10000000.00       | $10024007.33       | Private Label Collateralized Mortgage Obligations |
| VIDEOTRON LTD                                          | 2029-06-15      | 3.6250%  | 0.0000% | $69000.00          | $65955.75          | Corporate Debt Securities                         |
| VULCAN MATERIALS COMPANY                               | 2029-12-01      | 4.9500%  | 0.0000% | $83000.00          | $84782.63          | Corporate Debt Securities                         |
| BINOM_22-RPL1                                          | 2061-02-28      | 3.0000%  | 0.0000% | $542650.00         | $291292.16         | Private Label Collateralized Mortgage Obligations |
| FKH_21-SFR1                                            | 2038-08-17      | 1.8880%  | 0.0000% | $14815000.00       | $14277273.12       | Asset-Backed Securities                           |
| GOCAP_44-MR                                            | 2038-10-21      | 5.8395%  | 0.0000% | $38839000.00       | $39316507.06       | Asset-Backed Securities                           |
| JPMMT_21-15                                            | 2052-06-25      | 4.0010%  | 0.0000% | $43374496.00       | $1174045.75        | Private Label Collateralized Mortgage Obligations |
| PRESTIGE AUTO RECEIVABLES TRUST PART_22-1A             | 2028-08-15      | 7.0900%  | 0.0000% | $8000000.00        | $6048381.04        | Asset-Backed Securities                           |
| TRUIST FINANCIAL CORP                                  | 2035-01-24      | 5.7110%  | 0.0000% | $2223000.00        | $2347327.20        | Corporate Debt Securities                         |
| FIRST HELP FINANCIAL LLC FHF_24-3                      | 2030-11-15      | 4.9400%  | 0.0000% | $7000000.00        | $6219497.48        | Asset-Backed Securities                           |
| FORD CREDIT AUTO OWNER TRUST FORDR_24-1                | 2036-08-15      | 4.8700%  | 0.0000% | $1760000.00        | $1795332.29        | Asset-Backed Securities                           |
| JPMMT_21-INV2                                          | 2051-12-25      | 2.5000%  | 0.0000% | $29666000.00       | $2954836.12        | Private Label Collateralized Mortgage Obligations |
| SWISS RE TREASURY US CORP                              | 2042-12-06      | 4.2500%  | 0.0000% | $90000.00          | $76291.50          | Corporate Debt Securities                         |
| CROWN CASTLE INC                                       | 2028-09-01      | 4.8000%  | 0.0000% | $203000.00         | $207128.34         | Corporate Debt Securities                         |
| NXPT COMMERICAL MORTGAGE TRUST NXPT_24-STOR            | 2041-11-05      | 5.1498%  | 0.0000% | $1144000.00        | $1138140.94        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_22-NQM1                                  | 2067-08-25      | 5.5000%  | 0.0000% | $50000000.00       | $37998686.11       | Private Label Collateralized Mortgage Obligations |
| ARI FLEET LEASE TRUST ARIFL_24-B                       | 2033-04-15      | 5.2600%  | 0.0000% | $4000000.00        | $4073522.67        | Asset-Backed Securities                           |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1              | 2030-06-20      | 5.3600%  | 0.0000% | $220000.00         | $225735.60         | Asset-Backed Securities                           |
| BX COMMERCIAL MORTGAGE TRUST BX_21-XL2                 | 2036-10-15      | 5.4237%  | 0.0000% | $3325000.00        | $2331305.17        | Private Label Collateralized Mortgage Obligations |
| BANNER HEALTH                                          | 2031-01-01      | 1.8970%  | 0.0000% | $75000.00          | $66084.92          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP                                 | 2029-05-03      | 4.8000%  | 0.0000% | $53000.00          | $53972.55          | Corporate Debt Securities                         |
| ECMC_20-3A                                             | 2070-01-27      | 1.4700%  | 0.0000% | $2300000.00        | $837609.53         | Asset-Backed Securities                           |
| EATON CORPORATION                                      | 2029-11-15      | 7.6500%  | 0.0000% | $5959000.00        | $6784217.22        | Corporate Debt Securities                         |
| JPMMT_19-INV3                                          | 2050-05-25      | 4.3590%  | 0.0000% | $505000.00         | $415148.72         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_21-15                   | 2052-06-25      | 2.5000%  | 0.0000% | $315000.00         | $194093.46         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_23-7                    | 2054-02-25      | 6.0000%  | 0.0000% | $50000000.00       | $39161738.88       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_24-4                    | 2054-10-25      | 6.0000%  | 0.0000% | $12003000.00       | $5424848.28        | Private Label Collateralized Mortgage Obligations |
| JOHNSON CONTROLS INTERNATIONAL PLC                     | 2047-02-15      | 4.5000%  | 0.0000% | $33000.00          | $28083.50          | Corporate Debt Securities                         |
| LUX_23-LION                                            | 2040-08-15      | 7.0015%  | 0.0000% | $5000000.00        | $5047766.54        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_20-FL4 | 2035-12-15      | 6.1282%  | 0.0000% | $330000.00         | $48566.76          | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                          | 2052-04-25      | 3.0000%  | 0.0000% | $720000.00         | $495272.94         | Private Label Collateralized Mortgage Obligations |
| NATIONSTAR HOME EQUITY LOAN TRUS                       | 2037-04-25      | 4.3719%  | 0.0000% | $1500000.00        | $404959.15         | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1          | 2057-12-25      | 4.0000%  | 0.0000% | $26387998.00       | $5682503.53        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM2                                            | 2062-01-25      | 3.7996%  | 0.0000% | $7909000.00        | $6001782.78        | Private Label Collateralized Mortgage Obligations |
| PHILLIPS 66 CO                                         | 2045-02-15      | 4.6800%  | 0.0000% | $9000.00           | $7630.11           | Corporate Debt Securities                         |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION               | 2051-09-30      | 3.1500%  | 0.0000% | $80000.00          | $51238.80          | Corporate Debt Securities                         |
| COREWELL HEALTH                                        | 2049-07-15      | 3.4870%  | 0.0000% | $87000.00          | $62563.62          | Corporate Debt Securities                         |
| STARWOOD NON-AGENCY LENDING LLC STAR_21-1              | 2065-05-25      | 1.2190%  | 0.0000% | $350000.00         | $61343.92          | Private Label Collateralized Mortgage Obligations |
| TOWD POINT ASSET TRUST TPAT_21-SL1                     | 2061-11-20      | 5.1321%  | 0.0000% | $17775000.00       | $4117693.00        | Asset-Backed Securities                           |
| VIRGINIA ELECTRIC AND POWER COMPANY                    | 2028-04-01      | 3.8000%  | 0.0000% | $113000.00         | $113198.25         | Corporate Debt Securities                         |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                     | 2033-10-07      | 3.7000%  | 0.0000% | $216000.00         | $184081.80         | Corporate Debt Securities                         |

### Security 278: 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:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-28
- **C.13 - Final Legal Maturity Date:** 2025-09-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CIM_23-R2                                        | 2064-08-25      | 5.7601%  | 0.0000% | $23935000.00       | $23071450.86       | Private Label Collateralized Mortgage Obligations |
| GSMS_21-ROSS                                     | 2026-05-15      | 5.5762%  | 0.0000% | $9343000.00        | $8784781.45        | Private Label Collateralized Mortgage Obligations |
| NISSAN MASTER OWNER TRUST                        | 2029-02-15      | 5.0500%  | 0.0000% | $13058000.00       | $13222376.28       | Asset-Backed Securities                           |
| RIO TINTO FINANCE (USA) PLC                      | 2053-03-09      | 5.1250%  | 0.0000% | $3201000.00        | $2968229.95        | Corporate Debt Securities                         |
| SELECTIVE INS GRP INC.                           | 2049-03-01      | 5.3750%  | 0.0000% | $16000.00          | $14464.76          | Corporate Debt Securities                         |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)    | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $488869.87         | Corporate Debt Securities                         |
| ACMAT_23-2                                       | 2030-06-20      | 9.8500%  | 0.0000% | $11195000.00       | $10182498.15       | Asset-Backed Securities                           |
| CSMC_21-INV2                                     | 2056-11-25      | 0.0000%  | 0.0000% | $1423908.00        | $1062279.21        | Private Label Collateralized Mortgage Obligations |
| MCMLT_18-4                                       | 2066-04-25      | 3.2500%  | 0.0000% | $1023000.00        | $791391.02         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                                  | 2031-02-28      | 1.8750%  | 0.0000% | $61000.00          | $52438.29          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2031-09-15      | 2.1250%  | 0.0000% | $53000.00          | $45451.63          | Corporate Debt Securities                         |
| SYSCO CORP                                       | 2051-12-14      | 3.1500%  | 0.0000% | $44000.00          | $27845.84          | Corporate Debt Securities                         |
| AMGEN INC                                        | 2041-08-15      | 2.8000%  | 0.0000% | $10000.00          | $7254.90           | Corporate Debt Securities                         |
| BOEING CO                                        | 2059-08-01      | 3.9500%  | 0.0000% | $228000.00         | $157953.52         | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING FUND               | 2029-05-17      | 6.1500%  | 0.0000% | $27230000.00       | $28018195.04       | Corporate Debt Securities                         |
| SLM STUDENT LOAN TRUST SLMA_06-10                | 2044-03-25      | 4.7749%  | 0.0000% | $45000000.00       | $20041253.57       | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-1 | 2030-11-15      | 5.5400%  | 0.0000% | $5000000.00        | $5085161.67        | Asset-Backed Securities                           |
| CCG RECEIVABLES TRUST CCG_25-1                   | 2032-10-14      | 4.8900%  | 0.0000% | $1580000.00        | $1599873.77        | Asset-Backed Securities                           |
| CRVNA_21-N1                                      | 2028-01-10      | 0.7000%  | 0.0000% | $3410000.00        | $190932.74         | Asset-Backed Securities                           |
| DEUTSCHE BANK AG (NEW YORK BRANC                 | 2027-07-13      | 7.1460%  | 0.0000% | $3272000.00        | $3462559.64        | Corporate Debt Securities                         |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2A   | 2031-07-15      | 5.8900%  | 0.0000% | $7431000.00        | $7640169.02        | Asset-Backed Securities                           |
| FCAT_21-2                                        | 2027-06-15      | 1.2700%  | 0.0000% | $2869000.00        | $552332.59         | Asset-Backed Securities                           |
| JPMMT_20-INV2                                    | 2050-10-25      | 1.2500%  | 0.0000% | $10879994.00       | $524537.55         | Private Label Collateralized Mortgage Obligations |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-B   | 2031-09-15      | 4.3500%  | 0.0000% | $8418000.00        | $8487503.22        | Asset-Backed Securities                           |
| SLMA_06-B                                        | 2039-12-15      | 4.8501%  | 0.0000% | $600000.00         | $131703.89         | Asset-Backed Securities                           |
| VERIZON MASTER TRUST                             | 2031-12-22      | 4.8300%  | 0.0000% | $15443000.00       | $15727192.38       | Asset-Backed Securities                           |

### Security 279: 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:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-28
- **C.13 - Final Legal Maturity Date:** 2025-09-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BX_21-MC                                           | 2034-04-15      | 5.4262%  | 0.0000% | $2212000.00        | $2161700.96        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BNK38                                 | 2064-12-15      | 2.5000%  | 0.0000% | $1100000.00        | $737462.98         | Private Label Collateralized Mortgage Obligations |
| GCAT LLC GCAT_21-NQM5                              | 2066-07-25      | 1.2620%  | 0.0000% | $12315000.00       | $6095486.47        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV2                                        | 2051-09-25      | 3.2598%  | 0.0000% | $285000.00         | $214808.35         | Private Label Collateralized Mortgage Obligations |
| WFCMT_18-C48                                       | 2052-01-15      | 2.1270%  | 0.0000% | $18929984.00       | $1286106.52        | Private Label Collateralized Mortgage Obligations |
| VASA_21-VASA                                       | 2039-07-15      | 5.3265%  | 0.0000% | $10160000.00       | $9877748.77        | Private Label Collateralized Mortgage Obligations |
| FSMT_21-5INV                                       | 2051-07-25      | 0.3125%  | 0.0000% | $45028252.00       | $612042.96         | Private Label Collateralized Mortgage Obligations |
| PROG_21-SFR5                                       | 2038-07-19      | 1.6580%  | 0.0000% | $850000.00         | $826156.32         | Private Label Collateralized Mortgage Obligations |
| ROMARK CLO LTD RMRK_18-1A                          | 2031-04-20      | 7.5511%  | 0.0000% | $3577190.00        | $3623381.02        | Asset-Backed Securities                           |
| TRICON RESIDENTIAL TRUST TCN_24-SFR1               | 2041-04-09      | 4.7500%  | 0.0000% | $6300000.00        | $6258321.65        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV4                                        | 2051-12-26      | 3.2157%  | 0.0000% | $382000.00         | $288678.93         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT | 2031-05-15      | 7.9262%  | 0.0000% | $4010000.00        | $3983481.54        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-4                                         | 2051-08-25      | 0.5000%  | 0.0000% | $24000000.00       | $480028.30         | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                      | 2052-04-25      | 3.0000%  | 0.0000% | $1052632.00        | $736513.63         | Private Label Collateralized Mortgage Obligations |
| SLM STUDENT LOAN TRUST SLMA_09-3                   | 2045-01-25      | 5.1696%  | 0.0000% | $211541000.00      | $37499704.60       | Asset-Backed Securities                           |
| AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS       | 2029-03-22      | 4.0000%  | 0.0000% | $71000.00          | $39608.97          | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10              | 2062-03-15      | 3.7170%  | 0.0000% | $20170144.00       | $19544108.11       | Private Label Collateralized Mortgage Obligations |
| NELNET STUDENT LOAN TRUST NSLT_04-4                | 2041-01-25      | 4.9249%  | 0.0000% | $690000.00         | $195940.43         | Asset-Backed Securities                           |
| PROG_24-SFR2                                       | 2041-04-17      | 3.4000%  | 0.0000% | $2200000.00        | $2044569.76        | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV1                                      | 2052-03-25      | 2.5000%  | 0.0000% | $2368440.00        | $1561641.61        | Private Label Collateralized Mortgage Obligations |
| ACAR_25-1                                          | 2031-08-12      | 5.5400%  | 0.0000% | $25000000.00       | $25228100.00       | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_25-71A               | 2038-04-23      | 5.4095%  | 0.0000% | $30000000.00       | $30370665.51       | Asset-Backed Securities                           |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5 | 2046-03-10      | 3.6487%  | 0.0000% | $6946864.00        | $2849229.85        | Private Label Collateralized Mortgage Obligations |
| AMERICAN EXPRESS CREDIT ACCOUNT                    | 2031-04-15      | 5.2400%  | 0.0000% | $13100000.00       | $13641584.56       | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22              | 2054-01-15      | 2.0000%  | 0.0000% | $1500000.00        | $1027693.67        | Private Label Collateralized Mortgage Obligations |
| CGMS_24-2                                          | 2037-04-25      | 5.8018%  | 0.0000% | $64984800.00       | $65870970.36       | Asset-Backed Securities                           |
| CIM_19-R2                                          | 2058-07-25      | 4.2054%  | 0.0000% | $3000000.00        | $2463733.68        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO X LTD ELM10_21-3A                      | 2034-10-20      | 7.5695%  | 0.0000% | $1020000.00        | $1033227.78        | Asset-Backed Securities                           |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_24-PJ1    | 2054-06-25      | 6.0000%  | 0.0000% | $30000000.00       | $18028310.28       | Private Label Collateralized Mortgage Obligations |
| GCAR_25-2                                          | 2029-10-15      | 4.9700%  | 0.0000% | $1331000.00        | $1344855.49        | Asset-Backed Securities                           |
| JPMMT_21-13                                        | 2052-04-25      | 0.0000%  | 0.0000% | $42500000.00       | $1052353.49        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-2                                         | 2025-07-01      | 0.0000%  | 0.0000% | $45196992.00       | $937872.74         | Private Label Collateralized Mortgage Obligations |
| JPMT_15-3                                          | 2045-05-25      | 0.0751%  | 0.0000% | $353173418.00      | $52215.56          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_17-4                | 2048-11-25      | 0.5000%  | 0.0000% | $51986432.00       | $10293.37          | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-INV5                                      | 2051-12-26      | 3.0000%  | 0.0000% | $3100004.00        | $2248813.17        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_23-8                | 2054-02-25      | 6.0000%  | 0.0000% | $42000000.00       | $31838805.70       | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-VIS1                                      | 2055-08-25      | 5.6950%  | 0.0000% | $1836000.00        | $1811464.67        | Private Label Collateralized Mortgage Obligations |
| JPMST_07-A                                         | 2038-06-28      | 4.7191%  | 0.0000% | $541155000.00      | $54587908.65       | Asset-Backed Securities                           |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-2A           | 2029-05-15      | 5.9900%  | 0.0000% | $37930000.00       | $25777533.49       | Asset-Backed Securities                           |
| MELLO_22-INV2                                      | 2052-04-25      | 3.5308%  | 0.0000% | $741000.00         | $582925.24         | Private Label Collateralized Mortgage Obligations |
| MELLO_21-INV2                                      | 2051-08-25      | 2.5000%  | 0.0000% | $1302000.00        | $798081.36         | Private Label Collateralized Mortgage Obligations |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV2    | 2051-08-25      | 3.3157%  | 0.0000% | $417000.00         | $322750.77         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE TRUST MCMLT_18-2                | 2058-05-25      | 3.7500%  | 0.0000% | $793000.00         | $694179.91         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_21-INV1   | 2051-06-25      | 2.5000%  | 0.0000% | $5674560.00        | $3367030.91        | Private Label Collateralized Mortgage Obligations |
| NRZT_20-NQM1                                       | 2060-01-26      | 2.4641%  | 0.0000% | $3105000.00        | $471761.05         | Private Label Collateralized Mortgage Obligations |
| NSLP_14-1A                                         | 2031-04-25      | 8.2934%  | 0.0000% | $1000000.00        | $1006444.53        | Asset-Backed Securities                           |
| PROG_24-SFR3                                       | 2041-06-17      | 3.5000%  | 0.0000% | $8500000.00        | $7989170.77        | Private Label Collateralized Mortgage Obligations |
| SLC STUDENT LOAN TRUST SLCLT_06-                   | 2039-09-15      | 4.7647%  | 0.0000% | $112000000.00      | $51918799.02       | Asset-Backed Securities                           |
| SUBLLC_24-3                                        | 2054-07-30      | 5.5660%  | 0.0000% | $4316000.00        | $4288827.23        | Asset-Backed Securities                           |
| THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL       | 2034-12-10      | 8.5337%  | 0.0000% | $10352512.00       | $10552890.20       | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV1                                        | 2051-08-25      | 2.5000%  | 0.0000% | $1576000.00        | $982472.71         | Private Label Collateralized Mortgage Obligations |
| UWM_21-1                                           | 2051-08-25      | 0.3473%  | 0.0000% | $29907000.00       | $815541.12         | Private Label Collateralized Mortgage Obligations |
| VERUS_22-INV2                                      | 2067-10-25      | 6.7734%  | 0.0000% | $1430000.00        | $1433696.33        | Private Label Collateralized Mortgage Obligations |
| WFMBS_20-1                                         | 2049-12-25      | 3.4760%  | 0.0000% | $2242800.00        | $1466363.60        | Private Label Collateralized Mortgage Obligations |
| WFLF_25-1                                          | 2040-01-18      | 4.9846%  | 0.0000% | $515000.00         | $515942.46         | Asset-Backed Securities                           |

### Security 280: 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN UNIVERSITY                             | 2025-07-01      | 0.0000%  | 0.0000% | $15000000.00       | $14889525.00       | Money Market |
| AUSTIN TX (CITY OF)                             | 2025-09-18      | 4.4000%  | 0.0000% | $191000.00         | $190977.08         | Money Market |
| BAY SQUARE FUNDING LLC                          | 2025-09-22      | 0.0000%  | 0.0000% | $53000000.00       | $52436557.00       | Money Market |
| BAY SQUARE FUNDING LLC                          | 2025-09-26      | 0.0000%  | 0.0000% | $44500000.00       | $44005115.50       | Money Market |
| BENNINGTON STARK CAPITAL COMPANY LLC            | 2025-07-01      | 0.0000%  | 0.0000% | $2312000.00        | $2294516.66        | Money Market |
| BRITANNIA FUNDING COMPANY LLC                   | 2025-10-28      | 0.0000%  | 0.0000% | $66870000.00       | $65865880.08       | Money Market |
| EMORY UNIVERSITY                                | 2025-10-16      | 4.3800%  | 0.0000% | $7947000.00        | $7947000.00        | Money Market |
| GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC | 2025-07-14      | 0.0000%  | 0.0000% | $915000.00         | $913094.97         | Money Market |
| HELVETICA FUNDING CO LLC                        | 2025-07-17      | 0.0000%  | 0.0000% | $15300000.00       | $15262851.60       | Money Market |
| IONIC FUNDING LLC SERIES II CLASS A             | 2025-07-15      | 0.0000%  | 0.0000% | $140000.00         | $139689.90         | Money Market |
| NOVARTIS FINANCE CORP                           | 2025-07-29      | 0.0000%  | 0.0000% | $871000.00         | $867653.62         | Money Market |
| TEXAS A & M UNIVERSITY                          | 2025-08-06      | 4.3600%  | 0.0000% | $1186974.00        | $1187140.18        | Money Market |

### Security 281: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| HOWMET AEROSPACE INC                                            | 2027-02-01      | 5.9000%  | 0.0000% | $335000.00         | $350741.46         | Corporate Debt Securities |
| ALLY FINANCIAL INC                                              | 2029-06-13      | 6.9920%  | 0.0000% | $291000.00         | $306807.64         | Corporate Debt Securities |
| ALPHABET INC                                                    | 2060-08-15      | 2.2500%  | 0.0000% | $176000.00         | $93269.00          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2035-01-23      | 5.4680%  | 0.0000% | $3740000.00        | $3914570.32        | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2035-02-20      | 5.7380%  | 0.0000% | $14050000.00       | $14761359.31       | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                                  | 2031-03-03      | 3.3750%  | 0.0000% | $6333000.00        | $5920523.79        | Corporate Debt Securities |
| INTEL CORP                                                      | 2031-02-21      | 5.0000%  | 0.0000% | $209000.00         | $215841.96         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2027-08-25      | 4.1250%  | 0.0000% | $762000.00         | $769637.46         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-05-14      | 5.2500%  | 0.0000% | $750000.00         | $767631.25         | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                                           | 2029-12-15      | 4.6250%  | 0.0000% | $21000.00          | $21199.65          | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                                     | 2050-04-15      | 3.3200%  | 0.0000% | $6157000.00        | $4116549.68        | Corporate Debt Securities |
| BPCE SA                                                         | 2035-01-18      | 6.5080%  | 0.0000% | $5750000.00        | $6106074.50        | Corporate Debt Securities |
| BARCLAYS PLC                                                    | 2027-11-24      | 2.2790%  | 0.0000% | $594000.00         | $576803.11         | Corporate Debt Securities |
| CVS HEALTH CORP                                                 | 2029-01-30      | 5.0000%  | 0.0000% | $183000.00         | $189246.40         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                            | 2028-10-15      | 2.4000%  | 0.0000% | $48000.00          | $44844.96          | Corporate Debt Securities |
| PENNSYLVANIA ST TURNPIKE COMMISSION                             | 2035-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5551.24           | Other Instrument          |
| PERU (REPUBLIC OF)                                              | 2060-12-01      | 2.7800%  | 0.0000% | $718000.00         | $381788.92         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2051-03-10      | 3.5500%  | 0.0000% | $260000.00         | $178749.28         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2040-11-20      | 2.6500%  | 0.0000% | $32000.00          | $22456.14          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                                         | 2054-03-05      | 6.9500%  | 0.0000% | $2180000.00        | $2076104.23        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2071-09-21      | 3.2500%  | 0.0000% | $870000.00         | $529210.12         | Corporate Debt Securities |
| GENERAL MILLS INC                                               | 2028-10-17      | 5.5000%  | 0.0000% | $250000.00         | $261868.19         | Corporate Debt Securities |
| NEW YORK CITY TRANSITIONAL FIN AUTH                             | 2032-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5252.67           | Other Instrument          |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | 2054-03-28      | 6.8530%  | 0.0000% | $357000.00         | $330229.72         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2034-01-15      | 3.0000%  | 0.0000% | $1032000.00        | $878490.00         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2040-01-11      | 6.0500%  | 0.0000% | $200000.00         | $195680.28         | Corporate Debt Securities |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) | 2025-10-14      | 4.3750%  | 0.0000% | $1187000.00        | $1196218.37        | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2030-11-19      | 5.2830%  | 0.0000% | $1250000.00        | $1279733.44        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                         | 2044-04-01      | 4.5000%  | 0.0000% | $1235000.00        | $1073974.53        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                            | 2033-05-08      | 5.7000%  | 0.0000% | $335000.00         | $347469.82         | Corporate Debt Securities |
| KINDER MORGAN INC                                               | 2029-02-01      | 5.0000%  | 0.0000% | $350000.00         | $362167.56         | Corporate Debt Securities |
| KROGER CO                                                       | 2064-09-15      | 5.6500%  | 0.0000% | $43000.00          | $40999.17          | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2037-03-14      | 6.5500%  | 0.0000% | $376000.00         | $410831.18         | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC                                     | 2030-02-18      | 6.7500%  | 0.0000% | $3365000.00        | $3514372.35        | Corporate Debt Securities |
| T-MOBILE USA INC                                                | 2028-07-15      | 4.8000%  | 0.0000% | $210000.00         | $217186.20         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2032-04-27      | 4.7500%  | 0.0000% | $700000.00         | $668949.75         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2036-09-21      | 2.4820%  | 0.0000% | $2101000.00        | $1789328.21        | Corporate Debt Securities |
| BOEING CO                                                       | 2050-05-01      | 5.8050%  | 0.0000% | $1343000.00        | $1284826.28        | Corporate Debt Securities |
| CROWN CASTLE INC                                                | 2029-06-01      | 5.6000%  | 0.0000% | $200000.00         | $207080.22         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                     | 2030-04-25      | 5.7270%  | 0.0000% | $988000.00         | $1036372.89        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2034-09-10      | 4.7500%  | 0.0000% | $805000.00         | $800736.63         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                                        | 2029-03-06      | 5.8710%  | 0.0000% | $6170000.00        | $6485974.96        | Corporate Debt Securities |
| MICROSOFT CORP                                                  | 2042-11-15      | 3.5000%  | 0.0000% | $275000.00         | $221761.38         | Corporate Debt Securities |
| ONEOK INC                                                       | 2035-06-15      | 6.0000%  | 0.0000% | $5000.00           | $5187.70           | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-10-23      | 6.3750%  | 0.0000% | $337000.00         | $374051.32         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2030-05-05      | 2.4570%  | 0.0000% | $861000.00         | $788997.80         | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                    | 2029-04-01      | 5.2000%  | 0.0000% | $40000.00          | $41565.02          | Corporate Debt Securities |
| T-MOBILE USA INC                                                | 2029-03-15      | 2.4000%  | 0.0000% | $245000.00         | $229405.75         | Corporate Debt Securities |
| TEACHERS INS & ANN ASSOC OF AMER                                | 2047-05-15      | 4.2700%  | 0.0000% | $335000.00         | $271530.06         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2052-02-12      | 4.4000%  | 0.0000% | $422000.00         | $299563.73         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                          | 2060-05-15      | 3.1250%  | 0.0000% | $75000.00          | $44607.47          | Corporate Debt Securities |
| VISA INC                                                        | 2050-08-15      | 2.0000%  | 0.0000% | $96000.00          | $52204.80          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2047-01-08      | 5.2500%  | 0.0000% | $492000.00         | $484882.40         | Corporate Debt Securities |
| ARROW ELECTRONICS INC                                           | 2029-08-21      | 5.1500%  | 0.0000% | $80000.00          | $82620.33          | Corporate Debt Securities |
| BROADCOM INC                                                    | 2028-04-15      | 4.8000%  | 0.0000% | $225000.00         | $230267.25         | Corporate Debt Securities |
| BROWN & BROWN INC                                               | 2032-03-17      | 4.2000%  | 0.0000% | $89000.00          | $85795.70          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC                             | 2028-03-01      | 5.6000%  | 0.0000% | $191000.00         | $201023.89         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                                          | 2028-02-23      | 4.6000%  | 0.0000% | $171000.00         | $174775.30         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                      | 2027-11-15      | 5.8750%  | 0.0000% | $93000.00          | $96319.52          | Corporate Debt Securities |
| TOLL BROS FIN                                                   | 2028-02-15      | 4.3500%  | 0.0000% | $95000.00          | $95878.04          | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                        | 2031-09-12      | 1.9000%  | 0.0000% | $83000.00          | $71605.76          | Corporate Debt Securities |
| VICI PROPERTIES LP                                              | 2027-02-01      | 5.7500%  | 0.0000% | $27000.00          | $27994.91          | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2034-07-02      | 5.2000%  | 0.0000% | $500000.00         | $507644.44         | Corporate Debt Securities |
| AMERICAN TOWER CORP                                             | 2033-03-15      | 5.6500%  | 0.0000% | $90000.00          | $94889.63          | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                                        | 2034-02-20      | 5.6250%  | 0.0000% | $5000.00           | $5178.66           | Corporate Debt Securities |
| EXELON CORPORATION                                              | 2050-04-15      | 4.7000%  | 0.0000% | $1305000.00        | $1099803.98        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                                           | 2029-02-01      | 5.8750%  | 0.0000% | $163000.00         | $172753.26         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                                       | 2028-03-10      | 6.5000%  | 0.0000% | $85000.00          | $89309.59          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                                           | 2029-02-06      | 5.3270%  | 0.0000% | $613000.00         | $638763.16         | Corporate Debt Securities |
| OGE ENERGY CORPORATION                                          | 2029-05-15      | 5.4500%  | 0.0000% | $94000.00          | $97818.52          | Corporate Debt Securities |
| SAUDI ARABIA KINGDOM OF (GOVERNMENT)                            | 2033-02-02      | 2.2500%  | 0.0000% | $486000.00         | $412030.80         | Corporate Debt Securities |
| SPRINT CAPITAL CORPORATION                                      | 2028-11-15      | 6.8750%  | 0.0000% | $698000.00         | $753849.60         | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2032-08-15      | 5.3500%  | 0.0000% | $350000.00         | $362449.99         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2031-07-28      | 2.1500%  | 0.0000% | $260000.00         | $228906.02         | Corporate Debt Securities |
| MARS INC                                                        | 2030-03-01      | 4.8000%  | 0.0000% | $19209000.00       | $19697869.05       | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | 2035-03-15      | 5.4500%  | 0.0000% | $418000.00         | $433379.38         | Corporate Debt Securities |
| OH EDISON CO                                                    | 2033-01-15      | 5.5000%  | 0.0000% | $8000.00           | $8350.55           | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2033-07-17      | 5.0000%  | 0.0000% | $980000.00         | $1009271.51        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2027-03-28      | 4.1500%  | 0.0000% | $650000.00         | $651986.11         | Corporate Debt Securities |
| VALE OVERSEAS LTD                                               | 2033-06-12      | 6.1250%  | 0.0000% | $1002000.00        | $1051751.81        | Corporate Debt Securities |
| WASHINGTON (STATE OF)                                           | 2028-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5217.52           | Other Instrument          |
| BIRMINGHAM ALA WTRWKS BRD                                       | 2043-01-01      | 3.0000%  | 0.0000% | $5000.00           | $5096.53           | Other Instrument          |
| CANADIAN NATURAL RESOURCES LTD                                  | 2035-02-01      | 5.8500%  | 0.0000% | $335000.00         | $347171.39         | Corporate Debt Securities |
| EQUINIX INC                                                     | 2032-04-15      | 3.9000%  | 0.0000% | $2508000.00        | $2389484.46        | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                                    | 2031-01-15      | 3.4000%  | 0.0000% | $30000.00          | $28316.50          | Corporate Debt Securities |
| MCDONALDS CORP                                                  | 2035-03-03      | 4.9500%  | 0.0000% | $5219000.00        | $5270237.53        | Corporate Debt Securities |
| AES ANDES SA                                                    | 2032-03-14      | 6.2500%  | 0.0000% | $3500000.00        | $3621214.72        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                          | 2028-09-15      | 5.4500%  | 0.0000% | $18000.00          | $18749.26          | Corporate Debt Securities |
| DOMINION ENERGY INC                                             | 2028-05-15      | 4.6000%  | 0.0000% | $1185000.00        | $1198539.28        | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2026-06-09      | 1.5000%  | 0.0000% | $2360000.00        | $2307761.40        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2032-11-16      | 5.7500%  | 0.0000% | $269000.00         | $285720.44         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2030-02-12      | 4.8750%  | 0.0000% | $300000.00         | $311084.25         | Corporate Debt Securities |
| ACUITY BRANDS LIGHTING INC                                      | 2030-12-15      | 2.1500%  | 0.0000% | $78000.00          | $67903.35          | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                      | 2027-10-15      | 4.6250%  | 0.0000% | $937000.00         | $948277.19         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                      | 2026-10-29      | 2.4500%  | 0.0000% | $6474000.00        | $6329833.01        | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                                      | 2029-07-30      | 4.5000%  | 0.0000% | $42000.00          | $42502.32          | Corporate Debt Securities |
| ALLEGHENY CNTY PA                                               | 2041-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5103.22           | Other Instrument          |
| ALVIN TEX INDPT SCH DIST                                        | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5084.25           | Other Instrument          |
| ARMADA FUNDING COMPANY LLC                                      | 2025-09-03      | 0.0000%  | 0.0000% | $2499990.00        | $2478925.08        | Money Market              |
| ATLANTA GA ARPT REV                                             | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5492.41           | Other Instrument          |
| AVIATION CAPITAL GROUP LLC                                      | 2028-04-15      | 6.2500%  | 0.0000% | $272000.00         | $285836.87         | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2047-08-15      | 4.5400%  | 0.0000% | $222000.00         | $181233.03         | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2027-03-13      | 4.6250%  | 0.0000% | $600000.00         | $607341.92         | Corporate Debt Securities |
| BARCLAYS PLC                                                    | 2036-02-25      | 5.7850%  | 0.0000% | $688000.00         | $712174.12         | Corporate Debt Securities |
| BEXAR CNTY TEX WTR CTL & IMPT DIST NO 10                        | 2036-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5067.71           | Other Instrument          |
| CARY N C                                                        | 2027-06-01      | 1.8500%  | 0.0000% | $125000.00         | $17894.06          | Money Market              |
| CASTRO VALLEY CALIF UNI SCH DIST                                | 2035-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5087.23           | Other Instrument          |
| COBB CNTY GA                                                    | 2026-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5242.06           | Other Instrument          |
| COLORADO EDUCATIONAL & CULTURAL FACS AUTH                       | 2038-02-01      | 4.0000%  | 0.0000% | $135000.00         | $80412.84          | Money Market              |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                          | 2026-08-15      | 6.0550%  | 0.0000% | $89000.00          | $92079.07          | Corporate Debt Securities |
| DE FOREST WIS AREA SCH DIST                                     | 2030-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5188.09           | Other Instrument          |
| DOLLAR GENERAL CORP                                             | 2028-07-05      | 5.2000%  | 0.0000% | $61000.00          | $63673.49          | Corporate Debt Securities |
| DOUGLAS CNTY NEB SCH DIST NO 10                                 | 2036-12-15      | 4.0000%  | 0.0000% | $5000.00           | $5040.83           | Other Instrument          |
| EASTERN ENERGY GAS HOLDINGS LLC                                 | 2035-01-15      | 5.8000%  | 0.0000% | $8489000.00        | $9020864.14        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                   | 2028-04-06      | 3.5000%  | 0.0000% | $1770000.00        | $1739001.40        | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                                         | 2030-04-15      | 2.7040%  | 0.0000% | $245000.00         | $226574.37         | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                                              | 2030-01-15      | 3.0000%  | 0.0000% | $78000.00          | $73887.06          | Corporate Debt Securities |
| EXELON CORPORATION                                              | 2031-03-15      | 5.1250%  | 0.0000% | $800000.00         | $832435.67         | Corporate Debt Securities |
| FRANKLIN CNTY OHIO                                              | 2032-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5361.29           | Other Instrument          |
| GEORGETOWN UNIVERSITY                                           | 2118-10-01      | 5.2150%  | 0.0000% | $490000.00         | $430730.89         | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                           | 2035-03-15      | 5.2000%  | 0.0000% | $90000.00          | $92293.20          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                            | 2031-04-27      | 2.8500%  | 0.0000% | $277000.00         | $250515.34         | Corporate Debt Securities |
| GLENCOVE FUNDING LLC                                            | 2025-09-11      | 0.0000%  | 0.0000% | $26104100.00       | $25861880.06       | Money Market              |
| GRAND PRAIRIE TEX                                               | 2035-01-15      | 4.0000%  | 0.0000% | $5000.00           | $5095.57           | Other Instrument          |
| GRAND RAPIDS MICH                                               | 2030-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5179.86           | Other Instrument          |
| HARRIS CNTY TEX HOSP DIST                                       | 2035-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5078.10           | Other Instrument          |
| HARRIS CNTY TEX MET TRAN AUTH                                   | 2030-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5366.27           | Other Instrument          |
| HOLCIM FINANCE US LLC                                           | 2027-04-07      | 4.6000%  | 0.0000% | $100000.00         | $101368.56         | Corporate Debt Securities |
| HONOLULU HAWAII                                                 | 2036-09-01      | 4.0000%  | 0.0000% | $5000.00           | $5095.16           | Other Instrument          |
| INVESCO FINANCE PLC                                             | 2043-11-30      | 5.3750%  | 0.0000% | $20000.00          | $18716.18          | Corporate Debt Securities |
| LOUISIANA (STATE OF)                                            | 2035-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5075.34           | Other Instrument          |
| MARYLAND (STATE OF)                                             | 2029-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5498.69           | Other Instrument          |
| MARYLAND ST STAD AUTH                                           | 2036-12-15      | 4.0000%  | 0.0000% | $5000.00           | $5033.43           | Other Instrument          |
| MINNESOTA ST HIGHER ED FACS AUTH                                | 2027-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5268.59           | Other Instrument          |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)                  | 2030-06-13      | 4.5340%  | 0.0000% | $553000.00         | $559597.87         | Corporate Debt Securities |
| NATWEST GROUP PLC                                               | 2028-03-01      | 5.5830%  | 0.0000% | $475000.00         | $491940.84         | Corporate Debt Securities |
| NEW MEXICO (STATE OF)                                           | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5627.41           | Other Instrument          |
| NEW YORK CITY TRUST FOR CULTURAL RESOURCES (NY)                 | 2034-02-01      | 1.7500%  | 0.0000% | $100000.00         | $21830.70          | Money Market              |
| Newcastle Coal                                                  | 2031-05-12      | 4.7000%  | 0.0000% | $11000.00          | $10284.90          | Corporate Debt Securities |
| PENTAIR FINANCE SA                                              | 2029-07-01      | 4.5000%  | 0.0000% | $1084000.00        | $1103419.86        | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2028-03-01      | 4.4000%  | 0.0000% | $619000.00         | $631989.37         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2028-07-17      | 4.6250%  | 0.0000% | $410000.00         | $421968.30         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2029-03-18      | 4.6250%  | 0.0000% | $156000.00         | $160053.53         | Corporate Debt Securities |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                       | 2033-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5638.43           | Other Instrument          |
| RIVERSIDE CNTY CALIF                                            | 2031-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5080.22           | Other Instrument          |
| SACRAMENTO CNTY CALIF                                           | 2036-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5716.31           | Other Instrument          |
| DOMINION ENERGY SOUTH CAROLINA INC                              | 2038-01-15      | 6.0500%  | 0.0000% | $78000.00          | $84806.22          | Corporate Debt Securities |
| SPRING TEX INDPT SCH DIST                                       | 2031-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5101.15           | Other Instrument          |
| POLAND  (REPUBLIC OF)                                           | 2035-02-12      | 5.3750%  | 0.0000% | $1711000.00        | $1772962.44        | Corporate Debt Securities |
| STRYKER CORP                                                    | 2030-02-10      | 4.8500%  | 0.0000% | $62000.00          | $64296.55          | Corporate Debt Securities |
| TEXAS TECH UNIVERSITY SYSTEM                                    | 2036-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5108.80           | Other Instrument          |
| UNIVERSITY OF MINNESOTA                                         | 2027-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5149.41           | Other Instrument          |
| UNIVERSITY OF UTAH                                              | 2036-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5522.07           | Other Instrument          |
| NORTHERN STAR RESOURCES LTD                                     | 2033-04-11      | 6.1250%  | 0.0000% | $3700000.00        | $3882746.60        | Corporate Debt Securities |

