# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-26-000106
**Filing Date:** 2026-1
**Character Count:** 1156414
**Document Hash:** 366337c121b1666e3b0ac2ba1803d857
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000106.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0002071691-26-000106

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan Liquid Assets Money Market Fund (Series ID: S000003905)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010918 | Institutional Class | IJLXX           |
| C000010922 | Capital             | CJLXX           |
| C000010923 | Morgan              | MJLXX           |
| C000010924 | Premier             | PJLXX           |
| C000010925 | Reserve             | HPIXX           |
| C000010926 | Agency              | AJLXX           |
| C000010927 | Investor            | HLPXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000763852

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** JPMORGAN TRUST II

**CIK Number of Registrant:** 0000763852

**LEI of Registrant:** 549300IMXLYKELY96B40

**Name of Series:** JPMorgan Liquid Assets Money Market Fund

**LEI of Series:** 549300YB4R95BBT2L396

**EDGAR Series Identifier:** S000003905

**Total number of share classes in the series:** 7

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

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

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

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | J.P. Morgan Investment Management Inc.                     | 801-21011         |
| Independent Public Accountant | PricewaterhouseCoopers, LLP<br>City: New York<br>State: NY |  |
| Administrator                 | J.P. Morgan Investment Management Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048                         | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-95973

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

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

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

- **Money Market Fund Category:** Prime

- **Is this a Retail Money Market Fund?:** Yes

- **WAM:** 39 days

- **WAL:** 59 days

- **Total Value of Portfolio Securities:** $81317706312.21

- **Amortized Cost of Portfolio Securities:** $81299875415.94

- **Cash:** $1601209628.10

- **Total Other Assets:** $165128773.76

- **Total Liabilities:** $574181142.77

- **Net Assets of Series:** $82492032675.03

- **Number of Shares Outstanding (Series):** 82491822421.3500

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $29967920134.16           | $44011524193.71            | 35.3200%                  | 51.8700%                   |
| 2025-12-02 | $31455150509.60           | $41814953487.91            | 37.9500%                  | 50.4500%                   |
| 2025-12-03 | $28726346850.20           | $43092476809.93            | 34.5100%                  | 51.7700%                   |
| 2025-12-04 | $28562768510.83           | $42415722355.46            | 34.2600%                  | 50.8800%                   |
| 2025-12-05 | $30075202537.66           | $42330274258.11            | 36.0300%                  | 50.7100%                   |
| 2025-12-08 | $29697890190.03           | $43122008099.45            | 35.7200%                  | 51.8600%                   |
| 2025-12-09 | $30920139421.57           | $41640663389.62            | 37.3000%                  | 50.2300%                   |
| 2025-12-10 | $35088505212.88           | $41761148143.41            | 42.4200%                  | 50.4800%                   |
| 2025-12-11 | $29513421214.18           | $41158729239.16            | 35.7800%                  | 49.9000%                   |
| 2025-12-12 | $28686171433.84           | $41521428442.21            | 34.6800%                  | 50.1900%                   |
| 2025-12-15 | $28382295646.75           | $41956680979.06            | 34.4300%                  | 50.9000%                   |
| 2025-12-16 | $29332867009.63           | $41352400759.64            | 35.5900%                  | 50.1700%                   |
| 2025-12-17 | $33650876314.56           | $41907610981.24            | 40.8700%                  | 50.9000%                   |
| 2025-12-18 | $28940415284.26           | $41560093270.07            | 35.1700%                  | 50.5000%                   |
| 2025-12-19 | $26829046376.18           | $41819614244.36            | 32.4200%                  | 50.5400%                   |
| 2025-12-22 | $29063151547.56           | $42965848603.04            | 34.6800%                  | 51.2800%                   |
| 2025-12-23 | $34284513440.48           | $42537045002.99            | 41.0600%                  | 50.9500%                   |
| 2025-12-24 | $25461320915.98           | $43017610509.16            | 30.3000%                  | 51.2000%                   |
| 2025-12-26 | $26795279914.91           | $42899127164.80            | 32.4400%                  | 51.9400%                   |
| 2025-12-29 | $26277869529.53           | $42596010363.75            | 31.8100%                  | 51.5600%                   |
| 2025-12-30 | $30827769444.87           | $43025614474.42            | 37.2000%                  | 51.9100%                   |
| 2025-12-31 | $27902457960.32           | $42968999069.98            | 33.5900%                  | 51.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.1600%             |
| 2025-12-02 | 4.1600%             |
| 2025-12-03 | 4.1600%             |
| 2025-12-04 | 4.1500%             |
| 2025-12-05 | 4.1400%             |
| 2025-12-08 | 4.1100%             |
| 2025-12-09 | 4.1000%             |
| 2025-12-10 | 4.1000%             |
| 2025-12-11 | 4.0800%             |
| 2025-12-12 | 4.0600%             |
| 2025-12-15 | 3.9900%             |
| 2025-12-16 | 3.9700%             |
| 2025-12-17 | 3.9500%             |
| 2025-12-18 | 3.9400%             |
| 2025-12-19 | 3.9400%             |
| 2025-12-22 | 3.9300%             |
| 2025-12-23 | 3.9300%             |
| 2025-12-24 | 3.9300%             |
| 2025-12-26 | 3.9300%             |
| 2025-12-29 | 3.9400%             |
| 2025-12-30 | 3.9400%             |
| 2025-12-31 | 3.9500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0002                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Institutional

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $12465995474.47

- **Number of Shares Outstanding:** 12465963701.4400

- **Expense Reimbursement/Waiver:** 101122.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $67703284.89              | $81141275.15            |
| 2025-12-02 | $110440177.53             | $56017974.04            |
| 2025-12-03 | $50879433.35              | $58965460.63            |
| 2025-12-04 | $79038310.67              | $50649514.08            |
| 2025-12-05 | $77611200.51              | $39073410.93            |
| 2025-12-08 | $37238337.27              | $85134839.89            |
| 2025-12-09 | $134776356.48             | $110997180.00           |
| 2025-12-10 | $98813439.33              | $51148590.44            |
| 2025-12-11 | $59459967.02              | $96564188.16            |
| 2025-12-12 | $103153014.87             | $39355623.25            |
| 2025-12-15 | $205084377.48             | $69610151.51            |
| 2025-12-16 | $58867624.50              | $74374856.79            |
| 2025-12-17 | $78588483.52              | $146008967.90           |
| 2025-12-18 | $76095704.26              | $112781458.50           |
| 2025-12-19 | $57365499.93              | $75152432.06            |
| 2025-12-22 | $148119016.35             | $106286664.73           |
| 2025-12-23 | $133056536.75             | $83799212.52            |
| 2025-12-24 | $69292183.01              | $66728308.81            |
| 2025-12-26 | $36467132.18              | $91932773.81            |
| 2025-12-29 | $41476137.42              | $131345285.31           |
| 2025-12-30 | $100291989.66             | $148974813.06           |
| 2025-12-31 | $246061625.74             | $53915847.28            |

**Total Gross Subscriptions (Month):** $2069879832.72

**Total Gross Redemptions (Month):** $1829958828.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9500%           |
| 2025-12-02 | 3.9500%           |
| 2025-12-03 | 3.9500%           |
| 2025-12-04 | 3.9400%           |
| 2025-12-05 | 3.9300%           |
| 2025-12-08 | 3.9000%           |
| 2025-12-09 | 3.8900%           |
| 2025-12-10 | 3.8900%           |
| 2025-12-11 | 3.8700%           |
| 2025-12-12 | 3.8500%           |
| 2025-12-15 | 3.7800%           |
| 2025-12-16 | 3.7600%           |
| 2025-12-17 | 3.7400%           |
| 2025-12-18 | 3.7300%           |
| 2025-12-19 | 3.7300%           |
| 2025-12-22 | 3.7200%           |
| 2025-12-23 | 3.7200%           |
| 2025-12-24 | 3.7200%           |
| 2025-12-26 | 3.7200%           |
| 2025-12-29 | 3.7300%           |
| 2025-12-30 | 3.7300%           |
| 2025-12-31 | 3.7400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 6.4000%          | 0.0000%              |
| Broker-dealer |  | 86.8100%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $20200248849.00

- **Number of Shares Outstanding:** 20200197363.1000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $111520181.50             | $48016657.76            |
| 2025-12-02 | $65266720.00              | $136068391.99           |
| 2025-12-03 | $60563951.60              | $101009888.94           |
| 2025-12-04 | $79826537.39              | $56163799.19            |
| 2025-12-05 | $86186795.78              | $85454959.42            |
| 2025-12-08 | $60574471.26              | $84033588.59            |
| 2025-12-09 | $53022206.06              | $75425735.86            |
| 2025-12-10 | $53490240.63              | $68421795.82            |
| 2025-12-11 | $132733547.15             | $309369231.08           |
| 2025-12-12 | $72721330.02              | $77239303.29            |
| 2025-12-15 | $64697802.65              | $71773440.27            |
| 2025-12-16 | $115325336.32             | $90142532.13            |
| 2025-12-17 | $71543139.52              | $64726376.06            |
| 2025-12-18 | $52045979.92              | $102152742.53           |
| 2025-12-19 | $78865717.71              | $85450869.00            |
| 2025-12-22 | $194355709.71             | $101459878.57           |
| 2025-12-23 | $110390527.94             | $153317488.05           |
| 2025-12-24 | $63090719.26              | $68129892.27            |
| 2025-12-26 | $49624012.07              | $75901424.55            |
| 2025-12-29 | $140069293.99             | $106366395.43           |
| 2025-12-30 | $100737332.19             | $170756817.15           |
| 2025-12-31 | $125589205.88             | $63961624.26            |

**Total Gross Subscriptions (Month):** $1942240758.55

**Total Gross Redemptions (Month):** $2195342832.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9900%           |
| 2025-12-02 | 3.9900%           |
| 2025-12-03 | 3.9900%           |
| 2025-12-04 | 3.9800%           |
| 2025-12-05 | 3.9700%           |
| 2025-12-08 | 3.9400%           |
| 2025-12-09 | 3.9400%           |
| 2025-12-10 | 3.9300%           |
| 2025-12-11 | 3.9200%           |
| 2025-12-12 | 3.8900%           |
| 2025-12-15 | 3.8200%           |
| 2025-12-16 | 3.8000%           |
| 2025-12-17 | 3.7800%           |
| 2025-12-18 | 3.7700%           |
| 2025-12-19 | 3.7700%           |
| 2025-12-22 | 3.7600%           |
| 2025-12-23 | 3.7600%           |
| 2025-12-24 | 3.7600%           |
| 2025-12-26 | 3.7600%           |
| 2025-12-29 | 3.7700%           |
| 2025-12-30 | 3.7700%           |
| 2025-12-31 | 3.7800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 60.8600%         | 0.0000%              |
| Broker-dealer |  | 32.8900%         | 0.0000%              |

### Class: Morgan

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $9519449778.90

- **Number of Shares Outstanding:** 9519425515.9600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $42163489.45              | $17714761.40            |
| 2025-12-02 | $37614688.66              | $36781552.42            |
| 2025-12-03 | $32742414.60              | $32563414.89            |
| 2025-12-04 | $29387454.64              | $32945732.65            |
| 2025-12-05 | $28844185.39              | $32016506.77            |
| 2025-12-08 | $30826764.91              | $31815771.22            |
| 2025-12-09 | $35094339.12              | $45892883.27            |
| 2025-12-10 | $33550585.37              | $29946367.90            |
| 2025-12-11 | $30083704.31              | $32678550.06            |
| 2025-12-12 | $28830460.09              | $35796359.83            |
| 2025-12-15 | $29505972.99              | $31842998.83            |
| 2025-12-16 | $38311613.70              | $41032452.84            |
| 2025-12-17 | $27325602.85              | $37651259.58            |
| 2025-12-18 | $85656909.27              | $32634082.26            |
| 2025-12-19 | $36756522.75              | $30947000.04            |
| 2025-12-22 | $27728633.67              | $37757996.70            |
| 2025-12-23 | $40236763.88              | $44397875.50            |
| 2025-12-24 | $35271776.61              | $36307280.37            |
| 2025-12-26 | $15487933.32              | $16055332.58            |
| 2025-12-29 | $31034289.23              | $15790605.90            |
| 2025-12-30 | $28984155.28              | $35889173.99            |
| 2025-12-31 | $27582966.44              | $28063598.95            |

**Total Gross Subscriptions (Month):** $753021226.53

**Total Gross Redemptions (Month):** $716521557.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5900%           |
| 2025-12-02 | 3.5900%           |
| 2025-12-03 | 3.5900%           |
| 2025-12-04 | 3.5800%           |
| 2025-12-05 | 3.5700%           |
| 2025-12-08 | 3.5400%           |
| 2025-12-09 | 3.5300%           |
| 2025-12-10 | 3.5300%           |
| 2025-12-11 | 3.5100%           |
| 2025-12-12 | 3.4900%           |
| 2025-12-15 | 3.4200%           |
| 2025-12-16 | 3.4000%           |
| 2025-12-17 | 3.3800%           |
| 2025-12-18 | 3.3700%           |
| 2025-12-19 | 3.3700%           |
| 2025-12-22 | 3.3600%           |
| 2025-12-23 | 3.3600%           |
| 2025-12-24 | 3.3600%           |
| 2025-12-26 | 3.3600%           |
| 2025-12-29 | 3.3700%           |
| 2025-12-30 | 3.3700%           |
| 2025-12-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 92.1400%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $35354769949.15