### Security 282: 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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON.COM INC                              | 2061-05-12      | 3.2500%  | 0.0000% | $530000.00         | $343054.87         | Corporate Debt Securities |
| BLACKSTONE SECURED LENDING FUND             | 2027-11-15      | 5.8750%  | 0.0000% | $15000.00          | $15418.86          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                     | 2027-03-05      | 4.8500%  | 0.0000% | $1125000.00        | $1155670.94        | Corporate Debt Securities |
| HP INC                                      | 2029-04-15      | 4.0000%  | 0.0000% | $75000.00          | $73936.75          | Corporate Debt Securities |
| JUNIPER NETWORKS INC                        | 2025-12-10      | 1.2000%  | 0.0000% | $59000.00          | $58103.00          | Corporate Debt Securities |
| NEW YORK AND PRESBYTERIAN HOSPITAL          | 2045-08-01      | 4.0240%  | 0.0000% | $7923000.00        | $6510050.91        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY            | 2034-05-15      | 5.8000%  | 0.0000% | $2359000.00        | $2365369.30        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                  | 2028-01-06      | 2.4900%  | 0.0000% | $189000.00         | $185075.42         | Corporate Debt Securities |
| STORE CAPITAL LLC                           | 2028-03-15      | 4.5000%  | 0.0000% | $567000.00         | $568131.17         | Corporate Debt Securities |
| 3M CO                                       | 2029-03-01      | 3.3750%  | 0.0000% | $6000.00           | $5869.66           | Corporate Debt Securities |
| NXP BV                                      | 2026-03-01      | 5.3500%  | 0.0000% | $5000.00           | $5104.02           | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC         | 2029-04-01      | 3.5000%  | 0.0000% | $78000.00          | $76106.38          | Corporate Debt Securities |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC  | 2026-09-23      | 3.2000%  | 0.0000% | $35000.00          | $34833.13          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                       | 2028-04-22      | 5.7070%  | 0.0000% | $128000.00         | $132034.55         | Corporate Debt Securities |
| WEYERHAEUSER COMPANY                        | 2030-04-15      | 4.0000%  | 0.0000% | $663000.00         | $650743.34         | Corporate Debt Securities |
| ST MARYS CEMENT INC                         | 2034-04-02      | 5.7500%  | 0.0000% | $4410000.00        | $4524993.20        | Corporate Debt Securities |
| BAYER US FINANCE LLC                        | 2030-11-21      | 6.3750%  | 0.0000% | $238000.00         | $254901.87         | Corporate Debt Securities |
| CARDINAL HEALTH INC                         | 2027-06-15      | 3.4100%  | 0.0000% | $500000.00         | $492920.42         | Corporate Debt Securities |
| INTEL CORP                                  | 2030-03-25      | 3.9000%  | 0.0000% | $73000.00          | $71348.86          | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                      | 2034-08-19      | 5.0000%  | 0.0000% | $33000.00          | $33121.59          | Corporate Debt Securities |
| QUANTA SERV INC.                            | 2030-10-01      | 2.9000%  | 0.0000% | $72000.00          | $66641.72          | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY         | 2033-04-01      | 5.3000%  | 0.0000% | $72000.00          | $73147.16          | Corporate Debt Securities |
| T-MOBILE USA INC                            | 2028-03-15      | 4.9500%  | 0.0000% | $335000.00         | $344941.96         | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                   | 2031-09-10      | 2.0000%  | 0.0000% | $42000.00          | $36788.27          | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                      | 2029-06-01      | 5.4000%  | 0.0000% | $455000.00         | $471612.05         | Corporate Debt Securities |
| OMNICOM GROUP INC                           | 2030-06-01      | 4.2000%  | 0.0000% | $73000.00          | $72028.61          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                  | 2027-07-13      | 4.4000%  | 0.0000% | $333000.00         | $338874.49         | Corporate Debt Securities |
| APPLE INC                                   | 2030-08-20      | 1.2500%  | 0.0000% | $63000.00          | $54822.22          | Corporate Debt Securities |
| CDW LLC                                     | 2026-12-01      | 2.6700%  | 0.0000% | $62000.00          | $60531.27          | Corporate Debt Securities |
| CIGNA GROUP                                 | 2046-07-15      | 4.8000%  | 0.0000% | $10000.00          | $8811.40           | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                 | 2031-03-01      | 4.0000%  | 0.0000% | $212000.00         | $204014.43         | Corporate Debt Securities |
| OVINTIV INC                                 | 2034-08-15      | 6.5000%  | 0.0000% | $2966000.00        | $3132259.13        | Corporate Debt Securities |
| BANK OF AMERICA CORP                        | 2038-05-14      | 7.7500%  | 0.0000% | $27427000.00       | $32769307.25       | Corporate Debt Securities |
| TUCSON ELECTRIC POWER CO                    | 2044-03-15      | 5.0000%  | 0.0000% | $500000.00         | $444571.67         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                  | 2029-02-08      | 3.8750%  | 0.0000% | $36000.00          | $36046.25          | Corporate Debt Securities |
| AUTOZONE INC                                | 2028-02-01      | 4.5000%  | 0.0000% | $243000.00         | $249166.13         | Corporate Debt Securities |
| BROADCOM INC                                | 2028-09-15      | 4.1100%  | 0.0000% | $2931000.00        | $2951978.63        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC                    | 2029-08-01      | 3.1500%  | 0.0000% | $1891000.00        | $1817643.38        | Corporate Debt Securities |
| HP INC                                      | 2026-06-17      | 1.4500%  | 0.0000% | $98000.00          | $95254.39          | Corporate Debt Securities |
| INTEL CORP                                  | 2026-05-19      | 2.6000%  | 0.0000% | $34000.00          | $33530.84          | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC         | 2029-03-15      | 4.9000%  | 0.0000% | $303000.00         | $311433.00         | Corporate Debt Securities |
| OWENS CORNING                               | 2029-08-15      | 3.9500%  | 0.0000% | $120000.00         | $119262.30         | Corporate Debt Securities |
| OWENS CORNING                               | 2027-06-15      | 5.5000%  | 0.0000% | $218000.00         | $222914.08         | Corporate Debt Securities |
| STARBUCKS CORP                              | 2027-02-08      | 4.8500%  | 0.0000% | $53000.00          | $54437.39          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC                  | 2028-03-21      | 4.7500%  | 0.0000% | $1024000.00        | $1044103.68        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY            | 2035-09-15      | 4.8000%  | 0.0000% | $2336000.00        | $2301730.88        | Corporate Debt Securities |
| HYATT HOTELS CORP                           | 2028-03-30      | 5.0500%  | 0.0000% | $140000.00         | $143183.06         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                  | 2029-02-20      | 4.7500%  | 0.0000% | $265000.00         | $273872.94         | Corporate Debt Securities |
| M&T BK CORP                                 | 2029-10-30      | 7.4130%  | 0.0000% | $1292000.00        | $1416529.42        | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP                     | 2030-07-15      | 2.6500%  | 0.0000% | $20000.00          | $18646.52          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                  | 2027-03-22      | 3.0000%  | 0.0000% | $401000.00         | $395577.14         | Corporate Debt Securities |
| PEACHTREE CORNERS FUNDING TRUST II          | 2035-05-15      | 6.0120%  | 0.0000% | $480000.00         | $492975.84         | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC               | 2030-04-28      | 5.0000%  | 0.0000% | $226000.00         | $229132.61         | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                         | 2030-01-15      | 5.0000%  | 0.0000% | $450000.00         | $458287.50         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                       | 2049-10-01      | 3.4500%  | 0.0000% | $137000.00         | $97337.02          | Corporate Debt Securities |
| ALLSTATE CORP                               | 2036-04-01      | 5.9500%  | 0.0000% | $22000.00          | $23701.47          | Corporate Debt Securities |
| ALTRIA GROUP INC                            | 2028-02-04      | 4.8750%  | 0.0000% | $139000.00         | $143424.37         | Corporate Debt Securities |
| AMERICAN NATIONAL GLOBAL FUNDING            | 2030-01-28      | 5.5500%  | 0.0000% | $1718000.00        | $1792996.43        | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                     | 2033-03-02      | 5.5000%  | 0.0000% | $400000.00         | $419031.11         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP LLC                  | 2030-04-10      | 5.1250%  | 0.0000% | $75000.00          | $76540.25          | Corporate Debt Securities |
| BNP PARIBAS SA                              | 2030-05-20      | 5.4970%  | 0.0000% | $2363000.00        | $2468863.06        | Corporate Debt Securities |
| BNP PARIBAS SA                              | 2029-05-09      | 4.7920%  | 0.0000% | $7722000.00        | $7804769.54        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY            | 2045-08-15      | 4.9500%  | 0.0000% | $28000.00          | $25674.11          | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA              | 2047-07-12      | 3.9000%  | 0.0000% | $1865000.00        | $1498117.20        | Corporate Debt Securities |
| DOMINION ENERGY INC                         | 2027-12-15      | 6.8000%  | 0.0000% | $10000.00          | $10533.93          | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                        | 2026-01-30      | 4.5000%  | 0.0000% | $94000.00          | $95657.22          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                        | 2045-11-15      | 4.5000%  | 0.0000% | $98000.00          | $81729.55          | Corporate Debt Securities |
| EXPEDIA GROUP INC                           | 2031-03-15      | 2.9500%  | 0.0000% | $56000.00          | $51341.03          | Corporate Debt Securities |
| FEDERAL REALTY OP LP                        | 2028-05-01      | 5.3750%  | 0.0000% | $200000.00         | $206551.81         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                       | 2036-01-25      | 6.1000%  | 0.0000% | $430000.00         | $452988.04         | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                        | 2029-09-01      | 5.2500%  | 0.0000% | $65000.00          | $67088.72          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                        | 2028-04-01      | 4.9070%  | 0.0000% | $24000.00          | $24514.11          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                 | 2031-04-23      | 5.2180%  | 0.0000% | $288000.00         | $297599.41         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO               | 2033-10-15      | 5.7000%  | 0.0000% | $56000.00          | $58544.36          | Corporate Debt Securities |
| KENNAMETAL INC                              | 2028-06-15      | 4.6250%  | 0.0000% | $630000.00         | $631907.06         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                         | 2034-12-07      | 6.2550%  | 0.0000% | $86000.00          | $92046.34          | Corporate Debt Securities |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY   | 2025-09-01      | 5.2500%  | 0.0000% | $115000.00         | $117390.18         | Other Instrument          |
| NVENT FINANCE SARL                          | 2028-04-15      | 4.5500%  | 0.0000% | $3000000.00        | $3025227.50        | Corporate Debt Securities |
| DOC DR LLC                                  | 2028-01-15      | 3.9500%  | 0.0000% | $24000.00          | $24199.06          | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP | 2032-10-01      | 5.3690%  | 0.0000% | $3577000.00        | $3665919.95        | Corporate Debt Securities |
| RIDGEFIELD FUNDING COMPANY LLC              | 2025-07-01      | 0.0000%  | 0.0000% | $1916000.00        | $1898177.37        | Money Market              |
| SHEFFIELD RECEIVABLES COMPANY LLC           | 2025-07-01      | 0.0000%  | 0.0000% | $299472.00         | $296916.61         | Money Market              |
| SHERWIN-WILLIAMS COMPANY (THE)              | 2031-09-01      | 4.8000%  | 0.0000% | $5000.00           | $5127.38           | Corporate Debt Securities |
| UNIVERSITY OF MICHIGAN                      | 2025-08-05      | 2.9900%  | 0.0000% | $3385000.00        | $3385169.25        | Money Market              |
| EXPAND ENERGY CORP                          | 2029-04-15      | 6.7500%  | 0.0000% | $295000.00         | $302720.89         | Corporate Debt Securities |
| XTO ENERGY INC.                             | 2037-08-01      | 6.7500%  | 0.0000% | $27000.00          | $31294.28          | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD            | 2027-02-23      | 4.7500%  | 0.0000% | $2352000.00        | $2385438.25        | Corporate Debt Securities |
| NATWEST MARKETS PLC                         | 2030-03-21      | 5.0220%  | 0.0000% | $4900000.00        | $5034458.45        | Corporate Debt Securities |

### Security 283: 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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MCR MORTGAGE 2024-HTL          B      20370217 FLT     | 2037-02-17      | 6.7195%  | 0.0000% | $4000000.00        | $3226751.38        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG 2021-2 TR    XS     20660425 FLT     | 2066-04-25      | 0.0000%  | 0.0000% | $133038902.00      | $3744047.06        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  A      20340615 FLT     | 2034-06-15      | 5.3590%  | 0.0000% | $12079703.00       | $11532890.13       | Private Label Collateralized Mortgage Obligations |
| FREMF 2022-K148 MRTG TR        D      20590825 0.00000 | 2059-08-25      | 0.0000%  | 0.0000% | $44759305.00       | $16104532.22       | Agency Collateralized Mortgage Obligation         |
| FREMF MORTGAGE TR 2024-K755    D      20640225 0.00000 | 2064-02-25      | 0.0000%  | 0.0000% | $43281775.00       | $31274025.60       | Agency Collateralized Mortgage Obligation         |
| ARBOR RLTY COM NT 2021-FL4     E      20361117 FLT     | 2036-11-17      | 7.8262%  | 0.0000% | $100000.00         | $98869.35          | Asset-Backed Securities                           |
| GAM RE-REMIC TRUST 2022-FRR3   CK61   20491129 0.00000 | 2049-11-29      | 0.0000%  | 0.0000% | $2823000.00        | $2132336.11        | Agency Collateralized Mortgage Obligation         |
| BDS LTD 2022-FL12              A      20380819 FLT     | 2038-08-19      | 6.4541%  | 0.0000% | $100000.00         | $47455.77          | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-RISE                C      20361117 FLT     | 2036-11-17      | 5.8765%  | 0.0000% | $1500000.00        | $1267928.14        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5              B      20421020 FLT     | 2042-10-20      | 6.8603%  | 0.0000% | $26415368.00       | $26329668.09       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B17      X-A    20530317 FLT     | 2053-03-17      | 1.4937%  | 0.0000% | $42455866.00       | $1677713.03        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2025-C12            X-A    20580617 FLT     | 2058-06-17      | 0.7397%  | 0.0000% | $1752754.00        | $101911.88         | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 A-IO-S 20591025 FLT     | 2059-10-25      | 0.3547%  | 0.0000% | $100000.00         | $10.85             | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   B      20381215 FLT     | 2038-12-15      | 5.8751%  | 0.0000% | $1988244.00        | $1853934.72        | Private Label Collateralized Mortgage Obligations |
| PGA TRUST 2024-RSR2            D      20390615 FLT     | 2039-06-15      | 7.8004%  | 0.0000% | $5000000.00        | $5005280.75        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-1    B-2    20550225 FLT     | 2055-02-25      | 6.0257%  | 0.0000% | $4748000.00        | $4730790.60        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-1    B-3    20550225 FLT     | 2055-02-25      | 6.0257%  | 0.0000% | $1601979.00        | $1583546.31        | Private Label Collateralized Mortgage Obligations |

### Security 284: 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:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-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         |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                          | 2046-08-15      | 4.0000%  | 0.0000% | $500000.00         | $460025.00         | Other Instrument |
| LOUISIANA PUB FACS AUTH                                       | 2066-09-01      | 5.0000%  | 0.0000% | $16035000.00       | $15290138.62       | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1318738.33        | Other Instrument |
| MONTGOMERY CNTY PA INDL DEV AUTH                              | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1168158.50        | Other Instrument |
| SACRAMENTO CNTY CALIF                                         | 2041-07-01      | 5.0000%  | 0.0000% | $2240000.00        | $2301087.29        | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                      | 2054-06-30      | 5.0000%  | 0.0000% | $1055000.00        | $1018940.10        | Other Instrument |
| PUBLIC FINANCE AUTHORITY WISCONSIN                            | 2054-07-01      | 5.7500%  | 0.0000% | $5000.00           | $5212.90           | Other Instrument |
| CHICAGO (CITY OF)                                             | 2045-01-01      | 5.0000%  | 0.0000% | $1680000.00        | $1621924.27        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                          | 2060-04-01      | 0.0000%  | 0.0000% | $86305000.00       | $87996961.58       | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                      | 2060-06-30      | 5.2500%  | 0.0000% | $90000.00          | $89551.80          | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                           | 2053-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4303.28           | Other Instrument |
| CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY               | 2056-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5304.23           | Other Instrument |

### Security 285: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 4.510000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                              | 2051-05-15      | 3.4500%  | 0.0000% | $6435000.00        | $4295700.34        | Corporate Debt Securities |
| ALTRIA GROUP INC                           | 2051-02-04      | 3.7000%  | 0.0000% | $2000.00           | $1398.43           | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC               | 2046-02-01      | 4.9000%  | 0.0000% | $185000.00         | $171824.40         | Corporate Debt Securities |
| APPLE INC                                  | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1248.77           | Corporate Debt Securities |
| APPLE INC                                  | 2062-08-08      | 4.1000%  | 0.0000% | $2272000.00        | $1805336.25        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                      | 2095-11-15      | 7.5000%  | 0.0000% | $1940000.00        | $2067661.70        | Corporate Debt Securities |
| DOW CHEMICAL CO                            | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $397610.34         | Corporate Debt Securities |
| DUKE ENERGY CORP                           | 2041-06-15      | 3.3000%  | 0.0000% | $5993000.00        | $4463856.09        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                  | 2052-03-15      | 3.5500%  | 0.0000% | $7622000.00        | $5509823.12        | Corporate Debt Securities |
| ERP OPERATING LP                           | 2047-08-01      | 4.0000%  | 0.0000% | $4088000.00        | $3225618.23        | Corporate Debt Securities |
| EXXON MOBIL CORP                           | 2040-03-19      | 4.2270%  | 0.0000% | $1686000.00        | $1514481.67        | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL CORP              | 2030-05-15      | 4.0000%  | 0.0000% | $1212000.00        | $1162186.80        | Corporate Debt Securities |
| FIVE CORNERS FUNDING TRUST II              | 2030-05-15      | 2.8500%  | 0.0000% | $1000000.00        | $929892.50         | Corporate Debt Securities |
| FLOWSERVE CORPORATION                      | 2030-10-01      | 3.5000%  | 0.0000% | $4383000.00        | $4115912.16        | Corporate Debt Securities |
| GLOBAL ATLANTIC (FIN) CO                   | 2031-06-15      | 3.1250%  | 0.0000% | $2000.00           | $1775.10           | Corporate Debt Securities |
| GOODMAN US FINANCE FOUR LLC                | 2037-10-15      | 4.5000%  | 0.0000% | $1390000.00        | $1269771.95        | Corporate Debt Securities |
| GREAT RIVER ENERGY                         | 2038-07-01      | 7.2330%  | 0.0000% | $2584000.00        | $2197831.96        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                      | 2039-06-15      | 5.1250%  | 0.0000% | $1442000.00        | $1350368.71        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                      | 2042-03-15      | 4.3750%  | 0.0000% | $1666000.00        | $1399840.53        | Corporate Debt Securities |
| HALLIBURTON COMPANY                        | 2035-11-15      | 4.8500%  | 0.0000% | $3322000.00        | $3200290.23        | Corporate Debt Securities |
| INTEL CORP                                 | 2041-08-12      | 2.8000%  | 0.0000% | $2734000.00        | $1844201.47        | Corporate Debt Securities |
| INTEL CORP                                 | 2032-08-05      | 4.1500%  | 0.0000% | $5000000.00        | $4805676.39        | Corporate Debt Securities |
| INTERNATIONAL FLAVORS & FRAGRANCES INC     | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1095442.50        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                        | 2033-11-28      | 7.2000%  | 0.0000% | $3500000.00        | $3932425.00        | Corporate Debt Securities |
| LOWES COMPANIES INC                        | 2040-04-15      | 5.0000%  | 0.0000% | $894000.00         | $841072.22         | Corporate Debt Securities |
| MILEAGE PLUS HOLDINGS LLC                  | 2027-06-20      | 6.5000%  | 0.0000% | $510691.00         | $204927.13         | Corporate Debt Securities |
| NBN CO LTD                                 | 2031-05-05      | 2.6250%  | 0.0000% | $5945000.00        | $5370180.43        | Corporate Debt Securities |
| NOMURA HOLDINGS INC                        | 2028-07-14      | 2.1720%  | 0.0000% | $200000.00         | $188513.07         | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)  | 2035-07-15      | 5.2500%  | 0.0000% | $3855000.00        | $3976133.74        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                     | 2040-06-01      | 5.8500%  | 0.0000% | $1998000.00        | $2080742.17        | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2031-03-25      | 2.8750%  | 0.0000% | $2357000.00        | $2162610.68        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2044-02-15      | 4.7500%  | 0.0000% | $1545000.00        | $1272125.96        | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD               | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1034175.00        | Corporate Debt Securities |
| PHILLIPS 66                                | 2034-11-15      | 4.6500%  | 0.0000% | $4472000.00        | $4272962.46        | Corporate Debt Securities |
| REINSURANCE GROUP OF AMERICA INC           | 2030-06-15      | 3.1500%  | 0.0000% | $752000.00         | $701226.84         | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                | 2030-10-01      | 1.7000%  | 0.0000% | $3000.00           | $2620.69           | Corporate Debt Securities |
| SOCIETE GENERALE SA                        | 2034-01-10      | 6.6910%  | 0.0000% | $2648000.00        | $2896081.56        | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                     | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $388423.24         | Corporate Debt Securities |
| TRACTOR SUPPLY CO                          | 2033-05-15      | 5.2500%  | 0.0000% | $4325000.00        | $4429243.31        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2041-11-15      | 4.6250%  | 0.0000% | $3875000.00        | $3461193.59        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                      | 2053-04-25      | 4.6110%  | 0.0000% | $32000.00          | $27224.49          | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                     | 2031-01-15      | 7.5000%  | 0.0000% | $1581000.00        | $1841208.89        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV              | 2027-05-25      | 3.6250%  | 0.0000% | $238000.00         | $235578.18         | Corporate Debt Securities |
| CARLYLE FINANCE SUBSIDIARY LLC             | 2029-09-19      | 3.5000%  | 0.0000% | $2000.00           | $1935.44           | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP              | 2030-06-05      | 2.6500%  | 0.0000% | $3802000.00        | $3466968.82        | Corporate Debt Securities |
| ALEXANDER FUNDING TRUST II                 | 2028-07-31      | 7.4670%  | 0.0000% | $2000.00           | $2197.89           | Corporate Debt Securities |
| HESS CORP                                  | 2031-08-15      | 7.3000%  | 0.0000% | $93000.00          | $107803.28         | Corporate Debt Securities |
| CVS HEALTH CORP                            | 2032-01-10      | 7.5070%  | 0.0000% | $5000.00           | $2439.35           | Corporate Debt Securities |
| ENERGY TRANSFER LP                         | 2031-02-01      | 7.3750%  | 0.0000% | $2000.00           | $2155.91           | Corporate Debt Securities |
| META PLATFORMS INC                         | 2033-05-15      | 4.9500%  | 0.0000% | $3397000.00        | $3485313.51        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2031-02-01      | 2.5000%  | 0.0000% | $3052000.00        | $2677938.40        | Corporate Debt Securities |
| PUGET SOUND ENRG INC                       | 2049-09-15      | 3.2500%  | 0.0000% | $2000.00           | $1343.48           | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                  | 2049-11-15      | 3.7000%  | 0.0000% | $2000.00           | $1459.83           | Corporate Debt Securities |
| ROYALTY PHARMA PLC                         | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $378862.12         | Corporate Debt Securities |
| SKYMILES IP LTD                            | 2028-10-20      | 4.7500%  | 0.0000% | $4560.00           | $4604.49           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                 | 2041-03-22      | 3.4000%  | 0.0000% | $2000.00           | $1548.75           | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC               | 2041-05-13      | 3.4390%  | 0.0000% | $335000.00         | $248878.13         | Corporate Debt Securities |
| BUNGE LIMITED FINANCE CORP                 | 2031-05-14      | 2.7500%  | 0.0000% | $2000.00           | $1811.63           | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                  | 2050-02-05      | 3.2500%  | 0.0000% | $2000.00           | $1393.56           | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY        | 2052-05-15      | 4.6250%  | 0.0000% | $2000.00           | $1673.20           | Corporate Debt Securities |
| AES CORP                                   | 2030-07-15      | 3.9500%  | 0.0000% | $2000.00           | $1933.81           | Corporate Debt Securities |
| HOWMET AEROSPACE INC                       | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1082.52           | Corporate Debt Securities |
| CITIGROUP INC                              | 2032-05-01      | 2.5610%  | 0.0000% | $2000.00           | $1773.77           | Corporate Debt Securities |
| HESS CORP                                  | 2041-02-15      | 5.6000%  | 0.0000% | $2000.00           | $2012.90           | Corporate Debt Securities |
| INTERPUBLIC GRP OF CO INC                  | 2041-03-01      | 3.3750%  | 0.0000% | $3000.00           | $2239.52           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                       | 2042-06-04      | 5.0000%  | 0.0000% | $2000.00           | $1797.40           | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FUNDING I         | 2034-01-08      | 5.0500%  | 0.0000% | $150000.00         | $154138.17         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2042-04-15      | 4.4500%  | 0.0000% | $2000.00           | $1585.32           | Corporate Debt Securities |
| ARCELORMITTAL SA                           | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2235.71           | Corporate Debt Securities |
| BGC GROUP INC                              | 2029-06-10      | 6.6000%  | 0.0000% | $2000.00           | $2073.97           | Corporate Debt Securities |
| CI FINANCIAL CORP                          | 2029-05-30      | 7.5000%  | 0.0000% | $2000.00           | $2118.96           | Corporate Debt Securities |
| CIGNA GROUP                                | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1114561.83        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                    | 2038-03-31      | 4.1250%  | 0.0000% | $3127000.00        | $2264754.27        | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                   | 2030-09-15      | 3.5000%  | 0.0000% | $2000.00           | $1874.60           | Corporate Debt Securities |
| KEMPER CORP                                | 2032-02-23      | 3.8000%  | 0.0000% | $2000.00           | $1840.01           | Corporate Debt Securities |
| ORACLE CORPORATION                         | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1783.21           | Corporate Debt Securities |
| ROYALTY PHARMA PLC                         | 2050-09-02      | 3.5500%  | 0.0000% | $2000.00           | $1362.65           | Corporate Debt Securities |
| SHELL FINANCE US INC                       | 2035-05-11      | 4.1250%  | 0.0000% | $2790000.00        | $2636813.89        | Corporate Debt Securities |
| TARGET CORPORATION                         | 2052-01-15      | 2.9500%  | 0.0000% | $2000.00           | $1279.16           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                      | 2034-07-25      | 5.5570%  | 0.0000% | $5109000.00        | $5365706.67        | Corporate Debt Securities |
| BOEING CO                                  | 2040-05-01      | 5.7050%  | 0.0000% | $5505000.00        | $5436351.88        | Corporate Debt Securities |
| EDISON INTL                                | 2028-11-15      | 5.2500%  | 0.0000% | $50000.00          | $49773.63          | Corporate Debt Securities |
| LPL HOLDINGS INC                           | 2029-03-15      | 4.0000%  | 0.0000% | $2000.00           | $1964.17           | Corporate Debt Securities |
| ARCELORMITTAL SA                           | 2054-06-17      | 6.3500%  | 0.0000% | $2000.00           | $2003.13           | Corporate Debt Securities |
| BANCO SANTANDER SA                         | 2035-01-17      | 6.0330%  | 0.0000% | $600000.00         | $645183.65         | Corporate Debt Securities |
| BNP PARIBAS SA                             | 2028-01-20      | 2.5910%  | 0.0000% | $374000.00         | $366911.04         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP       | 2026-02-19      | 3.4500%  | 0.0000% | $103000.00         | $103610.19         | Corporate Debt Securities |
| STATE STREET CORP                          | 2079-12-31      | 6.4500%  | 0.0000% | $1000.00           | $1014.16           | Corporate Debt Securities |
| ATLANTIC MARINE CORPS COMMUNITIES LLC      | 2048-02-15      | 5.3830%  | 0.0000% | $200000.00         | $128363.34         | Other Instrument          |
| JOHNSON & JOHNSON                          | 2035-03-01      | 5.0000%  | 0.0000% | $334000.00         | $347011.16         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                        | 2079-12-31      | 6.5000%  | 0.0000% | $1329000.00        | $1388006.86        | Corporate Debt Securities |
| NATIONAL SECURITIES CLEARING CORP          | 2028-05-30      | 5.0000%  | 0.0000% | $844000.00         | $864776.47         | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2033-04-27      | 4.5710%  | 0.0000% | $992000.00         | $980184.54         | Corporate Debt Securities |
| BOEING CO                                  | 2029-03-01      | 3.2000%  | 0.0000% | $3525000.00        | $3385684.17        | Corporate Debt Securities |
| CUBESMART LP                               | 2031-02-15      | 2.0000%  | 0.0000% | $1759000.00        | $1535325.56        | Corporate Debt Securities |
| GALAXY PIPELINE ASSETS BIDCO LTD           | 2040-09-30      | 3.2500%  | 0.0000% | $6568000.00        | $5138244.92        | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                | 2031-04-16      | 3.3500%  | 0.0000% | $5670000.00        | $5231970.45        | Corporate Debt Securities |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA | 2032-08-01      | 8.5000%  | 0.0000% | $140000.00         | $143166.88         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE           | 2079-12-31      | 3.7500%  | 0.0000% | $1738000.00        | $1694674.56        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2032-04-22      | 2.6150%  | 0.0000% | $254000.00         | $226989.50         | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC  | 2034-07-01      | 6.3750%  | 0.0000% | $2000.00           | $2052.46           | Corporate Debt Securities |
| ARES FINANCE CO IV LLC                     | 2052-02-01      | 3.6500%  | 0.0000% | $2000.00           | $1404.23           | Corporate Debt Securities |
| BELROSE FUNDING TRUST II                   | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $102142.67         | Corporate Debt Securities |
| BNP PARIBAS SA                             | 2031-01-13      | 3.0520%  | 0.0000% | $200000.00         | $188255.58         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC             | 2034-04-10      | 4.9890%  | 0.0000% | $269000.00         | $272576.80         | Corporate Debt Securities |
| CHEVRON USA INC.                           | 2035-04-15      | 4.9800%  | 0.0000% | $2000.00           | $2048.03           | Corporate Debt Securities |
| COBANK                                     | 2079-12-31      | 4.2500%  | 0.0000% | $903000.00         | $881370.39         | Corporate Debt Securities |
| FS KKR CAPITAL CORP                        | 2027-07-15      | 3.2500%  | 0.0000% | $2000.00           | $1947.07           | Corporate Debt Securities |
| HYATT HOTELS CORP                          | 2030-04-23      | 5.7500%  | 0.0000% | $269000.00         | $280397.90         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FUNDING               | 2026-09-18      | 5.4500%  | 0.0000% | $2000.00           | $2059.20           | Corporate Debt Securities |
| ENLINK MIDSTREAM PARTNERS LP               | 2045-04-01      | 5.0500%  | 0.0000% | $119000.00         | $100918.51         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                 | 2031-11-09      | 7.6600%  | 0.0000% | $2000.00           | $2243.46           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                     | 2039-08-15      | 3.5000%  | 0.0000% | $3800000.00        | $3093219.00        | Corporate Debt Securities |
| VALERO ENERGY CORP                         | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1404.56           | Corporate Debt Securities |

### Security 286: 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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-28
- **C.13 - Final Legal Maturity Date:** 2025-09-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GCAT_21-NQM4                                                     | 2066-08-25      | 1.2990%  | 0.0000% | $470000.00         | $212090.96         | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                       | 2053-05-13      | 3.2937%  | 0.0000% | $8996000.00        | $6157431.47        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_23-NQM2                                           | 2068-03-25      | 4.4000%  | 0.0000% | $2305190.00        | $1669445.92        | Private Label Collateralized Mortgage Obligations |
| MSBAM_15-C27                                                     | 2047-12-15      | 0.7937%  | 0.0000% | $42295295.00       | $20873.23          | Private Label Collateralized Mortgage Obligations |
| CHOICE HOTELS INTL INC                                           | 2031-01-15      | 3.7000%  | 0.0000% | $200000.00         | $187493.67         | Corporate Debt Securities                         |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9              | 2053-08-15      | 1.7049%  | 0.0000% | $1129788.00        | $45457.73          | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-5                                                       | 2050-12-25      | 0.5500%  | 0.0000% | $45022000.00       | $140507.97         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-11                                                      | 2052-01-25      | 0.2196%  | 0.0000% | $328732669.00      | $3207561.07        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_17-3                                 | 2047-04-25      | 0.2621%  | 0.0000% | $163971072.00      | $156031.85         | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES 2017-1 PASS THROUGH TRUSTS                     | 2030-08-15      | 4.0000%  | 0.0000% | $283000.00         | $168909.98         | Corporate Debt Securities                         |
| FSMT_18-6RR-                                                     | 2048-09-25      | 0.8011%  | 0.0000% | $58220544.00       | $26188.06          | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE TRUST MCMLT_18-4                              | 2066-04-25      | 3.4851%  | 0.0000% | $1558000.00        | $1447581.35        | Private Label Collateralized Mortgage Obligations |
| SAIL_05-4                                                        | 2035-05-25      | 5.3337%  | 0.0000% | $200000.00         | $68701.03          | Asset-Backed Securities                           |
| GLOBAL PAYMENTS INC.                                             | 2029-08-15      | 3.2000%  | 0.0000% | $82000.00          | $78328.86          | Corporate Debt Securities                         |
| BX COMMERCIAL MORTGAGE TRUST BX_24-MF                            | 2039-02-15      | 5.7534%  | 0.0000% | $3976000.00        | $3534509.55        | Private Label Collateralized Mortgage Obligations |
| KYNDRYL HOLDINGS INC                                             | 2028-10-15      | 2.7000%  | 0.0000% | $156000.00         | $147902.82         | Corporate Debt Securities                         |
| PRPM ADVISORS LLC PRPM_24-NQM4                                   | 2069-12-26      | 5.6740%  | 0.0000% | $8000000.00        | $7314563.71        | Private Label Collateralized Mortgage Obligations |
| BOBA_24-1                                                        | 2037-07-20      | 9.0195%  | 0.0000% | $3245520.00        | $3310455.90        | Asset-Backed Securities                           |
| FORD CREDIT AUTO OWNER TRUST FORDO_23-REV2                       | 2036-02-15      | 5.2800%  | 0.0000% | $1100000.00        | $1134729.20        | Asset-Backed Securities                           |
| NAVSL_21-D                                                       | 2060-04-15      | 5.5100%  | 0.0000% | $21350000.00       | $7352100.28        | Asset-Backed Securities                           |
| GSMBS_21-PJ11                                                    | 2052-04-25      | 0.1562%  | 0.0000% | $54070000.00       | $436352.77         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST TRUST JPMCC | 2049-01-15      | 0.8712%  | 0.0000% | $50390000.00       | $78946.22          | Private Label Collateralized Mortgage Obligations |
| MONTANA HIGHER EDUCATION STUDENT                                 | 2043-07-20      | 5.4663%  | 0.0000% | $47100000.00       | $28848245.25       | Asset-Backed Securities                           |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-A                         | 2043-08-17      | 1.0300%  | 0.0000% | $2330000.00        | $822746.24         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                                 | 2030-10-20      | 6.1311%  | 0.0000% | $4500000.00        | $4558596.95        | Asset-Backed Securities                           |
| CIM_24-R1                                                        | 2064-06-25      | 0.0000%  | 0.0000% | $10490992.00       | $8494634.54        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-4                    | 2030-12-16      | 5.8100%  | 0.0000% | $340000.00         | $347688.36         | Asset-Backed Securities                           |
| FKH_21-SFR2                                                      | 2038-09-17      | 1.7070%  | 0.0000% | $990000.00         | $948956.66         | Asset-Backed Securities                           |
| LENDBUZZ SECURITIZATION TRUST LBZZ_24-3                          | 2030-11-15      | 5.0300%  | 0.0000% | $8400000.00        | $8462402.21        | Asset-Backed Securities                           |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-2                   | 2028-11-15      | 5.9500%  | 0.0000% | $254000.00         | $257941.62         | Asset-Backed Securities                           |
| PFP_25-12                                                        | 2042-12-18      | 6.3637%  | 0.0000% | $10000000.00       | $9998142.98        | Private Label Collateralized Mortgage Obligations |
| REESE PARK CLO LTD RESPK_20-1ARR                                 | 2038-01-15      | 6.1561%  | 0.0000% | $2675000.00        | $2709978.86        | Asset-Backed Securities                           |
| SLMA_05-6                                                        | 2044-01-25      | 4.8049%  | 0.0000% | $60299000.00       | $47117460.29       | Asset-Backed Securities                           |
| SEMT_12-6                                                        | 2042-12-25      | 1.1920%  | 0.0000% | $140099584.00      | $66628.13          | Private Label Collateralized Mortgage Obligations |
| VIBR_9R                                                          | 2037-04-20      | 0.0000%  | 0.0000% | $262500.00         | $262534.87         | Asset-Backed Securities                           |

### Security 287: 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:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BBCMS_24-5C25                                             | 2057-03-15      | 0.7793%  | 0.0000% | $56906000.00       | $2069753.33        | Private Label Collateralized Mortgage Obligations |
| BNK_20-B28                                                | 2030-10-15      | 0.9819%  | 0.0000% | $6648000.00        | $301137.15         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR5                                             | 2057-02-11      | 0.5082%  | 0.0000% | $79878000.00       | $1891677.59        | Private Label Collateralized Mortgage Obligations |
| NRZT_19-NQM4                                              | 2059-09-25      | 3.7372%  | 0.0000% | $3500813.00        | $3035462.11        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-MGP         | 2041-08-15      | 6.3741%  | 0.0000% | $652048.00         | $651094.08         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_21-FPM                                    | 2038-06-15      | 9.0770%  | 0.0000% | $1940000.00        | $1949275.30        | Private Label Collateralized Mortgage Obligations |
| HAWT_21-INV2                                              | 2051-07-25      | 0.0000%  | 0.0000% | $40095000.00       | $4834750.18        | Private Label Collateralized Mortgage Obligations |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                  | 2038-04-15      | 6.0272%  | 0.0000% | $661323.00         | $530387.10         | Private Label Collateralized Mortgage Obligations |
| OBX_21-J3                                                 | 2051-10-25      | 0.3697%  | 0.0000% | $151469941.00      | $2563519.79        | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                                | 2055-08-25      | 5.5000%  | 0.0000% | $10122929.00       | $9689298.70        | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-INV1                                             | 2055-02-25      | 0.5000%  | 0.0000% | $160397915.00      | $1846257.21        | Private Label Collateralized Mortgage Obligations |
| OPEN TRUST OPEN_23-AIR                                    | 2040-11-15      | 7.4009%  | 0.0000% | $17191324.00       | $4439481.08        | Private Label Collateralized Mortgage Obligations |
| MSC_18-H3                                                 | 2051-07-17      | 0.7765%  | 0.0000% | $61148000.00       | $928193.26         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C5                             | 2057-02-15      | 1.1594%  | 0.0000% | $5065461.00        | $210853.77         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR6                                             | 2057-05-15      | 0.7428%  | 0.0000% | $79477001.00       | $2066313.33        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 | 2057-12-15      | 0.0000%  | 0.0000% | $46026000.00       | $1965463.04        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                      | 2051-10-10      | 0.3931%  | 0.0000% | $67161000.00       | $534731.48         | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-W10    | 2034-12-15      | 8.5321%  | 0.0000% | $1778000.00        | $1740624.73        | Private Label Collateralized Mortgage Obligations |
| ARDN_25-ARCP                                              | 2030-06-15      | 7.1500%  | 0.0000% | $14370000.00       | $14417034.61       | Private Label Collateralized Mortgage Obligations |
| ATLXT_24-RPL2                                             | 2063-04-25      | 0.0000%  | 0.0000% | $3988300.00        | $2809754.91        | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                              | 2053-07-25      | 0.0000%  | 0.0000% | $1000.00           | $97.88             | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_13-300P                          | 2030-08-10      | 4.3530%  | 0.0000% | $1178945.00        | $1181610.10        | Private Label Collateralized Mortgage Obligations |
| CWL_06-S6                                                 | 2034-03-25      | 5.9620%  | 0.0000% | $65973.00          | $1547.52           | Asset-Backed Securities                           |
| CHASE_25-7                                                | 2025-07-01      | 0.0000%  | 0.0000% | $22529703.00       | $2997928.97        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K755                                             | 2064-02-25      | 0.0000%  | 0.0000% | $10198.00          | $7368.75           | Agency Collateralized Mortgage Obligation         |
| GSMS_21-ROSS                                              | 2026-05-15      | 5.5762%  | 0.0000% | $2500000.00        | $2350631.88        | Private Label Collateralized Mortgage Obligations |
| HYT COMMERCIAL MORTGAGE TRUST HYT_24-RGCY                 | 2041-08-15      | 7.7679%  | 0.0000% | $5000000.00        | $5003647.75        | Private Label Collateralized Mortgage Obligations |
| JPMMT_14-IVR3                                             | 2044-09-25      | 6.4980%  | 0.0000% | $100002.00         | $93413.33          | Private Label Collateralized Mortgage Obligations |
| MSCI_16-PSQ                                               | 2038-01-12      | 3.8261%  | 0.0000% | $5000000.00        | $4809899.37        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P                | 2038-12-15      | 5.8751%  | 0.0000% | $114756.00         | $107004.04         | Private Label Collateralized Mortgage Obligations |

### Security 288: 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:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FORD MOTOR CREDIT COMPANY LLC                | 2034-03-08      | 6.1250%  | 0.0000% | $3677000.00        | $3630322.53        | Corporate Debt Securities |
| ADVANTAGE SALES & MARKETING INC              | 2028-11-15      | 6.5000%  | 0.0000% | $10661000.00       | $8375548.13        | Corporate Debt Securities |
| ENTEGRIS ESCROW CORP                         | 2029-04-15      | 4.7500%  | 0.0000% | $4237000.00        | $4210119.77        | Corporate Debt Securities |
| NATIONSTAR MORTGAGE HOLDINGS INC             | 2028-08-15      | 5.5000%  | 0.0000% | $26095000.00       | $26614681.93       | Corporate Debt Securities |
| VIATRIS INC                                  | 2050-06-22      | 4.0000%  | 0.0000% | $1589000.00        | $1044241.36        | Corporate Debt Securities |
| MALLINCKRODT INTERNATIONAL FINANCE SA        | 2028-11-14      | 14.7500% | 0.0000% | $256498.00         | $269514.63         | Corporate Debt Securities |
| PERU LNG SRL                                 | 2030-03-22      | 5.3750%  | 0.0000% | $4540000.00        | $3612471.66        | Corporate Debt Securities |
| SKILLZ INC                                   | 2026-12-15      | 10.2500% | 0.0000% | $17815000.00       | $17668397.40       | Corporate Debt Securities |
| UNITI GROUP LP                               | 2029-02-15      | 6.5000%  | 0.0000% | $5858000.00        | $5775958.71        | Corporate Debt Securities |
| VERICAST CORP                                | 2030-12-15      | 13.0000% | 0.0000% | $97814400.00       | $121512655.47      | Corporate Debt Securities |
| PARAMOUNT GLOBAL                             | 2043-03-15      | 4.3750%  | 0.0000% | $8402000.00        | $6215214.96        | Corporate Debt Securities |
| COSTAR GRP INC                               | 2030-07-15      | 2.8000%  | 0.0000% | $5948000.00        | $5415554.87        | Corporate Debt Securities |
| ECOPETROL SA                                 | 2045-05-28      | 5.8750%  | 0.0000% | $2506000.00        | $1737590.79        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP                          | 2032-03-01      | 3.5000%  | 0.0000% | $1177000.00        | $1071846.17        | Corporate Debt Securities |
| BORR IHC LTD                                 | 2028-11-15      | 10.0000% | 0.0000% | $2351000.00        | $1918682.35        | Corporate Debt Securities |
| CONSOLIDATED ENERGY FINANCE SA               | 2026-05-15      | 6.5000%  | 0.0000% | $675000.00         | $662441.63         | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                    | 2031-06-01      | 7.1250%  | 0.0000% | $2684000.00        | $2793181.77        | Corporate Debt Securities |
| TELEFONICA MOVILES CHILE SA                  | 2031-11-18      | 3.5370%  | 0.0000% | $3000000.00        | $1917379.50        | Corporate Debt Securities |
| COMSTOCK RES INC                             | 2029-03-01      | 6.7500%  | 0.0000% | $3594000.00        | $3674586.47        | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                   | 2031-01-31      | 4.2500%  | 0.0000% | $2800000.00        | $2612621.67        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC             | 2030-04-01      | 6.1250%  | 0.0000% | $13736000.00       | $10562192.27       | Corporate Debt Securities |
| CCO HOLDINGS LLC                             | 2026-05-01      | 5.5000%  | 0.0000% | $3376000.00        | $3404877.93        | Corporate Debt Securities |
| MOHEGAN GAMING & ENTERTAINMENT               | 2031-04-15      | 11.8750% | 0.0000% | $3229000.00        | $3455381.60        | Corporate Debt Securities |
| NRG ENERGY INC                               | 2029-06-15      | 5.2500%  | 0.0000% | $1773000.00        | $1767056.02        | Corporate Debt Securities |
| SCIH SALT HOLDINGS INC                       | 2029-05-01      | 6.6250%  | 0.0000% | $15832000.00       | $15687258.14       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                | 2033-02-15      | 9.7500%  | 0.0000% | $84867000.00       | $93290049.75       | Corporate Debt Securities |
| FXI HOLDINGS INC                             | 2026-11-15      | 12.2500% | 0.0000% | $54000.00          | $48343.10          | Corporate Debt Securities |
| GRAN TIERRA ENERGY INC                       | 2029-10-15      | 9.5000%  | 0.0000% | $24280000.00       | $18995741.27       | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FINANCE USA LLC       | 2028-09-01      | 3.2500%  | 0.0000% | $3306000.00        | $3129335.63        | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                | 2030-08-01      | 10.3750% | 0.0000% | $4792000.00        | $4559305.14        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC             | 2031-02-15      | 4.7500%  | 0.0000% | $6984000.00        | $6117303.06        | Corporate Debt Securities |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | 2029-03-15      | 3.7500%  | 0.0000% | $14593000.00       | $13833981.59       | Corporate Debt Securities |
| COMMSCOPE LLC                                | 2028-07-01      | 7.1250%  | 0.0000% | $7673000.00        | $7783852.47        | Corporate Debt Securities |
| DANA INC                                     | 2030-09-01      | 4.2500%  | 0.0000% | $14904000.00       | $14910238.98       | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC         | 2027-10-15      | 5.8750%  | 0.0000% | $24000.00          | $24290.63          | Corporate Debt Securities |
| MAGNOLIA OIL & GAS OPERATING LLC             | 2032-12-01      | 6.8750%  | 0.0000% | $1084000.00        | $1092843.48        | Corporate Debt Securities |
| MERCER INTL INC.                             | 2029-02-01      | 5.1250%  | 0.0000% | $546000.00         | $452394.75         | Corporate Debt Securities |
| OFFICE PROPERTIES INCOME TRUST               | 2029-03-31      | 9.0000%  | 0.0000% | $9261000.00        | $9255906.45        | Corporate Debt Securities |
| PROVIDENT FUNDING ASSOCIATES LP              | 2029-09-15      | 9.7500%  | 0.0000% | $1990000.00        | $2151821.83        | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC                | 2030-12-01      | 11.0000% | 0.0000% | $14084000.00       | $13786279.89       | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                 | 2028-02-15      | 4.7500%  | 0.0000% | $15779000.00       | $14829617.02       | Corporate Debt Securities |
| STAPLES INC                                  | 2029-09-01      | 10.7500% | 0.0000% | $50420000.00       | $49457216.09       | Corporate Debt Securities |
| TURNING POINT BRANDS INC                     | 2032-03-15      | 7.6250%  | 0.0000% | $5445000.00        | $5840124.74        | Corporate Debt Securities |
| UNITI GROUP LP                               | 2032-06-15      | 8.6250%  | 0.0000% | $5163000.00        | $5209505.72        | Corporate Debt Securities |
| WHIRLPOOL CORP                               | 2033-06-15      | 6.5000%  | 0.0000% | $958000.00         | $961478.07         | Corporate Debt Securities |

### Security 289: 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:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| DARDEN RESTAURANTS INC                    | 2027-05-01      | 3.8500%  | 0.0000% | $25000000.00       | $24927993.05       | Corporate Debt Securities |
| BARCLAYS PLC                              | 2034-05-09      | 6.2240%  | 0.0000% | $21667000.00       | $23027413.14       | Corporate Debt Securities |
| CITIGROUP INC                             | 2028-10-27      | 3.5200%  | 0.0000% | $11175000.00       | $10998658.50       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                      | 2034-11-02      | 7.9640%  | 0.0000% | $17616000.00       | $20615315.82       | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC | 2027-09-01      | 4.9110%  | 0.0000% | $24072000.00       | $24606484.66       | Corporate Debt Securities |
| CAMPBELLS CO                              | 2034-03-21      | 5.4000%  | 0.0000% | $19294000.00       | $19788891.10       | Corporate Debt Securities |
| SBL HOLDINGS INC                          | 2034-10-30      | 7.2000%  | 0.0000% | $17735000.00       | $17129349.75       | Corporate Debt Securities |
| WESTPAC BANKING CORP                      | 2031-11-23      | 4.3220%  | 0.0000% | $23500000.00       | $23440828.32       | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP          | 2040-11-15      | 7.5000%  | 0.0000% | $17588000.00       | $20079076.38       | Corporate Debt Securities |
| F.N.B CORP                                | 2030-12-11      | 5.7220%  | 0.0000% | $21965000.00       | $22107112.33       | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                  | 2026-02-01      | 4.5000%  | 0.0000% | $21000000.00       | $21319935.00       | Corporate Debt Securities |
| COX COMMUNICATIONS INC                    | 2026-09-15      | 3.3500%  | 0.0000% | $22877000.00       | $22728089.79       | Corporate Debt Securities |
| VERISK ANALYTICS INC                      | 2034-06-05      | 5.2500%  | 0.0000% | $24654000.00       | $25141553.39       | Corporate Debt Securities |
| COX COMMUNICATIONS INC                    | 2027-08-15      | 3.5000%  | 0.0000% | $20000000.00       | $19852500.00       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                      | 2028-03-27      | 5.2067%  | 0.0000% | $22000000.00       | $22075716.57       | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.      | 2027-11-13      | 3.2000%  | 0.0000% | $25000000.00       | $24464444.45       | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD               | 2028-04-01      | 5.5000%  | 0.0000% | $20000000.00       | $20500144.44       | Corporate Debt Securities |
| DOMINION ENERGY INC                       | 2028-05-15      | 4.6000%  | 0.0000% | $20000000.00       | $20228511.12       | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                     | 2027-03-15      | 3.1250%  | 0.0000% | $25000000.00       | $24693364.58       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                         | 2028-06-09      | 4.7550%  | 0.0000% | $401000.00         | $403283.19         | Corporate Debt Securities |
| HERCULES CAPITAL INC                      | 2030-06-16      | 6.0000%  | 0.0000% | $17200000.00       | $17116809.33       | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC   | 2027-11-15      | 4.9000%  | 0.0000% | $20000000.00       | $20325100.00       | Corporate Debt Securities |
| UBS GROUP AG                              | 2034-01-12      | 5.9590%  | 0.0000% | $20148000.00       | $21680027.06       | Corporate Debt Securities |

### Security 290: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. 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: 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:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLSTATE CORP                             | 2067-05-15      | 6.5000%  | 0.0000% | $686000.00         | $707193.97         | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.      | 2054-12-15      | 6.9500%  | 0.0000% | $348000.00         | $363989.15         | Corporate Debt Securities |
| B3 SA BRASIL BOLSA BALCAO                 | 2031-09-20      | 4.1250%  | 0.0000% | $2200000.00        | $2043422.33        | Corporate Debt Securities |
| NISOURCE INC.                             | 2054-11-30      | 6.9500%  | 0.0000% | $223000.00         | $231492.21         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                    | 2055-05-15      | 6.7000%  | 0.0000% | $1412000.00        | $1430829.02        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                       | 2026-01-15      | 5.7100%  | 0.0000% | $4134000.00        | $4250995.64        | Corporate Debt Securities |
| CMS ENERGY CORP                           | 2050-06-01      | 4.7500%  | 0.0000% | $358000.00         | $344666.79         | Corporate Debt Securities |
| CMS ENERGY CORP                           | 2055-06-01      | 6.5000%  | 0.0000% | $3952000.00        | $3969096.79        | Corporate Debt Securities |
| BBVA BANCOMER SA INSTITUCION DE           | 2039-01-08      | 8.1250%  | 0.0000% | $3414000.00        | $3673393.82        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC                    | 2055-02-15      | 7.0000%  | 0.0000% | $484000.00         | $515237.36         | Corporate Debt Securities |
| INTESA SANPAOLO SPA                       | 2032-06-01      | 4.1980%  | 0.0000% | $501000.00         | $461326.67         | Corporate Debt Securities |
| AQFIT_20-A                                | 2046-07-17      | 3.9700%  | 0.0000% | $4636000.00        | $3597779.80        | Asset-Backed Securities   |
| BBVA BANCOMER SA INSTITUCION DE           | 2039-01-08      | 8.1250%  | 0.0000% | $500000.00         | $537989.72         | Corporate Debt Securities |
| GLOBAL NET LEASE INC                      | 2027-12-15      | 3.7500%  | 0.0000% | $64000.00          | $61088.80          | Corporate Debt Securities |
| NC QAZAQGAZ JSC                           | 2027-09-26      | 4.3750%  | 0.0000% | $203000.00         | $200958.55         | Corporate Debt Securities |
| NYACK PARK CLO LTD NYKPK_21-1             | 2034-10-20      | 5.6511%  | 0.0000% | $4999198.00        | $5059329.41        | Asset-Backed Securities   |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-E | 2051-02-15      | 2.4900%  | 0.0000% | $4250000.00        | $3600223.88        | Asset-Backed Securities   |
| BBVA BANCOMER SA INSTITUCION DE           | 2035-02-11      | 7.6250%  | 0.0000% | $3130000.00        | $3305095.24        | Corporate Debt Securities |

### Security 291: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26225.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1245690.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.0000%  | 0.0000% | $385913344.00      | $355706330.34      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.5000%  | 0.0000% | $262814208.00      | $250005082.56      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | 0.0000% | $23325950.00       | $16106885.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $27768.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.0000%  | 0.0000% | $163625728.00      | $152018505.23      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | 0.0000% | $12459072.00       | $6481415.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1135552.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $54091440.00       | $54666544.69       | Agency Mortgage-Backed Securities |