- **Number of Shares Outstanding:** 35354679837.7800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $192725235.85             | $104250036.90           |
| 2025-12-02 | $163263184.05             | $171768201.14           |
| 2025-12-03 | $159059024.95             | $155333431.98           |
| 2025-12-04 | $134871185.40             | $156500794.00           |
| 2025-12-05 | $121238433.44             | $129308530.89           |
| 2025-12-08 | $149347912.38             | $151923469.44           |
| 2025-12-09 | $133076369.84             | $162730075.64           |
| 2025-12-10 | $127930610.88             | $197250269.52           |
| 2025-12-11 | $136091338.64             | $161717358.42           |
| 2025-12-12 | $148596254.84             | $162100820.58           |
| 2025-12-15 | $157868362.09             | $171587248.09           |
| 2025-12-16 | $130320473.11             | $168638811.44           |
| 2025-12-17 | $140432375.41             | $165837032.01           |
| 2025-12-18 | $161147264.92             | $169123655.14           |
| 2025-12-19 | $183254603.99             | $155128808.96           |
| 2025-12-22 | $156206488.83             | $172384385.19           |
| 2025-12-23 | $164032990.75             | $159138324.01           |
| 2025-12-24 | $150234618.62             | $112973551.46           |
| 2025-12-26 | $106528318.79             | $86668478.74            |
| 2025-12-29 | $141329408.45             | $131842192.13           |
| 2025-12-30 | $162777057.70             | $159014058.49           |
| 2025-12-31 | $164226125.51             | $124697109.30           |

**Total Gross Subscriptions (Month):** $3284557638.44

**Total Gross Redemptions (Month):** $3329916643.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7400%           |
| 2025-12-02 | 3.7400%           |
| 2025-12-03 | 3.7400%           |
| 2025-12-04 | 3.7300%           |
| 2025-12-05 | 3.7200%           |
| 2025-12-08 | 3.6900%           |
| 2025-12-09 | 3.6900%           |
| 2025-12-10 | 3.6800%           |
| 2025-12-11 | 3.6700%           |
| 2025-12-12 | 3.6400%           |
| 2025-12-15 | 3.5700%           |
| 2025-12-16 | 3.5500%           |
| 2025-12-17 | 3.5300%           |
| 2025-12-18 | 3.5200%           |
| 2025-12-19 | 3.5200%           |
| 2025-12-22 | 3.5100%           |
| 2025-12-23 | 3.5100%           |
| 2025-12-24 | 3.5100%           |
| 2025-12-26 | 3.5100%           |
| 2025-12-29 | 3.5200%           |
| 2025-12-30 | 3.5200%           |
| 2025-12-31 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 68.0200%         | 0.0000%              |
| Broker-dealer |  | 20.5000%         | 0.0000%              |
| Broker-dealer |  | 9.4400%          | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $16933472.77

- **Number of Shares Outstanding:** 16933429.6100

- **Expense Reimbursement/Waiver:** 74.90

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $54829.17                 | $7293.80                |
| 2025-12-02 | $1153.74                  | $0.00                   |
| 2025-12-03 | $43094.91                 | $3921.26                |
| 2025-12-04 | $0.16                     | $0.00                   |
| 2025-12-05 | $0.00                     | $25934.75               |
| 2025-12-08 | $885.97                   | $158526.27              |
| 2025-12-09 | $358.43                   | $0.00                   |
| 2025-12-10 | $0.00                     | $118325.27              |
| 2025-12-11 | $792.67                   | $24581.05               |
| 2025-12-12 | $228.75                   | $0.02                   |
| 2025-12-15 | $153565.96                | $0.00                   |
| 2025-12-16 | $1151.21                  | $0.00                   |
| 2025-12-17 | $220337.43                | $2093055.56             |
| 2025-12-18 | $85907.79                 | $70428.06               |
| 2025-12-19 | $0.00                     | $53898.87               |
| 2025-12-22 | $729.68                   | $6.15                   |
| 2025-12-23 | $700.00                   | $39903.09               |
| 2025-12-24 | $0.59                     | $0.03                   |
| 2025-12-26 | $0.02                     | $2800.00                |
| 2025-12-29 | $409.18                   | $1000.00                |
| 2025-12-30 | $0.03                     | $5735.05                |
| 2025-12-31 | $9343.16                  | $201906.86              |

**Total Gross Subscriptions (Month):** $573488.85

**Total Gross Redemptions (Month):** $2807316.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4600%           |
| 2025-12-02 | 3.4600%           |
| 2025-12-03 | 3.4600%           |
| 2025-12-04 | 3.4500%           |
| 2025-12-05 | 3.4400%           |
| 2025-12-08 | 3.4100%           |
| 2025-12-09 | 3.4000%           |
| 2025-12-10 | 3.4000%           |
| 2025-12-11 | 3.3800%           |
| 2025-12-12 | 3.3600%           |
| 2025-12-15 | 3.2900%           |
| 2025-12-16 | 3.2700%           |
| 2025-12-17 | 3.2500%           |
| 2025-12-18 | 3.2400%           |
| 2025-12-19 | 3.2400%           |
| 2025-12-22 | 3.2300%           |
| 2025-12-23 | 3.2300%           |
| 2025-12-24 | 3.2300%           |
| 2025-12-26 | 3.2300%           |
| 2025-12-29 | 3.2400%           |
| 2025-12-30 | 3.2400%           |
| 2025-12-31 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 6.3600%          | 0.0000%              |
| Broker-dealer |  | 42.1000%         | 0.0000%              |
| Broker-dealer |  | 22.3200%         | 0.0000%              |

### Class: Agency

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4927257464.74

- **Number of Shares Outstanding:** 4927244906.2700

- **Expense Reimbursement/Waiver:** 41396.05

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $30229069.63              | $34109842.45            |
| 2025-12-02 | $43920821.62              | $93258668.32            |
| 2025-12-03 | $44796722.23              | $39196611.45            |
| 2025-12-04 | $16189026.67              | $57216091.06            |
| 2025-12-05 | $21466377.21              | $22947634.75            |
| 2025-12-08 | $47141644.10              | $28410269.85            |
| 2025-12-09 | $21084367.56              | $45031831.18            |
| 2025-12-10 | $54192397.14              | $35413947.03            |
| 2025-12-11 | $36664842.77              | $40356543.36            |
| 2025-12-12 | $51652271.70              | $57273772.85            |
| 2025-12-15 | $28709314.22              | $63655655.40            |
| 2025-12-16 | $50913410.43              | $31920223.01            |
| 2025-12-17 | $34175501.75              | $34691600.74            |
| 2025-12-18 | $39717755.34              | $53846254.55            |
| 2025-12-19 | $71271357.65              | $19517199.73            |
| 2025-12-22 | $30878096.64              | $49057552.73            |
| 2025-12-23 | $37818302.19              | $35205581.49            |
| 2025-12-24 | $29862782.08              | $24682882.91            |
| 2025-12-26 | $49744926.64              | $26027656.08            |
| 2025-12-29 | $32055185.34              | $50818953.99            |
| 2025-12-30 | $79045473.75              | $32737618.59            |
| 2025-12-31 | $60222959.28              | $22768447.92            |

**Total Gross Subscriptions (Month):** $911752605.94

**Total Gross Redemptions (Month):** $898144839.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9000%           |
| 2025-12-02 | 3.9000%           |
| 2025-12-03 | 3.9000%           |
| 2025-12-04 | 3.8900%           |
| 2025-12-05 | 3.8800%           |
| 2025-12-08 | 3.8500%           |
| 2025-12-09 | 3.8400%           |
| 2025-12-10 | 3.8400%           |
| 2025-12-11 | 3.8200%           |
| 2025-12-12 | 3.8000%           |
| 2025-12-15 | 3.7300%           |
| 2025-12-16 | 3.7100%           |
| 2025-12-17 | 3.6900%           |
| 2025-12-18 | 3.6800%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6700%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6700%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 77.4800%         | 0.0000%              |
| Broker-dealer |  | 17.5200%         | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $7377686.00

- **Number of Shares Outstanding:** 7377667.1900

- **Expense Reimbursement/Waiver:** 69.66

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $23387.60                 | $0.00                   |
| 2025-12-02 | $6482.69                  | $0.00                   |
| 2025-12-03 | $9757.95                  | $0.00                   |
| 2025-12-04 | $855.51                   | $197.21                 |
| 2025-12-05 | $0.00                     | $3769.28                |
| 2025-12-08 | $125.19                   | $0.00                   |
| 2025-12-09 | $0.02                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $800.00                   | $252729.00              |
| 2025-12-12 | $0.00                     | $0.01                   |
| 2025-12-15 | $630.41                   | $255853.16              |
| 2025-12-16 | $1011.88                  | $0.00                   |
| 2025-12-17 | $915.40                   | $0.00                   |
| 2025-12-18 | $350800.91                | $207.41                 |
| 2025-12-19 | $110.00                   | $0.02                   |
| 2025-12-22 | $0.00                     | $7646.34                |
| 2025-12-23 | $0.00                     | $3914.22                |
| 2025-12-24 | $0.00                     | $7005.85                |
| 2025-12-26 | $600.01                   | $0.00                   |
| 2025-12-29 | $586.91                   | $0.00                   |
| 2025-12-30 | $2014.07                  | $50710.39               |
| 2025-12-31 | $0.00                     | $0.07                   |

**Total Gross Subscriptions (Month):** $398078.55

**Total Gross Redemptions (Month):** $582032.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6500%           |
| 2025-12-02 | 3.6500%           |
| 2025-12-03 | 3.6500%           |
| 2025-12-04 | 3.6400%           |
| 2025-12-05 | 3.6300%           |
| 2025-12-08 | 3.6000%           |
| 2025-12-09 | 3.5900%           |
| 2025-12-10 | 3.5900%           |
| 2025-12-11 | 3.5700%           |
| 2025-12-12 | 3.5500%           |
| 2025-12-15 | 3.4800%           |
| 2025-12-16 | 3.4600%           |
| 2025-12-17 | 3.4400%           |
| 2025-12-18 | 3.4300%           |
| 2025-12-19 | 3.4300%           |
| 2025-12-22 | 3.4200%           |
| 2025-12-23 | 3.4200%           |
| 2025-12-24 | 3.4200%           |
| 2025-12-26 | 3.4200%           |
| 2025-12-29 | 3.4300%           |
| 2025-12-30 | 3.4300%           |
| 2025-12-31 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 6.7100%          | 0.0000%              |
| Broker-dealer   |  | 48.6400%         | 0.0000%              |
| Retail investor |  | 14.5700%         | 0.0000%              |
| Retail investor |  | 8.4200%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ABN AMRO BANK N.V.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3176804816, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: P17FBE1
- **C.18 - Value (incl. sponsor support):** $179803047.00
- **C.18.a - Value (excl. sponsor support):** $179803047.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH

- **C.1 - Title:** AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3KLVN
- **C.18 - Value (incl. sponsor support):** $1075000000.00
- **C.18.a - Value (excl. sponsor support):** $1075000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BB96, C.4 - ISIN: US03664BB964, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $42867756.44
- **C.18.a - Value (excl. sponsor support):** $42867756.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BC38, C.4 - ISIN: US03664BC384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $38739347.40
- **C.18.a - Value (excl. sponsor support):** $38739347.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGC1, C.4 - ISIN: US04821PGC14, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $50011430.00
- **C.18.a - Value (excl. sponsor support):** $50011430.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UEM0, C.4 - ISIN: US04821UEM09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $24632910.00
- **C.18.a - Value (excl. sponsor support):** $24632910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MA53, C.4 - ISIN: US05253MA534, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $240021816.00
- **C.18.a - Value (excl. sponsor support):** $240021816.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CEB8, C.4 - ISIN: US05253CEB81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $98650340.00
- **C.18.a - Value (excl. sponsor support):** $98650340.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CC20, C.4 - ISIN: US05253CC200, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $99369670.00
- **C.18.a - Value (excl. sponsor support):** $99369670.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CG26, C.4 - ISIN: US05253CG268, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $101064310.70
- **C.18.a - Value (excl. sponsor support):** $101064310.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGA8, C.4 - ISIN: US05253CGA80, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $142162031.00
- **C.18.a - Value (excl. sponsor support):** $142162031.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CCK0, C.4 - ISIN: US05253CCK09, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $35709840.00
- **C.18.a - Value (excl. sponsor support):** $35709840.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: ZS3KLRW
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: ZS3KLW9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHE5, C.4 - ISIN: US05973RHE53, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $80045816.00
- **C.18.a - Value (excl. sponsor support):** $80045816.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGY2, C.4 - ISIN: US05973RGY27, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $168046636.80
- **C.18.a - Value (excl. sponsor support):** $168046636.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHS4, C.4 - ISIN: US05973RHS40, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $200121040.00
- **C.18.a - Value (excl. sponsor support):** $200121040.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVY7, C.4 - ISIN: US06051WVY73, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $126179902.80
- **C.18.a - Value (excl. sponsor support):** $126179902.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUK8, C.4 - ISIN: US06051WUK88, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $230016951.00
- **C.18.a - Value (excl. sponsor support):** $230016951.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100036250.00
- **C.18.a - Value (excl. sponsor support):** $100036250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCF7, C.4 - ISIN: US06054RCF73, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $177081772.23
- **C.18.a - Value (excl. sponsor support):** $177081772.23
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVB7, C.4 - ISIN: US06051WVB70, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $35039252.50
- **C.18.a - Value (excl. sponsor support):** $35039252.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWX8, C.4 - ISIN: US06051WWX81, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $177077083.50
- **C.18.a - Value (excl. sponsor support):** $177077083.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA N.A.