### Security 292: 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:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP                               | 2079-12-31      | 4.3750%  | 0.0000% | $4765000.00        | $4706420.28        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                   | 2033-10-25      | 5.8340%  | 0.0000% | $12718000.00       | $13551329.28       | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                   | 2029-10-25      | 6.3170%  | 0.0000% | $10404000.00       | $11154499.76       | Corporate Debt Securities |
| COMCAST CORPORATION                                | 2063-11-01      | 2.9870%  | 0.0000% | $43000.00          | $24115.06          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2035-07-23      | 5.3300%  | 0.0000% | $2485000.00        | $2556182.13        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                              | 2051-07-15      | 3.5000%  | 0.0000% | $753000.00         | $505015.77         | Corporate Debt Securities |
| MICROSOFT CORP                                     | 2060-06-01      | 2.6750%  | 0.0000% | $38000.00          | $22230.56          | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2037-04-20      | 5.2970%  | 0.0000% | $80000.00          | $80183.18          | Corporate Debt Securities |
| PHILLIPS 66 CO                                     | 2031-06-15      | 5.2500%  | 0.0000% | $1315000.00        | $1351317.01        | Corporate Debt Securities |
| RWE FINANCE US LLC                                 | 2054-04-16      | 6.2500%  | 0.0000% | $1811000.00        | $1809220.19        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) LTD                        | 2040-11-02      | 5.2000%  | 0.0000% | $286000.00         | $281254.62         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                        | 2043-07-13      | 6.1840%  | 0.0000% | $46000.00          | $50060.28          | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                             | 2050-06-15      | 3.6250%  | 0.0000% | $380000.00         | $268325.76         | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                          | 2028-05-15      | 4.2500%  | 0.0000% | $8104000.00        | $8113096.74        | Corporate Debt Securities |
| BANCO SANTANDER SA                                 | 2030-12-03      | 2.7490%  | 0.0000% | $4800000.00        | $4271144.40        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                   | 2032-01-26      | 2.5000%  | 0.0000% | $34000.00          | $30179.91          | Corporate Debt Securities |
| BARCLAYS PLC                                       | 2035-09-10      | 5.3350%  | 0.0000% | $12565000.00       | $12605602.40       | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC        | 2043-03-01      | 3.9500%  | 0.0000% | $1752000.00        | $1434427.13        | Corporate Debt Securities |
| ECOLAB INC                                         | 2050-08-15      | 2.1250%  | 0.0000% | $479000.00         | $260853.22         | Corporate Debt Securities |
| FIFTH THIRD BANCORP                                | 2038-03-01      | 8.2500%  | 0.0000% | $16000.00          | $19481.77          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2033-02-24      | 3.1020%  | 0.0000% | $315000.00         | $285483.56         | Corporate Debt Securities |
| LYB FINANCE COMPANY BV                             | 2027-03-15      | 8.1000%  | 0.0000% | $1700000.00        | $1831248.50        | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2028-07-22      | 3.5910%  | 0.0000% | $291000.00         | $289940.91         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                   | 2045-03-15      | 4.3000%  | 0.0000% | $108000.00         | $82222.74          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                 | 2033-01-15      | 5.2500%  | 0.0000% | $183000.00         | $188186.68         | Corporate Debt Securities |
| TELEDYNE TECHNOLOGIES INC                          | 2028-04-01      | 2.2500%  | 0.0000% | $14000.00          | $13365.14          | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIVERSITY                   | 2050-07-01      | 2.5160%  | 0.0000% | $2656000.00        | $1636654.06        | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV          | 2051-01-15      | 4.7500%  | 0.0000% | $3052000.00        | $2211451.22        | Corporate Debt Securities |
| ROP SUKUK TRUST                                    | 2029-06-06      | 5.0450%  | 0.0000% | $400000.00         | $409545.33         | Corporate Debt Securities |
| BANK OF AMERICA CORP                               | 2040-04-23      | 4.0780%  | 0.0000% | $3643000.00        | $3168279.25        | Corporate Debt Securities |
| CHILDRENS HOSPITAL (WASHINGTON)                    | 2050-07-15      | 2.9280%  | 0.0000% | $135000.00         | $85414.50          | Corporate Debt Securities |
| ENBRIDGE INC                                       | 2030-11-15      | 6.2000%  | 0.0000% | $69000.00          | $74146.71          | Corporate Debt Securities |
| NSTAR ELECTRIC CO                                  | 2036-03-15      | 5.7500%  | 0.0000% | $14000.00          | $14471.81          | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                   | 2031-03-15      | 2.5000%  | 0.0000% | $224000.00         | $200666.29         | Corporate Debt Securities |
| PIONEER NAT RES CO                                 | 2031-01-15      | 2.1500%  | 0.0000% | $2506000.00        | $2244033.20        | Corporate Debt Securities |
| RTX CORP                                           | 2033-02-27      | 5.1500%  | 0.0000% | $12000.00          | $12418.15          | Corporate Debt Securities |
| STATE STREET CORP                                  | 2047-06-15      | 5.5801%  | 0.0000% | $10000.00          | $8802.25           | Corporate Debt Securities |
| TRINITY HEALTH CORP                                | 2048-12-01      | 3.4340%  | 0.0000% | $24000.00          | $17499.51          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                             | 2042-10-15      | 3.9500%  | 0.0000% | $59000.00          | $47753.96          | Corporate Debt Securities |
| WESLEYAN UNIVERSITY                                | 2116-07-01      | 4.7810%  | 0.0000% | $1900000.00        | $1506894.17        | Corporate Debt Securities |
| ALLY FINANCIAL INC                                 | 2030-01-03      | 6.8480%  | 0.0000% | $30000.00          | $32644.78          | Corporate Debt Securities |
| BANK OF AMERICA CORP                               | 2027-11-25      | 4.1830%  | 0.0000% | $99000.00          | $99030.37          | Corporate Debt Securities |
| DOLLAR GENERAL CORP                                | 2028-05-01      | 4.1250%  | 0.0000% | $10000.00          | $9967.10           | Corporate Debt Securities |
| GREAT RIVER ENERGY                                 | 2038-07-01      | 7.2330%  | 0.0000% | $75000.00          | $63791.57          | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                  | 2037-09-15      | 6.5000%  | 0.0000% | $1066000.00        | $1143677.64        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                      | 2031-10-15      | 4.8500%  | 0.0000% | $6778000.00        | $6856991.94        | Corporate Debt Securities |
| INTEL CORP                                         | 2028-08-12      | 1.6000%  | 0.0000% | $1115000.00        | $1029472.07        | Corporate Debt Securities |
| MID-AMERICA APARTMENTS LP                          | 2026-09-15      | 1.1000%  | 0.0000% | $255000.00         | $246347.42         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                            | 2052-09-16      | 5.7830%  | 0.0000% | $440000.00         | $431986.04         | Corporate Debt Securities |
| RYDER SYSTEM INC                                   | 2027-03-01      | 2.8500%  | 0.0000% | $53000.00          | $52090.03          | Corporate Debt Securities |
| Southern Copper                                    | 2042-11-08      | 5.2500%  | 0.0000% | $523000.00         | $488813.23         | Corporate Debt Securities |
| UDR INC                                            | 2030-01-15      | 3.2000%  | 0.0000% | $47000.00          | $45146.16          | Corporate Debt Securities |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA         | 2050-10-01      | 2.3960%  | 0.0000% | $251000.00         | $144074.86         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                | 2027-05-15      | 3.7500%  | 0.0000% | $437000.00         | $435303.35         | Corporate Debt Securities |
| ZOETIS INC                                         | 2027-09-12      | 3.0000%  | 0.0000% | $758000.00         | $745940.22         | Corporate Debt Securities |
| AMGEN INC                                          | 2043-03-02      | 5.6000%  | 0.0000% | $8328000.00        | $8341537.63        | Corporate Debt Securities |
| ASCENSION HEALTH                                   | 2039-11-15      | 3.1060%  | 0.0000% | $3526000.00        | $2746233.92        | Corporate Debt Securities |
| CITIGROUP INC                                      | 2033-01-25      | 3.0570%  | 0.0000% | $9182000.00        | $8296415.23        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                   | 2031-02-09      | 3.3480%  | 0.0000% | $395000.00         | $352198.99         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2026-08-10      | 5.7980%  | 0.0000% | $4500000.00        | $4607540.00        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                           | 2028-11-26      | 5.0870%  | 0.0000% | $827000.00         | $841046.09         | Corporate Debt Securities |
| MCDONALDS CORP                                     | 2029-09-01      | 2.6250%  | 0.0000% | $8065000.00        | $7629224.52        | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                         | 2032-03-17      | 3.0000%  | 0.0000% | $520000.00         | $471204.93         | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2029-07-20      | 5.4490%  | 0.0000% | $115000.00         | $120880.84         | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2030-01-16      | 5.1730%  | 0.0000% | $28539000.00       | $29754929.47       | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2030-04-18      | 5.6560%  | 0.0000% | $2896000.00        | $3035158.59        | Corporate Debt Securities |
| NASDAQ INC                                         | 2031-01-15      | 1.6500%  | 0.0000% | $3432000.00        | $2980460.34        | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                        | 2029-09-15      | 4.5000%  | 0.0000% | $23859000.00       | $24366123.05       | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                          | 2051-10-01      | 3.7990%  | 0.0000% | $475000.00         | $357343.44         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                             | 2039-08-15      | 3.5000%  | 0.0000% | $256000.00         | $208385.28         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                         | 2029-03-16      | 3.8750%  | 0.0000% | $252000.00         | $248601.64         | Corporate Debt Securities |
| ARES MANAGEMENT CORP                               | 2028-11-10      | 6.3750%  | 0.0000% | $11092000.00       | $11839647.02       | Corporate Debt Securities |
| CITIGROUP INC                                      | 2032-11-03      | 2.5200%  | 0.0000% | $55000.00          | $48151.95          | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS LP                        | 2040-09-15      | 5.5000%  | 0.0000% | $91000.00          | $88520.40          | Corporate Debt Securities |
| FRED HUTCHINSON CANCER CENTER                      | 2052-01-01      | 4.9660%  | 0.0000% | $90000.00          | $80681.59          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2031-01-28      | 5.2070%  | 0.0000% | $130000.00         | $135632.26         | Corporate Debt Securities |
| JACKSON FINANCIAL INC                              | 2051-11-23      | 4.0000%  | 0.0000% | $7529000.00        | $5094807.38        | Corporate Debt Securities |
| UBS GROUP AG                                       | 2034-01-12      | 5.9590%  | 0.0000% | $200000.00         | $215207.73         | Corporate Debt Securities |
| AEROPUERTO INTERNACIONAL DE TOCU                   | 2041-08-11      | 4.0000%  | 0.0000% | $281000.00         | $214724.59         | Corporate Debt Securities |
| NIAGARA ENERGY SAC                                 | 2034-10-03      | 5.7460%  | 0.0000% | $500000.00         | $500558.08         | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION           | 2041-03-15      | 5.8750%  | 0.0000% | $80000.00          | $82475.63          | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP                            | 2051-09-17      | 3.0750%  | 0.0000% | $160000.00         | $101662.07         | Corporate Debt Securities |
| ENBRIDGE INC                                       | 2053-11-15      | 6.7000%  | 0.0000% | $13176000.00       | $14227642.44       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2029-05-01      | 4.2230%  | 0.0000% | $1669000.00        | $1669085.17        | Corporate Debt Securities |
| MOUNT SINAI HOSPITAL                               | 2035-07-01      | 3.8310%  | 0.0000% | $335000.00         | $291623.73         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                            | 2054-03-05      | 6.9500%  | 0.0000% | $4922000.00        | $4687424.32        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                   | 2050-05-01      | 3.5000%  | 0.0000% | $130000.00         | $92205.89          | Corporate Debt Securities |
| CITIGROUP INC                                      | 2033-05-24      | 4.9100%  | 0.0000% | $41000.00          | $40931.53          | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                      | 2039-10-07      | 6.0000%  | 0.0000% | $5084000.00        | $5266481.71        | Corporate Debt Securities |
| EUROPEAN INVESTMENT BANK                           | 2027-03-15      | 1.3750%  | 0.0000% | $20000.00          | $19270.61          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                        | 2030-03-15      | 3.8000%  | 0.0000% | $78000.00          | $76760.84          | Corporate Debt Securities |
| HOME DEPOT INC                                     | 2056-09-15      | 3.5000%  | 0.0000% | $40000.00          | $27921.13          | Corporate Debt Securities |
| MA INSTITUTE OF TECH                               | 2050-07-01      | 2.9890%  | 0.0000% | $3634000.00        | $2473707.31        | Corporate Debt Securities |
| NETAPP INC                                         | 2035-03-17      | 5.7000%  | 0.0000% | $1090000.00        | $1131014.88        | Corporate Debt Securities |
| DOMINION ENERGY SOUTH CAROLINA INC                 | 2065-06-01      | 5.1000%  | 0.0000% | $79000.00          | $70016.78          | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV          | 2048-01-14      | 4.8750%  | 0.0000% | $3417000.00        | $2576722.68        | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                        | 2029-03-01      | 5.7500%  | 0.0000% | $124000.00         | $129569.70         | Corporate Debt Securities |
| BOSTON PROP                                        | 2027-12-01      | 6.7500%  | 0.0000% | $907000.00         | $956510.86         | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC                               | 2049-04-01      | 4.2000%  | 0.0000% | $30000.00          | $23957.50          | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC                     | 2039-03-15      | 4.7500%  | 0.0000% | $130000.00         | $124566.54         | Corporate Debt Securities |
| HOUSTON METHODIST HOSPITAL                         | 2050-12-01      | 2.7050%  | 0.0000% | $130000.00         | $77975.17          | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2028-04-13      | 5.6520%  | 0.0000% | $29000.00          | $29958.71          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                              | 2026-06-03      | 4.1000%  | 0.0000% | $51000.00          | $50947.72          | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                             | 2034-01-15      | 6.4000%  | 0.0000% | $3637000.00        | $3976271.48        | Corporate Debt Securities |
| AMERICAN UNIVERSITY                                | 2025-07-16      | 0.0000%  | 0.0000% | $15000000.00       | $14954370.00       | Money Market              |
| AMERICAN UNIVERSITY                                | 2025-07-29      | 0.0000%  | 0.0000% | $10000000.00       | $9955280.00        | Money Market              |
| HCA-THE HEALTHCARE CO                              | 2025-09-15      | 7.5800%  | 0.0000% | $21000.00          | $21558.77          | Corporate Debt Securities |
| JACKSON FINANCIAL INC                              | 2032-06-08      | 5.6700%  | 0.0000% | $69000.00          | $70238.21          | Corporate Debt Securities |
| MCDONALDS CORP                                     | 2027-03-01      | 3.5000%  | 0.0000% | $5244000.00        | $5241532.40        | Corporate Debt Securities |
| MERCK & CO INC                                     | 2050-06-24      | 2.4500%  | 0.0000% | $3455000.00        | $1990592.49        | Corporate Debt Securities |
| MORGAN STANLEY                                     | 2034-07-21      | 5.4240%  | 0.0000% | $8209000.00        | $8568110.91        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                    | 2042-03-20      | 4.5000%  | 0.0000% | $2794000.00        | $2478948.56        | Corporate Debt Securities |
| PUGET SOUND ENRG INC                               | 2051-09-15      | 2.8930%  | 0.0000% | $501000.00         | $309892.51         | Corporate Debt Securities |
| RELX CAPITAL INC                                   | 2035-03-27      | 5.2500%  | 0.0000% | $82000.00          | $84545.49          | Corporate Debt Securities |
| STATE STREET CORP                                  | 2026-08-03      | 5.2720%  | 0.0000% | $3130000.00        | $3228179.75        | Corporate Debt Securities |
| CHILE ELECTRICITY LUX MPC II SARL                  | 2035-10-20      | 5.6720%  | 0.0000% | $626000.00         | $640440.15         | Corporate Debt Securities |
| AT&T INC                                           | 2059-09-15      | 3.6500%  | 0.0000% | $230000.00         | $154444.04         | Corporate Debt Securities |
| AT&T INC                                           | 2035-08-15      | 5.3750%  | 0.0000% | $3214000.00        | $3266681.48        | Corporate Debt Securities |
| ALLY FINANCIAL INC                                 | 2028-11-02      | 2.2000%  | 0.0000% | $17343000.00       | $16031252.55       | Corporate Debt Securities |
| AMERICAN NATIONAL GLOBAL FUNDING                   | 2030-01-28      | 5.5500%  | 0.0000% | $767000.00         | $800482.11         | Corporate Debt Securities |
| AMERIPRISE FINANCIAL INC                           | 2035-04-15      | 5.2000%  | 0.0000% | $9400000.00        | $9595164.89        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV FINANCE INC                   | 2036-02-01      | 4.7000%  | 0.0000% | $199000.00         | $197022.49         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                         | 2032-03-21      | 6.2000%  | 0.0000% | $103000.00         | $104831.34         | Corporate Debt Securities |
| ATHENE HOLDING LTD                                 | 2034-01-15      | 5.8750%  | 0.0000% | $73000.00          | $77210.43          | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP                 | 2030-01-15      | 6.2500%  | 0.0000% | $4505000.00        | $4698679.96        | Corporate Debt Securities |
| AUTOBAHN FUNDING COMPANY LLC                       | 2025-07-01      | 0.0000%  | 0.0000% | $25000000.00       | $24893450.00       | Money Market              |
| BMW US CAPITAL LLC                                 | 2025-07-15      | 0.0000%  | 0.0000% | $78184600.00       | $78014392.13       | Money Market              |
| BPCE SA                                            | 2032-10-19      | 3.1160%  | 0.0000% | $2000000.00        | $1741090.89        | Corporate Debt Securities |
| BANK OF AMERICA CORP                               | 2033-04-27      | 4.5710%  | 0.0000% | $220000.00         | $217379.63         | Corporate Debt Securities |
| BARCLAYS PLC                                       | 2034-06-27      | 7.1190%  | 0.0000% | $2622000.00        | $2850096.30        | Corporate Debt Securities |
| BARRICK INTL BARBADOS CORP                         | 2036-10-15      | 6.3500%  | 0.0000% | $3564000.00        | $3856280.67        | Corporate Debt Securities |
| BAYER US FINANCE II LLC                            | 2044-07-15      | 4.4000%  | 0.0000% | $169000.00         | $133418.18         | Corporate Debt Securities |
| SKY GROUP FINANCE LTD                              | 2035-10-15      | 6.5000%  | 0.0000% | $56000.00          | $62236.81          | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD                     | 2025-07-01      | 0.0000%  | 0.0000% | $26000000.00       | $25870000.00       | Money Market              |
| CATERPILLAR FINANCIAL SERVICES CORP                | 2025-07-01      | 0.0000%  | 0.0000% | $38980000.00       | $38919152.22       | Money Market              |
| CHESHAM FINANCE LLC                                | 2025-09-17      | 0.0000%  | 0.0000% | $11163000.00       | $11162754.41       | Money Market              |
| CHILDRENS HEALTH SYSTEM OF TEXAS                   | 2050-08-15      | 2.5110%  | 0.0000% | $100000.00         | $58385.62          | Corporate Debt Securities |
| CHILE ELECTRICITY LUX MPC II SARL                  | 2035-10-20      | 5.6720%  | 0.0000% | $1953000.00        | $1998050.50        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                  | 2032-02-24      | 4.9500%  | 0.0000% | $50000.00          | $51979.75          | Corporate Debt Securities |
| CITIGROUP INC                                      | 2036-03-27      | 5.3330%  | 0.0000% | $7401000.00        | $7525239.97        | Corporate Debt Securities |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA | 2025-09-18      | 0.0000%  | 0.0000% | $2689790.00        | $2659925.26        | Money Market              |
| DOMINION RESOURCES SERVICES INC                    | 2025-08-27      | 0.0000%  | 0.0000% | $761993.00         | $756041.07         | Money Market              |
| EMBRAER NETHERLANDS FINANCE BV                     | 2035-02-11      | 5.9800%  | 0.0000% | $595000.00         | $627683.02         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                              | 2032-06-15      | 2.3500%  | 0.0000% | $83000.00          | $71358.35          | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                  | 2077-08-16      | 7.5728%  | 0.0000% | $84000.00          | $84275.19          | Corporate Debt Securities |
| FALCON ASSET FUNDING LLC                           | 2025-08-29      | 0.0000%  | 0.0000% | $1535070.00        | $1523300.62        | Money Market              |
| GOLDMAN SACHS GROUP INC/THE                        | 2027-10-21      | 1.9480%  | 0.0000% | $1248000.00        | $1211887.46        | Corporate Debt Securities |
| GOLUB CAPITAL PRIVATE CREDIT FUND                  | 2030-05-01      | 5.8750%  | 0.0000% | $405000.00         | $412056.11         | Corporate Debt Securities |
| HOSPITAL FOR SPECIAL SURGERY                       | 2050-10-01      | 2.6670%  | 0.0000% | $30000.00          | $17854.00          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                            | 2028-03-30      | 5.6000%  | 0.0000% | $150000.00         | $155563.50         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                   | 2029-03-21      | 3.8000%  | 0.0000% | $5641000.00        | $5594687.39        | Corporate Debt Securities |
| INTERCORP PERU LTD                                 | 2029-08-15      | 3.8750%  | 0.0000% | $376000.00         | $357820.87         | Corporate Debt Securities |
| EVERGY METRO INC                                   | 2041-10-01      | 5.3000%  | 0.0000% | $49000.00          | $47273.87          | Corporate Debt Securities |
| KIMCO REALTY OP LLC                                | 2031-12-01      | 2.2500%  | 0.0000% | $1190000.00        | $1030328.78        | Corporate Debt Securities |
| LLOYDS BANK PLC                                    | 2026-06-09      | 0.0000%  | 0.0000% | $1915000.00        | $1840537.14        | Money Market              |
| MACQUARIE BANK LTD                                 | 2026-04-07      | 0.0000%  | 0.0000% | $2000000.00        | $2006563.33        | Money Market              |
| MANHATTAN ASSET FUNDING COMPANY LLC                | 2025-07-01      | 0.0000%  | 0.0000% | $750000.00         | $748908.75         | Money Market              |
| MARRIOTT INTERNATIONAL INC                         | 2028-12-01      | 4.6500%  | 0.0000% | $57000.00          | $57587.43          | Corporate Debt Securities |
| MCDONALDS CORP                                     | 2030-05-15      | 4.6000%  | 0.0000% | $979000.00         | $1001624.69        | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                             | 2029-07-02      | 4.3000%  | 0.0000% | $605000.00         | $604473.65         | Corporate Debt Securities |
| NEW ENGLAND POWER CO                               | 2052-11-25      | 5.9360%  | 0.0000% | $2028000.00        | $2057489.37        | Corporate Debt Securities |
| NEW YORK LIFE SHORT TERM FUNDING LLC               | 2025-07-09      | 0.0000%  | 0.0000% | $4999990.00        | $4992765.01        | Money Market              |
| NEW YORK LIFE GLOBAL FUNDING                       | 2026-09-18      | 5.4500%  | 0.0000% | $7132000.00        | $7343119.09        | Corporate Debt Securities |
| NORTHWEST PIPELINE LLC                             | 2027-04-01      | 4.0000%  | 0.0000% | $571000.00         | $572209.89         | Corporate Debt Securities |
| NORTHWESTERN UNIVERSITY                            | 2057-12-01      | 3.6620%  | 0.0000% | $119000.00         | $84053.26          | Corporate Debt Securities |
| OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA       | 2031-05-15      | 2.5100%  | 0.0000% | $10000.00          | $8208.98           | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                | 2049-06-01      | 3.8000%  | 0.0000% | $90000.00          | $66934.00          | Corporate Debt Securities |
| PECO ENERGY CO                                     | 2050-06-15      | 2.8000%  | 0.0000% | $2344000.00        | $1450084.35        | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-1        | 2039-06-01      | 4.3770%  | 0.0000% | $13050000.00       | $12115044.71       | Asset-Backed Securities   |
| PACIFIC LIFE GLOBAL FUNDING II                     | 2032-01-11      | 2.4500%  | 0.0000% | $310000.00         | $269883.33         | Corporate Debt Securities |
| PHILLIPS 66 CO                                     | 2028-03-01      | 3.7500%  | 0.0000% | $12000.00          | $11934.55          | Corporate Debt Securities |
| PODIUM FUNDING TRUST                               | 2025-07-17      | 0.0000%  | 0.0000% | $1000000.00        | $997571.00         | Money Market              |
| PRESIDENT AND FELLOWS OF HARVARD                   | 2036-03-15      | 5.2590%  | 0.0000% | $9648000.00        | $10068750.89       | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING                     | 2029-06-12      | 5.2150%  | 0.0000% | $980000.00         | $1006722.15        | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                           | 2035-03-14      | 5.2000%  | 0.0000% | $19708000.00       | $20159335.10       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY            | 2051-03-01      | 3.0000%  | 0.0000% | $131000.00         | $85684.04          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                            | 2035-01-17      | 5.7000%  | 0.0000% | $250000.00         | $240327.08         | Corporate Debt Securities |
| RANGER FUNDING COMPANY LLC                         | 2025-09-10      | 0.0000%  | 0.0000% | $5000000.00        | $4953905.00        | Money Market              |
| SAN DIEGO GAS & ELECTRIC CO                        | 2052-03-15      | 3.7000%  | 0.0000% | $601000.00         | $431152.39         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                         | 2031-11-09      | 7.6600%  | 0.0000% | $1560000.00        | $1749901.40        | Corporate Debt Securities |
| SHEFFIELD RECEIVABLES COMPANY LLC                  | 2025-08-13      | 0.0000%  | 0.0000% | $1100000.00        | $1093682.70        | Money Market              |
| SODEXO INC                                         | 2030-08-15      | 5.1500%  | 0.0000% | $5521000.00        | $5627615.11        | Corporate Debt Securities |
| STATE STREET CORP                                  | 2027-10-22      | 4.3300%  | 0.0000% | $20000.00          | $20247.58          | Corporate Debt Securities |
| SUTTER HEALTH                                      | 2035-08-15      | 5.5370%  | 0.0000% | $14155000.00       | $14613027.10       | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC.                       | 2028-04-15      | 6.0000%  | 0.0000% | $2056000.00        | $2163364.32        | Corporate Debt Securities |
| TORO CO                                            | 2027-06-15      | 7.8000%  | 0.0000% | $6197000.00        | $6578177.47        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                   | 2032-05-19      | 5.7000%  | 0.0000% | $10841000.00       | $11080604.17       | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                          | 2026-10-31      | 4.2500%  | 0.0000% | $435000.00         | $428293.75         | Corporate Debt Securities |
| MINEJESA CAPITAL BV                                | 2030-08-10      | 4.6250%  | 0.0000% | $3000000.00        | $2375319.07        | Corporate Debt Securities |
| MSCI INC                                           | 2029-11-15      | 4.0000%  | 0.0000% | $300000.00         | $290892.00         | Corporate Debt Securities |
| MSCI INC                                           | 2031-11-01      | 3.6250%  | 0.0000% | $28000.00          | $25915.99          | Corporate Debt Securities |
| HQLA FDG LLC                                       | 2025-11-05      | 0.0000%  | 0.0000% | $25000000.00       | $24591625.00       | Money Market              |

### Security 293: 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:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS PLC                            | 2033-11-02      | 7.4370%  | 0.0000% | $970000.00         | $1107567.18        | Corporate Debt Securities |
| CBRE SERVICES INC                       | 2029-04-01      | 5.5000%  | 0.0000% | $5052000.00        | $5280740.53        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2033-07-25      | 4.9120%  | 0.0000% | $34189000.00       | $34974283.35       | Corporate Debt Securities |
| ABBVIE INC                              | 2054-03-15      | 5.4000%  | 0.0000% | $24378000.00       | $23810480.16       | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC            | 2046-02-01      | 4.9000%  | 0.0000% | $29708000.00       | $27592212.76       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-05-01      | 4.0500%  | 0.0000% | $35786000.00       | $28364252.00       | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC      | 2031-05-01      | 2.6000%  | 0.0000% | $9997000.00        | $8940228.24        | Corporate Debt Securities |
| CARRIER GLOBAL CORP                     | 2034-03-15      | 5.9000%  | 0.0000% | $7999000.00        | $8605710.82        | Corporate Debt Securities |
| BANK OF AMERICA CORP                    | 2032-04-22      | 2.6870%  | 0.0000% | $27000000.00       | $24285296.99       | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY      | 2054-04-15      | 5.7500%  | 0.0000% | $9429000.00        | $8513059.09        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC               | 2035-03-18      | 6.4500%  | 0.0000% | $1050000.00        | $1067109.75        | Corporate Debt Securities |
| NSTAR ELECTRIC CO                       | 2035-03-01      | 5.2000%  | 0.0000% | $18785000.00       | $19156588.17       | Corporate Debt Securities |
| AGREE LP                                | 2033-06-15      | 2.6000%  | 0.0000% | $7999000.00        | $6626718.22        | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC      | 2049-12-01      | 5.2120%  | 0.0000% | $19999000.00       | $18900826.02       | Asset-Backed Securities   |
| PFIZER INC                              | 2039-03-15      | 7.2000%  | 0.0000% | $2750000.00        | $3302805.00        | Corporate Debt Securities |

### Security 294: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS BANK USA              | 2027-05-21      | 5.4140%  | 0.0000% | $15571000.00       | $15776617.65       | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY | 2036-01-15      | 6.0000%  | 0.0000% | $33400000.00       | $36002194.00       | Corporate Debt Securities |
| CITIGROUP INC                       | 2039-09-19      | 5.4110%  | 0.0000% | $2480000.00        | $2433874.14        | Corporate Debt Securities |
| MORGAN STANLEY                      | 2028-10-18      | 6.2960%  | 0.0000% | $15500000.00       | $16321686.00       | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO             | 2054-02-15      | 6.7500%  | 0.0000% | $6695000.00        | $7512141.49        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                | 2026-03-02      | 4.8000%  | 0.0000% | $2942000.00        | $3000055.47        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO       | 2054-10-15      | 5.6000%  | 0.0000% | $29577000.00       | $28163416.59       | Corporate Debt Securities |
| HORIZON MUTUAL HOLDINGS INC         | 2034-11-15      | 6.2000%  | 0.0000% | $2000.00           | $1969.88           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY  | 2043-10-01      | 4.6500%  | 0.0000% | $10016000.00       | $8115221.94        | Corporate Debt Securities |
| HEALTHCARE REALTY HOLDINGS LP       | 2031-03-15      | 2.0500%  | 0.0000% | $22800000.00       | $19188917.00       | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC         | 2053-03-09      | 5.1250%  | 0.0000% | $2000.00           | $1854.56           | Corporate Debt Securities |

### Security 295: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS 4.420000%
- **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:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1743900.00        | $1714705.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $258.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $5000000.00        | $5877965.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $44999400.00       | $41804073.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $185.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $200.00            | $197.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $1586000.00        | $1729335.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $3279100.00        | $3384108.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $900.00            | $920.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $29381500.00       | $29904666.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $97286700.00       | $96219656.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $39584700.00       | $40843850.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $20000000.00       | $26216221.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $93.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $51929565.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $16738700.00       | $17318573.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $12355900.00       | $12626974.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $847300.00         | $852063.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $359100.00         | $357612.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $49100.00          | $66068.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $13046400.00       | $16509282.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $330800.00         | $332733.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $958700.00         | $975100.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $30502000.00       | $30813765.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $38275000.00       | $38513649.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $597000.00         | $598495.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $200.05            | U.S. Treasuries (including strips) |

### Security 296: 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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ANTERO MIDSTREAM PARTNERS LP               | 2032-02-01      | 6.6250%  | 0.0000% | $2479000.00        | $2625261.34        | Corporate Debt Securities |
| BANK OF MONTREAL                           | 2031-06-04      | 5.5110%  | 0.0000% | $105000.00         | $109926.62         | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2026-04-07      | 6.0000%  | 0.0000% | $3000000.00        | $3064000.00        | Corporate Debt Securities |
| INTERNATIONAL GAME TECHNOLOGY PL           | 2026-04-15      | 4.1250%  | 0.0000% | $8584000.00        | $8647553.79        | Corporate Debt Securities |
| KINETIK HOLDINGS LP                        | 2030-06-15      | 5.8750%  | 0.0000% | $4038000.00        | $4073768.27        | Corporate Debt Securities |
| MURPHY OIL CORP                            | 2042-12-01      | 5.8750%  | 0.0000% | $7320000.00        | $5979507.72        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP               | 2029-06-01      | 6.5000%  | 0.0000% | $500000.00         | $516678.06         | Corporate Debt Securities |
| PANAMA REPUBLIC OF (GOVERNMENT)            | 2036-01-26      | 6.7000%  | 0.0000% | $26000.00          | $26381.19          | Corporate Debt Securities |
| PERU (REPUBLIC OF)                         | 2037-03-14      | 6.5500%  | 0.0000% | $24000.00          | $26223.27          | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD            | 2032-10-15      | 7.1250%  | 0.0000% | $4500000.00        | $4566796.88        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2031-11-05      | 6.0540%  | 0.0000% | $2500000.00        | $2501047.92        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2030-10-18      | 4.6500%  | 0.0000% | $10306000.00       | $10400609.08       | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC          | 2030-01-15      | 6.2500%  | 0.0000% | $500000.00         | $529007.92         | Corporate Debt Securities |
| XEROX HOLDINGS CORP                        | 2025-08-15      | 5.0000%  | 0.0000% | $2650000.00        | $2688875.50        | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                       | 2032-09-01      | 6.6250%  | 0.0000% | $3000000.00        | $3117207.92        | Corporate Debt Securities |
| HECLA MIN CO                               | 2028-02-15      | 7.2500%  | 0.0000% | $3000000.00        | $3110122.50        | Corporate Debt Securities |
| JETBLUE AIRWAYS CORP                       | 2031-09-20      | 9.8750%  | 0.0000% | $3572000.00        | $3490426.43        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC          | 2029-08-15      | 3.8750%  | 0.0000% | $671000.00         | $641765.37         | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                   | 2033-03-15      | 6.2500%  | 0.0000% | $1676000.00        | $1711630.36        | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC               | 2031-03-05      | 5.2530%  | 0.0000% | $1957000.00        | $2011464.13        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2032-03-19      | 6.5320%  | 0.0000% | $500000.00         | $513887.22         | Corporate Debt Securities |
| CVS HEALTH CORP                            | 2054-12-10      | 6.7500%  | 0.0000% | $2500000.00        | $2497150.00        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2031-03-05      | 6.0500%  | 0.0000% | $3079000.00        | $3123849.91        | Corporate Debt Securities |
| SUNOCO LP                                  | 2030-04-30      | 4.5000%  | 0.0000% | $500000.00         | $483710.00         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC         | 2035-05-01      | 7.7500%  | 0.0000% | $1751000.00        | $1922727.87        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE           | 2036-06-06      | 5.3160%  | 0.0000% | $2944000.00        | $2998591.57        | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD             | 2035-02-01      | 5.8500%  | 0.0000% | $1000.00           | $1036.33           | Corporate Debt Securities |
| CIVITAS RESOURCES INC                      | 2033-06-15      | 9.6250%  | 0.0000% | $1300000.00        | $1340701.38        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                    | 2029-02-15      | 7.2500%  | 0.0000% | $512000.00         | $543450.88         | Corporate Debt Securities |
| GEN DIGITAL INC                            | 2027-09-30      | 6.7500%  | 0.0000% | $2000000.00        | $2066230.00        | Corporate Debt Securities |
| GEN DIGITAL INC                            | 2033-04-01      | 6.2500%  | 0.0000% | $530000.00         | $552970.49         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2032-04-01      | 6.5000%  | 0.0000% | $500000.00         | $520334.72         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2031-02-04      | 5.1530%  | 0.0000% | $10567000.00       | $11002039.87       | Corporate Debt Securities |
| SM ENERGY CO                               | 2032-08-01      | 7.0000%  | 0.0000% | $1575000.00        | $1595888.00        | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                   | 2026-08-01      | 6.8750%  | 0.0000% | $5900000.00        | $6082869.68        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                      | 2031-05-20      | 5.0710%  | 0.0000% | $1998000.00        | $2035511.34        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2027-05-15      | 5.5000%  | 0.0000% | $1364000.00        | $1392064.30        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                     | 2031-06-01      | 8.3750%  | 0.0000% | $271000.00         | $283904.08         | Corporate Debt Securities |

### Security 297: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO 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: 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:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC                                                 | 2046-09-16      | 3.8750%  | 0.0000% | $85000.00          | $63218.28          | Corporate Debt Securities                         |
| ANALOG DEVICES INC                                               | 2051-10-01      | 2.9500%  | 0.0000% | $275000.00         | $178500.59         | Corporate Debt Securities                         |
| APPLE INC                                                        | 2031-08-05      | 1.7000%  | 0.0000% | $38000.00          | $33157.17          | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC                                          | 2034-02-26      | 5.0000%  | 0.0000% | $5000.00           | $5156.61           | Corporate Debt Securities                         |
| BX_21-VIEW                                                       | 2036-06-15      | 5.7062%  | 0.0000% | $3400000.00        | $3391212.70        | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN22                                                     | 2062-11-15      | 0.1427%  | 0.0000% | $65000000.00       | $572665.34         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN33                                                     | 2064-05-15      | 0.4811%  | 0.0000% | $22000000.00       | $673262.83         | Private Label Collateralized Mortgage Obligations |
| BAXTER INTERNATIONAL INC.                                        | 2028-12-01      | 2.2720%  | 0.0000% | $3000.00           | $2794.44           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                                          | 2049-10-26      | 4.2500%  | 0.0000% | $307000.00         | $248730.04         | Corporate Debt Securities                         |
| CIGNA GROUP                                                      | 2051-03-15      | 3.4000%  | 0.0000% | $130000.00         | $87238.67          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                                  | 2038-03-25      | 4.7800%  | 0.0000% | $287000.00         | $264738.53         | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2050-02-01      | 3.4500%  | 0.0000% | $1168000.00        | $812343.03         | Corporate Debt Securities                         |
| Enstar Group                                                     | 2031-09-01      | 3.1000%  | 0.0000% | $69000.00          | $61919.03          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC                                             | 2034-06-01      | 5.4500%  | 0.0000% | $109000.00         | $112237.33         | Corporate Debt Securities                         |
| EUROPEAN INVESTMENT BANK                                         | 2029-06-15      | 4.7500%  | 0.0000% | $10326000.00       | $10698243.70       | Corporate Debt Securities                         |
| META PLATFORMS INC                                               | 2062-08-15      | 4.6500%  | 0.0000% | $1120000.00        | $951930.00         | Corporate Debt Securities                         |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2050-03-10      | 0.8222%  | 0.0000% | $44964300.00       | $422581.34         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO                                              | 2029-10-23      | 6.0870%  | 0.0000% | $89000.00          | $94427.09          | Corporate Debt Securities                         |
| JPMMT_23-4                                                       | 2053-11-25      | 0.5000%  | 0.0000% | $106160955.00      | $986856.35         | Private Label Collateralized Mortgage Obligations |
| L3HARRIS TECHNOLOGIES INC                                        | 2033-07-31      | 5.4000%  | 0.0000% | $1309000.00        | $1369070.01        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO                                     | 2036-04-01      | 6.1250%  | 0.0000% | $55000.00          | $59589.88          | Corporate Debt Securities                         |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $20070000.00       | $17819918.84       | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                                                   | 2033-03-15      | 7.0000%  | 0.0000% | $152000.00         | $169354.85         | Corporate Debt Securities                         |
| NISOURCE INC.                                                    | 2029-07-01      | 5.2000%  | 0.0000% | $9000.00           | $9452.84           | Corporate Debt Securities                         |
| PFIZER INC                                                       | 2039-03-15      | 7.2000%  | 0.0000% | $14000.00          | $16814.28          | Corporate Debt Securities                         |
| TRIMBLE INC                                                      | 2033-03-15      | 6.1000%  | 0.0000% | $117000.00         | $125908.58         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2037-03-16      | 5.2500%  | 0.0000% | $176000.00         | $176863.57         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC                                            | 2052-01-15      | 2.9500%  | 0.0000% | $7000.00           | $4499.54           | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                                         | 2029-09-15      | 2.9500%  | 0.0000% | $8000.00           | $7580.51           | Corporate Debt Securities                         |
| AEP TRANSMISSION COMPANY LLC                                     | 2050-04-01      | 3.6500%  | 0.0000% | $65000.00          | $47750.53          | Corporate Debt Securities                         |
| ABBVIE INC                                                       | 2029-11-21      | 3.2000%  | 0.0000% | $39000.00          | $37364.60          | Corporate Debt Securities                         |
| ALLSTATE CORP                                                    | 2033-06-01      | 5.3500%  | 0.0000% | $10000.00          | $10331.40          | Corporate Debt Securities                         |
| AMEREN CORPORATION                                               | 2026-12-01      | 5.7000%  | 0.0000% | $2379000.00        | $2426417.44        | Corporate Debt Securities                         |
| BAKER HUGHES HOLDINGS LLC                                        | 2026-12-15      | 2.0610%  | 0.0000% | $184000.00         | $178303.13         | Corporate Debt Securities                         |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.9944%  | 0.0000% | $84000000.00       | $823683.73         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 3.0416%  | 0.0000% | $565000.00         | $517775.71         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                            | 2055-05-15      | 4.5939%  | 0.0000% | $2300000.00        | $1876899.86        | Private Label Collateralized Mortgage Obligations |
| BP CAPITAL MARKETS AMERICA INC                                   | 2050-02-24      | 3.0000%  | 0.0000% | $80000.00          | $51601.60          | Corporate Debt Securities                         |
| ESTEE LAUDER COMPANIES INC. (THE)                                | 2033-05-15      | 4.6500%  | 0.0000% | $309000.00         | $304739.66         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP                                           | 2034-02-01      | 5.4000%  | 0.0000% | $10000.00          | $10337.40          | Corporate Debt Securities                         |
| GSMBS_24-PJ7                                                     | 2054-11-25      | 0.5000%  | 0.0000% | $191534000.00      | $1691946.35        | Private Label Collateralized Mortgage Obligations |
| HEALTHCARE REALTY HOLDINGS LP                                    | 2030-02-15      | 3.1000%  | 0.0000% | $27000.00          | $25323.98          | Corporate Debt Securities                         |
| HUMANA INC                                                       | 2053-03-15      | 5.5000%  | 0.0000% | $21000.00          | $18954.64          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC                                    | 2050-06-15      | 3.0000%  | 0.0000% | $62000.00          | $40429.58          | Corporate Debt Securities                         |
| MPLX LP                                                          | 2049-02-15      | 5.5000%  | 0.0000% | $239000.00         | $218162.79         | Corporate Debt Securities                         |
| MPLX LP                                                          | 2030-08-15      | 2.6500%  | 0.0000% | $279000.00         | $254678.87         | Corporate Debt Securities                         |
| MPLX LP                                                          | 2033-03-01      | 5.0000%  | 0.0000% | $99000.00          | $98932.46          | Corporate Debt Securities                         |
| MSRM_24-3                                                        | 2054-07-27      | 2.3280%  | 0.0000% | $26000000.00       | $691387.18         | Private Label Collateralized Mortgage Obligations |
| PROLOGIS LP                                                      | 2030-10-15      | 1.2500%  | 0.0000% | $17000.00          | $14545.44          | Corporate Debt Securities                         |
| SLGOT_21-OVA                                                     | 2041-07-15      | 0.2580%  | 0.0000% | $49073580.00       | $614049.51         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC                                       | 2042-11-01      | 3.8500%  | 0.0000% | $20000.00          | $15951.19          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2030-03-22      | 3.1500%  | 0.0000% | $36000.00          | $34368.66          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2025-11-20      | 0.8500%  | 0.0000% | $10000.00          | $9868.74           | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | 2034-12-15      | 5.2340%  | 0.0000% | $12848000.00       | $11906632.38       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C55                | 2053-02-15      | 2.7250%  | 0.0000% | $1000000.00        | $919847.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C58                | 2053-07-15      | 1.7940%  | 0.0000% | $1000000.00        | $67923.82          | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC                                                 | 2030-05-06      | 3.4000%  | 0.0000% | $8000.00           | $7622.72           | Corporate Debt Securities                         |
| BANK BANK_19-BN19                                                | 2061-08-15      | 2.2630%  | 0.0000% | $350000.00         | $24223.82          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5Y10                                                    | 2057-10-15      | 0.5984%  | 0.0000% | $152309000.00      | $4251904.04        | Private Label Collateralized Mortgage Obligations |
| BX_17-CQHP                                                       | 2034-11-15      | 5.2770%  | 0.0000% | $7750000.00        | $5137311.11        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                                      | 2051-07-01      | 2.5000%  | 0.0000% | $240000.00         | $144245.15         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_14-UBS5                                 | 2047-09-10      | 4.5140%  | 0.0000% | $2880000.00        | $2792926.88        | Private Label Collateralized Mortgage Obligations |
| CHASE_23-1                                                       | 2054-06-25      | 0.3081%  | 0.0000% | $281374500.00      | $1552005.35        | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P5                                                      | 2049-10-10      | 0.5743%  | 0.0000% | $32084000.00       | $211838.43         | Private Label Collateralized Mortgage Obligations |
| CONAGRA BRANDS INC                                               | 2025-11-01      | 4.6000%  | 0.0000% | $16000.00          | $16104.14          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA                                         | 2026-07-21      | 3.7500%  | 0.0000% | $821000.00         | $827701.41         | Corporate Debt Securities                         |
| CAFL_20-3                                                        | 2053-08-15      | 1.3580%  | 0.0000% | $2735000.00        | $433499.76         | Private Label Collateralized Mortgage Obligations |
| DBWF_15-LCM                                                      | 2034-06-10      | 0.4231%  | 0.0000% | $1000000.00        | $542.14            | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CORP                                                 | 2033-09-15      | 5.7500%  | 0.0000% | $37000.00          | $39323.63          | Corporate Debt Securities                         |
| EDISON INTL                                                      | 2025-08-15      | 4.7000%  | 0.0000% | $5000000.00        | $5080175.00        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                               | 2033-12-01      | 6.5500%  | 0.0000% | $291000.00         | $315594.27         | Corporate Debt Securities                         |
| GCAT_24-INV2                                                     | 2054-06-25      | 0.8195%  | 0.0000% | $273250000.00      | $3388464.56        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2049-11-10      | 0.5075%  | 0.0000% | $49234000.00       | $148952.54         | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ5                                                     | 2054-02-25      | 0.5000%  | 0.0000% | $192000000.00      | $1706827.77        | Private Label Collateralized Mortgage Obligations |
| GENERAL MILLS INC                                                | 2030-04-15      | 2.8750%  | 0.0000% | $56000.00          | $52302.30          | Corporate Debt Securities                         |
| IBM INTERNATIONAL CAPITAL PTE LTD                                | 2044-02-05      | 5.2500%  | 0.0000% | $145000.00         | $141085.85         | Corporate Debt Securities                         |
| IFUND_14-1                                                       | 2047-08-26      | 6.2328%  | 0.0000% | $1500000.00        | $1197796.28        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 5.4262%  | 0.0000% | $7080000.00        | $2645579.24        | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-6                                                       | 2053-12-26      | 0.2937%  | 0.0000% | $260000000.00      | $944290.79         | Private Label Collateralized Mortgage Obligations |
| LOCKHEED MARTIN CORPORATION                                      | 2053-06-15      | 4.1500%  | 0.0000% | $5827000.00        | $4576928.84        | Corporate Debt Securities                         |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | 2036-12-15      | 2.7175%  | 0.0000% | $23988000.00       | $21281892.44       | Private Label Collateralized Mortgage Obligations |
| MCCORMICK & COMPANY INCORPORATED                                 | 2047-08-15      | 4.2000%  | 0.0000% | $10000.00          | $8059.60           | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $134420.32         | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM4                                                      | 2064-01-25      | 6.3210%  | 0.0000% | $2118000.00        | $1545060.76        | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                                | 2039-09-15      | 6.2137%  | 0.0000% | $500000.00         | $442589.69         | Private Label Collateralized Mortgage Obligations |
| PROCTER & GAMBLE CO                                              | 2034-01-29      | 4.5500%  | 0.0000% | $142000.00         | $144563.77         | Corporate Debt Securities                         |
| REALTY INCOME CORP                                               | 2032-12-15      | 2.8500%  | 0.0000% | $11000.00          | $9604.84           | Corporate Debt Securities                         |
| T-MOBILE USA INC                                                 | 2031-11-15      | 2.2500%  | 0.0000% | $101000.00         | $87518.77          | Corporate Debt Securities                         |
| TMSQ_14-1500                                                     | 2036-10-10      | 0.1549%  | 0.0000% | $14000000.00       | $42668.57          | Private Label Collateralized Mortgage Obligations |
| TPG OPERATING GROUP II LP                                        | 2034-03-05      | 5.8750%  | 0.0000% | $261000.00         | $275171.61         | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                        | 2034-09-10      | 5.1460%  | 0.0000% | $82000.00          | $83360.70          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2031-01-20      | 1.7500%  | 0.0000% | $9000.00           | $7811.62           | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C42                | 2050-12-15      | 2.8000%  | 0.0000% | $4690000.00        | $3067314.19        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C50                | 2052-05-15      | 1.4038%  | 0.0000% | $3170000.00        | $106971.34         | Private Label Collateralized Mortgage Obligations |
| AT&T INC                                                         | 2059-09-15      | 3.6500%  | 0.0000% | $12394000.00       | $8322519.35        | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC                                   | 2030-05-15      | 2.0500%  | 0.0000% | $55000.00          | $49732.79          | Corporate Debt Securities                         |
| BANK BANK_17-BNK9                                                | 2054-11-15      | 0.7519%  | 0.0000% | $7390000.00        | $91479.97          | Private Label Collateralized Mortgage Obligations |
| BROADCOM CORP                                                    | 2027-01-15      | 3.8750%  | 0.0000% | $2085000.00        | $2106372.12        | Corporate Debt Securities                         |
| BROADCOM INC                                                     | 2034-04-15      | 3.4690%  | 0.0000% | $26000.00          | $23287.86          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                                  | 2030-02-21      | 5.1250%  | 0.0000% | $73000.00          | $75562.63          | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP INC                                     | 2032-09-30      | 2.6380%  | 0.0000% | $6000.00           | $5074.83           | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                                 | 2051-06-15      | 3.5000%  | 0.0000% | $7000.00           | $4758.80           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC                                         | 2045-08-15      | 4.2000%  | 0.0000% | $25000.00          | $20769.50          | Corporate Debt Securities                         |
| SUNTORY GLOBAL SPIRITS INC                                       | 2036-01-15      | 5.8750%  | 0.0000% | $2000.00           | $2076.53           | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                                | 2030-11-19      | 5.2860%  | 0.0000% | $345000.00         | $354014.91         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO                                    | 2026-04-01      | 1.7500%  | 0.0000% | $2000.00           | $1967.77           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC                                        | 2030-02-04      | 2.5500%  | 0.0000% | $57000.00          | $52594.00          | Corporate Debt Securities                         |
| INTEL CORP                                                       | 2032-08-05      | 4.1500%  | 0.0000% | $711000.00         | $683367.18         | Corporate Debt Securities                         |
| LCOR ALEXANDRIA LLC                                              | 2031-12-15      | 6.8000%  | 0.0000% | $7750000.00        | $7916317.58        | Corporate Debt Securities                         |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                           | 2069-02-15      | 5.0770%  | 0.0000% | $857000.00         | $776929.42         | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO                                         | 2046-07-15      | 4.2000%  | 0.0000% | $45000.00          | $36494.55          | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P                       | 2038-12-15      | 5.5954%  | 0.0000% | $2161639.00        | $2081696.72        | Private Label Collateralized Mortgage Obligations |
| NATIONAL GRID PLC                                                | 2028-06-12      | 5.6020%  | 0.0000% | $27000.00          | $27959.07          | Corporate Debt Securities                         |
| NETFLIX INC                                                      | 2034-08-15      | 4.9000%  | 0.0000% | $288000.00         | $297001.44         | Corporate Debt Securities                         |
| NVIDIA CORP                                                      | 2060-04-01      | 3.7000%  | 0.0000% | $60000.00          | $44220.43          | Corporate Debt Securities                         |
| PFIZER INC                                                       | 2049-03-15      | 4.0000%  | 0.0000% | $25000.00          | $19825.17          | Corporate Debt Securities                         |
| PLAINS ALL AMERICAN PIPELINE LP                                  | 2045-02-15      | 4.9000%  | 0.0000% | $5000.00           | $4307.58           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                                      | 2026-07-01      | 4.2500%  | 0.0000% | $7020000.00        | $7132403.85        | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                          | 2027-06-15      | 3.3750%  | 0.0000% | $273000.00         | $269010.45         | Corporate Debt Securities                         |
| TELEFONICA EURO BV                                               | 2030-09-15      | 8.2500%  | 0.0000% | $1000.00           | $1178.01           | Corporate Debt Securities                         |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2033-04-01      | 5.0000%  | 0.0000% | $96000.00          | $97697.39          | Corporate Debt Securities                         |
| WEIBO CORP                                                       | 2030-07-08      | 3.3750%  | 0.0000% | $10830000.00       | $10070817.00       | Corporate Debt Securities                         |
| XYLEM INC                                                        | 2031-01-30      | 2.2500%  | 0.0000% | $123000.00         | $109805.18         | Corporate Debt Securities                         |
| AT&T INC                                                         | 2032-02-01      | 2.2500%  | 0.0000% | $1515000.00        | $1312039.24        | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                            | 2029-10-04      | 4.0500%  | 0.0000% | $81000.00          | $81108.14          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV FINANCE INC                                 | 2044-02-01      | 4.6250%  | 0.0000% | $15000.00          | $13701.79          | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                               | 2030-05-28      | 3.4900%  | 0.0000% | $200000.00         | $190456.44         | Corporate Debt Securities                         |
| CSX CORP                                                         | 2027-06-01      | 3.2500%  | 0.0000% | $4587000.00        | $4521167.63        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | 2038-04-01      | 6.7500%  | 0.0000% | $30000.00          | $34338.83          | Corporate Debt Securities                         |
| DTE ENERGY COMPANY                                               | 2034-06-01      | 5.8500%  | 0.0000% | $8000.00           | $8364.90           | Corporate Debt Securities                         |
| WALT DISNEY CO                                                   | 2060-05-13      | 3.8000%  | 0.0000% | $60000.00          | $43439.47          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC                                        | 2040-02-15      | 5.3000%  | 0.0000% | $38000.00          | $38456.95          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                               | 2054-05-15      | 5.9500%  | 0.0000% | $10000.00          | $9449.48           | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2042-02-15      | 5.7000%  | 0.0000% | $217000.00         | $220234.39         | Corporate Debt Securities                         |
| FOX CORP                                                         | 2033-10-13      | 6.5000%  | 0.0000% | $167000.00         | $182080.56         | Corporate Debt Securities                         |
| HASBRO INC                                                       | 2029-11-19      | 3.9000%  | 0.0000% | $423000.00         | $409007.87         | Corporate Debt Securities                         |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_16-C2           | 2049-06-15      | 3.9901%  | 0.0000% | $7524000.00        | $6649239.04        | Private Label Collateralized Mortgage Obligations |
| OREILLY AUTOMOTIVE INC                                           | 2026-03-15      | 3.5500%  | 0.0000% | $121000.00         | $121471.19         | Corporate Debt Securities                         |
| PACIFICORP                                                       | 2034-02-15      | 5.4500%  | 0.0000% | $300000.00         | $308750.25         | Corporate Debt Securities                         |
| PAYPAL HOLDINGS INC                                              | 2030-06-01      | 2.3000%  | 0.0000% | $252000.00         | $229313.14         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                                                   | 2035-03-15      | 4.9500%  | 0.0000% | $166000.00         | $162608.21         | Corporate Debt Securities                         |
| PROGRESSIVE CORP                                                 | 2027-01-15      | 2.4500%  | 0.0000% | $50000.00          | $49287.46          | Corporate Debt Securities                         |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | 2031-11-15      | 2.4500%  | 0.0000% | $5000.00           | $4399.06           | Corporate Debt Securities                         |
| RTX CORP                                                         | 2050-07-01      | 3.1250%  | 0.0000% | $2581000.00        | $1730349.36        | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                              | 2032-03-03      | 2.9000%  | 0.0000% | $91000.00          | $82293.58          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FINANCE BV                                   | 2049-11-07      | 3.1250%  | 0.0000% | $279000.00         | $185378.95         | Corporate Debt Securities                         |
| STATE STREET CORP                                                | 2033-05-13      | 4.4210%  | 0.0000% | $2000.00           | $1967.16           | Corporate Debt Securities                         |
| STEEL DYNAMICS INC                                               | 2034-08-15      | 5.3750%  | 0.0000% | $72000.00          | $74150.37          | Corporate Debt Securities                         |
| VULCAN MATERIALS COMPANY                                         | 2034-12-01      | 5.3500%  | 0.0000% | $3206000.00        | $3262488.83        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC                                            | 2030-02-01      | 2.6000%  | 0.0000% | $108000.00         | $101530.92         | Corporate Debt Securities                         |
| WASTE MANAGEMENT INC                                             | 2031-07-03      | 4.9500%  | 0.0000% | $50000.00          | $52419.38          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERATING LP                                   | 2050-02-01      | 5.2500%  | 0.0000% | $80000.00          | $68413.53          | Corporate Debt Securities                         |
| WESTPAC BANKING CORP                                             | 2035-11-20      | 5.6180%  | 0.0000% | $1144000.00        | $1153028.70        | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                                       | 2033-02-01      | 1.8750%  | 0.0000% | $31000.00          | $24929.28          | Corporate Debt Securities                         |
| BALTIMORE GAS AND ELECTRIC CO                                    | 2053-06-01      | 5.4000%  | 0.0000% | $53000.00          | $50199.48          | Corporate Debt Securities                         |
| BANK BANK_22-BNK43                                               | 2055-08-15      | 3.0000%  | 0.0000% | $1500000.00        | $1059806.50        | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR11                                             | 2057-11-15      | 2.3220%  | 0.0000% | $22923000.00       | $2133267.08        | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V11                                                     | 2057-11-15      | 1.8733%  | 0.0000% | $9629000.00        | $555874.54         | Private Label Collateralized Mortgage Obligations |
| BOEING CO                                                        | 2060-05-01      | 5.9300%  | 0.0000% | $7000.00           | $6638.44           | Corporate Debt Securities                         |
| CVS HEALTH CORP                                                  | 2027-08-21      | 1.3000%  | 0.0000% | $53000.00          | $49866.55          | Corporate Debt Securities                         |
| CAMPBELLS CO                                                     | 2026-03-20      | 5.3000%  | 0.0000% | $258000.00         | $262987.71         | Corporate Debt Securities                         |
| COBANK                                                           | 2079-12-31      | 7.2500%  | 0.0000% | $289000.00         | $304294.92         | Corporate Debt Securities                         |
| COLONY AMERICAN FINANCE LTD CAFL_20-2                            | 2052-05-19      | 3.3760%  | 0.0000% | $1800000.00        | $52049.39          | Private Label Collateralized Mortgage Obligations |
| COUSINS PROPERTIES LP                                            | 2034-10-01      | 5.8750%  | 0.0000% | $58000.00          | $60313.87          | Corporate Debt Securities                         |
| WALT DISNEY CO                                                   | 2026-11-15      | 3.3750%  | 0.0000% | $12000.00          | $11934.83          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                                  | 2028-11-30      | 4.8000%  | 0.0000% | $340000.00         | $345868.40         | Corporate Debt Securities                         |
| EMERSON ELECTRIC CO                                              | 2026-10-15      | 0.8750%  | 0.0000% | $260000.00         | $250081.76         | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                                              | 2026-01-15      | 3.4000%  | 0.0000% | $3596000.00        | $3620392.87        | Corporate Debt Securities                         |
| GSTNE_24-HC3                                                     | 2041-03-15      | 6.5267%  | 0.0000% | $10250000.00       | $10272838.49       | Private Label Collateralized Mortgage Obligations |
| HCA-THE HEALTHCARE CO                                            | 2027-02-15      | 4.5000%  | 0.0000% | $2959000.00        | $3007187.32        | Corporate Debt Securities                         |
| HALLIBURTON COMPANY                                              | 2030-03-01      | 2.9200%  | 0.0000% | $1245000.00        | $1168049.32        | Corporate Debt Securities                         |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_15-C2 | 2048-05-15      | 4.2614%  | 0.0000% | $8927000.00        | $8461631.22        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-8                                                       | 2053-01-25      | 4.6754%  | 0.0000% | $2482000.00        | $2117388.59        | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-2                                                       | 2053-07-25      | 0.3835%  | 0.0000% | $240735000.00      | $1310322.41        | Private Label Collateralized Mortgage Obligations |
| MSSG_17-237P                                                     | 2039-09-13      | 3.6900%  | 0.0000% | $3350000.00        | $3074326.83        | Private Label Collateralized Mortgage Obligations |
| MARSH & MCLENNAN COMPANIES INC                                   | 2047-01-30      | 4.3500%  | 0.0000% | $6000.00           | $5136.03           | Corporate Debt Securities                         |
| MASTEC INC.                                                      | 2029-06-15      | 5.9000%  | 0.0000% | $92000.00          | $95360.61          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                                               | 2030-09-02      | 2.2000%  | 0.0000% | $92000.00          | $82005.22          | Corporate Debt Securities                         |
| T-MOBILE USA INC                                                 | 2055-06-15      | 5.2500%  | 0.0000% | $2048000.00        | $1853393.92        | Corporate Debt Securities                         |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | 2049-07-12      | 3.4610%  | 0.0000% | $2000.00           | $1435.04           | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-11-15      | 0.5458%  | 0.0000% | $8750000.00        | $50497.96          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-11-15      | 1.1560%  | 0.0000% | $1050000.00        | $8120.02           | Private Label Collateralized Mortgage Obligations |
| BNK_18-B15                                                       | 2061-11-15      | 4.5756%  | 0.0000% | $400000.00         | $395086.07         | Private Label Collateralized Mortgage Obligations |
| BP CAPITAL MARKETS AMERICA INC                                   | 2030-04-06      | 3.6330%  | 0.0000% | $57000.00          | $55664.89          | Corporate Debt Securities                         |
| BROADCOM INC                                                     | 2029-07-12      | 5.0500%  | 0.0000% | $65000.00          | $68053.48          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                                 | 2040-05-01      | 5.7500%  | 0.0000% | $184000.00         | $193311.06         | Corporate Debt Securities                         |
| EFMT_19-2                                                        | 2059-11-25      | 2.7390%  | 0.0000% | $43360000.00       | $4167297.39        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                                                   | 2026-04-01      | 3.0000%  | 0.0000% | $463000.00         | $462086.35         | Corporate Debt Securities                         |
| HUMANA INC                                                       | 2029-03-23      | 3.7000%  | 0.0000% | $6000.00           | $5866.38           | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDUSTRIES INC                                | 2030-01-15      | 5.3530%  | 0.0000% | $35000.00          | $37011.81          | Corporate Debt Securities                         |
| JPC_19-ICN                                                       | 2034-01-05      | 0.6177%  | 0.0000% | $1723000.00        | $7413.66           | Private Label Collateralized Mortgage Obligations |
| ELI LILLY AND COMPANY                                            | 2032-02-12      | 4.9000%  | 0.0000% | $98000.00          | $102299.59         | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-H3                         | 2051-07-15      | 3.9140%  | 0.0000% | $550000.00         | $482316.48         | Private Label Collateralized Mortgage Obligations |
| NY COMMERCIAL MORTGAGE TRUST NY_25-299P                          | 2047-02-10      | 5.8525%  | 0.0000% | $7500000.00        | $7798166.36        | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN SYSTEMS CORPORATION                             | 2031-02-15      | 7.7500%  | 0.0000% | $1057000.00        | $1236639.79        | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2025-11-17      | 5.0000%  | 0.0000% | $258000.00         | $259873.65         | Corporate Debt Securities                         |
| PRESIDENT AND FELLOWS OF HARVARD                                 | 2046-07-15      | 3.1500%  | 0.0000% | $5800000.00        | $4217339.50        | Corporate Debt Securities                         |
| RIDE_25-SHRE                                                     | 2047-02-14      | 6.2969%  | 0.0000% | $2427000.00        | $2480163.40        | Private Label Collateralized Mortgage Obligations |
| SHELL FINANCE US INC                                             | 2043-08-12      | 4.5500%  | 0.0000% | $41000.00          | $36587.24          | Corporate Debt Securities                         |
| JM SMUCKER CO                                                    | 2033-11-15      | 6.2000%  | 0.0000% | $16000.00          | $17206.56          | Corporate Debt Securities                         |
| VERUS_25-INV1                                                    | 2070-02-25      | 5.9530%  | 0.0000% | $3000000.00        | $2906617.41        | Private Label Collateralized Mortgage Obligations |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | 2028-03-17      | 4.8000%  | 0.0000% | $4000.00           | $4076.97           | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                                         | 2027-05-03      | 3.3000%  | 0.0000% | $138000.00         | $136470.27         | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                   | 2029-04-10      | 4.6990%  | 0.0000% | $5000.00           | $5119.21           | Corporate Debt Securities                         |
| CSX CORP                                                         | 2050-05-01      | 3.9500%  | 0.0000% | $4000.00           | $3098.61           | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                             | 2027-06-30      | 5.1250%  | 0.0000% | $4000.00           | $4032.24           | Corporate Debt Securities                         |
| CHEVRON USA INC.                                                 | 2030-04-15      | 4.6870%  | 0.0000% | $70000.00          | $72369.09          | Corporate Debt Securities                         |
| CAPITAL ONE NA                                                   | 2028-08-09      | 5.9740%  | 0.0000% | $5465000.00        | $5727036.73        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                                  | 2034-10-01      | 4.2500%  | 0.0000% | $3000.00           | $2764.16           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC                                         | 2031-08-15      | 2.0000%  | 0.0000% | $95000.00          | $82937.85          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                               | 2054-09-01      | 6.0500%  | 0.0000% | $74000.00          | $71718.48          | Corporate Debt Securities                         |
| GSMBS_25-PJ2                                                     | 2025-07-01      | 0.0000%  | 0.0000% | $296928000.00      | $2166762.37        | Private Label Collateralized Mortgage Obligations |
| LOWES COMPANIES INC                                              | 2050-10-15      | 3.0000%  | 0.0000% | $1634000.00        | $1017867.62        | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                              | 2028-06-21      | 4.0980%  | 0.0000% | $2500000.00        | $2478036.25        | Corporate Debt Securities                         |
| NISOURCE INC.                                                    | 2031-02-15      | 1.7000%  | 0.0000% | $55000.00          | $47256.28          | Corporate Debt Securities                         |
| NVIDIA CORP                                                      | 2040-04-01      | 3.5000%  | 0.0000% | $157000.00         | $132469.19         | Corporate Debt Securities                         |
| ORACLE CORPORATION                                               | 2055-08-03      | 6.0000%  | 0.0000% | $4050000.00        | $4096818.00        | Corporate Debt Securities                         |
| SCHLUMBERGER HOLDINGS CORP                                       | 2028-05-15      | 4.5000%  | 0.0000% | $356000.00         | $360416.18         | Corporate Debt Securities                         |
| STATE STREET BANK AND TRUST COMPANY                              | 2026-11-25      | 4.5940%  | 0.0000% | $4963000.00        | $5017773.60        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                                              | 2031-03-06      | 5.4500%  | 0.0000% | $29000.00          | $29689.86          | Corporate Debt Securities                         |
| TSMC ARIZONA CORP                                                | 2026-10-25      | 1.7500%  | 0.0000% | $400000.00         | $388247.89         | Corporate Debt Securities                         |
| RELIANCE INDUSTRIES LTD                                          | 2062-01-12      | 3.7500%  | 0.0000% | $4484000.00        | $3045667.32        | Corporate Debt Securities                         |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 5.6298%  | 0.0000% | $15475000.00       | $13963801.84       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                            | 2055-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $2846070.55        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                                                    | 2033-02-22      | 5.8750%  | 0.0000% | $1508000.00        | $1589882.72        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                               | 2026-12-01      | 6.0500%  | 0.0000% | $14000.00          | $14356.21          | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                                 | 2026-03-01      | 3.0430%  | 0.0000% | $121000.00         | $121253.96         | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                                 | 2046-03-01      | 4.1140%  | 0.0000% | $61000.00          | $50476.83          | Corporate Debt Securities                         |
| GSMBS_24-PJ11                                                    | 2055-05-25      | 1.0000%  | 0.0000% | $250000000.00      | $5467959.73        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ3                                                     | 2055-07-26      | 0.2064%  | 0.0000% | $282018000.00      | $1279379.64        | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-INV1                                                    | 2049-10-25      | 4.9312%  | 0.0000% | $3579000.00        | $2958220.59        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-INV1                                                    | 2052-03-25      | 3.0000%  | 0.0000% | $700000.00         | $446528.14         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP JPMCC_22-NLP | 2037-04-15      | 6.4782%  | 0.0000% | $1763750.00        | $1610511.17        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO                                              | 2036-04-22      | 5.5720%  | 0.0000% | $198000.00         | $206188.27         | Corporate Debt Securities                         |
| JPMMT_22-1                                                       | 2052-07-25      | 2.5000%  | 0.0000% | $1500000.00        | $967615.64         | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-2                                                       | 2052-08-26      | 0.0000%  | 0.0000% | $90750000.00       | $2788543.24        | Private Label Collateralized Mortgage Obligations |
| MSC_13-ALTM                                                      | 2035-02-05      | 3.7048%  | 0.0000% | $1775000.00        | $1634946.53        | Private Label Collateralized Mortgage Obligations |
| NORDSON CORP                                                     | 2033-09-15      | 5.8000%  | 0.0000% | $30000.00          | $31977.80          | Corporate Debt Securities                         |
| PEPSICO INC                                                      | 2025-11-10      | 5.2500%  | 0.0000% | $75000.00          | $75773.38          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC                                            | 2031-06-30      | 2.8000%  | 0.0000% | $33000.00          | $29849.82          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                                               | 2063-02-10      | 5.7500%  | 0.0000% | $209000.00         | $197783.20         | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-09-15      | 3.4180%  | 0.0000% | $1000000.00        | $972337.39         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | 2050-11-15      | 3.2100%  | 0.0000% | $60000.00          | $58783.13          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C51                | 2052-06-15      | 3.8360%  | 0.0000% | $1300000.00        | $1149890.44        | Private Label Collateralized Mortgage Obligations |
| CHUBB INA HOLDINGS LLC                                           | 2026-05-03      | 3.3500%  | 0.0000% | $327000.00         | $326072.68         | Corporate Debt Securities                         |
| AON CORP                                                         | 2027-05-28      | 2.8500%  | 0.0000% | $176000.00         | $171799.47         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                                          | 2034-02-15      | 6.5000%  | 0.0000% | $15000.00          | $16771.58          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | 2035-02-15      | 5.4390%  | 0.0000% | $30000.00          | $30480.70          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                                  | 2055-03-15      | 5.9500%  | 0.0000% | $54000.00          | $51752.81          | Corporate Debt Securities                         |
| ERP OPERATING LP                                                 | 2030-02-15      | 2.5000%  | 0.0000% | $6000.00           | $5580.33           | Corporate Debt Securities                         |
| ENTERGY LOUISIANA LLC                                            | 2034-09-15      | 5.1500%  | 0.0000% | $2000.00           | $2031.72           | Corporate Debt Securities                         |
| FISERV INC                                                       | 2028-08-21      | 5.3750%  | 0.0000% | $5000.00           | $5232.55           | Corporate Debt Securities                         |
| GEORGIA POWER COMPANY                                            | 2033-05-17      | 4.9500%  | 0.0000% | $72000.00          | $72617.22          | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                                | 2026-09-12      | 4.2920%  | 0.0000% | $310000.00         | $313666.06         | Corporate Debt Securities                         |
| HUMANA INC                                                       | 2055-05-01      | 6.0000%  | 0.0000% | $25000.00          | $24336.67          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                              | 2029-07-23      | 4.2030%  | 0.0000% | $132000.00         | $133636.77         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPORATION                                       | 2025-08-15      | 3.0500%  | 0.0000% | $61000.00          | $61542.14          | Corporate Debt Securities                         |
| MONDELEZ INTERNATIONAL INC                                       | 2031-11-01      | 6.5000%  | 0.0000% | $226000.00         | $251595.13         | Corporate Debt Securities                         |
| MASTERCARD INC                                                   | 2051-03-15      | 2.9500%  | 0.0000% | $70000.00          | $46148.49          | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                           | 2027-10-15      | 4.4470%  | 0.0000% | $11680000.00       | $11794867.93       | Corporate Debt Securities                         |
| PEPSICO INC                                                      | 2060-03-19      | 3.8750%  | 0.0000% | $4000.00           | $3005.13           | Corporate Debt Securities                         |
| PFIZER INC                                                       | 2026-12-15      | 3.0000%  | 0.0000% | $127000.00         | $125296.93         | Corporate Debt Securities                         |
| PROLOGIS LP                                                      | 2026-10-01      | 3.2500%  | 0.0000% | $199000.00         | $198119.37         | Corporate Debt Securities                         |
| REINSURANCE GROUP OF AMERICA INC                                 | 2029-05-15      | 3.9000%  | 0.0000% | $105000.00         | $103341.53         | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE COMPANY LLC                               | 2030-03-01      | 2.9000%  | 0.0000% | $31000.00          | $28880.10          | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2036-05-09      | 5.5800%  | 0.0000% | $210000.00         | $215093.55         | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                        | 2029-03-15      | 3.4000%  | 0.0000% | $31000.00          | $30496.15          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | 2028-03-27      | 5.0500%  | 0.0000% | $300000.00         | $305362.75         | Corporate Debt Securities                         |
| WESTPAC BANKING CORP                                             | 2028-01-25      | 3.4000%  | 0.0000% | $9000.00           | $8990.90           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                           | 2035-03-15      | 5.6000%  | 0.0000% | $9961000.00        | $10455762.87       | Corporate Debt Securities                         |
| ULTRATECH CE                                                     | 2031-02-16      | 2.8000%  | 0.0000% | $935000.00         | $844568.88         | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 24 LTD                                | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $415638.22         | Corporate Debt Securities                         |
| AT&T INC                                                         | 2038-01-15      | 6.3000%  | 0.0000% | $14000.00          | $15420.79          | Corporate Debt Securities                         |
| ADOBE INC                                                        | 2029-04-04      | 4.8000%  | 0.0000% | $5000.00           | $5178.08           | Corporate Debt Securities                         |
| ALIBABA GROUP HOLDING LTD                                        | 2034-11-28      | 4.5000%  | 0.0000% | $6656000.00        | $6399477.76        | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                                      | 2028-09-01      | 3.7500%  | 0.0000% | $10000.00          | $9976.86           | Corporate Debt Securities                         |
| AON CORP                                                         | 2029-05-02      | 3.7500%  | 0.0000% | $138000.00         | $135559.01         | Corporate Debt Securities                         |
| AMMST_21-MF2                                                     | 2054-06-15      | 2.2515%  | 0.0000% | $13600000.00       | $11982765.64       | Private Label Collateralized Mortgage Obligations |
| AUTOZONE INC                                                     | 2027-06-01      | 3.7500%  | 0.0000% | $13000.00          | $12899.00          | Corporate Debt Securities                         |
| BAMLL_24-BHP                                                     | 2039-08-15      | 7.2118%  | 0.0000% | $4861000.00        | $4919560.46        | Private Label Collateralized Mortgage Obligations |
| BAIDU INC                                                        | 2026-04-09      | 1.7200%  | 0.0000% | $750000.00         | $737587.50         | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                              | 2026-08-03      | 2.7000%  | 0.0000% | $1272000.00        | $1265124.84        | Corporate Debt Securities                         |
| BBCMS_25-5C34                                                    | 2058-05-15      | 2.5566%  | 0.0000% | $23666000.00       | $2106233.54        | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO                                     | 2031-05-15      | 1.6500%  | 0.0000% | $4000.00           | $3405.57           | Corporate Debt Securities                         |
| BLOCK FINANCIAL LLC                                              | 2028-07-15      | 2.5000%  | 0.0000% | $64000.00          | $60952.85          | Corporate Debt Securities                         |
| BRAVO_25-NQM5                                                    | 2065-02-25      | 5.8000%  | 0.0000% | $1805000.00        | $1765861.34        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FINANCE INC                                           | 2034-01-05      | 6.3500%  | 0.0000% | $53000.00          | $58278.17          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                                 | 2050-02-15      | 3.5500%  | 0.0000% | $70000.00          | $51941.58          | Corporate Debt Securities                         |
| CME GROUP INC                                                    | 2028-06-15      | 3.7500%  | 0.0000% | $41000.00          | $40759.02          | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST COMM_14-UBS3                                 | 2047-06-10      | 4.0120%  | 0.0000% | $5000000.00        | $3208603.61        | Private Label Collateralized Mortgage Obligations |
| CNOOC FINANCE (2013) LTD                                         | 2043-05-09      | 4.2500%  | 0.0000% | $5110000.00        | $4600537.26        | Corporate Debt Securities                         |
| CSMC_18-J1                                                       | 2048-02-25      | 3.6818%  | 0.0000% | $1160000.00        | $810231.93         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                                                  | 2027-04-01      | 3.6250%  | 0.0000% | $27000.00          | $26885.57          | Corporate Debt Securities                         |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2050-05-01      | 3.5000%  | 0.0000% | $4556000.00        | $3231461.96        | Corporate Debt Securities                         |
| CMLTI_21-INV2                                                    | 2051-05-25      | 2.9846%  | 0.0000% | $11387000.00       | $8555442.40        | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-1                                                       | 2055-01-25      | 0.4270%  | 0.0000% | $365868000.00      | $3154233.80        | Private Label Collateralized Mortgage Obligations |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | 2028-08-15      | 6.0420%  | 0.0000% | $35000.00          | $37177.96          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2038-05-15      | 6.4000%  | 0.0000% | $6000.00           | $6409.74           | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2043-01-15      | 4.5000%  | 0.0000% | $37000.00          | $31637.04          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2047-08-15      | 4.0000%  | 0.0000% | $179000.00         | $139833.01         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | 2050-04-01      | 3.9500%  | 0.0000% | $28000.00          | $21783.03          | Corporate Debt Securities                         |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | 2052-10-15      | 2.7050%  | 0.0000% | $3960000.00        | $382898.16         | Private Label Collateralized Mortgage Obligations |
| CUMMINS INC                                                      | 2031-02-15      | 4.7000%  | 0.0000% | $16000.00          | $16220.13          | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP                                       | 2027-07-15      | 5.6250%  | 0.0000% | $10000.00          | $10470.31          | Corporate Debt Securities                         |
| DELL INC                                                         | 2040-09-10      | 5.4000%  | 0.0000% | $7000.00           | $6824.30           | Corporate Debt Securities                         |
| DELTA AIR LINES INC                                              | 2028-07-10      | 4.9500%  | 0.0000% | $1336000.00        | $1345432.16        | Corporate Debt Securities                         |
| WALT DISNEY CO                                                   | 2040-05-13      | 3.5000%  | 0.0000% | $60000.00          | $49168.17          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC                                        | 2052-03-15      | 3.5500%  | 0.0000% | $47000.00          | $33975.56          | Corporate Debt Securities                         |
| ERP OPERATING LP                                                 | 2026-11-01      | 2.8500%  | 0.0000% | $31000.00          | $30560.45          | Corporate Debt Securities                         |
| ECOLAB INC                                                       | 2032-02-01      | 2.1250%  | 0.0000% | $86000.00          | $74647.58          | Corporate Debt Securities                         |
| ECOLAB INC                                                       | 2051-12-15      | 2.7000%  | 0.0000% | $107000.00         | $65121.80          | Corporate Debt Securities                         |
| ENBRIDGE INC                                                     | 2053-11-15      | 6.7000%  | 0.0000% | $40000.00          | $43192.60          | Corporate Debt Securities                         |
| EQUIFAX INC                                                      | 2026-06-01      | 3.2500%  | 0.0000% | $11000.00          | $10884.70          | Corporate Debt Securities                         |
| EQUINIX INC                                                      | 2027-07-15      | 1.8000%  | 0.0000% | $14000.00          | $13450.92          | Corporate Debt Securities                         |
| EQUINOR ASA                                                      | 2050-04-06      | 3.7000%  | 0.0000% | $128000.00         | $96632.75          | Corporate Debt Securities                         |
| EXELON CORPORATION                                               | 2050-04-15      | 4.7000%  | 0.0000% | $227000.00         | $191306.90         | Corporate Debt Securities                         |
| FSRIAL_24-FL9                                                    | 2039-10-19      | 5.9482%  | 0.0000% | $28000000.00       | $27979210.25       | Private Label Collateralized Mortgage Obligations |
| FIPT_07-C                                                        | 2077-05-15      | 0.0126%  | 0.0000% | $800000.00         | $710576.00         | Asset-Backed Securities                           |
| GSMS_18-LUAU                                                     | 2032-11-15      | 5.6088%  | 0.0000% | $4459000.00        | $4438766.40        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ5                                                     | 2055-10-25      | 0.5978%  | 0.0000% | $301447000.00      | $4117736.65        | Private Label Collateralized Mortgage Obligations |
| GILEAD SCIENCES INC                                              | 2036-09-01      | 4.0000%  | 0.0000% | $754000.00         | $694103.92         | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                                           | 2027-05-21      | 5.4140%  | 0.0000% | $6000.00           | $6079.23           | Corporate Debt Securities                         |
| HERSHEY COMPANY THE                                              | 2028-02-24      | 4.5500%  | 0.0000% | $6000.00           | $6161.97           | Corporate Debt Securities                         |
| HOME DEPOT INC                                                   | 2029-06-15      | 2.9500%  | 0.0000% | $14000.00          | $13389.17          | Corporate Debt Securities                         |
| HOF_20-2                                                         | 2065-05-25      | 5.4500%  | 0.0000% | $389000.00         | $388867.46         | Private Label Collateralized Mortgage Obligations |
| JB HUNT TRANSPORT SERVICES INC                                   | 2030-03-15      | 4.9000%  | 0.0000% | $3520000.00        | $3617412.09        | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDUSTRIES INC                                | 2030-05-01      | 4.2000%  | 0.0000% | $4000.00           | $3919.17           | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING LTD                                 | 2029-03-21      | 3.8000%  | 0.0000% | $17000.00          | $16860.43          | Corporate Debt Securities                         |
| INGREDION INC                                                    | 2030-06-01      | 2.9000%  | 0.0000% | $8000.00           | $7395.17           | Corporate Debt Securities                         |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP JPMCC_22-NLP | 2037-04-15      | 5.7915%  | 0.0000% | $887962.00         | $827903.67         | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18          | 2047-02-15      | 4.5027%  | 0.0000% | $4000000.00        | $1971248.07        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO                                              | 2029-06-01      | 2.0690%  | 0.0000% | $109000.00         | $102231.83         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                                         | 2027-08-07      | 5.9850%  | 0.0000% | $1302000.00        | $1352262.08        | Corporate Debt Securities                         |
| LOWES COMPANIES INC                                              | 2028-04-15      | 1.3000%  | 0.0000% | $11000.00          | $10192.14          | Corporate Debt Securities                         |
| MSSG_17-237P                                                     | 2039-09-13      | 3.3970%  | 0.0000% | $3000000.00        | $2827387.42        | Private Label Collateralized Mortgage Obligations |
| MARSH & MCLENNAN COMPANIES INC                                   | 2044-11-15      | 5.3500%  | 0.0000% | $36000.00          | $35302.59          | Corporate Debt Securities                         |
| MCCORMICK & COMPANY INCORPORATED                                 | 2027-08-15      | 3.4000%  | 0.0000% | $78000.00          | $77568.66          | Corporate Debt Securities                         |
| MEAD JOHNSON NUTRITION CO                                        | 2025-11-15      | 4.1250%  | 0.0000% | $75000.00          | $75286.22          | Corporate Debt Securities                         |
| METLIFE INC                                                      | 2034-12-15      | 5.3000%  | 0.0000% | $3131000.00        | $3206138.78        | Corporate Debt Securities                         |
| NY COMMERCIAL MORTGAGE TRUST NY_25-299P                          | 2047-02-10      | 6.1254%  | 0.0000% | $2500000.00        | $2588538.38        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2026-01-29      | 5.0879%  | 0.0000% | $7030000.00        | $7107904.20        | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                                              | 2029-01-22      | 2.7100%  | 0.0000% | $1560000.00        | $1478589.67        | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                                     | 2064-03-15      | 5.9500%  | 0.0000% | $71000.00          | $73236.80          | Corporate Debt Securities                         |
| NSTAR ELECTRIC CO                                                | 2034-06-01      | 5.4000%  | 0.0000% | $116000.00         | $118753.84         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC                                           | 2028-06-01      | 4.3500%  | 0.0000% | $952000.00         | $957182.85         | Corporate Debt Securities                         |
| PSEG POWER LLC                                                   | 2035-05-15      | 5.7500%  | 0.0000% | $2823000.00        | $2906699.60        | Corporate Debt Securities                         |
| PMTLT_25-INV6                                                    | 2056-06-26      | 6.0000%  | 0.0000% | $2250000.00        | $2281442.25        | Private Label Collateralized Mortgage Obligations |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2029-11-01      | 4.6250%  | 0.0000% | $1163000.00        | $1180956.56        | Corporate Debt Securities                         |
| PHILLIPS 66                                                      | 2026-02-15      | 1.3000%  | 0.0000% | $4000.00           | $3937.62           | Corporate Debt Securities                         |
| PRICOA GLOBAL FUNDING I                                          | 2031-08-27      | 4.6500%  | 0.0000% | $7836000.00        | $7958457.09        | Corporate Debt Securities                         |
| PUBLIC SERVICE COMPANY OF COLORADO                               | 2038-08-01      | 6.5000%  | 0.0000% | $4963000.00        | $5533510.64        | Corporate Debt Securities                         |
| RELX CAPITAL INC                                                 | 2035-03-27      | 5.2500%  | 0.0000% | $28000.00          | $28869.19          | Corporate Debt Securities                         |
| RFR_25-SGRM                                                      | 2041-03-11      | 0.0000%  | 0.0000% | $5000000.00        | $5100627.98        | Private Label Collateralized Mortgage Obligations |
| REALTY INCOME CORP                                               | 2028-12-15      | 4.7000%  | 0.0000% | $10000.00          | $10149.88          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                              | 2027-03-03      | 2.4500%  | 0.0000% | $4256000.00        | $4166592.08        | Corporate Debt Securities                         |
| SEMT_25-5                                                        | 2025-07-01      | 0.0000%  | 0.0000% | $45000000.00       | $401336.28         | Private Label Collateralized Mortgage Obligations |
| SEMT_25-S1                                                       | 2054-09-25      | 0.0000%  | 0.0000% | $17791000.00       | $15400733.56       | Private Label Collateralized Mortgage Obligations |
| SIMON PROPERTY GROUP LP                                          | 2026-01-15      | 3.3000%  | 0.0000% | $82000.00          | $82736.77          | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                          | 2049-09-13      | 3.2500%  | 0.0000% | $74000.00          | $49729.46          | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                          | 2031-02-01      | 2.2000%  | 0.0000% | $3000.00           | $2677.64           | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                          | 2027-01-15      | 1.3750%  | 0.0000% | $44000.00          | $42361.09          | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                                          | 2034-01-15      | 6.2500%  | 0.0000% | $19000.00          | $21057.05          | Corporate Debt Securities                         |
| STARBUCKS CORP                                                   | 2028-11-15      | 4.0000%  | 0.0000% | $85000.00          | $84674.45          | Corporate Debt Securities                         |
| STARBUCKS CORP                                                   | 2028-05-15      | 4.5000%  | 0.0000% | $4723000.00        | $4775047.46        | Corporate Debt Securities                         |
| STAR_20-3                                                        | 2065-04-25      | 1.4860%  | 0.0000% | $275000.00         | $26989.63          | Private Label Collateralized Mortgage Obligations |
| STATE STREET CORP                                                | 2028-02-28      | 4.5360%  | 0.0000% | $31000.00          | $31792.11          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC                                      | 2028-09-17      | 1.9020%  | 0.0000% | $500000.00         | $466365.92         | Corporate Debt Securities                         |
| SUMMA HEALTH                                                     | 2051-11-15      | 3.5110%  | 0.0000% | $299000.00         | $244850.73         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                                 | 2029-03-15      | 2.4000%  | 0.0000% | $254000.00         | $237832.90         | Corporate Debt Securities                         |
| TSMC ARIZONA CORP                                                | 2031-10-25      | 2.5000%  | 0.0000% | $17086000.00       | $15360722.17       | Corporate Debt Securities                         |
| TELEDYNE TECHNOLOGIES INC                                        | 2026-04-01      | 1.6000%  | 0.0000% | $5000.00           | $4911.43           | Corporate Debt Securities                         |
| THOMAS JEFFERSON UNIVERSITY                                      | 2057-11-01      | 3.8470%  | 0.0000% | $2606000.00        | $1826531.86        | Corporate Debt Securities                         |
| TRUSTEES OF PRINCETON UNIVERSITY                                 | 2030-07-01      | 4.6470%  | 0.0000% | $1809000.00        | $1854546.40        | Corporate Debt Securities                         |
| UNILEVER CAPITAL CORP                                            | 2027-08-12      | 4.2500%  | 0.0000% | $1000000.00        | $1018321.67        | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                                        | 2050-02-05      | 3.2500%  | 0.0000% | $153000.00         | $106607.38         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                           | 2025-10-15      | 5.1500%  | 0.0000% | $425000.00         | $430227.15         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                           | 2031-01-15      | 4.6500%  | 0.0000% | $5000000.00        | $5023358.34        | Corporate Debt Securities                         |
| VENTAS REALTY LP                                                 | 2028-03-01      | 4.0000%  | 0.0000% | $28000.00          | $28086.86          | Corporate Debt Securities                         |
| VENTAS REALTY LP                                                 | 2029-01-15      | 4.4000%  | 0.0000% | $56000.00          | $56844.85          | Corporate Debt Securities                         |
| VERISIGN INC                                                     | 2027-07-15      | 4.7500%  | 0.0000% | $7000.00           | $7152.54           | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                               | 2026-09-01      | 4.5000%  | 0.0000% | $350000.00         | $354033.75         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                               | 2035-04-01      | 5.6250%  | 0.0000% | $4101000.00        | $4169604.60        | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC                                    | 2029-07-15      | 4.3000%  | 0.0000% | $300000.00         | $301094.50         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC                                    | 2033-10-15      | 6.9500%  | 0.0000% | $485000.00         | $537699.70         | Corporate Debt Securities                         |
| WALMART INC                                                      | 2027-04-05      | 5.8750%  | 0.0000% | $6000.00           | $6276.43           | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC                                            | 2035-09-01      | 5.2500%  | 0.0000% | $16000.00          | $16330.27          | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2058-09-17      | 3.6640%  | 0.0000% | $141000.00         | $22567.00          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                | 2050-10-15      | 3.3170%  | 0.0000% | $1280000.00        | $1256521.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C53                | 2052-10-17      | 3.0400%  | 0.0000% | $76000.00          | $71377.98          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C58                | 2053-07-15      | 1.8490%  | 0.0000% | $74000.00          | $69353.06          | Private Label Collateralized Mortgage Obligations |
| WFCM_25-DWHP                                                     | 2038-04-15      | 7.6518%  | 0.0000% | $2250000.00        | $2251982.83        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-NYCH                                                     | 2042-06-15      | 6.0623%  | 0.0000% | $5190000.00        | $5184282.61        | Private Label Collateralized Mortgage Obligations |
| WESTPAC BANKING CORP                                             | 2028-11-20      | 1.9530%  | 0.0000% | $24000.00          | $22421.04          | Corporate Debt Securities                         |
| WEYERHAEUSER COMPANY                                             | 2030-04-15      | 4.0000%  | 0.0000% | $6912000.00        | $6784220.16        | Corporate Debt Securities                         |
| WEYERHAEUSER COMPANY                                             | 2033-03-09      | 3.3750%  | 0.0000% | $4194000.00        | $3783433.61        | Corporate Debt Securities                         |
| WORLDWIDE PLAZA TRUST WPT_17-WWP                                 | 2036-11-10      | 3.5263%  | 0.0000% | $22855650.00       | $16178157.70       | Private Label Collateralized Mortgage Obligations |
| MITSUBISHI HC FINANCE AMERICA LLC                                | 2029-10-24      | 5.1500%  | 0.0000% | $340000.00         | $348548.17         | Corporate Debt Securities                         |
| MEITUAN                                                          | 2029-10-02      | 4.6250%  | 0.0000% | $1000000.00        | $1009295.56        | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2057-09-15      | 3.9720%  | 0.0000% | $2000000.00        | $1995147.33        | Private Label Collateralized Mortgage Obligations |