- **C.1 - Title:** BANK OF AMERICA N.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVA9, C.4 - ISIN: US06051WVA97, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $170186388.00
- **C.18.a - Value (excl. sponsor support):** $170186388.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MG72, C.4 - ISIN: US06369MG724, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $58827228.00
- **C.18.a - Value (excl. sponsor support):** $58827228.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3J4, C.4 - ISIN: US06367L3J43, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $47002738.69
- **C.18.a - Value (excl. sponsor support):** $47002738.69
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3K1, C.4 - ISIN: US06367L3K16, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $65010515.05
- **C.18.a - Value (excl. sponsor support):** $65010515.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3E5, C.4 - ISIN: US06367L3E55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $103020881.19
- **C.18.a - Value (excl. sponsor support):** $103020881.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MAN3, C.4 - ISIN: US06369MAN39, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $114738869.50
- **C.18.a - Value (excl. sponsor support):** $114738869.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MB36, C.4 - ISIN: US06369MB360, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $46834043.00
- **C.18.a - Value (excl. sponsor support):** $46834043.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2Z9, C.4 - ISIN: US06367L2Z93, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $119031445.75
- **C.18.a - Value (excl. sponsor support):** $119031445.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MF81, C.4 - ISIN: US06369MF817, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $60971209.20
- **C.18.a - Value (excl. sponsor support):** $60971209.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3G0, C.4 - ISIN: US06367L3G04, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100003435.00
- **C.18.a - Value (excl. sponsor support):** $100003435.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MJ38, C.4 - ISIN: US06369MJ389, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $104301010.60
- **C.18.a - Value (excl. sponsor support):** $104301010.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQV0, C.4 - ISIN: US06367DQV00, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $39076814.40
- **C.18.a - Value (excl. sponsor support):** $39076814.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF MONTREAL-CHICAGO

- **C.1 - Title:** BANK OF MONTREAL-CHICAGO
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4U5, C.4 - ISIN: US06370B4U59, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $15004212.00
- **C.18.a - Value (excl. sponsor support):** $15004212.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF MONTREAL-LONDON

- **C.1 - Title:** BANK OF MONTREAL-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3080736880, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: O5D0B98
- **C.18 - Value (incl. sponsor support):** $75142710.00
- **C.18.a - Value (excl. sponsor support):** $75142710.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QF95, C.4 - ISIN: US06406QF958, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $24586297.50
- **C.18.a - Value (excl. sponsor support):** $24586297.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QE13, C.4 - ISIN: US06406QE134, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $42885146.16
- **C.18.a - Value (excl. sponsor support):** $42885146.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QD22, C.4 - ISIN: US06406QD227, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $37638616.20
- **C.18.a - Value (excl. sponsor support):** $37638616.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BK89, C.4 - ISIN: US06740BK895, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $148006747.32
- **C.18.a - Value (excl. sponsor support):** $148006747.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BKA4, C.4 - ISIN: US06740BKA43, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06740BK63, C.4 - ISIN: US06740BK630, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50002583.00
- **C.18.a - Value (excl. sponsor support):** $50002583.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECC2, C.4 - ISIN: US06741ECC21, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49623770.00
- **C.18.a - Value (excl. sponsor support):** $49623770.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $118919340.00
- **C.18.a - Value (excl. sponsor support):** $118919340.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BARCLAYS BANK PLC (COLLATERALIZED CP)

- **C.1 - Title:** BARCLAYS BANK PLC (COLLATERALIZED CP)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECD0, C.4 - ISIN: US06741ECD04, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $54580328.00
- **C.18.a - Value (excl. sponsor support):** $54580328.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGU9, C.4 - ISIN: US06745GGU94, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250163175.00
- **C.18.a - Value (excl. sponsor support):** $250163175.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFH9, C.4 - ISIN: US06745GFH92, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $150030510.00
- **C.18.a - Value (excl. sponsor support):** $150030510.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200000620.00
- **C.18.a - Value (excl. sponsor support):** $200000620.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BARCLAYS BANK PLC-NEW YORK

- **C.1 - Title:** BARCLAYS BANK PLC-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $181052146.10
- **C.18.a - Value (excl. sponsor support):** $181052146.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945PN39, C.4 - ISIN: US06945PN399, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $25000897.50
- **C.18.a - Value (excl. sponsor support):** $25000897.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MAG1, C.4 - ISIN: US06945MAG15, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $44925120.00
- **C.18.a - Value (excl. sponsor support):** $44925120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA63, C.4 - ISIN: US06945MA633, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49968870.00
- **C.18.a - Value (excl. sponsor support):** $49968870.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA55, C.4 - ISIN: US06945MA559, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $181646803.64
- **C.18.a - Value (excl. sponsor support):** $181646803.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA77, C.4 - ISIN: US07644BA774, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $49963735.00
- **C.18.a - Value (excl. sponsor support):** $49963735.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: BEDFORD ROW FUNDING CORP.

- **C.1 - Title:** BEDFORD ROW FUNDING CORP.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BEE8, C.4 - ISIN: US07644BEE83, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $49301960.00
- **C.18.a - Value (excl. sponsor support):** $49301960.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 57: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MB52, C.4 - ISIN: US08224MB522, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $99624400.00
- **C.18.a - Value (excl. sponsor support):** $99624400.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PD7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| VOYA CLO LTD 2024-5A- | 2037-10-15      | 5.2845%  | N/A     | $193288924.00      | $195782939.49      | Asset-Backed Securities |
| VOYA CLO LTD 2024-6A- | 2038-01-20      | 5.2344%  | N/A     | $16778407.00       | $16981910.29       | Asset-Backed Securities |

### Security 59: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PH8
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGEL OAK MORTGAGE TR | 2069-12-25      | 5.4640%  | N/A     | $120000.00         | $100409.52         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK11X-A206 | 2061-03-17      | 0.4424%  | N/A     | $3073000.00        | $26422.87          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK30X-B205 | 2053-12-17      | 0.7171%  | N/A     | $2476000.00        | $76096.41          | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK39A-3205 | 2055-02-18      | 2.6750%  | N/A     | $750000.00         | $679944.12         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK39E20550 | 2055-02-18      | 2.5000%  | N/A     | $117000.00         | $79121.41          | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK44E20551 | 2055-11-18      | 4.0000%  | N/A     | $900000.00         | $615318.60         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR10 D205 | 2057-10-17      | 4.0000%  | N/A     | $50000.00          | $44483.07          | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12 D205 | 2057-12-17      | 4.0000%  | N/A     | $30000.00          | $26735.62          | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR6X-A205 | 2057-05-17      | 0.7427%  | N/A     | $15700000.00       | $369542.18         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR13 X-A2 | 2058-01-17      | 1.0616%  | N/A     | $3153000.00        | $126530.68         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR14 C205 | 2058-04-17      | 6.4630%  | N/A     | $50000.00          | $51665.99          | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2023-C20 | 2056-07-17      | 0.8559%  | N/A     | $4370000.00        | $205266.69         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2025-5C3 | 2058-05-17      | 5.6590%  | N/A     | $32000.00          | $33713.79          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2057-03-16      | 4.0000%  | N/A     | $210000.00         | $190264.69         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2051-04-12      | 0.5630%  | N/A     | $7245726.00        | $50604.27          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018 | 2051-10-12      | 4.2030%  | N/A     | $750000.00         | $425381.23         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-09-17      | 1.5460%  | N/A     | $125000.00         | $113710.79         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020 | 2053-09-17      | 2.1480%  | N/A     | $65000.00          | $55034.33          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021 | 2054-12-17      | 0.7597%  | N/A     | $4829000.00        | $165497.29         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024 | 2057-11-19      | 5.4230%  | N/A     | $176223.00         | $183406.83         | Private Label Collateralized Mortgage Obligations |
| BHP BILLITON FIN USA  | 2032-02-21      | 5.1250%  | N/A     | $2000.00           | $2115.09           | Corporate Debt Securities                         |
| BMO 2023-C5 MTG TR 20 | 2056-06-16      | 4.0000%  | N/A     | $300000.00         | $234152.80         | Private Label Collateralized Mortgage Obligations |
| BMO 2024-C10 MORTGAGE | 2057-11-19      | 5.9790%  | N/A     | $34000.00          | $34300.95          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-C8  | 2057-03-16      | 5.5980%  | N/A     | $179000.00         | $189575.14         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2023- | 2056-11-17      | 7.0548%  | N/A     | $40000.00          | $43019.32          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2024- | 2057-05-17      | 6.5262%  | N/A     | $1000500.00        | $1068297.38        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2056-12-15      | 6.7700%  | N/A     | $94000.00          | $99075.97          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2058-04-17      | 0.7070%  | N/A     | $36509583.00       | $1018380.68        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2058-07-17      | 5.9383%  | N/A     | $50000.00          | $52360.18          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2058-04-17      | 6.2563%  | N/A     | $205000.00         | $209420.94         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2058-05-17      | 6.4450%  | N/A     | $127000.00         | $133344.14         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 20 | 2057-07-17      | 6.3794%  | N/A     | $50000.00          | $51788.26          | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C2 A- | 2054-07-17      | 4.8097%  | N/A     | $230000.00         | $228105.51         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2023-C4 A- | 2056-02-17      | 5.1166%  | N/A     | $900000.00         | $925387.02         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C5A- | 2057-08-17      | 6.3638%  | N/A     | $188000.00         | $198281.38         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C5D2 | 2057-08-17      | 4.5000%  | N/A     | $50000.00          | $45044.60          | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C6A- | 2057-09-17      | 5.7546%  | N/A     | $160000.00         | $165023.44         | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37 A-S206 | 2064-11-18      | 2.8510%  | N/A     | $300000.00         | $264619.75         | Private Label Collateralized Mortgage Obligations |
| BPR 2022-SSP A2039051 | 2039-05-16      | 6.7501%  | N/A     | $100000.00         | $100299.91         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG 2021-NQ | 2049-02-25      | 0.9410%  | N/A     | $2405000.00        | $491964.19         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-03-25      | 0.9700%  | N/A     | $100000.00         | $7517.45           | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-04-25      | 1.6990%  | N/A     | $8860000.00        | $2277666.13        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-05-25      | 6.4350%  | N/A     | $125000.00         | $75452.75          | Private Label Collateralized Mortgage Obligations |
| BREAD FINANCIAL HOLDI | 2031-05-15      | 6.7500%  | N/A     | $38000.00          | $39740.88          | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 4.8155%  | N/A     | $585000.00         | $473440.65         | Private Label Collateralized Mortgage Obligations |
| BWAY TRUST 2025-1535  | 2042-05-07      | 7.4615%  | N/A     | $495697.00         | $523208.63         | Private Label Collateralized Mortgage Obligations |
| BXP TR 2021-601L A204 | 2044-01-15      | 2.6180%  | N/A     | $100000.00         | $88476.67          | Private Label Collateralized Mortgage Obligations |
| CD 2019-CD8 MTG TR C2 | 2057-08-17      | 3.7190%  | N/A     | $720000.00         | $588843.48         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1 A- | 2049-08-12      | 2.7240%  | N/A     | $525000.00         | $518263.73         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR | 2056-02-25      | 0.2933%  | N/A     | $253894000.00      | $878381.18         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR | 2055-12-25      | 0.2000%  | N/A     | $5000000.00        | $20327.67          | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 20 | 2055-06-25      | 2.8258%  | N/A     | $68967000.00       | $1834633.54        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2019-INV3A- | 2049-08-25      | 4.9387%  | N/A     | $5836000.00        | $696722.08         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 20 | 2048-06-12      | 3.7620%  | N/A     | $940024.00         | $153073.05         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR | 2051-11-10      | 4.1450%  | N/A     | $59000.00          | $58778.52          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2055-06-25      | 2.1258%  | N/A     | $55027200.00       | $1525322.20        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2066-01-25      | 4.0000%  | N/A     | $100000.00         | $93873.53          | Private Label Collateralized Mortgage Obligations |
| COAST COML MTG TR 202 | 2036-08-15      | 6.3411%  | N/A     | $1343684.00        | $1346631.07        | Private Label Collateralized Mortgage Obligations |
| COAST COML MTG TR 202 | 2036-08-15      | 8.1891%  | N/A     | $1494000.00        | $1497570.08        | Private Label Collateralized Mortgage Obligations |
| COLONIAL PIPELINE CO  | 2032-04-15      | 7.6300%  | N/A     | $1000.00           | $1139.40           | Corporate Debt Securities                         |
| COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.4510%  | N/A     | $5335000.00        | $2653079.16        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR | 2066-10-25      | 1.3970%  | N/A     | $4671000.00        | $2480953.68        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-1 | 2066-06-25      | 0.9100%  | N/A     | $5386000.00        | $1962303.33        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2022-1 | 2066-12-27      | 3.6620%  | N/A     | $2500000.00        | $2032156.67        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-04-12      | 4.5820%  | N/A     | $91000.00          | $51752.19          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS6 | 2047-12-12      | 4.4078%  | N/A     | $46000.00          | $17172.25          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1  | 2048-02-12      | 4.0350%  | N/A     | $60000.00          | $57537.15          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-LC23 | 2048-10-13      | 4.6945%  | N/A     | $20000.00          | $15623.48          | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $1426000.00        | $1117394.59        | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R0 | 2041-12-26      | 4.7242%  | N/A     | $85000.00          | $2859.96           | Agency Collateralized Mortgage Obligation         |
| CSAIL COM MTG TR 2021 | 2054-03-17      | 3.0760%  | N/A     | $30000.00          | $26878.00          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2052-12-17      | 2.8449%  | N/A     | $60000.00          | $10794.52          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2051-08-17      | 4.4634%  | N/A     | $122000.00         | $121430.69         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 201 | 2048-08-17      | 3.7975%  | N/A     | $250000.00         | $237841.14         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 202 | 2053-03-17      | 3.4759%  | N/A     | $3500000.00        | $2982376.54        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 202 | 2053-03-17      | 1.2955%  | N/A     | $80000.00          | $4586.51           | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM1 TRUST  | 2066-11-25      | 2.2650%  | N/A     | $260000.00         | $173048.33         | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2021-NQM6A-12 | 2066-07-25      | 1.1740%  | N/A     | $175000.00         | $76578.11          | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1  | 2056-03-25      | 1.1690%  | N/A     | $3641000.00        | $1260237.67        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1  | 2056-03-25      | 2.1930%  | N/A     | $1100000.00        | $719587.55         | Private Label Collateralized Mortgage Obligations |
| DC TRUST 2024-HLTN C2 | 2040-04-13      | 7.0360%  | N/A     | $330000.00         | $332870.12         | Private Label Collateralized Mortgage Obligations |
| DSLA MTG LN TR 2005-A | 2045-09-19      | 4.5255%  | N/A     | $10500000.00       | $282719.12         | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CAROLINAS | 2033-01-15      | 4.9500%  | N/A     | $2000.00           | $2107.57           | Corporate Debt Securities                         |
| ELLINGTON FIN MTG 202 | 2066-06-25      | 1.2910%  | N/A     | $2845000.00        | $1116198.58        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANL MTG  | 2067-01-25      | 3.8644%  | N/A     | $4010000.00        | $3065505.88        | Private Label Collateralized Mortgage Obligations |
| EVERGY METRO INC 1M G | 2035-08-15      | 5.1250%  | N/A     | $1000.00           | $1033.40           | Corporate Debt Securities                         |
| FHLMC REMIC TRUST K-1 | 2031-11-25      | 0.3927%  | N/A     | $36300000.00       | $605628.23         | Private Label Collateralized Mortgage Obligations |
| FIVE 2023-V1 MTG TR 2 | 2056-02-11      | 0.6553%  | N/A     | $5004000.00        | $46183.05          | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018- | 2048-10-25      | 4.0000%  | N/A     | $345000.00         | $6597.83           | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2020- | 2050-03-25      | 4.6962%  | N/A     | $290000.00         | $64311.65          | Private Label Collateralized Mortgage Obligations |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $593000.00         | $597454.83         | Corporate Debt Securities                         |
| GCAT 2021-NQM3 TRUST  | 2066-05-25      | 1.0910%  | N/A     | $5000000.00        | $1687170.18        | Private Label Collateralized Mortgage Obligations |
| GCAT 2021-NQM4 TRUST  | 2066-08-25      | 1.2990%  | N/A     | $470000.00         | $205006.39         | Private Label Collateralized Mortgage Obligations |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $42591.00          | $41591.50          | Agency Mortgage-Backed Securities                 |
| GRACE TR 2020-GRCE X2 | 2040-12-12      | 0.3009%  | N/A     | $4902000.00        | $66867.01          | Private Label Collateralized Mortgage Obligations |
| GRAPHIC PACKAGING INT | 2028-03-15      | 3.5000%  | N/A     | $225000.00         | $220238.00         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INT | 2032-07-15      | 6.3750%  | N/A     | $65000.00          | $68110.63          | Corporate Debt Securities                         |
| GS MBS TR 2022-MM1 B- | 2052-07-25      | 2.8181%  | N/A     | $1879000.00        | $1025877.25        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR | 2051-05-25      | 1.7758%  | N/A     | $28814000.00       | $1647302.93        | Private Label Collateralized Mortgage Obligations |
| GS MRTG-BCK SEC 2022- | 2062-05-25      | 0.0792%  | N/A     | $269670000.00      | $1442802.50        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR  | 2052-01-25      | 4.7242%  | N/A     | $500000.00         | $358646.38         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-G | 2044-08-12      | 0.0000%  | N/A     | $903955.00         | $20.44             | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-G | 2049-05-12      | 1.6423%  | N/A     | $2000000.00        | $1354.69           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-G | 2054-12-17      | 2.2500%  | N/A     | $675000.00         | $416237.40         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-G | 2054-12-17      | 2.2500%  | N/A     | $3000000.00        | $1596567.00        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 201 | 2034-08-07      | 4.1545%  | N/A     | $1470000.00        | $1473850.05        | Private Label Collateralized Mortgage Obligations |
| J.P. MRGN CHASE CML T | 2040-01-09      | 2.0765%  | N/A     | $3800000.00        | $3267131.32        | Private Label Collateralized Mortgage Obligations |
| J.P. MRGN CHASE CML T | 2040-01-09      | 2.0765%  | N/A     | $125000.00         | $102022.68         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2 | 2052-09-25      | 0.3000%  | N/A     | $53000000.00       | $847185.08         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 3.2500%  | N/A     | $3000000.00        | $1959886.49        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 3.5109%  | N/A     | $100000.00         | $66642.78          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR | 2049-11-25      | 4.0000%  | N/A     | $3000000.00        | $68528.23          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020 | 2050-06-25      | 5.0688%  | N/A     | $658000.00         | $5316.50           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021 | 2051-08-25      | 4.7218%  | N/A     | $860000.00         | $520230.73         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025 | 2055-07-25      | 2.3758%  | N/A     | $43022025.00       | $2402494.90        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR  | 2037-04-15      | 4.5966%  | N/A     | $944000.00         | $877663.33         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-05-15      | 4.1180%  | N/A     | $500000.00         | $205013.54         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-11-18      | 4.0651%  | N/A     | $460000.00         | $447790.49         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2049-03-17      | 3.9704%  | N/A     | $2340054.00        | $2312611.41        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2031-07-08      | 4.1283%  | N/A     | $1250000.00        | $1098037.81        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2050-10-17      | 3.4092%  | N/A     | $50000.00          | $49316.20          | Private Label Collateralized Mortgage Obligations |
| LITHIA MTRS INCSR GLB | 2027-12-15      | 4.6250%  | N/A     | $234000.00         | $233945.14         | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 20 | 2052-03-25      | 3.0000%  | N/A     | $4363000.00        | $2989797.96        | Private Label Collateralized Mortgage Obligations |
| MFA 2021-AEINV1 TRUST | 2051-08-25      | 0.5000%  | N/A     | $25977000.00       | $604617.81         | Private Label Collateralized Mortgage Obligations |
| MFA 2021-NQM2 TR B-12 | 2064-11-25      | 3.2720%  | N/A     | $2584000.00        | $2020958.46        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2 | 2058-11-25      | 3.8487%  | N/A     | $115000.00         | $105542.77         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANY CAP I TR | 2053-07-17      | 2.2980%  | N/A     | $388000.00         | $344166.09         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGA | 2036-12-15      | 2.7175%  | N/A     | $165000.00         | $134023.66         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015 | 2048-10-19      | 4.2028%  | N/A     | $165000.00         | $161862.09         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015 | 2048-04-17      | 3.8830%  | N/A     | $55000.00          | $51884.02          | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015 | 2048-04-17      | 3.3060%  | N/A     | $1897000.00        | $269250.17         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016 | 2049-11-18      | 3.8800%  | N/A     | $150000.00         | $144540.20         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2017 | 2050-05-17      | 3.8520%  | N/A     | $50000.00          | $49372.40          | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC  | 2037-12-17      | 0.0067%  | N/A     | $40840500.00       | $12642.01          | Private Label Collateralized Mortgage Obligations |
| NAVIENT CORPORATIONSR | 2032-06-15      | 7.8750%  | N/A     | $294000.00         | $307944.42         | Corporate Debt Securities                         |
| NEW RES MTG LN TR2021 | 2051-09-25      | 3.4718%  | N/A     | $258500.00         | $202969.86         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-N | 2059-11-25      | 4.0442%  | N/A     | $1000000.00        | $898648.19         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-N | 2059-09-25      | 2.7968%  | N/A     | $1660000.00        | $351592.41         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2056-09-25      | 3.2500%  | N/A     | $340472.00         | $44659.75          | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUSTM- | 2063-10-25      | 7.6032%  | N/A     | $915000.00         | $933751.48         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-NQM1 M-12 | 2061-11-25      | 3.5040%  | N/A     | $100000.00         | $75332.60          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18A-22 | 2065-09-25      | 5.2600%  | N/A     | $2416000.00        | $2341113.88        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18A-32 | 2065-09-25      | 5.5640%  | N/A     | $2787000.00        | $2705687.25        | Private Label Collateralized Mortgage Obligations |
| PENSKE AUTOMOTIVE GRP | 2029-06-15      | 3.7500%  | N/A     | $86000.00          | $83497.97          | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2 | 2043-11-25      | 7.1130%  | N/A     | $310000.00         | $156867.64         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2 | 2050-02-25      | 3.4701%  | N/A     | $2918000.00        | $1783618.95        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL MTG LN TR | 2059-05-25      | 4.7130%  | N/A     | $100000.00         | $99217.35          | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUS | 2055-11-25      | 1.5000%  | N/A     | $129000.00         | $114416.89         | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 201 | 2043-01-08      | 4.3880%  | N/A     | $1045000.00        | $841598.77         | Private Label Collateralized Mortgage Obligations |
| SG RESDTL MRTG TR 202 | 2062-08-25      | 5.3530%  | N/A     | $55000.00          | $39969.61          | Private Label Collateralized Mortgage Obligations |
| SG RESDTL MRTG TR 202 | 2062-08-25      | 5.3530%  | N/A     | $482000.00         | $350636.84         | Private Label Collateralized Mortgage Obligations |
| SOFI MTG TR 2016-1 1A | 2046-11-25      | 3.0000%  | N/A     | $350000.00         | $31548.07          | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2 | 2056-06-25      | 1.1270%  | N/A     | $6305000.00        | $1970340.59        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2 | 2065-04-25      | 3.5440%  | N/A     | $1193000.00        | $1090086.25        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2 | 2050-02-25      | 2.8780%  | N/A     | $2000000.00        | $1798492.67        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2 | 2065-05-25      | 1.1720%  | N/A     | $6620000.00        | $838025.83         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018- | 2051-08-17      | 0.8386%  | N/A     | $13221000.00       | $190030.40         | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019- | 2052-04-17      | 1.5163%  | N/A     | $2500000.00        | $72557.89          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MTG TR | 2052-12-17      | 3.6811%  | N/A     | $100000.00         | $89515.76          | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASUR | 2026-01-02      | 0.0000%  | N/A     | $249600.00         | $249552.58         | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2052-11-15      | 4.0000%  | N/A     | $556900.00         | $489249.39         | U.S. Treasuries (including strips)                |
| VERUS SEC TR 2021-1B- | 2066-01-25      | 2.9770%  | N/A     | $1575000.00        | $1251480.56        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-1M- | 2066-01-25      | 1.9680%  | N/A     | $1517000.00        | $1218827.58        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-6M- | 2066-10-25      | 2.9410%  | N/A     | $3750000.00        | $2913539.38        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021- | 2066-06-25      | 3.2030%  | N/A     | $880000.00         | $680818.31         | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION T | 2064-02-25      | 1.2270%  | N/A     | $6598000.00        | $1047925.30        | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION T | 2064-02-25      | 0.9180%  | N/A     | $11931601.00       | $1900803.24        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION  | 2066-09-25      | 1.2180%  | N/A     | $390000.00         | $172144.44         | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2022-1 B- | 2057-08-25      | 5.9187%  | N/A     | $412000.00         | $412373.79         | Private Label Collateralized Mortgage Obligations |
| VOYA CLO LTD 2024-5A- | 2037-10-15      | 5.2845%  | N/A     | $26711076.00       | $27055730.19       | Asset-Backed Securities                           |
| WAMU MTG CERT 2005-AR | 2045-10-25      | 4.4262%  | N/A     | $4100000.00        | $72141.37          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 201 | 2051-05-17      | 4.8192%  | N/A     | $150000.00         | $139569.90         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-05-17      | 3.6350%  | N/A     | $275000.00         | $192280.19         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2053-02-18      | 3.5420%  | N/A     | $1000000.00        | $858355.67         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2058-01-17      | 6.0960%  | N/A     | $96000.00          | $102304.13         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG  | 2058-01-17      | 0.8142%  | N/A     | $32000000.00       | $978129.05         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-05-15      | 3.8480%  | N/A     | $1642500.00        | $714444.01         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-12-17      | 4.4885%  | N/A     | $155000.00         | $150913.80         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2059-11-18      | 3.4190%  | N/A     | $195000.00         | $192339.26         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2049-11-18      | 3.3770%  | N/A     | $46815.00          | $46318.53          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2048-09-17      | 4.3177%  | N/A     | $40000.00          | $29139.50          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2 | 2050-07-25      | 3.1381%  | N/A     | $661000.00         | $394246.74         | Private Label Collateralized Mortgage Obligations |
| WELLS FRGO COM MTG TR | 2039-12-16      | 3.8620%  | N/A     | $750000.00         | $730414.75         | Private Label Collateralized Mortgage Obligations |