### Security 298: 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:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CARVANA CO                           | 2031-06-01      | 14.0000% | 0.0000% | $1368000.00        | $1685362.32        | Corporate Debt Securities |
| GEO GROUP INC                        | 2031-04-15      | 10.2500% | 0.0000% | $3655000.00        | $4082138.53        | Corporate Debt Securities |
| ACRISURE LLC                         | 2029-08-01      | 6.0000%  | 0.0000% | $4500000.00        | $4476975.00        | Corporate Debt Securities |
| ALGOMA STEEL INC                     | 2029-04-15      | 9.1250%  | 0.0000% | $4000000.00        | $3732361.67        | Corporate Debt Securities |
| COMSTOCK RES INC                     | 2029-03-01      | 6.7500%  | 0.0000% | $5035000.00        | $5128915.34        | Corporate Debt Securities |
| MEDLINE BORROWER LP                  | 2029-10-01      | 5.2500%  | 0.0000% | $4581000.00        | $4599686.66        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I     | 2028-07-15      | 5.2500%  | 0.0000% | $3477000.00        | $3560421.92        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO    | 2030-10-15      | 4.0000%  | 0.0000% | $5500000.00        | $5163253.33        | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC        | 2030-08-01      | 10.3750% | 0.0000% | $4019000.00        | $3823841.27        | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC             | 2028-03-01      | 8.1250%  | 0.0000% | $3700000.00        | $3826938.26        | Corporate Debt Securities |
| PATRICK IND                          | 2029-05-01      | 4.7500%  | 0.0000% | $4800000.00        | $4691494.67        | Corporate Debt Securities |
| SM ENERGY CO                         | 2032-08-01      | 7.0000%  | 0.0000% | $4437000.00        | $4495844.48        | Corporate Debt Securities |
| UKG INC                              | 2031-02-01      | 6.8750%  | 0.0000% | $3375000.00        | $3596618.91        | Corporate Debt Securities |
| BROADSTREET PARTNERS INC             | 2029-04-15      | 5.8750%  | 0.0000% | $5000000.00        | $5011097.92        | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                 | 2032-09-01      | 6.6250%  | 0.0000% | $3461000.00        | $3596218.87        | Corporate Debt Securities |
| CAMELOT FINANCE SA                   | 2026-11-01      | 4.5000%  | 0.0000% | $4900000.00        | $4882825.50        | Corporate Debt Securities |
| CIVITAS RESOURCES INC                | 2033-06-15      | 9.6250%  | 0.0000% | $3900000.00        | $4022104.13        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP                | 2028-10-01      | 12.0000% | 0.0000% | $3750000.00        | $4136012.50        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC | 2028-05-01      | 5.0000%  | 0.0000% | $5653000.00        | $5690504.51        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC | 2030-05-15      | 8.7500%  | 0.0000% | $3400000.00        | $3602223.50        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                 | 2029-01-15      | 9.7500%  | 0.0000% | $5620000.00        | $5707039.75        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC        | 2026-03-15      | 5.6250%  | 0.0000% | $4500000.00        | $4573108.13        | Corporate Debt Securities |
| TRANSDIGM INC                        | 2033-05-31      | 6.3750%  | 0.0000% | $4000000.00        | $4028533.33        | Corporate Debt Securities |
| US FOODS INC                         | 2029-02-15      | 4.7500%  | 0.0000% | $753000.00         | $752986.82         | Corporate Debt Securities |

### Security 299: 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):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM_15-CCRE27                                            | 2048-10-30      | 1.0000%  | 0.0000% | $24256000.00       | $31594.80          | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                  | 2056-12-15      | 0.9069%  | 0.0000% | $13423098.00       | $802415.96         | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURI                          | 2048-08-15      | 0.7023%  | 0.0000% | $39500000.00       | $7430.11           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2050-09-15      | 1.0718%  | 0.0000% | $13695000.00       | $202012.88         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN16                                              | 2052-02-16      | 0.9304%  | 0.0000% | $1648564.00        | $40186.22          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B24                                              | 2054-03-15      | 1.1334%  | 0.0000% | $1697000.00        | $72937.97          | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB          | 2036-11-25      | 0.1818%  | 0.0000% | $246657000.00      | $85820.86          | Private Label Collateralized Mortgage Obligations |
| BACM_15-UBS7                                              | 2048-09-15      | 0.6183%  | 0.0000% | $32868332.00       | $12505.15          | Private Label Collateralized Mortgage Obligations |
| BACM_16-UB10                                              | 2049-06-15      | 1.9131%  | 0.0000% | $41693000.00       | $2424017.81        | Private Label Collateralized Mortgage Obligations |
| BANK_22-BN39                                              | 2055-02-15      | 0.4157%  | 0.0000% | $52540000.00       | $1235634.23        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN18                                         | 2062-05-17      | 0.8808%  | 0.0000% | $15278000.00       | $427263.49         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BNK17                                             | 2052-04-15      | 0.9974%  | 0.0000% | $1960000.00        | $59739.61          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN20                                         | 2062-09-15      | 0.8065%  | 0.0000% | $22715000.00       | $598970.74         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN26                                              | 2063-03-15      | 1.1904%  | 0.0000% | $8720000.00        | $353022.99         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN37                                              | 2064-11-15      | 0.0000%  | 0.0000% | $1210840.00        | $29400.00          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN19                                         | 2061-08-15      | 1.1002%  | 0.0000% | $14780000.00       | $468016.70         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN28                                         | 2063-03-15      | 1.7587%  | 0.0000% | $44190000.00       | $3159181.53        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN31                                              | 2054-02-15      | 1.2799%  | 0.0000% | $15015552.00       | $820001.79         | Private Label Collateralized Mortgage Obligations |
| BANK_23-BN46                                              | 2056-08-15      | 0.6170%  | 0.0000% | $3714396.00        | $135073.83         | Private Label Collateralized Mortgage Obligations |
| BMARK_19-B13                                              | 2057-08-15      | 0.9757%  | 0.0000% | $1750000.00        | $61153.58          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                     | 2054-02-15      | 1.2554%  | 0.0000% | $27491000.00       | $1381173.25        | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B26                                              | 2054-06-15      | 0.8809%  | 0.0000% | $7077241.00        | $250560.33         | Private Label Collateralized Mortgage Obligations |
| BMARK_23-B39                                              | 2056-07-15      | 0.5731%  | 0.0000% | $11773664.00       | $439926.87         | Private Label Collateralized Mortgage Obligations |
| CD_16-CD2                                                 | 2049-11-04      | 1.2500%  | 0.0000% | $12334689.00       | $173881.42         | Private Label Collateralized Mortgage Obligations |
| CF_19-CF3                                                 | 2053-01-17      | 0.6774%  | 0.0000% | $35417000.00       | $810046.09         | Private Label Collateralized Mortgage Obligations |
| COMM_14-CR15                                              | 2047-02-10      | 0.1490%  | 0.0000% | $27210000.00       | $531753.37         | Private Label Collateralized Mortgage Obligations |
| COMM_14_CCRE20                                            | 2047-11-10      | 1.4506%  | 0.0000% | $16586000.00       | $611314.50         | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE25                                            | 2025-08-10      | 0.7500%  | 0.0000% | $16251095.00       | $19406.53          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                               | 2026-02-10      | 0.7500%  | 0.0000% | $24126000.00       | $61163.44          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                               | 2026-02-10      | 1.9297%  | 0.0000% | $12748000.00       | $100750.57         | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                             | 2051-08-15      | 0.5468%  | 0.0000% | $32904000.00       | $398939.62         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_12-CR4                           | 2045-10-15      | 1.1437%  | 0.0000% | $420124.00         | $1002.84           | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST                           | 2057-06-15      | 0.2448%  | 0.0000% | $8093000.00        | $238.15            | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC35                                             | 2048-11-10      | 1.2201%  | 0.0000% | $20357705.00       | $168882.27         | Private Label Collateralized Mortgage Obligations |
| CCMT_16-GC36                                              | 2049-02-10      | 0.0000%  | 0.0000% | $52265939.00       | $459967.33         | Private Label Collateralized Mortgage Obligations |
| CGCMT_18-C6                                               | 2051-11-10      | 0.7613%  | 0.0000% | $2553000.00        | $54114.89          | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C1                                               | 2049-05-10      | 1.2500%  | 0.0000% | $24277000.00       | $151729.89         | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C3                                               | 2049-09-10      | 0.7500%  | 0.0000% | $11566000.00       | $258583.00         | Private Label Collateralized Mortgage Obligations |
| CGCMT_22-GC48                                             | 2054-05-15      | 0.3044%  | 0.0000% | $85373000.00       | $1530644.17        | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P3                                               | 2049-04-15      | 0.0000%  | 0.0000% | $33553954.00       | $616202.26         | Private Label Collateralized Mortgage Obligations |
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1          | 2036-04-25      | 0.4734%  | 0.0000% | $44944000.00       | $17154.53          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATI                          | 2044-08-10      | 0.0856%  | 0.0000% | $25909000.00       | $932.45            | Private Label Collateralized Mortgage Obligations |
| GSMS_13-GC13                                              | 2046-07-10      | 0.0000%  | 0.0000% | $34835000.00       | $9.76              | Private Label Collateralized Mortgage Obligations |
| GSMS_15-GC34                                              | 2048-10-10      | 1.6565%  | 0.0000% | $30886651.00       | $671977.00         | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                              | 2052-02-10      | 1.0061%  | 0.0000% | $12850000.00       | $349787.48         | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                              | 2053-02-13      | 0.6139%  | 0.0000% | $1000000.00        | $21563.56          | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C45                                              | 2048-11-15      | 0.5000%  | 0.0000% | $4901898.00        | $2283.20           | Private Label Collateralized Mortgage Obligations |
| JPMDB_16-C2                                               | 2026-05-15      | 1.2500%  | 0.0000% | $12471000.00       | $123412.32         | Private Label Collateralized Mortgage Obligations |
| JPMCC_16-JP2                                              | 2049-08-15      | 0.7500%  | 0.0000% | $13414000.00       | $82297.13          | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C23                                              | 2047-09-15      | 0.3523%  | 0.0000% | $32521000.00       | $1235.69           | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C24                                              | 2047-11-15      | 0.5000%  | 0.0000% | $19697937.00       | $15813.07          | Private Label Collateralized Mortgage Obligations |
| JPMCC_15-FL7                                              | 2028-05-15      | 10.7500% | 0.0000% | $6265000.00        | $2128501.23        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_15-C26                    | 2048-10-15      | 0.7634%  | 0.0000% | $1990000.00        | $700.82            | Private Label Collateralized Mortgage Obligations |
| MSC_15-UBS8                                               | 2048-12-15      | 1.3904%  | 0.0000% | $25718468.00       | $192639.71         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                          | 2050-06-17      | 1.2912%  | 0.0000% | $17855000.00       | $238240.63         | Private Label Collateralized Mortgage Obligations |
| MSBAM 2015-C20                                            | 2048-02-15      | 1.5953%  | 0.0000% | $15735000.00       | $132908.10         | Private Label Collateralized Mortgage Obligations |
| MSBAM_16-C31                                              | 2049-11-15      | 1.2536%  | 0.0000% | $5943856.00        | $88784.66          | Private Label Collateralized Mortgage Obligations |
| MSBAM_17-C34                                              | 2052-11-15      | 0.7636%  | 0.0000% | $9343000.00        | $110146.48         | Private Label Collateralized Mortgage Obligations |
| MSC_16-UBS11                                              | 2049-08-15      | 1.5000%  | 0.0000% | $12786000.00       | $128056.34         | Private Label Collateralized Mortgage Obligations |
| PRIME_07-1                                                | 2037-03-25      | 0.3132%  | 0.0000% | $82317000.00       | $14509.10          | Private Label Collateralized Mortgage Obligations |
| PRIME MORTGAGE TRUST PRIME_07-2                           | 2037-04-25      | 0.2970%  | 0.0000% | $40230000.00       | $13984.86          | Private Label Collateralized Mortgage Obligations |
| SBAL_20-RR1                                               | 2053-02-13      | 1.3592%  | 0.0000% | $48097679.00       | $1714672.22        | Private Label Collateralized Mortgage Obligations |
| AOTA_15-1211                                              | 2035-08-10      | 0.0000%  | 0.0000% | $24750809.00       | $8213.43           | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UB                          | 2050-08-17      | 1.0549%  | 0.0000% | $11525000.00       | $126727.64         | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C4                                               | 2050-10-17      | 1.0835%  | 0.0000% | $2174000.00        | $33382.56          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C5                                               | 2050-11-15      | 1.1328%  | 0.0000% | $2700000.00        | $32177.73          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17                | 2052-10-15      | 1.4359%  | 0.0000% | $13660000.00       | $626434.79         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2059-12-15      | 0.8140%  | 0.0000% | $28673288.00       | $190784.91         | Private Label Collateralized Mortgage Obligations |
| `WFCM_16-C36                                              | 2059-11-15      | 0.0000%  | 0.0000% | $10080779.00       | $137311.29         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BNK35                                             | 2064-06-15      | 1.0288%  | 0.0000% | $14316000.00       | $639409.60         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                                           | 2063-06-15      | 0.9580%  | 0.0000% | $17260000.00       | $704607.82         | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B32                                              | 2055-01-15      | 0.4561%  | 0.0000% | $168390000.00      | $2625804.40        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_24-1                        | 2069-02-25      | 5.8350%  | 0.0000% | $1720000.00        | $1084525.74        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN32                                              | 2054-04-15      | 0.7616%  | 0.0000% | $2470000.00        | $78161.19          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-08-15      | 1.7029%  | 0.0000% | $1706000.00        | $21523.00          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-10-06      | 0.0000%  | 0.0000% | $6794000.00        | $370361.51         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-11-15      | 2.0000%  | 0.0000% | $6676000.00        | $148595.15         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                              | 2054-09-15      | 1.3474%  | 0.0000% | $1391000.00        | $78388.15          | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C32                                              | 2062-02-15      | 1.3563%  | 0.0000% | $8900000.00        | $768308.10         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B1                      | 2051-01-15      | 0.5267%  | 0.0000% | $2949000.00        | $21109.08          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B30                                              | 2054-11-15      | 0.7979%  | 0.0000% | $2122000.00        | $85325.13          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V13                     | 2057-02-15      | 0.9142%  | 0.0000% | $27800000.00       | $986306.55         | Private Label Collateralized Mortgage Obligations |
| COMM_24-277P                                              | 2042-08-10      | 0.8943%  | 0.0000% | $8850000.00        | $247485.16         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                             | 2059-10-25      | 0.5000%  | 0.0000% | $48000000.00       | $683776.63         | Private Label Collateralized Mortgage Obligations |
| RIDET_25-SHRE                                             | 2047-02-14      | 0.0000%  | 0.0000% | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| BANK_18-BN14                                              | 2060-09-15      | 0.5003%  | 0.0000% | $1000000.00        | $10781.82          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                         | 2050-11-15      | 0.7054%  | 0.0000% | $3000000.00        | $34264.92          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                      | 2052-01-15      | 0.6190%  | 0.0000% | $3000000.00        | $47020.93          | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B19                                              | 2053-09-15      | 1.7440%  | 0.0000% | $5026000.00        | $234162.61         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B18                     | 2053-07-15      | 1.7982%  | 0.0000% | $300000.00         | $13949.56          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                     | 2054-01-15      | 1.5006%  | 0.0000% | $573000.00         | $37935.02          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V8                      | 2057-07-15      | 0.7893%  | 0.0000% | $53028000.00       | $1512483.31        | Private Label Collateralized Mortgage Obligations |
| GSMS_18-GS10                                              | 2051-07-10      | 0.3056%  | 0.0000% | $4399000.00        | $42712.10          | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                              | 2058-03-15      | 1.1560%  | 0.0000% | $78000000.00       | $3734636.50        | Private Label Collateralized Mortgage Obligations |
| WFC_21-C59                                                | 2054-04-15      | 1.4917%  | 0.0000% | $17040000.00       | $1042525.31        | Private Label Collateralized Mortgage Obligations |
| BHMS_18-ATLS                                              | 2035-07-15      | 6.8590%  | 0.0000% | $15000000.00       | $15034633.76       | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN21                                              | 2052-10-17      | 0.8265%  | 0.0000% | $2726000.00        | $72043.58          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN38                                              | 2064-12-15      | 0.8081%  | 0.0000% | $11421000.00       | $472122.27         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                         | 2054-11-15      | 0.7519%  | 0.0000% | $17310000.00       | $214278.52         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR10                                            | 2057-10-15      | 1.1894%  | 0.0000% | $17870300.00       | $811906.13         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V10                     | 2057-09-15      | 1.3055%  | 0.0000% | $17915500.00       | $885240.59         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C7                             | 2057-11-11      | 0.9308%  | 0.0000% | $11950000.00       | $445574.78         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-8                                                | 2055-08-25      | 0.5000%  | 0.0000% | $47764000.00       | $362368.39         | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-INV1                                             | 2055-01-25      | 0.3849%  | 0.0000% | $80000000.00       | $671831.70         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ6                                              | 2051-11-27      | 0.1562%  | 0.0000% | $107939000.00      | $798442.93         | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ3                                              | 2055-07-26      | 0.5000%  | 0.0000% | $69000000.00       | $1052750.62        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                             | 2025-07-01      | 0.1200%  | 0.0000% | $141031000.00      | $579867.81         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                             | 2059-10-25      | 0.3177%  | 0.0000% | $102004000.00      | $666461.57         | Private Label Collateralized Mortgage Obligations |
| SEMT_13-2                                                 | 2043-02-25      | 0.6260%  | 0.0000% | $278623000.00      | $281967.82         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN27                                              | 2063-04-15      | 1.1539%  | 0.0000% | $34182000.00       | $1536274.00        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO LTD BSP_18-14A                | 2052-08-15      | 1.5153%  | 0.0000% | $2827000.00        | $121318.84         | Private Label Collateralized Mortgage Obligations |
| CAFL_25-RTL1                                              | 2025-07-01      | 0.0000%  | 0.0000% | $6000000.00        | $6001834.67        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                  | 2054-05-15      | 1.2762%  | 0.0000% | $4140000.00        | $206574.47         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4         | 2058-05-15      | 1.1218%  | 0.0000% | $19031648.00       | $931738.33         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                    | 2036-10-15      | 5.1152%  | 0.0000% | $2569000.00        | $2568856.89        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 | 2057-12-15      | 0.0000%  | 0.0000% | $26208000.00       | $1119168.62        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9       | 2053-08-15      | 1.7049%  | 0.0000% | $301000.00         | $12110.92          | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS11               | 2052-08-15      | 1.5584%  | 0.0000% | $12790000.00       | $549498.94         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                          | 2048-11-10      | 1.1249%  | 0.0000% | $14498252.00       | $76890.26          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2057-09-15      | 0.8071%  | 0.0000% | $3000000.00        | $1148.92           | Private Label Collateralized Mortgage Obligations |