### Security 60: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PI6
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GLENCORE FDG LLC GLBL | 2028-10-06      | 6.1250%  | N/A     | $7700000.00        | $8192274.90        | Corporate Debt Securities         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $4432.00           | $4327.99           | Agency Mortgage-Backed Securities |
| MORGAN STANLEY FR 1.5 | 2027-05-04      | 1.5930%  | N/A     | $4166000.00        | $4139846.89        | Corporate Debt Securities         |
| TARGA RES PARTNERS /  | 2036-07-30      | 5.4000%  | N/A     | $8626000.00        | $8734170.04        | Corporate Debt Securities         |

### Security 61: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PJ4
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| AUSTRALIA & NEW ZEALA | 2028-12-08      | 4.3661%  | N/A     | $4341000.00        | $4362308.75        | Corporate Debt Securities         |
| FEDERAL NATIONAL MORT | 2053-05-01      | 6.0000%  | N/A     | $8113687.00        | $6962237.55        | Agency Mortgage-Backed Securities |
| KEURIG DR PEPPER INC  | 2034-03-15      | 5.3000%  | N/A     | $7000000.00        | $7256938.89        | Corporate Debt Securities         |
| MARRIOTT INTL INC NEW | 2035-03-15      | 5.3500%  | N/A     | $4799000.00        | $5020967.08        | Corporate Debt Securities         |
| MASSMUTUAL GLBL FDG I | 2028-08-01      | 4.5554%  | N/A     | $4508000.00        | $4546033.40        | Corporate Debt Securities         |
| MORGAN STANLEY FR 1.5 | 2027-07-20      | 1.5120%  | N/A     | $6887000.00        | $6837840.59        | Corporate Debt Securities         |
| WELLS FARGO & CO FR 5 | 2028-04-22      | 5.7070%  | N/A     | $6736000.00        | $6950396.21        | Corporate Debt Securities         |

### Security 62: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PW5
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIED UNIVERSAL HOLD | 2028-06-01      | 4.6250%  | N/A     | $1200000.00        | $1188161.00        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2028-12-08      | 4.3661%  | N/A     | $1659000.00        | $1667143.57        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-10-20      | 2.5720%  | N/A     | $5895000.00        | $5358039.52        | Corporate Debt Securities                         |
| BWAY TRUST 2025-1535  | 2042-05-07      | 7.4615%  | N/A     | $2940386.00        | $3103580.07        | Private Label Collateralized Mortgage Obligations |
| CLYDESDALE ACQUISITIO | 2029-04-15      | 6.6250%  | N/A     | $305000.00         | $314362.31         | Corporate Debt Securities                         |
| DNB BANK ASA FR 4.384 | 2031-11-04      | 4.3840%  | N/A     | $3570000.00        | $3588062.61        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $1419000.00        | $1429660.04        | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $9311.00           | $9092.49           | Agency Mortgage-Backed Securities                 |
| GS MTG SECS TR 2011-G | 2044-08-12      | 0.0000%  | N/A     | $36045.00          | $0.81              | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER FR 5 | 2028-06-26      | 5.6800%  | N/A     | $4707000.00        | $4865808.95        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 6 | 2030-09-21      | 6.2000%  | N/A     | $1502000.00        | $1631490.76        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2031-09-08      | 4.4000%  | N/A     | $3750000.00        | $3846979.17        | Corporate Debt Securities                         |
| MORGAN STANLEY VR 041 | 2029-04-12      | 5.3393%  | N/A     | $4426000.00        | $4532821.61        | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2030-11-06      | 4.4120%  | N/A     | $3157000.00        | $3184617.44        | Corporate Debt Securities                         |
| ROYAL BK CDA VR 07232 | 2027-07-23      | 4.7120%  | N/A     | $3000000.00        | $3033892.79        | Corporate Debt Securities                         |
| SOCIETE GENERALE VR 0 | 2028-01-19      | 5.6072%  | N/A     | $2850000.00        | $2904417.58        | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER  | 2032-07-15      | 6.8750%  | N/A     | $1113000.00        | $1190663.13        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-06-02      | 4.7136%  | N/A     | $5000000.00        | $5042877.57        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-01-31      | 4.7009%  | N/A     | $5750000.00        | $5819703.58        | Corporate Debt Securities                         |

### Security 63: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0UH002PX3
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BDS 2025-FL15 LLCA204 | 2043-03-19      | 5.1310%  | N/A     | $18000000.00       | $18053416.33       | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2025 | 2043-04-17      | 5.1216%  | N/A     | $12208500.00       | $12227688.70       | Private Label Collateralized Mortgage Obligations |
| BWAY TRUST 2025-1535  | 2042-05-07      | 7.4615%  | N/A     | $9297763.00        | $9813797.21        | Private Label Collateralized Mortgage Obligations |
| CLYDESDALE ACQUISITIO | 2029-04-15      | 6.6250%  | N/A     | $260000.00         | $267980.99         | Corporate Debt Securities                         |
| CSMC TRUST 2017-TIME  | 2039-11-15      | 3.6463%  | N/A     | $13100000.00       | $12515708.34       | Private Label Collateralized Mortgage Obligations |
| GOVERNMENT NATIONAL M | 2055-10-20      | 4.5000%  | N/A     | $184031.00         | $179712.26         | Agency Mortgage-Backed Securities                 |
| GRAY MEDIA INC 1LIEN  | 2029-07-15      | 10.5000% | N/A     | $69000.00          | $77529.55          | Corporate Debt Securities                         |
| HERC HLDGS INC SR 144 | 2030-06-15      | 7.0000%  | N/A     | $366000.00         | $386317.07         | Corporate Debt Securities                         |
| LITHIA MTRS INCSR GLB | 2027-12-15      | 4.6250%  | N/A     | $165000.00         | $164961.32         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2050-10-17      | 7.9820%  | N/A     | $3507248.00        | $2736586.56        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 202 | 2056-11-25      | 1.1561%  | N/A     | $32940000.00       | $11359509.25       | Private Label Collateralized Mortgage Obligations |
| OLIN CORPSR GLBL 144A | 2033-04-01      | 6.6250%  | N/A     | $1184000.00        | $1194209.04        | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIA | 2029-09-15      | 9.7500%  | N/A     | $80000.00          | $86752.67          | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUS | 2055-10-25      | 1.5000%  | N/A     | $28000000.00       | $22374844.01       | Private Label Collateralized Mortgage Obligations |
| STONEX ESCROW ISSUER  | 2032-07-15      | 6.8750%  | N/A     | $5826000.00        | $6232527.76        | Corporate Debt Securities                         |

### Security 64: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KD87, C.4 - ISIN: US09660KD872, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $82153673.90
- **C.18.a - Value (excl. sponsor support):** $82153673.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660KBT3, C.4 - ISIN: US09660KBT34, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $99396720.00
- **C.18.a - Value (excl. sponsor support):** $99396720.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CE12, C.4 - ISIN: US09659CE127, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $98722770.00
- **C.18.a - Value (excl. sponsor support):** $98722770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CEF1, C.4 - ISIN: US09659CEF14, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $61122030.40
- **C.18.a - Value (excl. sponsor support):** $61122030.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BNP PARIBAS SA/NEW YORK NY

- **C.1 - Title:** BNP PARIBAS SA/NEW YORK NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09659CC30, C.4 - ISIN: US09659CC303, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $255342144.40
- **C.18.a - Value (excl. sponsor support):** $255342144.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05C10
- **C.18 - Value (incl. sponsor support):** $317000000.00
- **C.18.a - Value (excl. sponsor support):** $317000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORP SR GLB | 2027-12-01      | 3.6250%  | N/A     | $82000.00          | $81339.15          | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2035-11-15      | 4.7000%  | N/A     | $1000.00           | $1010.44           | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2026-05-12      | 1.0000%  | N/A     | $12437000.00       | $12335279.16       | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-04-13      | 3.3000%  | N/A     | $11710000.00       | $11746535.20       | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2026-11-04      | 1.6500%  | N/A     | $10409000.00       | $10247166.07       | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT4. | 2033-03-01      | 4.2000%  | N/A     | $180000.00         | $178941.60         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LL | 2036-02-01      | 4.7000%  | N/A     | $3000.00           | $3035.26           | Corporate Debt Securities                         |
| BANCO DE CREDITO E IN | 2031-10-14      | 2.8750%  | N/A     | $13200000.00       | $12194680.67       | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.  | 2027-11-07      | 6.5270%  | N/A     | $5400000.00        | $5565559.65        | Corporate Debt Securities                         |
| BECTON DICKINSON & CO | 2047-06-06      | 4.6690%  | N/A     | $1000.00           | $878.18            | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  | N/A     | $2653000.00        | $2782555.57        | Corporate Debt Securities                         |
| BPCE FR 3.375%120226  | 2026-12-02      | 3.3750%  | N/A     | $14345000.00       | $14311360.98       | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2035-02-24      | 5.1000%  | N/A     | $4776000.00        | $5011990.12        | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2027-02-26      | 4.8000%  | N/A     | $12550000.00       | $12901734.67       | Corporate Debt Securities                         |
| CITIBANK N A SR GLBL  | 2027-05-29      | 4.5760%  | N/A     | $14000000.00       | $14203385.78       | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-09-11      | 5.1740%  | N/A     | $1000.00           | $1029.38           | Corporate Debt Securities                         |
| COLT MTG LN TR 2025-4 | 2070-04-25      | 7.5336%  | N/A     | $756713.00         | $779370.80         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  | N/A     | $19315000.00       | $15134976.47       | Corporate Debt Securities                         |
| DISNEY WALT CO SR GLB | 2035-12-15      | 6.4000%  | N/A     | $11153000.00       | $12659039.16       | Corporate Debt Securities                         |
| FEDERAL NATIONAL MORT | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $130.32            | Agency Mortgage-Backed Securities                 |
| FHLMC REMIC SERIES K- | 2032-01-25      | 4.6960%  | N/A     | $1671462.00        | $1703432.61        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-G | 2049-11-15      | 3.9083%  | N/A     | $211122.00         | $197708.13         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2036-12-19      | 4.3255%  | N/A     | $20441022.00       | $3437273.44        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC SR NT  | 2043-04-01      | 4.2000%  | N/A     | $100000.00         | $88056.00          | Corporate Debt Securities                         |
| HOME EQUITY ASSET TR  | 2035-08-25      | 4.9112%  | N/A     | $2940324.00        | $2168053.48        | Private Label Collateralized Mortgage Obligations |
| HONEYWELL INTL INC SR | 2032-02-01      | 4.7500%  | N/A     | $7000000.00        | $7296671.67        | Corporate Debt Securities                         |
| HONEYWELL INTL INC SR | 2030-02-01      | 4.7000%  | N/A     | $11589000.00       | $12088756.31       | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CO | 2034-04-11      | 5.1000%  | N/A     | $11231000.00       | $11767766.93       | Corporate Debt Securities                         |
| KELLANOVASR GLBL NT4. | 2028-05-15      | 4.3000%  | N/A     | $37000.00          | $37463.03          | Corporate Debt Securities                         |
| KENNEDY LEWIS CLO LTD | 2038-10-20      | 5.1600%  | N/A     | $2300319.00        | $2312196.17        | Asset-Backed Securities                           |
| L AIR LIQUIDESR GLBL  | 2026-09-27      | 2.5000%  | N/A     | $13699000.00       | $13656099.30       | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2033-01-15      | 5.2500%  | N/A     | $89000.00          | $95893.79          | Corporate Debt Securities                         |
| LYB INTL FIN II BV SR | 2027-03-02      | 3.5000%  | N/A     | $123000.00         | $123794.85         | Corporate Debt Securities                         |
| MACQUARIE BK LTD SR 1 | 2026-12-07      | 5.3910%  | N/A     | $14005000.00       | $14251687.57       | Corporate Debt Securities                         |
| MCR TR 2024-HF1A20411 | 2041-12-16      | 5.5431%  | N/A     | $3454000.00        | $3130399.19        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP SR GLB | 2037-02-06      | 4.1000%  | N/A     | $404000.00         | $399549.49         | Corporate Debt Securities                         |
| MID-AMERICA APTS LPSR | 2033-01-15      | 4.6500%  | N/A     | $16000.00          | $16122.84          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2033-01-19      | 2.8520%  | N/A     | $8438000.00        | $7773885.33        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A | 2027-10-15      | 4.4470%  | N/A     | $12000000.00       | $12160297.33       | Corporate Debt Securities                         |
| MORGAN STANLEY FR 1.9 | 2032-04-28      | 1.9280%  | N/A     | $6813000.00        | $6017882.02        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.8 | 2036-10-22      | 4.8920%  | N/A     | $7080000.00        | $7108931.24        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2054-06-15      | 6.7500%  | N/A     | $54000.00          | $57811.86          | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO | 2055-09-15      | 7.0000%  | N/A     | $558000.00         | $592077.68         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15A-IO | 2064-10-25      | 0.0000%  | N/A     | $5487006.00        | $8737.61           | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15B-1A | 2064-10-25      | 6.9140%  | N/A     | $3669358.00        | $3440887.87        | Private Label Collateralized Mortgage Obligations |
| PFIZER INC SR GLBL NT | 2027-11-15      | 3.8750%  | N/A     | $11999000.00       | $12094098.74       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL IN | 2034-11-01      | 4.9000%  | N/A     | $13203000.00       | $13454869.23       | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS | 2027-05-15      | 3.0000%  | N/A     | $800000.00         | $794650.67         | Corporate Debt Securities                         |
| QUALCOMM INC FR 3.25% | 2027-05-20      | 3.2500%  | N/A     | $13582000.00       | $13559065.28       | Corporate Debt Securities                         |
| SCHWAB CHARLES CORPSR | 2036-11-14      | 4.9140%  | N/A     | $538000.00         | $539084.34         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL F | 2026-05-10      | 2.8750%  | N/A     | $12242000.00       | $12250729.23       | Corporate Debt Securities                         |
| SIEMENS FIN NV SR 144 | 2026-10-15      | 2.3500%  | N/A     | $13200000.00       | $13118765.00       | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPGL | 2034-01-15      | 6.2500%  | N/A     | $68000.00          | $76790.32          | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO SR | 2035-11-15      | 5.2500%  | N/A     | $1000.00           | $990.52            | Corporate Debt Securities                         |
| TOYOTA MOTOR CORPGLBL | 2026-03-25      | 1.3390%  | N/A     | $12056000.00       | $12029036.42       | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC | 2054-09-15      | 5.3500%  | N/A     | $80000.00          | $77539.42          | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2037-03-16      | 5.2500%  | N/A     | $148000.00         | $151789.17         | Corporate Debt Securities                         |
| VERIZON MASTER TR 202 | 2029-11-20      | 5.6700%  | N/A     | $41000.00          | $41737.08          | Asset-Backed Securities                           |
| VERUS SEC TR 2021-8B- | 2066-11-25      | 4.3340%  | N/A     | $1558436.00        | $1273095.20        | Private Label Collateralized Mortgage Obligations |
| VSP OPTICAL GROUP INC | 2035-12-01      | 5.4500%  | N/A     | $1000.00           | $1015.34           | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR | 2045-04-25      | 4.7462%  | N/A     | $13572295.00       | $4027910.95        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO BANK NATL | 2038-01-15      | 6.6000%  | N/A     | $11441000.00       | $13164167.15       | Corporate Debt Securities                         |
| WELLTOWER INCSR GLBL  | 2032-06-15      | 3.8500%  | N/A     | $48000.00          | $46514.93          | Corporate Debt Securities                         |

### Security 70: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05CN2
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INCSR GLBL NT 2 | 2027-04-04      | 4.8500%  | N/A     | $8282000.00        | $8490050.74        | Corporate Debt Securities                         |
| ADOBE INCSR GLBL NT 2 | 2027-02-01      | 2.1500%  | N/A     | $4648000.00        | $4612481.53        | Corporate Debt Securities                         |
| ALPHABET INC SR GLBL  | 2035-11-15      | 4.7000%  | N/A     | $7089000.00        | $7163013.10        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-06-03      | 1.2000%  | N/A     | $8283000.00        | $8012007.85        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2065-11-20      | 5.5500%  | N/A     | $7494000.00        | $7361587.26        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2027-08-22      | 3.1500%  | N/A     | $6197000.00        | $6222268.27        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2047-08-22      | 4.0500%  | N/A     | $9733000.00        | $8175452.34        | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 2 | 2027-02-09      | 3.3500%  | N/A     | $6308000.00        | $6367445.89        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2027-02-26      | 4.8000%  | N/A     | $6592000.00        | $6776290.35        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE L | 2026-05-28      | 1.2000%  | N/A     | $2450000.00        | $2427190.50        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.  | 2028-02-23      | 3.8000%  | N/A     | $200000.00         | $201287.11         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2042-04-22      | 3.3110%  | N/A     | $9904000.00        | $7911969.69        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2030-07-23      | 3.1940%  | N/A     | $6692000.00        | $6570929.08        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $7716000.00        | $6977601.09        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2034-09-15      | 5.8720%  | N/A     | $13713000.00       | $14912061.67       | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-09-08      | 4.4040%  | N/A     | $8264000.00        | $8422597.18        | Corporate Debt Securities                         |
| BANK OF AMERICA NA SR | 2026-08-18      | 5.5260%  | N/A     | $13277000.00       | $13672462.08       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2049-01-15      | 4.4500%  | N/A     | $200000.00         | $171293.89         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $9013000.00        | $6900623.19        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2035-05-15      | 5.2000%  | N/A     | $5149000.00        | $5392673.56        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2049-09-19      | 3.2500%  | N/A     | $10492000.00       | $7605108.71        | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2034-02-26      | 5.0500%  | N/A     | $7397000.00        | $7762298.79        | Corporate Debt Securities                         |
| CISCO SYS INCSR GLBL  | 2026-09-20      | 2.5000%  | N/A     | $4860000.00        | $4850007.30        | Corporate Debt Securities                         |
| CITIBANK N A SR GLBL  | 2026-04-30      | 5.4380%  | N/A     | $4360000.00        | $4417740.93        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR | 2051-11-10      | 5.0662%  | N/A     | $3372793.00        | $2641533.93        | Private Label Collateralized Mortgage Obligations |
| CITIZENS FINL GROUP I | 2035-04-25      | 6.6450%  | N/A     | $236000.00         | $263145.31         | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2041-05-05      | 2.8750%  | N/A     | $8880000.00        | $6885660.53        | Corporate Debt Securities                         |
| COLT MTG LN TR 2025-4 | 2070-04-25      | 7.5336%  | N/A     | $818375.00         | $842879.11         | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE SA LO | 2033-07-05      | 5.5140%  | N/A     | $6009000.00        | $6469374.53        | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2031-03-15      | 4.2500%  | N/A     | $2682000.00        | $2744317.02        | Corporate Debt Securities                         |
| ELI LILLY & CO GLBL N | 2027-02-09      | 4.5000%  | N/A     | $8368000.00        | $8586153.76        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2046-05-15      | 4.9000%  | N/A     | $349000.00         | $319063.17         | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL NT | 2030-09-03      | 4.5000%  | N/A     | $86000.00          | $88628.59          | Corporate Debt Securities                         |
| EQUINOR ASASR NT 3.95 | 2043-05-15      | 3.9500%  | N/A     | $100000.00         | $85015.75          | Corporate Debt Securities                         |
| GCAT 2023-NQM3 TRUST  | 2068-08-25      | 7.4748%  | N/A     | $100000.00         | $101615.00         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP I | 2042-07-21      | 2.9080%  | N/A     | $11020000.00       | $8262624.58        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2035-07-23      | 5.3300%  | N/A     | $7333000.00        | $7728195.74        | Corporate Debt Securities                         |
| GS MTG SECS TR 2012-B | 2034-11-07      | 2.9540%  | N/A     | $371000.00         | $310154.56         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-G | 2050-08-12      | 3.0000%  | N/A     | $4964441.00        | $3799505.13        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2036-12-19      | 4.3255%  | N/A     | $2691515.00        | $452593.47         | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC SR GLB | 2036-12-16      | 5.8750%  | N/A     | $5583000.00        | $6094000.36        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD GL | 2032-03-10      | 2.9670%  | N/A     | $260000.00         | $240654.92         | Corporate Debt Securities                         |
| JAPAN TOBACCO INCFR 5 | 2035-06-15      | 5.8500%  | N/A     | $4920000.00        | $5272604.10        | Corporate Debt Securities                         |
| JOHNSON & JOHNSONSR G | 2035-03-01      | 5.0000%  | N/A     | $30000.00          | $31842.80          | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR | 2050-09-16      | 4.4179%  | N/A     | $627697.00         | $433061.06         | Private Label Collateralized Mortgage Obligations |
| KENNEDY LEWIS CLO LTD | 2038-10-20      | 5.1600%  | N/A     | $1441468.00        | $1448910.69        | Asset-Backed Securities                           |
| KIMBERLY-CLARK CORPSR | 2027-09-15      | 1.0500%  | N/A     | $218000.00         | $209160.46         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP  | 2053-06-15      | 4.1500%  | N/A     | $6787000.00        | $5458203.43        | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2031-03-15      | 4.2500%  | N/A     | $2562000.00        | $2584046.01        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NOR | 2026-03-02      | 1.4500%  | N/A     | $8000000.00        | $8005464.44        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2027-09-15      | 3.8500%  | N/A     | $6906000.00        | $7016549.71        | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2035-12-04      | 4.7500%  | N/A     | $8506000.00        | $8547360.43        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANC | 2036-04-24      | 5.6150%  | N/A     | $5544000.00        | $5886420.54        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2033-08-15      | 5.2980%  | N/A     | $795000.00         | $319497.57         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $7391000.00        | $7352271.16        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 4.3 | 2031-10-22      | 4.3560%  | N/A     | $4598000.00        | $4630549.24        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.5 | 2051-03-24      | 5.5970%  | N/A     | $6784000.00        | $6921788.50        | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGA | 2036-12-15      | 4.2500%  | N/A     | $6130000.00        | $2964110.42        | Private Label Collateralized Mortgage Obligations |
| NETFLIX INC. SR GLBL  | 2029-11-15      | 5.3750%  | N/A     | $94000.00          | $98357.74          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2028-06-15      | 1.9000%  | N/A     | $140000.00         | $133590.02         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HL | 2054-06-15      | 6.7500%  | N/A     | $13000.00          | $13917.67          | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO | 2055-09-15      | 7.0000%  | N/A     | $1022000.00        | $1084414.68        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3 B-22 | 2063-12-25      | 7.7248%  | N/A     | $4619000.00        | $3885185.47        | Private Label Collateralized Mortgage Obligations |
| OLD REP INTL CORPSR G | 2034-03-28      | 5.7500%  | N/A     | $2430000.00        | $2566892.03        | Corporate Debt Securities                         |
| PFIZER INC SR GLBL NT | 2026-06-03      | 2.7500%  | N/A     | $6779000.00        | $6763739.72        | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARV | 2056-07-15      | 3.3000%  | N/A     | $134000.00         | $94063.53          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.305 | 2031-11-03      | 4.3050%  | N/A     | $6423000.00        | $6447704.46        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC  | 2026-05-15      | 2.5000%  | N/A     | $7918000.00        | $7904337.05        | Corporate Debt Securities                         |
| SANTANDER BK NA 2023- | 2052-02-26      | 8.0242%  | N/A     | $5079573.00        | $3666322.92        | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC SR 1 | 2040-03-25      | 5.5000%  | N/A     | $5622000.00        | $5848772.74        | Corporate Debt Securities                         |
| SHELL FIN US INC SR G | 2038-12-15      | 6.3750%  | N/A     | $2504000.00        | $2807968.91        | Corporate Debt Securities                         |
| SIEMENS FIN NV GLBL 1 | 2026-08-17      | 6.1250%  | N/A     | $6633000.00        | $6876288.31        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2047-04-01      | 4.0000%  | N/A     | $602000.00         | $460963.44         | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO SR | 2035-11-15      | 5.2500%  | N/A     | $17000.00          | $16838.81          | Corporate Debt Securities                         |
| TAKEDA US FING INC SR | 2055-07-07      | 5.9000%  | N/A     | $643000.00         | $675436.85         | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2048-05-15      | 4.1500%  | N/A     | $8947000.00        | $7444465.67        | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR G | 2030-05-23      | 4.5000%  | N/A     | $3072000.00        | $3144099.84        | Corporate Debt Securities                         |
| TEXAS INSTRS INC SR N | 2027-11-03      | 2.9000%  | N/A     | $6521000.00        | $6486779.24        | Corporate Debt Securities                         |
| TJX COS INC NEWSR GLB | 2026-09-15      | 2.2500%  | N/A     | $7914000.00        | $7885786.59        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP FR | 2030-02-13      | 2.1500%  | N/A     | $8553000.00        | $8020162.36        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 9.2500%  | N/A     | $7525000.00        | $8918678.08        | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2032-05-14      | 3.0910%  | N/A     | $2934000.00        | $2738917.20        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS IN | 2026-11-15      | 2.4000%  | N/A     | $8049000.00        | $7980476.18        | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $212000.00         | $217929.78         | U.S. Treasuries (including strips)                |
| VERUS SEC TRUST 2024- | 2069-06-25      | 8.0132%  | N/A     | $194121.00         | $197987.62         | Private Label Collateralized Mortgage Obligations |
| VISA INC SR GLBL NT 2 | 2050-08-15      | 2.0000%  | N/A     | $462000.00         | $256126.13         | Corporate Debt Securities                         |
| VISA INC SR GLBL NT 3 | 2035-12-14      | 4.1500%  | N/A     | $494000.00         | $483685.14         | Corporate Debt Securities                         |
| VSP OPTICAL GROUP INC | 2035-12-01      | 5.4500%  | N/A     | $4000.00           | $4061.37           | Corporate Debt Securities                         |
| WALMART INCSR GLBL NT | 2041-09-22      | 2.5000%  | N/A     | $3885000.00        | $2854600.88        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR | 2045-04-25      | 4.7462%  | N/A     | $4974788.00        | $1476390.18        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO FR 3 | 2028-03-24      | 3.5260%  | N/A     | $6498000.00        | $6518472.67        | Corporate Debt Securities                         |