### Security 300: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BERKSHIRE HATHAWAY INC                               | 2043-02-11      | 4.5000%  | 0.0000% | $249000.00         | $234347.60         | Corporate Debt Securities                         |
| BROADCOM INC                                         | 2033-04-15      | 3.4190%  | 0.0000% | $8986000.00        | $8170816.29        | Corporate Debt Securities                         |
| CATERPILLAR INC                                      | 2050-04-09      | 3.2500%  | 0.0000% | $93000.00          | $64861.22          | Corporate Debt Securities                         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K735 | 2026-05-25      | 2.8620%  | 0.0000% | $100000.00         | $94586.53          | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC/THE                          | 2045-10-21      | 4.7500%  | 0.0000% | $22245000.00       | $19804371.29       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                  | 2033-01-25      | 2.9630%  | 0.0000% | $71897000.00       | $65196009.86       | Corporate Debt Securities                         |
| MICROSOFT CORP                                       | 2050-09-15      | 2.5000%  | 0.0000% | $19190000.00       | $11773096.99       | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                            | 2054-05-22      | 5.5000%  | 0.0000% | $788000.00         | $759281.78         | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C44    | 2051-05-15      | 4.2120%  | 0.0000% | $408201.00         | $404189.20         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                                        | 2030-09-19      | 4.5420%  | 0.0000% | $45000.00          | $45293.08          | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC.                                 | 2032-08-15      | 5.4000%  | 0.0000% | $66000.00          | $68374.68          | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC                         | 2048-03-15      | 4.4000%  | 0.0000% | $3017000.00        | $2543853.95        | Corporate Debt Securities                         |
| KINDER MORGAN INC                                    | 2048-03-01      | 5.2000%  | 0.0000% | $18000.00          | $16345.42          | Corporate Debt Securities                         |
| REGENERON PHARMACEUTICALS INC.                       | 2050-09-15      | 2.8000%  | 0.0000% | $50000.00          | $29985.83          | Corporate Debt Securities                         |
| ALEXANDRIA REAL EST EQ INC                           | 2034-03-15      | 2.9500%  | 0.0000% | $50000.00          | $42383.21          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                 | 2079-12-31      | 6.1250%  | 0.0000% | $3074000.00        | $3150477.28        | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                     | 2079-12-31      | 4.6250%  | 0.0000% | $21000.00          | $21096.33          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                          | 2037-10-01      | 6.7500%  | 0.0000% | $24810000.00       | $27449473.88       | Corporate Debt Securities                         |
| XILINX INC                                           | 2030-06-01      | 2.3750%  | 0.0000% | $2328000.00        | $2133782.40        | Corporate Debt Securities                         |
| CITIGROUP INC                                        | 2028-01-10      | 3.8870%  | 0.0000% | $10234000.00       | $10320224.30       | Corporate Debt Securities                         |
| DEUTSCHE BANK AG (NEW YORK BRANC                     | 2034-02-10      | 7.0790%  | 0.0000% | $200000.00         | $217997.89         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                                 | 2050-06-01      | 5.5000%  | 0.0000% | $2500000.00        | $2331226.39        | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                   | 2030-01-17      | 5.5650%  | 0.0000% | $4000000.00        | $4247228.33        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                          | 2032-07-21      | 2.3830%  | 0.0000% | $18864000.00       | $16636254.35       | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC                           | 2032-05-15      | 3.0000%  | 0.0000% | $2888000.00        | $2535259.68        | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_23-INV1             | 2068-02-25      | 7.4889%  | 0.0000% | $1180000.00        | $1172863.24        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                                       | 2027-04-15      | 2.5000%  | 0.0000% | $2233000.00        | $2184316.88        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                                  | 2033-11-21      | 8.2480%  | 0.0000% | $980000.00         | $1140431.23        | Corporate Debt Securities                         |
| VULCAN MATERIALS COMPANY                             | 2030-06-01      | 3.5000%  | 0.0000% | $7592000.00        | $7273815.06        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-1          | 2039-06-01      | 4.3770%  | 0.0000% | $4000000.00        | $3713423.67        | Asset-Backed Securities                           |
| ROYAL BANK OF CANADA                                 | 2025-12-12      | 4.7840%  | 0.0000% | $3497000.00        | $3509596.19        | Corporate Debt Securities                         |
| JM SMUCKER CO                                        | 2053-11-15      | 6.5000%  | 0.0000% | $15000.00          | $15965.03          | Corporate Debt Securities                         |
| US BANCORP                                           | 2036-02-12      | 5.4240%  | 0.0000% | $10000.00          | $10343.92          | Corporate Debt Securities                         |
| ABBVIE INC                                           | 2035-03-15      | 4.5500%  | 0.0000% | $6399000.00        | $6264498.35        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                                 | 2035-03-15      | 5.4000%  | 0.0000% | $364000.00         | $373413.04         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                               | 2026-07-15      | 0.1250%  | 0.0000% | $21872800.00       | $29007693.18       | U.S. Treasuries (including strips)                |
| CONSUMERS ENERGY COMPANY                             | 2035-05-15      | 5.0500%  | 0.0000% | $3540000.00        | $3582466.23        | Corporate Debt Securities                         |
| INTER-AMERICAN INVESTMENT CORP                       | 2030-04-01      | 4.2500%  | 0.0000% | $14577000.00       | $14884530.15       | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                               | 2035-05-14      | 5.9050%  | 0.0000% | $2385000.00        | $2483250.74        | Corporate Debt Securities                         |
| APEX CREDIT CLO LTD APEXC_24-2                       | 2037-07-27      | 5.8018%  | 0.0000% | $2000000.00        | $2026473.16        | Asset-Backed Securities                           |
| BANCO SANTANDER SA                                   | 2035-01-17      | 6.0330%  | 0.0000% | $2200000.00        | $2365673.38        | Corporate Debt Securities                         |
| BOEING CO                                            | 2064-05-01      | 7.0080%  | 0.0000% | $4000000.00        | $4383581.33        | Corporate Debt Securities                         |
| CITIGROUP INC                                        | 2036-03-27      | 5.3330%  | 0.0000% | $3241000.00        | $3295406.40        | Corporate Debt Securities                         |
| CAS_22-R03                                           | 2042-03-25      | 7.8052%  | 0.0000% | $2375000.00        | $2469779.25        | Private Label Collateralized Mortgage Obligations |
| CAS_22-R04                                           | 2042-03-25      | 7.4052%  | 0.0000% | $410000.00         | $422791.38         | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA                                   | 2031-05-27      | 5.2220%  | 0.0000% | $7180000.00        | $7332983.06        | Corporate Debt Securities                         |
| UBS GROUP AG                                         | 2033-08-12      | 6.5370%  | 0.0000% | $6000000.00        | $6649911.00        | Corporate Debt Securities                         |
| D R HORTON INC                                       | 2034-10-15      | 5.0000%  | 0.0000% | $90000.00          | $89583.90          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                              | 2026-06-17      | 1.0500%  | 0.0000% | $4000000.00        | $3882156.67        | Corporate Debt Securities                         |
| WALT DISNEY CO                                       | 2050-03-23      | 4.7000%  | 0.0000% | $87000.00          | $77915.80          | Corporate Debt Securities                         |
| STACR_22-DNA7                                        | 2042-09-25      | 9.3052%  | 0.0000% | $2589000.00        | $2805467.28        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC/THE                          | 2032-04-22      | 2.6150%  | 0.0000% | $63869000.00       | $57077135.03       | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                    | 2034-03-09      | 6.2540%  | 0.0000% | $17758000.00       | $19246709.38       | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC                        | 2032-09-15      | 1.8500%  | 0.0000% | $3824000.00        | $3179945.99        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                  | 2036-04-22      | 5.5720%  | 0.0000% | $10000000.00       | $10413548.89       | Corporate Debt Securities                         |
| KSL COMMERCIAL MORTGAGE TRUST KSLCMT_24-HT2          | 2039-12-15      | 6.6530%  | 0.0000% | $2055000.00        | $2049757.91        | Private Label Collateralized Mortgage Obligations |
| LLOYDS BANKING GROUP PLC                             | 2028-08-16      | 4.5500%  | 0.0000% | $4405000.00        | $4488986.22        | Corporate Debt Securities                         |
| MADISON PARK FUNDING LTD MDPK_25-71A                 | 2038-04-23      | 5.4095%  | 0.0000% | $6000000.00        | $6074133.10        | Asset-Backed Securities                           |
| MARS INC                                             | 2050-07-16      | 2.4500%  | 0.0000% | $3984000.00        | $2290684.91        | Corporate Debt Securities                         |
| MICROSOFT CORP                                       | 2027-02-06      | 3.3000%  | 0.0000% | $3798000.00        | $3807381.06        | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                    | 2035-11-28      | 3.0320%  | 0.0000% | $894000.00         | $806723.35         | Corporate Debt Securities                         |
| ROCKT_19-2A                                          | 2032-08-20      | 5.9720%  | 0.0000% | $3000000.00        | $3027694.30        | Asset-Backed Securities                           |
| 200 PARK FUNDING TRUST                               | 2055-02-15      | 5.7400%  | 0.0000% | $2600000.00        | $2587950.44        | Corporate Debt Securities                         |
| UPST_25-1                                            | 2035-04-20      | 6.3300%  | 0.0000% | $1603000.00        | $1631551.57        | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC                           | 2040-11-20      | 2.6500%  | 0.0000% | $16700000.00       | $11719299.21       | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                | 2028-01-24      | 4.9000%  | 0.0000% | $34000.00          | $34931.03          | Corporate Debt Securities                         |

### Security 301: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | 2050-06-15      | 3.0000%  | 0.0000% | $2500000.00        | $2131089.17        | Private Label Collateralized Mortgage Obligations |
| FORTRESS OPPORTUNITIES RESIDENTIAL TRANSACTION FORT_22-FL3       | 2039-02-23      | 6.1522%  | 0.0000% | $14050000.00       | $155078.34         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 6.5000%  | 0.0000% | $1525000.00        | $1325757.77        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 7.0352%  | 0.0000% | $7425000.00        | $7300584.63        | Private Label Collateralized Mortgage Obligations |
| NYT_19-NYT                                                       | 2035-12-15      | 6.3090%  | 0.0000% | $8100000.00        | $7689684.38        | Private Label Collateralized Mortgage Obligations |
| OBX_20-INV1                                                      | 2049-12-27      | 4.3273%  | 0.0000% | $9927000.00        | $7907532.67        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM6                                                      | 2062-06-25      | 4.6967%  | 0.0000% | $26960000.00       | $24163621.31       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM8                             | 2064-05-25      | 6.2330%  | 0.0000% | $25254000.00       | $19294859.75       | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                                     | 2054-09-15      | 1.5153%  | 0.0000% | $3175000.00        | $256505.74         | Private Label Collateralized Mortgage Obligations |
| CD COMMERCIAL MORTGAGE TRUST CD_                                 | 2050-05-10      | 4.3497%  | 0.0000% | $704034.00         | $651380.96         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-INV1                                          | 2053-08-25      | 6.0000%  | 0.0000% | $13529000.00       | $10568502.29       | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.8090%  | 0.0000% | $12342500.00       | $12161008.67       | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 0.2429%  | 0.0000% | $299546000.00      | $3068942.43        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_24-INV3                                          | 2054-09-25      | 6.5000%  | 0.0000% | $16609000.00       | $14417965.48       | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                                       | 2044-10-25      | 4.0217%  | 0.0000% | $11500000.00       | $5171457.84        | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV2                                                      | 2049-05-25      | 4.7381%  | 0.0000% | $10016000.00       | $7658573.62        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC42                        | 2052-09-10      | 3.0005%  | 0.0000% | $9725000.00        | $9079746.93        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                                    | 2051-07-25      | 3.0904%  | 0.0000% | $4147000.00        | $2989320.60        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $956000.00         | $835103.48         | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P                       | 2034-09-15      | 6.0874%  | 0.0000% | $12600000.00       | $12285779.39       | Private Label Collateralized Mortgage Obligations |
| APPLEBEES FUNDING LLC / IHOP FUNDING LLC DIN_23-1A               | 2053-03-05      | 7.8240%  | 0.0000% | $20000000.00       | $20394746.66       | Asset-Backed Securities                           |
| BMO_23-C7                                                        | 2056-12-15      | 0.0000%  | 0.0000% | $2035000.00        | $277971.00         | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV2                                                      | 2049-05-25      | 4.7381%  | 0.0000% | $1821000.00        | $1382477.11        | Private Label Collateralized Mortgage Obligations |
| GCAT_23-INV1                                                     | 2053-08-25      | 0.3995%  | 0.0000% | $292525997.00      | $1343282.88        | Private Label Collateralized Mortgage Obligations |
| GCAT_23-INV1                                                     | 2053-08-25      | 6.3213%  | 0.0000% | $207000.00         | $202090.33         | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0538%  | 0.0000% | $4643000.00        | $3543876.64        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV2                                                    | 2051-11-27      | 2.0000%  | 0.0000% | $644668.00         | $392517.13         | Private Label Collateralized Mortgage Obligations |
| VERUS_23-7                                                       | 2068-10-25      | 7.8868%  | 0.0000% | $3000000.00        | $3079111.93        | Private Label Collateralized Mortgage Obligations |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_19-2           | 2039-10-16      | 4.4580%  | 0.0000% | $650000.00         | $154341.69         | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 2.6866%  | 0.0000% | $6000000.00        | $5144845.24        | Private Label Collateralized Mortgage Obligations |
| BINOM_22-INV1                                                    | 2057-08-25      | 4.4410%  | 0.0000% | $19100000.00       | $14037053.50       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-CES2                    | 2054-09-25      | 5.5490%  | 0.0000% | $8500000.00        | $7626161.96        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING LTD MDPK_18-30AR                            | 2037-07-16      | 6.3605%  | 0.0000% | $1425000.00        | $1449426.10        | Asset-Backed Securities                           |
| PMTLT_21-INV1                                                    | 2051-07-25      | 3.0904%  | 0.0000% | $2488000.00        | $1415201.39        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2059-12-15      | 3.0274%  | 0.0000% | $3000000.00        | $2707470.60        | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV1                                                      | 2049-02-25      | 5.0371%  | 0.0000% | $9553000.00        | $7812594.56        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                     | 2054-01-26      | 0.5000%  | 0.0000% | $224889000.00      | $1525826.52        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0538%  | 0.0000% | $4803000.00        | $3615744.26        | Private Label Collateralized Mortgage Obligations |
| OBX_24-J1                                                        | 2054-09-25      | 6.9139%  | 0.0000% | $4831000.00        | $4844735.00        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.2774%  | 0.0000% | $269011200.00      | $3356638.46        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                                     | 2044-10-25      | 5.3710%  | 0.0000% | $1229000.00        | $1232237.97        | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV1                                                      | 2049-02-25      | 5.0371%  | 0.0000% | $3821000.00        | $2942141.00        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON CLO LTD ECLO_17-2A                                     | 2029-02-15      | 8.2379%  | 0.0000% | $2787000.00        | $2795406.31        | Asset-Backed Securities                           |
| GCAT_25-INV1                                                     | 2025-07-01      | 0.0000%  | 0.0000% | $371000.00         | $364796.67         | Private Label Collateralized Mortgage Obligations |
| MABS_07-NCW                                                      | 2037-05-25      | 5.0337%  | 0.0000% | $10000000.00       | $2839461.69        | Asset-Backed Securities                           |
| OBX_21-INV3                                                      | 2051-10-25      | 0.1804%  | 0.0000% | $439988000.00      | $3382322.04        | Private Label Collateralized Mortgage Obligations |
| OBX_21-J3                                                        | 2051-10-25      | 2.8673%  | 0.0000% | $1361000.00        | $677502.00         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV2                                                    | 2059-12-25      | 6.6244%  | 0.0000% | $7489000.00        | $7253986.17        | Private Label Collateralized Mortgage Obligations |
| PRETSL                                                           | 2033-07-03      | 5.4042%  | 0.0000% | $219000.00         | $20000.15          | Asset-Backed Securities                           |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.5000%  | 0.0000% | $55333305.00       | $1295336.12        | Private Label Collateralized Mortgage Obligations |
| ELMCL_24-GTWY                                                    | 2041-09-15      | 9.3290%  | 0.0000% | $7500000.00        | $6961626.94        | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C9                        | 2051-03-15      | 4.3180%  | 0.0000% | $2140000.00        | $2048933.13        | Private Label Collateralized Mortgage Obligations |
| AASET 2020-1 TRUST AASET_20-1A                                   | 2040-01-16      | 4.3400%  | 0.0000% | $7515000.00        | $1853439.28        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2024-6 LTD BCC_24-6A                     | 2038-01-21      | 6.1631%  | 0.0000% | $8400000.00        | $8687981.55        | Asset-Backed Securities                           |
| MHCT_21-MHC2                                                     | 2038-05-15      | 0.0927%  | 0.0000% | $25038847.00       | $16313.28          | Private Label Collateralized Mortgage Obligations |
| MDPK_34-RR                                                       | 2037-10-16      | 7.6105%  | 0.0000% | $3000000.00        | $3028455.88        | Asset-Backed Securities                           |
| OBX_21-INV3                                                      | 2051-10-25      | 0.5500%  | 0.0000% | $39999000.00       | $1048780.82        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 0.5330%  | 0.0000% | $117091000.00      | $1461933.31        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_21-FPM                                           | 2038-06-15      | 7.9270%  | 0.0000% | $5000000.00        | $5022199.59        | Private Label Collateralized Mortgage Obligations |
| BMO_23-C6                                                        | 2056-09-15      | 6.2118%  | 0.0000% | $4692000.00        | $5062386.24        | Private Label Collateralized Mortgage Obligations |
| BXGNT_20-A                                                       | 2036-02-28      | 1.5500%  | 0.0000% | $28821000.00       | $6938298.81        | Asset-Backed Securities                           |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | 2039-06-15      | 7.4525%  | 0.0000% | $1100000.00        | $1111665.71        | Private Label Collateralized Mortgage Obligations |
| BALBOA BAY LOAN FUNDING BBBLF_23-1R                              | 2036-04-20      | 8.0695%  | 0.0000% | $2000000.00        | $2027881.27        | Asset-Backed Securities                           |
| CIM_19-INV3                                                      | 2049-08-25      | 4.6711%  | 0.0000% | $5298000.00        | $4215148.25        | Private Label Collateralized Mortgage Obligations |
| CNH EQUIPMENT TRUST CNH_24-C                                     | 2028-02-15      | 4.3000%  | 0.0000% | $269997.00         | $222569.56         | Asset-Backed Securities                           |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC  | 2055-05-20      | 6.0000%  | 0.0000% | $6909000.00        | $7106463.83        | Asset-Backed Securities                           |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_22-GC48                | 2055-06-15      | 4.8753%  | 0.0000% | $231000.00         | $214258.37         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_22-NQM3                                          | 2067-04-25      | 4.3490%  | 0.0000% | $1580000.00        | $1257159.96        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2025-07-01      | 0.0000%  | 0.0000% | $17989000.00       | $17662565.40       | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 0.0000%  | 0.0000% | $14913000.00       | $288042.80         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                                     | 2054-01-26      | 0.5000%  | 0.0000% | $122377000.00      | $1695651.82        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP JPMCC_22-NLP | 2037-04-15      | 6.4782%  | 0.0000% | $19300000.00       | $17623169.73       | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-25      | 6.0000%  | 0.0000% | $1750000.00        | $1548271.11        | Private Label Collateralized Mortgage Obligations |
| MCMLT_21-NMR1                                                    | 2060-11-25      | 1.1250%  | 0.0000% | $9105000.00        | $2169143.95        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-L3                         | 2052-11-15      | 2.5000%  | 0.0000% | $1300000.00        | $795988.55         | Private Label Collateralized Mortgage Obligations |
| MSEV_22-18R                                                      | 2037-10-20      | 6.2195%  | 0.0000% | $2000000.00        | $2026906.83        | Asset-Backed Securities                           |
| NCMF_25-MFS                                                      | 2033-06-10      | 0.0000%  | 0.0000% | $11292000.00       | $11510310.12       | Private Label Collateralized Mortgage Obligations |
| NCMS_20-2PAC                                                     | 2038-12-15      | 3.7508%  | 0.0000% | $158000.00         | $133483.05         | Private Label Collateralized Mortgage Obligations |
| NELNET PRIVATE EDUCATION LOAN TRUST NSLT_21-B                    | 2062-04-20      | 5.2121%  | 0.0000% | $2211439.00        | $768655.78         | Asset-Backed Securities                           |
| NOHT_19-HNLA                                                     | 2032-04-15      | 5.6475%  | 0.0000% | $6200000.00        | $6104304.32        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 0.0000%  | 0.0000% | $4559000.00        | $4039028.18        | Private Label Collateralized Mortgage Obligations |
| 1345 TRUST 1345T_25-AOA                                          | 2042-06-15      | 6.3000%  | 0.0000% | $8000000.00        | $8036584.00        | Private Label Collateralized Mortgage Obligations |
| PION_19-1                                                        | 2044-06-15      | 3.9670%  | 0.0000% | $8500000.00        | $4056830.31        | Asset-Backed Securities                           |
| PMTLT_25-J1                                                      | 2025-07-01      | 0.0000%  | 0.0000% | $37000000.00       | $485653.78         | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV2                                                    | 2051-11-27      | 3.2285%  | 0.0000% | $5077000.00        | $3713959.64        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                                       | 2055-06-25      | 0.5000%  | 0.0000% | $212000000.00      | $3048082.34        | Private Label Collateralized Mortgage Obligations |
| SEMT_20-1                                                        | 2050-02-25      | 0.3521%  | 0.0000% | $430204000.00      | $890228.52         | Private Label Collateralized Mortgage Obligations |
| TRAP_07-13A                                                      | 2042-11-09      | 5.6098%  | 0.0000% | $1687000.00        | $1219874.96        | Asset-Backed Securities                           |
| VERUS_24-1                                                       | 2069-01-25      | 6.6680%  | 0.0000% | $129000.00         | $130712.54         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C3                | 2058-01-15      | 6.0960%  | 0.0000% | $10000000.00       | $10593796.67       | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TRUST WPT_17-WWP                                 | 2036-11-10      | 3.5263%  | 0.0000% | $18099360.00       | $12811462.38       | Private Label Collateralized Mortgage Obligations |

### Security 302: 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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_22-205A                               | 2052-12-20      | 1.8681%  | 0.0000% | $12000000.00       | $319081.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                               | 2064-08-20      | 1.5981%  | 0.0000% | $37473685.00       | $625885.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                 | 2051-02-25      | 3.5000%  | 0.0000% | $64078346.00       | $5618820.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $11418929.30       | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                | 2050-10-20      | 3.0000%  | 0.0000% | $11346575.00       | $1067410.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                               | 2051-08-20      | 4.5000%  | 0.0000% | $8082783.00        | $805830.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                | 2052-05-20      | 3.7445%  | 0.0000% | $31313063.00       | $23012592.06       | Agency Collateralized Mortgage Obligation |
| GNMA_23-23A                                | 2053-02-20      | 1.9482%  | 0.0000% | $200000000.00      | $8511609.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                | 2053-06-20      | 5.2129%  | 0.0000% | $21857144.00       | $17913434.76       | Agency Collateralized Mortgage Obligation |
| GNMA_23-141C                               | 2050-05-20      | 1.6179%  | 0.0000% | $113975590.00      | $11689093.10       | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                | 2051-05-20      | 1.8982%  | 0.0000% | $104318398.00      | $12355166.49       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | 0.0000% | $1000.00           | $734.49            | Agency Mortgage-Backed Securities         |
| GNMA_25-4A                                 | 2055-01-20      | 1.6232%  | 0.0000% | $402845.00         | $29984.44          | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                | 2055-03-20      | 0.9781%  | 0.0000% | $100000.00         | $5666.66           | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                | 2054-12-25      | 0.8448%  | 0.0000% | $100000.00         | $2970.73           | Agency Collateralized Mortgage Obligation |
| FNMA_25-29K                                | 2055-05-25      | 0.6948%  | 0.0000% | $12920413.00       | $537496.59         | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                | 2055-05-25      | 0.9448%  | 0.0000% | $100000.00         | $4636.82           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | 0.0000% | $55743268.00       | $51697987.51       | Agency Mortgage-Backed Securities         |
| GNMA_21-8F                                 | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4815983.64        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                              | 2039-04-25      | 1.2693%  | 0.0000% | $17963999.00       | $291035.23         | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                 | 2046-03-25      | 1.7304%  | 0.0000% | $75000000.00       | $946114.29         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                | 2049-10-25      | 1.5803%  | 0.0000% | $4800000.00        | $209524.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-18B                                | 2050-06-25      | 3.0000%  | 0.0000% | $22453316.00       | $1279053.33        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                | 2052-06-25      | 1.7948%  | 0.0000% | $5111022.00        | $348009.17         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                | 2054-12-25      | 0.0000%  | 0.0000% | $100000.00         | $1021.44           | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                | 2054-11-25      | 1.0948%  | 0.0000% | $66069423.00       | $2947522.78        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                | 2054-11-25      | 0.9448%  | 0.0000% | $31150000.00       | $1082505.04        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                | 2053-10-25      | 0.3948%  | 0.0000% | $30211944.00       | $876131.68         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                | 2054-06-25      | 0.9948%  | 0.0000% | $75000000.00       | $3113760.23        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS           | 2045-01-25      | 2.1482%  | 0.0000% | $3357000.00        | $100314.65         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02         | 2027-01-25      | 2.9141%  | 0.0000% | $2168000.00        | $90099.52          | Agency Collateralized Mortgage Obligation |
| FHLMC_5464A                                | 2054-10-25      | 0.4848%  | 0.0000% | $6500000.00        | $313886.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5471A                                | 2054-11-25      | 0.3948%  | 0.0000% | $48171075.00       | $1221366.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                | 2054-11-25      | 0.2448%  | 0.0000% | $21000000.00       | $481192.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                | 2054-02-25      | 0.7948%  | 0.0000% | $15000000.00       | $410273.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                | 2054-02-25      | 0.7448%  | 0.0000% | $200000000.00      | $5075647.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 3.0000%  | 0.0000% | $1000.00           | $7.26              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | 0.0000% | $892962.00         | $144945.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $483779.00         | $335850.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.5000%  | 0.0000% | $1000.00           | $916.55            | Agency Mortgage-Backed Securities         |
| GNMA_10-89                                 | 2040-07-20      | 1.4979%  | 0.0000% | $34433750.00       | $170335.91         | Agency Collateralized Mortgage Obligation |
| GNMA_14-19                                 | 2044-02-16      | 1.6738%  | 0.0000% | $38181818.00       | $299707.03         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                | 2045-08-20      | 1.7679%  | 0.0000% | $22237939.00       | $270977.45         | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                | 2045-10-20      | 1.2179%  | 0.0000% | $18160000.00       | $136153.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                | 2063-10-16      | 0.9895%  | 0.0000% | $20148100.00       | $1115040.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129N                               | 2050-09-20      | 3.0000%  | 0.0000% | $63973566.00       | $5675704.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                | 2051-03-20      | 1.8679%  | 0.0000% | $81131426.00       | $3719592.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146                                | 2045-12-20      | 4.0000%  | 0.0000% | $10083352.00       | $1019317.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                               | 2051-08-20      | 3.0000%  | 0.0000% | $15876370.00       | $1981429.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                 | 2052-01-20      | 0.0000%  | 0.0000% | $54600000.00       | $673472.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                | 2052-03-20      | 0.0000%  | 0.0000% | $31000000.00       | $99036.00          | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                | 2052-03-20      | 0.0000%  | 0.0000% | $19999998.00       | $58039.91          | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                               | 2052-07-20      | 0.0000%  | 0.0000% | $30000000.00       | $634873.91         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                               | 2052-09-20      | 0.3982%  | 0.0000% | $15500000.00       | $460245.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-85C                                | 2053-06-20      | 4.1956%  | 0.0000% | $547643.00         | $490855.56         | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                               | 2053-12-20      | 7.0000%  | 0.0000% | $10665013.00       | $1285398.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97F                                | 2054-06-20      | 2.9981%  | 0.0000% | $100000.00         | $11381.84          | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                               | 2054-07-20      | 2.2481%  | 0.0000% | $34231517.00       | $2273569.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-175B                               | 2054-10-20      | 1.7182%  | 0.0000% | $100000.00         | $8789.58           | Agency Collateralized Mortgage Obligation |
| GNMA_24-172D                               | 2054-10-20      | 1.1982%  | 0.0000% | $200000000.00      | $4302337.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                               | 2054-10-20      | 1.1482%  | 0.0000% | $67782608.00       | $3514576.35        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                               | 2054-12-20      | 2.3481%  | 0.0000% | $27408135.00       | $2444211.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                 | 2055-01-20      | 1.5981%  | 0.0000% | $53926050.00       | $4914111.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                | 2055-02-20      | 0.8982%  | 0.0000% | $250000000.00      | $5299113.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                | 2055-02-20      | 1.6482%  | 0.0000% | $100000.00         | $4518.72           | Agency Collateralized Mortgage Obligation |

### Security 303: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $381405000.00
- **C.18.a - Value (excl. sponsor support):** $381405000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| INDIE SEMICONDUCTOR INC     | 2029-12-15      | 3.5000%  | 0.0000% | $21875000.00       | $20145963.54       | Corporate Debt Securities |
| LUCID GROUP INC             | 2026-12-15      | 1.2500%  | 0.0000% | $9667000.00        | $8415324.90        | Corporate Debt Securities |
| APPLIED OPTOELECTRONICS INC | 2030-01-15      | 2.7500%  | 0.0000% | $5255000.00        | $5249401.96        | Corporate Debt Securities |
| BLACKLINE INC               | 2029-06-01      | 1.0000%  | 0.0000% | $18426000.00       | $19588782.97       | Corporate Debt Securities |
| CINEMARK HOLDINGS INC       | 2025-08-15      | 4.5000%  | 0.0000% | $36446000.00       | $77297410.25       | Corporate Debt Securities |
| LUMINAR TECHNOLOGIES INC    | 2026-12-15      | 1.2500%  | 0.0000% | $4289000.00        | $2704303.85        | Corporate Debt Securities |
| OMNICELL INC                | 2029-12-01      | 1.0000%  | 0.0000% | $27487000.00       | $24636750.81       | Corporate Debt Securities |
| PATRICK IND                 | 2028-12-01      | 1.7500%  | 0.0000% | $732000.00         | $1087319.92        | Corporate Debt Securities |
| SHAKE SHACK INC             | 2028-03-01      | 0.0000%  | 0.0000% | $10435000.00       | $11080717.80       | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC | 2027-07-15      | 6.7500%  | 0.0000% | $22692000.00       | $24937089.75       | Corporate Debt Securities |
| VARONIS SYSTEMS INC         | 2025-08-15      | 1.2500%  | 0.0000% | $87681000.00       | $143725599.19      | Corporate Debt Securities |
| WEC ENERGY GROUP INC        | 2028-06-01      | 3.3750%  | 0.0000% | $64052000.00       | $64076019.50       | Corporate Debt Securities |
| WAYFAIR INC                 | 2027-09-15      | 3.2500%  | 0.0000% | $21115000.00       | $24229022.61       | Corporate Debt Securities |

### Security 304: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDLYAFQ2
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDM0AE88
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DISNEY WALT CO                 COM  | 2500-12-31      | 0.0000%  | 0.0000% | $1068570.00        | $130728853.80      | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        COM  | 2500-12-31      | 0.0000%  | 0.0000% | $14763.00          | $10198428.03       | Corporate Debt Securities |
| MASTERCARD INCORPORATED        CL A | 2500-12-31      | 0.0000%  | 0.0000% | $289453.00         | $159291774.96      | Corporate Debt Securities |
| NETFLIX INC                    COM  | 2500-12-31      | 0.0000%  | 0.0000% | $1724.00           | $2281058.88        | Corporate Debt Securities |

### Security 307: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.840000%
- **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:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-06      | 6.2100%  | 0.0000% | $1000.00           | $1171.19           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-15      | 5.6250%  | 0.0000% | $528000.00         | $591641.56         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2040-03-26      | 2.3400%  | 0.0000% | $1000000.00        | $719134.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2036-02-11      | 1.9300%  | 0.0000% | $1450000.00        | $1112625.52        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2031-09-30      | 1.5000%  | 0.0000% | $3000000.00        | $2720889.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2042-08-15      | 5.1100%  | 0.0000% | $3125000.00        | $3030510.94        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2037-09-28      | 5.2000%  | 0.0000% | $6100000.00        | $6073970.62        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2044-10-21      | 5.8750%  | 0.0000% | $4570000.00        | $4600584.34        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2037-05-15      | 6.0000%  | 0.0000% | $10870000.00       | $10953253.33       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                | 2037-06-24      | 5.7500%  | 0.0000% | $5705000.00        | $5709189.37        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $9998.00           | $7903.99           | Agency Mortgage-Backed Securities   |
| FREDDIE MAC GOLD                       | 2042-08-01      | 3.5000%  | 0.0000% | $89005.00          | $10790.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                | 2036-07-15      | 5.5000%  | 0.0000% | $3920000.00        | $4354388.27        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-15      | 6.7500%  | 0.0000% | $2589000.00        | $2999709.90        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.5000%  | 0.0000% | $57998.00          | $16309.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | 0.0000% | $72337.00          | $9275.02           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $992.70            | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                 | 2029-01-15      | 0.8750%  | 0.0000% | $999300.00         | $1253660.54        | U.S. Treasuries (including strips)  |

### Security 308: 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: BYDM759E5
- **C.18 - Value (incl. sponsor support):** $1065000000.00
- **C.18.a - Value (excl. sponsor support):** $1065000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: 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: BYDM759J4
- **C.18 - Value (incl. sponsor support):** $830000000.00
- **C.18.a - Value (excl. sponsor support):** $830000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 310: 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: BYDM759K1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: 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: BYDM759L9
- **C.18 - Value (incl. sponsor support):** $746000000.00
- **C.18.a - Value (excl. sponsor support):** $746000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: 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: BYDM759Q8
- **C.18 - Value (incl. sponsor support):** $1229000000.00
- **C.18.a - Value (excl. sponsor support):** $1229000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: 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: BYDM759R6
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDM77NE5
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVE 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYDM7BRS1
- **C.18 - Value (incl. sponsor support):** $152000000.00
- **C.18.a - Value (excl. sponsor support):** $152000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDM7E815
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 317: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.400000%
- **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: BYDM7EHY3
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $561922.00         | $39606.77          | Agency Mortgage-Backed Securities         |
| FNRM CL039AI R23F039 | 2052-07-25      | 2.0000%  | 0.0000% | $25000000.00       | $2838535.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-051 SA     | 2041-04-20      | 2.1679%  | 0.0000% | $19415993.00       | $118714.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-21 SB      | 2049-08-20      | 1.6679%  | 0.0000% | $6500000.00        | $136470.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 JS     | 2053-05-20      | 3.6963%  | 0.0000% | $11538462.00       | $5170516.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-054 SB     | 2053-04-20      | 1.8481%  | 0.0000% | $51071341.00       | $2658389.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 SA     | 2053-12-20      | 2.0981%  | 0.0000% | $150000000.00      | $3199865.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-188 SD     | 2054-11-20      | 1.6982%  | 0.0000% | $97933835.00       | $5537390.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 CZ     | 2055-02-20      | 5.0000%  | 0.0000% | $1871.00           | $725.96            | Agency Collateralized Mortgage Obligation |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $6402892.00        | $469079.64         | Agency Mortgage-Backed Securities         |
| FERA 5420SM 06/25/54 | 2054-06-25      | 0.7948%  | 0.0000% | $74000000.00       | $2575868.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-152 SA     | 2049-12-20      | 1.5679%  | 0.0000% | $33948102.00       | $1146225.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-036 GS     | 2050-03-20      | 1.6679%  | 0.0000% | $36250000.00       | $2872489.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-023 SB     | 2054-02-20      | 2.2481%  | 0.0000% | $20395098.00       | $504066.22         | Agency Collateralized Mortgage Obligation |
| FNRA RC032PS R18F032 | 2048-05-25      | 2.0771%  | 0.0000% | $3000000.00        | $666670.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL027SJ R22F027 | 2052-06-25      | 1.7948%  | 0.0000% | $44888978.00       | $3056487.72        | Agency Collateralized Mortgage Obligation |
| FNRM CL016PO R24F016 | 2051-03-25      | 0.0000%  | 0.0000% | $2840000.00        | $1798853.64        | Agency Collateralized Mortgage Obligation |
| FNRA CL073AS R24F073 | 2050-07-25      | 1.5803%  | 0.0000% | $59157758.00       | $6635472.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL087SD R24F087 | 2054-12-25      | 0.0000%  | 0.0000% | $100000.00         | $1021.44           | Agency Collateralized Mortgage Obligation |
| FNRA CL093SA R24F093 | 2054-12-25      | 0.6948%  | 0.0000% | $98165189.00       | $2659467.63        | Agency Collateralized Mortgage Obligation |
| FGRA 3801SA 02/15/31 | 2031-02-15      | 0.3943%  | 0.0000% | $6000000.00        | $1274183.00        | Agency Collateralized Mortgage Obligation |
| FGRA 4248ES 05/15/41 | 2041-05-15      | 0.0000%  | 0.0000% | $15000000.00       | $1962205.64        | Agency Collateralized Mortgage Obligation |
| FGRA 4297VS 07/15/39 | 2039-07-15      | 0.0000%  | 0.0000% | $8998800.00        | $1704690.14        | Agency Collateralized Mortgage Obligation |
| FGRM 4839WO 08/15/56 | 2056-08-15      | 0.0000%  | 0.0000% | $5986000.00        | $1692517.38        | Agency Collateralized Mortgage Obligation |
| FERA 4923QS 11/25/49 | 2049-11-25      | 1.5803%  | 0.0000% | $10000000.00       | $563060.65         | Agency Collateralized Mortgage Obligation |
| FGRA 4999DS 03/15/43 | 2043-03-15      | 1.7817%  | 0.0000% | $18925757.00       | $690098.56         | Agency Collateralized Mortgage Obligation |
| FERM 5326UO 10/25/50 | 2050-10-25      | 0.0000%  | 0.0000% | $1637000.00        | $948965.92         | Agency Collateralized Mortgage Obligation |
| FERA 5440SV 07/25/54 | 2054-07-25      | 2.7948%  | 0.0000% | $12645832.00       | $1334659.90        | Agency Collateralized Mortgage Obligation |
| FERA 5441SD 08/25/54 | 2054-08-25      | 0.8248%  | 0.0000% | $10785018.00       | $450105.41         | Agency Collateralized Mortgage Obligation |
| FERA 5476SA 11/25/54 | 2054-11-25      | 1.0948%  | 0.0000% | $13789711.00       | $909251.02         | Agency Collateralized Mortgage Obligation |
| FERA 5558SG 07/25/55 | 2055-07-25      | 2.0900%  | 0.0000% | $50000000.00       | $5091463.89        | Agency Collateralized Mortgage Obligation |
| GNMI SF 779942 X     | 2026-11-15      | 3.0000%  | 0.0000% | $46328.00          | $336.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $1085886.00        | $433419.45         | Agency Mortgage-Backed Securities         |
| GNRA 2018-15 SB      | 2048-08-20      | 1.7679%  | 0.0000% | $22045674.00       | $405661.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-023 SB     | 2049-02-20      | 1.6179%  | 0.0000% | $33304063.00       | $741395.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-15 ES      | 2049-09-20      | 1.6679%  | 0.0000% | $7598875.00        | $176255.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 LI     | 2050-10-20      | 3.0000%  | 0.0000% | $30758826.00       | $2893587.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-098 IO     | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $3419119.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-160 SA     | 2051-09-20      | 1.8679%  | 0.0000% | $26227344.00       | $3059627.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-172 GS     | 2052-10-20      | 3.9563%  | 0.0000% | $3726693.00        | $2763714.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 WS     | 2053-05-20      | 3.6363%  | 0.0000% | $8333334.00        | $5079838.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 QS     | 2053-05-20      | 3.1444%  | 0.0000% | $4166667.00        | $2565544.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-114 SL     | 2053-08-20      | 1.4782%  | 0.0000% | $100000.00         | $4605.37           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SH     | 2054-06-20      | 2.9981%  | 0.0000% | $99900000.00       | $11370458.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 SA     | 2064-08-20      | 1.5981%  | 0.0000% | $100002.00         | $1670.23           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 JS     | 2054-08-20      | 2.3981%  | 0.0000% | $37792169.00       | $2678854.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 GS     | 2054-12-20      | 1.6482%  | 0.0000% | $40658857.00       | $2226721.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 SD     | 2055-02-20      | 1.6482%  | 0.0000% | $100000.00         | $4518.73           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 ST     | 2055-03-20      | 1.1482%  | 0.0000% | $100000000.00      | $3464531.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-065 ES     | 2055-04-20      | 0.9981%  | 0.0000% | $100000000.00      | $4972747.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 SD     | 2055-05-20      | 0.8260%  | 0.0000% | $100000.00         | $2553.45           | Agency Collateralized Mortgage Obligation |