### Security 71: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05FT6
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AAMES MTG TR 2004-1M7 | 2035-01-25      | 6.5462%  | N/A     | $5499900.00        | $4454991.58        | Asset-Backed Securities   |
| ABS CORP HEQ 2005-HE6 | 2035-07-25      | 5.8712%  | N/A     | $2959000.00        | $2346988.39        | Asset-Backed Securities   |
| ACCREDITED MTG LN TR  | 2037-02-25      | 4.1362%  | N/A     | $12152000.00       | $10801213.74       | Asset-Backed Securities   |
| ACE SECS HEQ 2005-HE5 | 2035-08-25      | 4.8062%  | N/A     | $4750000.00        | $3315403.81        | Asset-Backed Securities   |
| ACE SECS HEQ 2006-HE1 | 2036-02-25      | 4.4312%  | N/A     | $12171400.00       | $8673822.93        | Asset-Backed Securities   |
| ACE SECS HEQ 2006-NC1 | 2035-12-25      | 4.4912%  | N/A     | $29418900.00       | $15535949.68       | Asset-Backed Securities   |
| ACE SECS HEQ 2006-OP1 | 2036-04-25      | 4.2662%  | N/A     | $32290000.00       | $25885424.78       | Asset-Backed Securities   |
| ACE SECS HEQ 2006-OP2 | 2036-08-25      | 4.2212%  | N/A     | $32389000.00       | $20983421.97       | Asset-Backed Securities   |
| AEGIS ABS 2005-5 M2 2 | 2035-12-26      | 4.5212%  | N/A     | $3000000.00        | $2028721.85        | Asset-Backed Securities   |
| AMERIQUEST MTG SECS 2 | 2035-06-25      | 5.6462%  | N/A     | $2500000.00        | $2185430.49        | Asset-Backed Securities   |
| AMERIQUEST MTG SECS 2 | 2036-01-25      | 5.0012%  | N/A     | $4830000.00        | $3214937.05        | Asset-Backed Securities   |
| ARGENT SECS INC 2005- | 2036-02-25      | 4.6062%  | N/A     | $49000000.00       | $15539572.86       | Asset-Backed Securities   |
| ARGENT SECS TR 2006-W | 2036-03-25      | 4.2262%  | N/A     | $33900000.00       | $3840521.66        | Asset-Backed Securities   |
| ASSET BACKED FDG 2005 | 2035-03-25      | 4.8512%  | N/A     | $16231640.00       | $3191281.76        | Asset-Backed Securities   |
| ASSET BACKED FDG 2005 | 2035-03-25      | 4.8962%  | N/A     | $24649389.00       | $4964047.82        | Asset-Backed Securities   |
| AZUL SECD FIN LLPSR G | 2026-02-27      | 15.0000% | N/A     | $98000.00          | $103390.00         | Corporate Debt Securities |
| BEAR STEARNS ABS TR 2 | 2036-10-27      | 4.1262%  | N/A     | $24899900.00       | $729787.18         | Asset-Backed Securities   |
| BEAR STEARNS ABS TR 2 | 2037-05-25      | 4.4962%  | N/A     | $3650000.00        | $2323937.23        | Asset-Backed Securities   |
| BRAVO MTG ASSET TR 20 | 2036-07-25      | 4.5212%  | N/A     | $47161364.00       | $7852871.47        | Asset-Backed Securities   |
| C-BASS ABS LLC 2004-C | 2034-06-25      | 6.7670%  | N/A     | $4300000.00        | $495051.78         | Asset-Backed Securities   |
| C-BASS TRUST 2006-CB8 | 2036-10-25      | 4.3062%  | N/A     | $10796000.00       | $5542354.22        | Asset-Backed Securities   |
| C-BASS TRUST 2007-CB4 | 2037-04-25      | 2.6367%  | N/A     | $30760000.00       | $14003564.73       | Asset-Backed Securities   |
| CARRINGTON MTG LN 200 | 2035-12-25      | 4.6112%  | N/A     | $9999900.00        | $8491619.53        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2045-11-27      | 5.1962%  | N/A     | $2756000.00        | $2455816.37        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2037-01-25      | 4.0062%  | N/A     | $75395968.00       | $2223008.81        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2037-01-25      | 4.3862%  | N/A     | $5815000.00        | $3825908.24        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2036-12-26      | 4.1662%  | N/A     | $5500000.00        | $529956.43         | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2037-01-25      | 4.3462%  | N/A     | $10000000.00       | $2173598.88        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2036-12-26      | 4.1462%  | N/A     | $16899900.00       | $2861073.86        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2036-01-25      | 4.5962%  | N/A     | $9900000.00        | $9485876.78        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2 | 2045-07-25      | 3.9062%  | N/A     | $50050000.00       | $2043506.71        | Asset-Backed Securities   |
| CWABS INC 2004-10MV-5 | 2034-11-25      | 3.8605%  | N/A     | $8000000.00        | $2026116.88        | Asset-Backed Securities   |
| CWABS INC 2004-12MV-6 | 2035-02-25      | 5.6462%  | N/A     | $13500000.00       | $11544287.17       | Asset-Backed Securities   |
| CWABS INC 2004-13MV-7 | 2035-02-25      | 6.2462%  | N/A     | $5408000.00        | $4180308.58        | Asset-Backed Securities   |
| CWABS INC 2004-7 MV-6 | 2034-10-25      | 5.9462%  | N/A     | $16860000.00       | $3053345.38        | Asset-Backed Securities   |
| CWABS INC 2004-AB2 M- | 2034-11-25      | 5.1212%  | N/A     | $4900000.00        | $4495594.56        | Asset-Backed Securities   |
| CWABS INC 2005-1 MF-4 | 2035-04-25      | 5.6540%  | N/A     | $4000000.00        | $3038636.02        | Asset-Backed Securities   |
| CWABS INC 2005-14M-52 | 2036-02-25      | 5.0162%  | N/A     | $4000000.00        | $3580576.15        | Asset-Backed Securities   |
| CWABS INC 2005-3 MV-8 | 2035-04-25      | 5.9462%  | N/A     | $6691000.00        | $5586504.30        | Asset-Backed Securities   |
| CWABS INC 2005-4 MV-7 | 2035-07-25      | 5.7212%  | N/A     | $5700000.00        | $4303840.48        | Asset-Backed Securities   |
| CWABS INC 2005-AB2 M- | 2035-08-25      | 4.5662%  | N/A     | $2359000.00        | $992247.47         | Asset-Backed Securities   |
| CWABS INC 2005-AB4 1- | 2036-03-25      | 4.3262%  | N/A     | $401707043.00      | $11268206.96       | Asset-Backed Securities   |
| CWABS INC 2006-11MV-1 | 2035-06-25      | 4.2512%  | N/A     | $5079500.00        | $3512559.05        | Asset-Backed Securities   |
| CWABS INC 2006-15A-42 | 2036-04-25      | 4.2423%  | N/A     | $4235000.00        | $778104.84         | Asset-Backed Securities   |
| CWABS INC 2006-2 M-32 | 2036-04-25      | 4.5062%  | N/A     | $3100000.00        | $2247999.30        | Asset-Backed Securities   |
| CWABS INC 2006-23M-12 | 2035-12-25      | 4.2212%  | N/A     | $5000000.00        | $4154730.95        | Asset-Backed Securities   |
| CWABS INC 2006-6 M-12 | 2035-09-25      | 4.3262%  | N/A     | $4000000.00        | $2815984.43        | Asset-Backed Securities   |
| CWABS INC 2007-102-M- | 2036-11-25      | 4.1062%  | N/A     | $15432864.00       | $12737791.60       | Asset-Backed Securities   |
| CWABS INC 2007-121-M- | 2037-09-25      | 4.8162%  | N/A     | $4453000.00        | $4062418.10        | Asset-Backed Securities   |
| CWABS INC 2007-5 2-A- | 2036-02-25      | 4.4862%  | N/A     | $8000000.00        | $6388900.52        | Asset-Backed Securities   |
| CWABS INC 2007-BC2 1- | 2037-06-25      | 4.2462%  | N/A     | $100039900.00      | $13977124.33       | Asset-Backed Securities   |
| CWABS INC 2007-BC3 2- | 2037-11-25      | 4.3462%  | N/A     | $3913750.00        | $3134543.62        | Asset-Backed Securities   |
| ENBRIDGE INC SUB GLBL | 2084-01-15      | 8.5000%  | N/A     | $17000.00          | $20168.60          | Corporate Debt Securities |
| ENCORE CREDIT REC TR  | 2035-10-25      | 5.6012%  | N/A     | $7955000.00        | $5850337.25        | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 20 | 2035-03-26      | 4.8962%  | N/A     | $7583000.00        | $6901507.24        | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 20 | 2036-10-25      | 4.1562%  | N/A     | $4500000.00        | $3763197.14        | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 20 | 2036-05-25      | 4.8212%  | N/A     | $3500000.00        | $1992997.14        | Asset-Backed Securities   |
| FREMONT HM LN TR 2005 | 2035-11-25      | 4.5062%  | N/A     | $29200000.00       | $14472618.75       | Asset-Backed Securities   |
| GE-WMC ASSET-BCKD PTC | 2035-12-01      | 4.5062%  | N/A     | $7000000.00        | $4930827.92        | Asset-Backed Securities   |
| GS MTG BACKED SEC 202 | 2060-12-25      | 3.9226%  | N/A     | $54939931.00       | $36385719.41       | Asset-Backed Securities   |
| GSAMP TRUST 2005-AHL2 | 2035-12-25      | 4.5062%  | N/A     | $12600000.00       | $5370077.46        | Asset-Backed Securities   |
| GSAMP TRUST 2006-HE4  | 2036-06-25      | 4.2962%  | N/A     | $7435000.00        | $6539464.66        | Asset-Backed Securities   |
| GSAMP TRUST 2006-HE5  | 2036-08-25      | 4.2962%  | N/A     | $6723000.00        | $3785273.83        | Asset-Backed Securities   |
| GSAMP TRUST 2006-HE8  | 2037-01-26      | 4.2212%  | N/A     | $15000000.00       | $6136633.06        | Asset-Backed Securities   |
| GSAMP TRUST 2006-NC1  | 2036-02-25      | 4.4162%  | N/A     | $2454000.00        | $1960516.16        | Asset-Backed Securities   |
| GSAMP TRUST 2006-SD2  | 2036-05-25      | 4.5512%  | N/A     | $10370795.00       | $4069253.75        | Asset-Backed Securities   |
| GSAMP TRUST 2006-SD3  | 2036-06-25      | 4.5212%  | N/A     | $14131966.00       | $2062718.15        | Asset-Backed Securities   |
| HALCYON LN ADV FDG 20 | 2027-04-20      | 9.7960%  | N/A     | $5000000.00        | $1477955.19        | Asset-Backed Securities   |
| HOME EQUITY MTG INABS | 2037-04-25      | 4.0862%  | N/A     | $18750000.00       | $5794251.44        | Asset-Backed Securities   |
| HOME EQUITY MTG INABS | 2037-04-25      | 4.1662%  | N/A     | $6500000.00        | $1836291.02        | Asset-Backed Securities   |
| HSI ASSET SEC TR 2007 | 2037-01-25      | 4.0362%  | N/A     | $7535000.00        | $2799777.43        | Asset-Backed Securities   |
| IXIS REAL ESTATE TR 2 | 2036-02-25      | 4.5062%  | N/A     | $8000000.00        | $2467242.68        | Asset-Backed Securities   |
| LEHMAN ABS MTG LN TR  | 2037-06-25      | 4.0762%  | N/A     | $12137920.00       | $2279419.66        | Asset-Backed Securities   |
| LONG BEACH MTG LN TR  | 2035-06-25      | 4.9712%  | N/A     | $26248999.00       | $21009732.17       | Asset-Backed Securities   |
| LONG BEACH MTG LN TR  | 2035-11-25      | 4.5512%  | N/A     | $37372000.00       | $26400478.22       | Asset-Backed Securities   |
| MASTR ABS TR 2006-HE1 | 2036-01-25      | 4.4162%  | N/A     | $15235000.00       | $9226642.33        | Asset-Backed Securities   |
| MASTR ABS TRUST 2006- | 2036-10-25      | 4.2362%  | N/A     | $9079900.00        | $4595077.96        | Asset-Backed Securities   |
| MASTR ABS TRUST 2006- | 2036-06-25      | 4.1862%  | N/A     | $20360000.00       | $3039225.26        | Asset-Backed Securities   |
| MASTR ASSET BKD SECS  | 2036-01-25      | 4.4612%  | N/A     | $11030000.00       | $8378621.71        | Asset-Backed Securities   |
| METAL 2017-1 LTD A204 | 2042-10-15      | 4.5810%  | N/A     | $8400000.00        | $2357280.19        | Asset-Backed Securities   |
| ML MTG INVESTORS 2005 | 2036-06-25      | 4.8512%  | N/A     | $3492000.00        | $1685555.24        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2035-11-25      | 4.5512%  | N/A     | $5936189.00        | $5156850.46        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2035-03-25      | 4.8812%  | N/A     | $6010000.00        | $2815674.21        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2035-04-25      | 5.6462%  | N/A     | $4131000.00        | $2117304.30        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2035-03-25      | 4.9112%  | N/A     | $10292900.00       | $7656034.49        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2036-01-25      | 4.4012%  | N/A     | $3600000.00        | $3060712.74        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2035-07-25      | 4.9562%  | N/A     | $7500000.00        | $4842126.25        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 20 | 2033-09-25      | 9.4712%  | N/A     | $8496000.00        | $1596540.20        | Asset-Backed Securities   |
| MS HEQ LN TR 2005-2M- | 2035-05-25      | 4.9112%  | N/A     | $6100000.00        | $5203611.77        | Asset-Backed Securities   |
| NATIONSTAR HEQ LN TR  | 2037-06-25      | 4.2212%  | N/A     | $3832000.00        | $3450276.39        | Asset-Backed Securities   |
| NOMURA HEQ LN TR 2006 | 2035-11-25      | 4.4612%  | N/A     | $29950000.00       | $12780287.11       | Asset-Backed Securities   |
| NOVASTAR HEQ LN TR 20 | 2036-01-25      | 4.7312%  | N/A     | $6300000.00        | $5504928.11        | Asset-Backed Securities   |
| OAKTREE CLO 2020-1 SU | 2029-07-16      | 0.0000%  | N/A     | $4142711.00        | $2278491.05        | Asset-Backed Securities   |
| OPTION ONE MTG LN TR  | 2037-07-25      | 3.9762%  | N/A     | $19800000.00       | $5172368.24        | Asset-Backed Securities   |
| OPTION ONE MTG LN TR  | 2037-01-25      | 4.1262%  | N/A     | $15690000.00       | $4016497.14        | Asset-Backed Securities   |
| PAGAYA AI DEBT TRUST  | 2033-01-18      | 11.6020% | N/A     | $45000000.00       | $45180664.25       | Asset-Backed Securities   |
| PARK PLACE SECS 2004- | 2034-10-25      | 5.7212%  | N/A     | $8532900.00        | $1761178.91        | Asset-Backed Securities   |
| PARK PLACE SECS 2005- | 2035-01-25      | 5.3162%  | N/A     | $7235000.00        | $6178924.15        | Asset-Backed Securities   |
| PARK PLACE SECS 2005- | 2035-03-25      | 5.7212%  | N/A     | $10000000.00       | $6186318.08        | Asset-Backed Securities   |
| PEOPLES CHOICE HM LN  | 2035-02-25      | 5.3462%  | N/A     | $4100000.00        | $3244541.27        | Asset-Backed Securities   |
| PEOPLES CHOICE HM LN  | 2035-08-25      | 4.8962%  | N/A     | $8187000.00        | $6721076.95        | Asset-Backed Securities   |
| POPULAR ABS 2006-A M- | 2036-02-25      | 4.7162%  | N/A     | $1988400.00        | $1582066.32        | Asset-Backed Securities   |
| POPULAR ABS 2006-A M- | 2036-02-25      | 4.8812%  | N/A     | $3600000.00        | $3166521.40        | Asset-Backed Securities   |
| RAD CLO LTD 2024-24SU | 2037-07-20      | 0.0000%  | N/A     | $1890000.00        | $1001700.00        | Asset-Backed Securities   |
| RAMP SERIES TRUST 200 | 2036-03-25      | 4.3862%  | N/A     | $4180000.00        | $2852068.74        | Asset-Backed Securities   |
| RASC SERIES TRUST 200 | 2036-06-25      | 4.2662%  | N/A     | $27743000.00       | $8375895.19        | Asset-Backed Securities   |
| RASC TRUST 2005-KS11  | 2035-12-25      | 4.7312%  | N/A     | $901000.00         | $841081.53         | Asset-Backed Securities   |
| RENAISSANCE HEQ 2005- | 2035-05-25      | 5.8570%  | N/A     | $6624900.00        | $3167206.96        | Asset-Backed Securities   |
| RENAISSANCE HEQ 2005- | 2035-11-25      | 5.7560%  | N/A     | $4050000.00        | $1447519.73        | Asset-Backed Securities   |
| RESIDENTIAL ASSET 200 | 2035-10-25      | 4.5512%  | N/A     | $2500000.00        | $2298929.54        | Asset-Backed Securities   |
| RESIDENTIAL ASSET2005 | 2035-07-25      | 5.6462%  | N/A     | $2719000.00        | $2504946.45        | Asset-Backed Securities   |
| RRD PARENT INC PERP J | 2099-01-01      | 12.0000% | N/A     | $9118000.00        | $10736445.00       | Corporate Debt Securities |
| SAXON ASSET SEC CO 20 | 2035-05-25      | 0.5260%  | N/A     | $10000000.00       | $1710357.88        | Asset-Backed Securities   |
| SAXON ASSET SEC TR 20 | 2047-09-25      | 4.6462%  | N/A     | $6690000.00        | $5387525.95        | Asset-Backed Securities   |
| SECURITIZED ASSET REC | 2036-01-25      | 4.8062%  | N/A     | $6398400.00        | $645721.46         | Asset-Backed Securities   |
| SECURITIZED ASSET REC | 2036-03-25      | 4.3462%  | N/A     | $2400000.00        | $840289.04         | Asset-Backed Securities   |
| SECURITIZED ASSET REC | 2035-10-25      | 4.8512%  | N/A     | $4000000.00        | $3177629.93        | Asset-Backed Securities   |
| SOUNDVIEW HM LN 2007- | 2037-03-25      | 4.3262%  | N/A     | $6000000.00        | $5168813.17        | Asset-Backed Securities   |
| SPECIALTY UNDRWR FIN  | 2037-09-25      | 4.3262%  | N/A     | $7611000.00        | $1422410.23        | Asset-Backed Securities   |
| SPECIALTY UNDRWR FIN  | 2035-12-26      | 4.9112%  | N/A     | $7100000.00        | $6624883.00        | Asset-Backed Securities   |
| STRUCTURED ASSET INV  | 2035-09-25      | 4.5812%  | N/A     | $1206224.00        | $1015706.01        | Asset-Backed Securities   |
| STRUCTURED ASSET SEC  | 2036-04-25      | 4.1462%  | N/A     | $5770000.00        | $4075931.28        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS | 2036-10-25      | 4.3262%  | N/A     | $11657000.00       | $2063916.87        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS | 2035-07-25      | 7.2212%  | N/A     | $2391900.00        | $987786.44         | Asset-Backed Securities   |
| STRUCTURED ASSET SECS | 2037-02-25      | 4.1912%  | N/A     | $84737000.00       | $46507732.61       | Asset-Backed Securities   |
| STRUCTURED ASSET SECS | 2036-09-25      | 4.0862%  | N/A     | $7200000.00        | $4593157.41        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS | 2037-06-25      | 4.2462%  | N/A     | $11673000.00       | $5430493.23        | Asset-Backed Securities   |
| TWIN HOSPITALITY I LL | 2054-10-26      | 11.0000% | N/A     | $22636000.00       | $18901075.09       | Asset-Backed Securities   |
| UPGRADE RECEIVABLES T | 2031-02-18      | 8.9000%  | N/A     | $3500000.00        | $3618063.95        | Asset-Backed Securities   |
| WELLS FARGO HEQ 2005- | 2034-09-25      | 7.5962%  | N/A     | $2016000.00        | $1919836.86        | Asset-Backed Securities   |

### Security 72: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05GI9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2028-01-15      | 4.3750%  | N/A     | $277000.00         | $276543.03         | Corporate Debt Securities                         |
| 2018 C48 III 5.12658  | 2052-01-15      | 5.1268%  | N/A     | $118770.00         | $112558.01         | Asset-Backed Securities                           |
| ACADIA HEALTHCARE COM | 2028-07-01      | 5.5000%  | N/A     | $1243000.00        | $1269562.91        | Corporate Debt Securities                         |
| ACCELERATE360 HOLDING | 2031-12-01      | 11.0000% | N/A     | $4.00              | $4.57              | Corporate Debt Securities                         |
| ADAPTHEALTH LLCSR GLB | 2028-08-01      | 6.1250%  | N/A     | $1027000.00        | $1060891.86        | Corporate Debt Securities                         |
| ADT SECURITY CORPORAT | 2032-07-15      | 4.8750%  | N/A     | $2000.00           | $1985.90           | Corporate Debt Securities                         |
| AMC NETWORKS INC 1LIE | 2032-07-15      | 10.5000% | N/A     | $2443000.00        | $2809417.43        | Corporate Debt Securities                         |
| AMC NETWORKS INC SR S | 2029-01-15      | 10.2500% | N/A     | $1450000.00        | $1587828.14        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL | 2033-02-28      | 5.3500%  | N/A     | $30000.00          | $31859.08          | Corporate Debt Securities                         |
| API ESCROW CORPORATIO | 2029-10-15      | 4.7500%  | N/A     | $1675000.00        | $1658112.28        | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P | 2028-04-01      | 6.2500%  | N/A     | $428000.00         | $437054.34         | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGIN | 2031-01-30      | 6.2500%  | N/A     | $650000.00         | $667912.92         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME | 2032-03-21      | 6.2000%  | N/A     | $23000.00          | $24031.83          | Corporate Debt Securities                         |
| ARIS MINING CORPORATI | 2029-10-31      | 8.0000%  | N/A     | $300000.00         | $316225.00         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDG | 2032-10-15      | 6.6250%  | N/A     | $1523000.00        | $1597407.86        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDG | 2029-06-30      | 5.8750%  | N/A     | $1189000.00        | $1216695.77        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDG | 2027-11-01      | 9.0000%  | N/A     | $473000.00         | $608391.52         | Corporate Debt Securities                         |
| AUNA SA & ONCOSALUD S | 2032-11-06      | 8.7500%  | N/A     | $928000.00         | $948553.40         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTDSR | 2030-02-14      | 9.6250%  | N/A     | $14998000.00       | $15591037.58       | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT  | 2032-06-15      | 8.3750%  | N/A     | $100000.00         | $103772.22         | Corporate Debt Securities                         |
| AZUL SECD FIN LLPSR G | 2026-02-27      | 15.0000% | N/A     | $152000.00         | $160360.00         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC | 2037-07-15      | 7.6000%  | N/A     | $557000.00         | $573194.47         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC | 2033-03-01      | 6.9500%  | N/A     | $2851000.00        | $2887967.97        | Corporate Debt Securities                         |
| BEAZER HOMES USA INC  | 2029-10-15      | 7.2500%  | N/A     | $100000.00         | $103777.56         | Corporate Debt Securities                         |
| BELLRING BRANDS INCSR | 2030-03-15      | 7.0000%  | N/A     | $39000.00          | $41210.56          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM  | 2026-07-15      | 6.6250%  | N/A     | $1400000.00        | $1443902.06        | Corporate Debt Securities                         |
| BORR IHC LTD / BORR F | 2030-11-15      | 10.3750% | N/A     | $1199000.00        | $1088415.22        | Corporate Debt Securities                         |
| BORR IHC LTD / BORR F | 2028-11-15      | 10.0000% | N/A     | $1792000.00        | $1554706.43        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2033-02-13      | 7.2500%  | N/A     | $218000.00         | $91030.32          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC  | 2051-12-22      | 3.8500%  | N/A     | $60000.00          | $36521.55          | Corporate Debt Securities                         |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $50000.00          | $48415.03          | Corporate Debt Securities                         |
| CARVANA CO 1LIEN GLBL | 2031-06-01      | 9.0000%  | N/A     | $536000.00         | $633889.08         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  | N/A     | $1133000.00        | $1100135.45        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2028-02-01      | 5.0000%  | N/A     | $1479000.00        | $1497640.33        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2027-05-01      | 5.1250%  | N/A     | $553000.00         | $557159.48         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2031-03-01      | 7.3750%  | N/A     | $319000.00         | $332861.61         | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2031-01-01      | 9.5000%  | N/A     | $853000.00         | $945942.88         | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2052-06-01      | 3.9000%  | N/A     | $99000.00          | $64436.13          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2036-09-11      | 5.1740%  | N/A     | $1000.00           | $1029.38           | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC | 2028-07-01      | 8.3750%  | N/A     | $1104000.00        | $1183769.52        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC | 2031-07-01      | 8.7500%  | N/A     | $749000.00         | $808215.94         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITIO | 2030-01-15      | 6.8750%  | N/A     | $408000.00         | $431150.49         | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITIO | 2032-04-15      | 6.7500%  | N/A     | $210000.00         | $219084.60         | Corporate Debt Securities                         |
| CNX RES CORP SR GLBL  | 2032-03-01      | 7.2500%  | N/A     | $2148000.00        | $2295259.72        | Corporate Debt Securities                         |
| COMM MTG TR 2016-COR1 | 2049-10-13      | 3.8970%  | N/A     | $2002880.00        | $1851921.93        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON C | 2038-01-15      | 6.4500%  | N/A     | $1000.00           | $1150.23           | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVC | 2029-11-01      | 6.0000%  | N/A     | $46000.00          | $40114.30          | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUT | 2028-10-15      | 6.5000%  | N/A     | $1576000.00        | $1605900.22        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2034-01-15      | 8.3750%  | N/A     | $3769000.00        | $3891743.24        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2028-02-15      | 9.2500%  | N/A     | $1990000.00        | $2120095.14        | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $2000.00           | $2115.54           | Corporate Debt Securities                         |
| DANA INC SR GLBL NT4. | 2032-02-15      | 4.5000%  | N/A     | $1880000.00        | $1839467.20        | Corporate Debt Securities                         |
| DBR LD HOLDINGS LLCSR | 2030-12-01      | 6.2500%  | N/A     | $1227000.00        | $1258472.55        | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTN | 2033-06-30      | 7.3750%  | N/A     | $1256000.00        | $1281496.80        | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTN | 2028-06-01      | 7.1250%  | N/A     | $2341000.00        | $2364170.05        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS  | 2029-10-01      | 4.0000%  | N/A     | $389000.00         | $385821.87         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DI | 2031-02-15      | 10.0000% | N/A     | $5310000.00        | $5644836.80        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DI | 2031-02-15      | 10.0000% | N/A     | $295000.00         | $313602.04         | Corporate Debt Securities                         |
| DOTDASH MEREDITH INC  | 2032-06-15      | 7.6250%  | N/A     | $1284000.00        | $1167090.37        | Corporate Debt Securities                         |
| DREAM FINDERS HOMES I | 2028-08-15      | 8.2500%  | N/A     | $1292000.00        | $1371311.57        | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CAR | 2029-04-01      | 4.1250%  | N