### Security 318: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.390000%
- **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: BYDM7EHZ0
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $373100.00         | $374634.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $2400.00           | $2318.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $265.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $41000.00          | $41422.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $25000000.00       | $24903525.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $295075100.00      | $300928884.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $126000.00         | $119503.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $16120000.00       | $16164203.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $20900.00          | $20706.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $14000000.00       | $13828808.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $617400.00         | $615643.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.32            | U.S. Treasuries (including strips) |

### Security 319: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.390000%
- **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: BYDM7EJ70
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $44029300.00       | $88880071.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $434900.00         | $427761.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $218885300.00      | $249454370.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $191988500.00      | $211016443.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $7100.00           | $7108.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $397900.00         | $361612.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $214312700.00      | $221015326.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $18122800.00       | $18442583.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $155469400.00      | $156820931.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $925442700.00      | $940573644.06      | U.S. Treasuries (including strips) |

### Security 320: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.400000%
- **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: BYDM7EJF2
- **C.18 - Value (incl. sponsor support):** $18800000.00
- **C.18.a - Value (excl. sponsor support):** $18800000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_23-19A   | 2053-02-20      | 1.8982%  | 0.0000% | $2000000.00        | $89189.05          | Agency Collateralized Mortgage Obligation |
| GNMA_21-213D  | 2051-12-20      | 0.0000%  | 0.0000% | $200000000.00      | $1504893.76        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41E   | 2051-07-25      | 0.0000%  | 0.0000% | $57326781.00       | $66592.94          | Agency Collateralized Mortgage Obligation |
| FNMA_20-54C   | 2050-08-25      | 1.7304%  | 0.0000% | $25000000.00       | $1376999.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C   | 2054-06-25      | 1.5448%  | 0.0000% | $62844000.00       | $2913544.78        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B   | 2054-08-25      | 2.7248%  | 0.0000% | $140208640.00      | $7221511.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484A   | 2054-12-25      | 1.4948%  | 0.0000% | $43612900.00       | $1930308.27        | Agency Collateralized Mortgage Obligation |
| GNMA_19-133B  | 2049-10-20      | 0.0000%  | 0.0000% | $49133092.00       | $288765.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q   | 2054-07-20      | 0.8982%  | 0.0000% | $118763264.00      | $4348195.91        | Agency Collateralized Mortgage Obligation |

### Security 321: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **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: BYDM7EJJ4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2054-02-15      | 4.2500%  | 0.0000% | $69379250.00       | $63780861.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $92157000.00       | $89219150.04       | U.S. Treasuries (including strips) |

### Security 322: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.400000%
- **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: BYDM7EJP0
- **C.18 - Value (incl. sponsor support):** $660000000.00
- **C.18.a - Value (excl. sponsor support):** $660000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHS_275                | 2027-09-15      | 3.5000%  | 0.0000% | $32496585.00       | $13772.48          | Agency Collateralized Mortgage Obligation |
| FNSTR_413              | 2039-11-25      | 4.0000%  | 0.0000% | $1798427.00        | $14008.86          | Agency Collateralized Mortgage Obligation |
| FNSTR_413              | 2039-11-25      | 4.5000%  | 0.0000% | $3972520.00        | $21931.88          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $154518100.00      | $154482251.80      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $57812500.00       | $58143630.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $347050000.00      | $353535027.66      | U.S. Treasuries (including strips)        |
| FNSTR_435              | 2052-09-25      | 3.5000%  | 0.0000% | $100000.00         | $15867.86          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $106094400.00      | $106978896.81      | U.S. Treasuries (including strips)        |

### Security 323: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.390000%
- **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: BYDM7EJS4
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-01-31      | 1.5000%  | 0.0000% | $13337841.00       | $12941686.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $2345029.00        | $2358315.91        | U.S. Treasuries (including strips) |

### Security 324: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 4.400000%
- **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: BYDM7EJU9
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2033-11-15      | 4.5000%  | 0.0000% | $50817200.00       | $52303857.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $50913000.00       | $49696143.71       | U.S. Treasuries (including strips) |

### Security 325: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.380000%
- **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: BYDM7EJV7
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2044-02-15      | 4.5000%  | 0.0000% | $47034600.00       | $45900067.51       | U.S. Treasuries (including strips) |

### Security 326: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.390000%
- **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: BYDM7EJW5
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $189241000.00      | $185507984.72      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $155118700.00      | $156116575.18      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $148148900.00      | $156417807.45      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $66276200.00       | $66089446.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $154233100.00      | $154421690.37      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $141862900.00      | $143131584.60      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | 0.0000% | $99985500.00       | $98387869.39       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $86214200.00       | $86506654.60       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $151256800.00      | $140654534.01      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $185434900.00      | $189765929.76      | U.S. Treasuries (including strips) |

### Security 327: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.390000%
- **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: BYDM7EK45
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 5.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $37722100.00       | $36865129.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $26662800.00       | $28310541.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $3263500.00        | $2252999.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $15257300.00       | $11458626.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $8370300.00        | $4147063.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $54924100.00       | $34043179.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $19962500.00       | $10501976.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $64933300.00       | $41283536.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $13323900.00       | $7540906.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $42500000.00       | $34708995.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $5408700.00        | $5242423.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3511200.00        | $3433159.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $12050200.00       | $10360270.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $413286700.00      | $384506654.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $17200000.00       | $15994563.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $24569400.00       | $24942644.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $25017800.00       | $25097631.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $44100.00          | $43011.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $14527200.00       | $14537513.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $100000000.00      | $102377306.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $23039000.00       | $22895213.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $19126000.00       | $19517500.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $64663000.00       | $65930675.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $29202000.00       | $29619379.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $35980300.00       | $37134193.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $17378000.00       | $17813885.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $24947700.00       | $24286168.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $15812800.00       | $16423036.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $27000.00          | $28998.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $17825000.00       | $16152958.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $44650000.00       | $34408138.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $15028000.00       | $10673354.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $24450800.00       | $19363120.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $50000000.00       | $41310932.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $990100.00         | $982837.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $397021200.00      | $405041770.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $674700.00         | $682114.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $66464300.00       | $49499077.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $6197600.00        | $5790367.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $50000000.00       | $49055081.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $966500.00         | $966423.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $206936900.00      | $208315410.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $10077200.00       | $10209181.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $46700.00          | $46980.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.0000%  | 0.0000% | $94333900.00       | $94008636.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $26944800.00       | $21516258.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $25000000.00       | $16514397.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $17466000.00       | $13087640.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $197562000.00      | $183463242.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $9800.00           | $9360.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $6437100.00        | $6382114.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $19745000.00       | $20298552.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $23233800.00       | $22523101.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $25410200.00       | $26143625.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $1500200.00        | $1466471.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $10028600.00       | $9337684.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $2316500.00        | $2340291.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-29      | 0.0000%  | 0.0000% | $303828900.00      | $302855432.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $269373100.00      | $272348477.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $63983200.00       | $64578514.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $46213400.00       | $46496846.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $194500.00         | $208516.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $8181200.00        | $7085006.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $700.00            | $708.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $44825100.00       | $36397084.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $51422500.00       | $38436922.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $24750000.00       | $22992547.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.4850%  | 0.0000% | $17878500.00       | $18034637.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $31318200.00       | $31501223.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $30113100.00       | $30218441.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $519553000.00      | $536158927.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $368773800.00      | $369697578.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $257042200.00      | $257102604.92      | U.S. Treasuries (including strips) |

### Security 328: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.400000%
- **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: BYDM7EKC7
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | 0.0000% | $30000000.00       | $24331111.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $219879.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-07-20      | 5.5000%  | 0.0000% | $3000000.00        | $8877.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 4.0000%  | 0.0000% | $854412.00         | $134403.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.5000%  | 0.0000% | $2490000.00        | $192019.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | 0.0000% | $2198708.00        | $690029.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-07-20      | 3.5000%  | 0.0000% | $1203710.00        | $50204.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 6.0000%  | 0.0000% | $293093.00         | $39837.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | 0.0000% | $647282.00         | $26282.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-03-20      | 4.5000%  | 0.0000% | $249120.00         | $57029.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.5000%  | 0.0000% | $21963424.00       | $1693807.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | 0.0000% | $20000000.00       | $14707238.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | 0.0000% | $371886947.00      | $349155397.93      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $904890.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-07-20      | 2.5000%  | 0.0000% | $309699.00         | $247446.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 2.5000%  | 0.0000% | $298729.00         | $241544.69         | Agency Mortgage-Backed Securities |

### Security 329: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.390000%
- **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: BYDM7EKL7
- **C.18 - Value (incl. sponsor support):** $3090000000.00
- **C.18.a - Value (excl. sponsor support):** $3090000000.00
- **C.19 - Percentage of Net Assets:** 3.8500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2052-11-15      | 4.0000%  | 0.0000% | $1414264000.00     | $1238717066.74     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $347126000.00      | $229303064.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $280382000.00      | $273462588.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $135636800.00      | $171638632.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1224273100.00     | $1238678740.82     | U.S. Treasuries (including strips) |

### Security 330: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.400000%
- **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: BYDM7EKN3
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2055-06-20      | 6.5000%  | 0.0000% | $27849664.00       | $29580189.51       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.0000%  | 0.0000% | $80617697.00       | $81599811.60       | Agency Mortgage-Backed Securities |

### Security 331: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** TRI-PARTY FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **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: 254900Y8NKGV541U8Q32, C.5 - Other ID: BYDM7EKY9
- **C.18 - Value (incl. sponsor support):** $193000000.00
- **C.18.a - Value (excl. sponsor support):** $193000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $197421800.00      | $193022824.55      | U.S. Treasuries (including strips) |

### Security 332: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 4.400000%
- **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: BYDM7EKZ6
- **C.18 - Value (incl. sponsor support):** $1202000000.00
- **C.18.a - Value (excl. sponsor support):** $1202000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.0000%  | 0.0000% | $251106.00         | $118837.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-11-20      | 2.5000%  | 0.0000% | $1119900.00        | $190174.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.0000%  | 0.0000% | $2106300.00        | $190864.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 4.5000%  | 0.0000% | $463000.00         | $41587.17          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.0000%  | 0.0000% | $6678400.00        | $904472.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.0000%  | 0.0000% | $7986200.00        | $1153717.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 2.0000%  | 0.0000% | $57100.00          | $27576.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 5.5000%  | 0.0000% | $2024200.00        | $271894.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | 0.0000% | $106600000.00      | $14785911.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 5.5000%  | 0.0000% | $5088200.00        | $770727.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.0000%  | 0.0000% | $318300.00         | $120444.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 4.0000%  | 0.0000% | $1363600.00        | $145719.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | 0.0000% | $9194058.00        | $1672348.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | 0.0000% | $3250200.00        | $521848.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 2.5000%  | 0.0000% | $1343800.00        | $478329.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | 0.0000% | $19566100.00       | $7587857.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 5.5000%  | 0.0000% | $698500.00         | $339861.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | 0.0000% | $1137400.00        | $660975.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | 0.0000% | $613864.00         | $501579.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.5000%  | 0.0000% | $2937200.00        | $2439168.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.5000%  | 0.0000% | $11130700.00       | $9614929.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.0000%  | 0.0000% | $641900.00         | $133753.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 4.5000%  | 0.0000% | $1364300.00        | $220993.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.0000%  | 0.0000% | $611400.00         | $164215.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | 0.0000% | $1103500.00        | $397860.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 5.5000%  | 0.0000% | $1623500.00        | $801049.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 4.0000%  | 0.0000% | $5616900.00        | $2264581.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 4.0000%  | 0.0000% | $2335200.00        | $860854.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 4.0000%  | 0.0000% | $1409100.00        | $340874.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | 0.0000% | $2585900.00        | $765496.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 4.0000%  | 0.0000% | $1040900.00        | $516639.70         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | 0.0000% | $2629100.00        | $2520942.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 7.0000%  | 0.0000% | $1464900.00        | $555110.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | 0.0000% | $1241200.00        | $419031.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-12-20      | 3.0000%  | 0.0000% | $4864500.00        | $50399.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-05-15      | 4.0000%  | 0.0000% | $964500.00         | $91777.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.5000%  | 0.0000% | $87600.00          | $42447.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.5000%  | 0.0000% | $770300.00         | $303641.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $400000.00         | $247654.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | 0.0000% | $10629100.00       | $9044264.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 5.5000%  | 0.0000% | $12212600.00       | $10582639.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-03-15      | 3.0000%  | 0.0000% | $7932000.00        | $5416352.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $334800.00         | $287773.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 2.5000%  | 0.0000% | $33500.00          | $16716.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786843 C                      | 2052-03-20      | 0.0000%  | 0.0000% | $2394000.00        | $1719816.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 3.5000%  | 0.0000% | $1855913.00        | $186798.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 3.5000%  | 0.0000% | $458900.00         | $53433.62          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | 0.0000% | $30013400.00       | $10242781.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $173700.00         | $124862.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | 0.0000% | $15612320.00       | $8121787.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $4503900.00        | $2665593.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | 0.0000% | $41360800.00       | $25867964.23       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-06-15      | 5.0000%  | 0.0000% | $1203900.00        | $419724.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | 0.0000% | $5645964.00        | $3402595.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.0000%  | 0.0000% | $1169600.00        | $1046817.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | 0.0000% | $870600.00         | $109700.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 3.1000%  | 0.0000% | $73000.00          | $45300.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 3.5000%  | 0.0000% | $1040000.00        | $98285.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.5000%  | 0.0000% | $1453700.00        | $148026.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.5000%  | 0.0000% | $1910200.00        | $235560.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.5000%  | 0.0000% | $47031020.00       | $5787921.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.0000%  | 0.0000% | $27990000.00       | $10654936.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.5000%  | 0.0000% | $11073700.00       | $3556266.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $11983300.00       | $6414765.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.0000%  | 0.0000% | $36662560.00       | $23265293.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.0000%  | 0.0000% | $30000000.00       | $26811222.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2060-12-20      | 3.0000%  | 0.0000% | $229000.00         | $191941.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | 0.0000% | $2507000.00        | $1801173.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | 0.0000% | $1493100.00        | $1446577.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $7023200.00        | $6589077.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | 0.0000% | $57015000.00       | $9254642.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.0000%  | 0.0000% | $50000000.00       | $43472640.84       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $89999800.00       | $84020375.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | 0.0000% | $3845200.00        | $2857914.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | 0.0000% | $234839700.00      | $220639514.22      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | 0.0000% | $14596300.00       | $13762302.48       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | 0.0000% | $41680700.00       | $26039169.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.5000%  | 0.0000% | $86200.00          | $48476.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | 0.0000% | $46800.00          | $32005.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | 0.0000% | $2772300.00        | $2694552.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | 0.0000% | $8435900.00        | $8205421.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $20919000.00       | $20688879.79       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.0000%  | 0.0000% | $1222120.00        | $149019.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.5000%  | 0.0000% | $2509400.00        | $280978.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | 0.0000% | $1212177.00        | $153670.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-02-20      | 3.5000%  | 0.0000% | $1552700.00        | $156901.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 6.5000%  | 0.0000% | $2480900.00        | $457422.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | 0.0000% | $1415200.00        | $128833.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | 0.0000% | $5153500.00        | $464324.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | 0.0000% | $14282998.00       | $3682206.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | 0.0000% | $47586000.00       | $29183219.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-08-15      | 4.5000%  | 0.0000% | $1170400.00        | $141461.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 3.5000%  | 0.0000% | $1482500.00        | $194349.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.5000%  | 0.0000% | $1076500.00        | $210792.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 4.5000%  | 0.0000% | $1309900.00        | $512341.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-03-20      | 4.5000%  | 0.0000% | $1081600.00        | $191936.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.7500%  | 0.0000% | $608500.00         | $114326.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.0000%  | 0.0000% | $1304000.00        | $145268.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 2.5000%  | 0.0000% | $1196800.00        | $222059.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-02-20      | 3.5000%  | 0.0000% | $498200.00         | $41452.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.0000%  | 0.0000% | $1648196.00        | $188262.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 2.5000%  | 0.0000% | $803600.00         | $134520.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | 0.0000% | $685999.00         | $85503.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.6250%  | 0.0000% | $1825900.00        | $157442.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.5000%  | 0.0000% | $1727500.00        | $156111.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.0000%  | 0.0000% | $29213500.00       | $4607091.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 3.5000%  | 0.0000% | $577020.00         | $63941.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 5.0000%  | 0.0000% | $719200.00         | $66530.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | 0.0000% | $453799410.00      | $49929539.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 3.0000%  | 0.0000% | $3975000.00        | $698351.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 4.0000%  | 0.0000% | $165787.00         | $129829.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 2.0000%  | 0.0000% | $824700.00         | $618280.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 2.0000%  | 0.0000% | $621300.00         | $307979.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-04-15      | 4.0000%  | 0.0000% | $897700.00         | $165760.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.5000%  | 0.0000% | $31500000.00       | $4647638.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-05-15      | 5.0000%  | 0.0000% | $48000.00          | $17835.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | 0.0000% | $1223200.00        | $183620.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-01      | 4.0000%  | 0.0000% | $739700.00         | $160976.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | 0.0000% | $1889000.00        | $386947.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | 0.0000% | $7642800.00        | $1563512.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 3.0000%  | 0.0000% | $1846200.00        | $379769.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-09-20      | 3.5000%  | 0.0000% | $999300.00         | $129111.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 5.0000%  | 0.0000% | $1617900.00        | $191397.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | 0.0000% | $50000000.00       | $7854020.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | 0.0000% | $4321700.00        | $4191761.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 3.0000%  | 0.0000% | $1985100.00        | $429922.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-10-15      | 4.4900%  | 0.0000% | $685700.00         | $61952.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-11-15      | 4.7000%  | 0.0000% | $627400.00         | $190710.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-07-15      | 5.8600%  | 0.0000% | $862400.00         | $256925.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-09-20      | 6.0000%  | 0.0000% | $1753600.00        | $130445.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 5.0000%  | 0.0000% | $425000.00         | $40007.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 2.5000%  | 0.0000% | $6320000.00        | $4287731.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $1036900.00        | $686958.80         | Agency Mortgage-Backed Securities         |
| FHLMC_5554F                                | 2054-09-25      | 6.0000%  | 0.0000% | $310823.00         | $41130.07          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-04-15      | 3.7500%  | 0.0000% | $569100.00         | $48688.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0000%  | 0.0000% | $139200.00         | $83662.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 4.0000%  | 0.0000% | $5275000.00        | $457377.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 3.1000%  | 0.0000% | $33800.00          | $18401.51          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-03-15      | 3.1000%  | 0.0000% | $1363800.00        | $149590.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | 0.0000% | $982000.00         | $163284.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | 0.0000% | $9697600.00        | $1899431.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-03-20      | 3.0000%  | 0.0000% | $1202300.00        | $100001.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 3.0000%  | 0.0000% | $656000.00         | $69339.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 4.0000%  | 0.0000% | $31646300.00       | $2921499.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 3.5000%  | 0.0000% | $993366.00         | $88011.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-09-20      | 2.5000%  | 0.0000% | $760600.00         | $67360.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.5000%  | 0.0000% | $750800.00         | $83763.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 2.5000%  | 0.0000% | $459800.00         | $90655.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 7.0000%  | 0.0000% | $827400.00         | $110499.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 4.0000%  | 0.0000% | $50252700.00       | $4630901.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.0000%  | 0.0000% | $2098860.00        | $200504.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 2.0000%  | 0.0000% | $28200.00          | $11215.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-10-20      | 3.0000%  | 0.0000% | $449400.00         | $37469.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.6250%  | 0.0000% | $3000000.00        | $229277.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.5000%  | 0.0000% | $544400.00         | $48391.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 5.0000%  | 0.0000% | $5701000.00        | $573625.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.0000%  | 0.0000% | $10499800.00       | $1669383.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.0000%  | 0.0000% | $13135966.00       | $2088512.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 6.0000%  | 0.0000% | $998800.00         | $85433.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.0000%  | 0.0000% | $1291626.00        | $107749.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.0000%  | 0.0000% | $7000000.00        | $287130.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 3.0000%  | 0.0000% | $981900.00         | $137966.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.0000%  | 0.0000% | $800000.00         | $75350.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 5.0000%  | 0.0000% | $4439744.00        | $669862.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | 0.0000% | $2746800.00        | $310054.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 3.5000%  | 0.0000% | $50000000.00       | $6978422.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.0000%  | 0.0000% | $2158600.00        | $197983.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 2.5000%  | 0.0000% | $2599800.00        | $730103.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | 0.0000% | $50000000.00       | $12389414.31       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $10976481.47       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 4.0000%  | 0.0000% | $1017999.00        | $212725.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.0000%  | 0.0000% | $857163.00         | $237489.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.5000%  | 0.0000% | $1195200.00        | $309946.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.0000%  | 0.0000% | $2166792.00        | $690871.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | 0.0000% | $1480000.00        | $475100.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | 0.0000% | $2578500.00        | $317764.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $2274600.00        | $1640176.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | 0.0000% | $4026400.00        | $1982647.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 2.5000%  | 0.0000% | $42874457.00       | $22217177.27       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.5000%  | 0.0000% | $4853600.00        | $3983330.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | 0.0000% | $9921220.00        | $7295687.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | 0.0000% | $73183400.00       | $44881420.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 7.5000%  | 0.0000% | $141900.00         | $54718.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 4.0000%  | 0.0000% | $1965400.00        | $1361574.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.5000%  | 0.0000% | $721000.00         | $668677.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | 0.0000% | $25000000.00       | $23471877.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | 0.0000% | $3899500.00        | $126483.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | 0.0000% | $10098600.00       | $2323743.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 4.0000%  | 0.0000% | $2795000.00        | $260135.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | 0.0000% | $600000.00         | $130717.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.5000%  | 0.0000% | $6061900.00        | $1367472.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | 0.0000% | $2350300.00        | $565040.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 5.0000%  | 0.0000% | $1249000.00        | $132398.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-09-15      | 4.0000%  | 0.0000% | $464300.00         | $110320.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $3329600.00        | $2776539.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-06-20      | 2.0000%  | 0.0000% | $209800.00         | $147769.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-06-15      | 4.5100%  | 0.0000% | $2617000.00        | $2513034.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 4.0000%  | 0.0000% | $4932300.00        | $1135675.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-15      | 5.0000%  | 0.0000% | $1201800.00        | $215956.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.0000%  | 0.0000% | $649100.00         | $174403.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.5000%  | 0.0000% | $2138300.00        | $421928.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | 0.0000% | $866600.00         | $202574.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-10-15      | 3.0000%  | 0.0000% | $292900.00         | $181090.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.5000%  | 0.0000% | $1768500.00        | $669274.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.5000%  | 0.0000% | $1702200.00        | $226215.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 4.0000%  | 0.0000% | $1070100.00        | $251847.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | 0.0000% | $83900.00          | $49509.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 3.5000%  | 0.0000% | $110000.00         | $54085.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | 0.0000% | $41400.00          | $28107.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | 0.0000% | $543400.00         | $267091.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.5000%  | 0.0000% | $72100.00          | $43861.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $3787900.00        | $1944891.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | 0.0000% | $1173500.00        | $634687.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $16000.00          | $10658.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $23200.00          | $16784.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | 0.0000% | $5221000.00        | $2077214.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 7.5000%  | 0.0000% | $461100.00         | $416063.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 4.0000%  | 0.0000% | $3933600.00        | $765068.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.5000%  | 0.0000% | $1653000.00        | $279825.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 3.5000%  | 0.0000% | $2141900.00        | $460193.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | 0.0000% | $4508800.00        | $3895984.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.0000%  | 0.0000% | $352000.00         | $224224.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | 0.0000% | $3209600.00        | $2912189.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.1700%  | 0.0000% | $12249300.00       | $12314641.65       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 4.5000%  | 0.0000% | $1426000.00        | $1340104.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.5000%  | 0.0000% | $2491000.00        | $2365204.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | 0.0000% | $100100.00         | $100343.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $130908300.00      | $124106398.62      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.5000%  | 0.0000% | $403200.00         | $385967.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.0000%  | 0.0000% | $97682300.00       | $96209033.87       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $4858700.00        | $4667502.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.5000%  | 0.0000% | $4519400.00        | $859035.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.5000%  | 0.0000% | $17170100.00       | $3684445.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.5000%  | 0.0000% | $20633900.00       | $1712061.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-10-15      | 3.0000%  | 0.0000% | $699000.00         | $251348.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | 0.0000% | $8599500.00        | $2066059.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 3.5000%  | 0.0000% | $15148800.00       | $2626836.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | 0.0000% | $7845000.00        | $801271.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.5000%  | 0.0000% | $2619800.00        | $400858.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 3.5000%  | 0.0000% | $24122300.00       | $4000861.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-03-15      | 4.5000%  | 0.0000% | $90200.00          | $33072.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-08-20      | 4.5000%  | 0.0000% | $2038300.00        | $273984.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.5000%  | 0.0000% | $1033800.00        | $92366.08          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.0000%  | 0.0000% | $506000.00         | $61352.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 5.5000%  | 0.0000% | $948100.00         | $384222.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-02-20      | 3.0000%  | 0.0000% | $36083400.00       | $5204627.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | 0.0000% | $280900.00         | $131238.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $997900.00         | $617593.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $400000.00         | $234366.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | 0.0000% | $1158000.00        | $724344.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | 0.0000% | $904800.00         | $776323.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.5000%  | 0.0000% | $1766400.00        | $1523917.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-09-15      | 4.7000%  | 0.0000% | $888500.00         | $98696.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-06-15      | 5.2500%  | 0.0000% | $611100.00         | $56031.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 5.8600%  | 0.0000% | $1308700.00        | $118272.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-01-15      | 5.8600%  | 0.0000% | $1226900.00        | $120177.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 5.8600%  | 0.0000% | $637900.00         | $60982.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-10-15      | 4.5000%  | 0.0000% | $122500.00         | $43955.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786134 C                      | 2052-04-20      | 0.0000%  | 0.0000% | $200000.00         | $112521.23         | Agency Mortgage-Backed Securities         |

### Security 333: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.400000%
- **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: BYDM7EL69
- **C.18 - Value (incl. sponsor support):** $525000000.00
- **C.18.a - Value (excl. sponsor support):** $525000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.0000%  | 0.0000% | $3000000.00        | $264356.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 5.5000%  | 0.0000% | $283000.00         | $234346.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | 0.0000% | $551000.00         | $54097.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | 0.0000% | $655600031.00      | $43796619.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $233999.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 5.5000%  | 0.0000% | $123542.00         | $18093.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 4.5000%  | 0.0000% | $3250000.00        | $356398.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.5000%  | 0.0000% | $20650623.00       | $15572897.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | 0.0000% | $1757874.00        | $589643.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 4.5000%  | 0.0000% | $1958396.00        | $1406513.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $1068208.00        | $862506.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 7.0000%  | 0.0000% | $1715420.00        | $1785826.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.0000%  | 0.0000% | $1801374.00        | $1881060.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | 0.0000% | $1489521.00        | $1543923.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | 0.0000% | $7495393.00        | $6963470.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $5271598.00        | $5297542.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $2462703.00        | $2480402.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | 0.0000% | $1821450.00        | $1810397.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2198498.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-02-20      | 6.0000%  | 0.0000% | $140000.00         | $1652.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 3.5000%  | 0.0000% | $953799.00         | $417515.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $13200.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $298356347.00      | $184619228.66      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.5000%  | 0.0000% | $306335.00         | $12828.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 4.0000%  | 0.0000% | $1180250.00        | $83340.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-08-20      | 4.0000%  | 0.0000% | $297258441.00      | $17833435.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 3.5000%  | 0.0000% | $214879915.00      | $26819139.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | 0.0000% | $823506.00         | $572123.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-04-20      | 7.0000%  | 0.0000% | $89368850.00       | $92474159.12       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.0000%  | 0.0000% | $754899.00         | $64030.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 3.5000%  | 0.0000% | $2697000.00        | $209699.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $649751.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 4.0000%  | 0.0000% | $426923.00         | $35799.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-02-20      | 2.5000%  | 0.0000% | $1868059.00        | $69866.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $16262.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 3.5000%  | 0.0000% | $16290418.00       | $1670973.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.5000%  | 0.0000% | $11657324.00       | $1215935.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 4.0000%  | 0.0000% | $1503076.00        | $157606.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-08-20      | 3.0000%  | 0.0000% | $2050000.00        | $249102.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 3.0000%  | 0.0000% | $50000000.00       | $6275487.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 4.0000%  | 0.0000% | $25000.00          | $2410.19           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 3.5000%  | 0.0000% | $155000.00         | $30271.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 2.5000%  | 0.0000% | $2700000.00        | $543809.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 4.5000%  | 0.0000% | $1100000.00        | $219223.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.5000%  | 0.0000% | $29436.00          | $20991.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | 0.0000% | $425000.00         | $221092.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | 0.0000% | $31000.00          | $14253.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | 0.0000% | $338000.00         | $180934.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.5000%  | 0.0000% | $432226.00         | $137614.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.5000%  | 0.0000% | $418525.00         | $129842.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.0000%  | 0.0000% | $2941346.00        | $200857.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | 0.0000% | $300000.00         | $152610.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.5000%  | 0.0000% | $322220.00         | $65272.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | 0.0000% | $25147655.00       | $2502963.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | 0.0000% | $1000000.00        | $17822.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $121300.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $1453235.00        | $1110849.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | 0.0000% | $3560944.00        | $2680327.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 6.5000%  | 0.0000% | $5033135.00        | $4028011.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.5000%  | 0.0000% | $5508701.00        | $2616596.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.5000%  | 0.0000% | $4151204.00        | $3585150.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 7.0000%  | 0.0000% | $3048673.00        | $968987.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $2089839.00        | $1275455.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | 0.0000% | $1664448.00        | $1370659.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $1533380.00        | $1371347.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.5000%  | 0.0000% | $1344753.00        | $1202404.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | 0.0000% | $1042597.00        | $1041137.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 5.5000%  | 0.0000% | $1513776.00        | $1440890.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | 0.0000% | $5123402.00        | $4952681.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | 0.0000% | $2041050.00        | $1400624.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 7.0000%  | 0.0000% | $1283861.00        | $807907.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 7.0000%  | 0.0000% | $1187540.00        | $1220446.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | 0.0000% | $499137.00         | $520347.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $5179700.00        | $5005913.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | 0.0000% | $2122015.00        | $1982393.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | 0.0000% | $3395697.00        | $3535096.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | 0.0000% | $5368499.00        | $5391539.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | 0.0000% | $5368992.00        | $5495987.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | 0.0000% | $1456027.00        | $1526446.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $12279877.00       | $12397954.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $3743311.00        | $3863038.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | 0.0000% | $1302839.00        | $1315366.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | 0.0000% | $24087789.00       | $24776924.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-12-20      | 4.0000%  | 0.0000% | $1226350.00        | $1152602.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 6.0000%  | 0.0000% | $971266.00         | $978380.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 6.0000%  | 0.0000% | $8350413.00        | $8552353.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | 0.0000% | $1050013.00        | $1065105.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.0000%  | 0.0000% | $14650290.00       | $1381539.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1173.81           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $696.43            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-05-20      | 6.0000%  | 0.0000% | $717500.00         | $4163.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-08-20      | 5.0000%  | 0.0000% | $664499.00         | $10930.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 5.0000%  | 0.0000% | $42000.00          | $547.67            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-07-20      | 6.0000%  | 0.0000% | $178105.00         | $1667.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 6.0000%  | 0.0000% | $437880.00         | $14229.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-08-20      | 5.0000%  | 0.0000% | $2010000.00        | $79118.88          | Agency Mortgage-Backed Securities |

### Security 334: 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: BYDM8VZ57
- **C.18 - Value (incl. sponsor support):** $142000000.00
- **C.18.a - Value (excl. sponsor support):** $142000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MATADOR RESOURCES CO                           | 2033-04-15      | 6.2500%  | 0.0000% | $10970000.00       | $11019264.44       | Corporate Debt Securities |
| GENWORTH FINANCIAL INC                         | 2066-11-15      | 6.5904%  | 0.0000% | $12750000.00       | $10967049.26       | Corporate Debt Securities |
| NCR ATLEOS CORP                                | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9269407.72        | Corporate Debt Securities |
| AETHON UNITED BR LP                            | 2029-10-01      | 7.5000%  | 0.0000% | $8808000.00        | $9386876.44        | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2028-02-15      | 4.7500%  | 0.0000% | $9845000.00        | $9914825.66        | Corporate Debt Securities |
| UNITED AIRLINES INC                            | 2026-04-15      | 4.3750%  | 0.0000% | $10682000.00       | $10708219.86       | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2031-01-15      | 4.9500%  | 0.0000% | $2622000.00        | $2599549.13        | Corporate Debt Securities |
| DIRECTV FINANCING LLC                          | 2031-02-15      | 10.0000% | 0.0000% | $1183000.00        | $1193645.69        | Corporate Debt Securities |
| GYP HOLDINGS III CORP                          | 2029-05-01      | 4.6250%  | 0.0000% | $10532000.00       | $10568755.22       | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC                         | 2032-10-15      | 10.0000% | 0.0000% | $12081075.00       | $12604588.25       | Corporate Debt Securities |
| TRINET GROUP INC                               | 2031-08-15      | 7.1250%  | 0.0000% | $10129000.00       | $10765392.41       | Corporate Debt Securities |
| PRIMO WATER HOLDINGS INC                       | 2029-04-30      | 4.3750%  | 0.0000% | $12194000.00       | $11919045.62       | Corporate Debt Securities |
| GEN DIGITAL INC                                | 2027-09-30      | 6.7500%  | 0.0000% | $7933000.00        | $8195701.30        | Corporate Debt Securities |
| CARSCOM INC                                    | 2028-11-01      | 6.3750%  | 0.0000% | $12100000.00       | $12258121.79       | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                    | 2033-06-30      | 7.3750%  | 0.0000% | $9936000.00        | $9901025.28        | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                          | 2032-01-31      | 7.3750%  | 0.0000% | $9909000.00        | $10668615.68       | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC           | 2028-01-15      | 6.2500%  | 0.0000% | $8998000.00        | $9273661.23        | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-07-07

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer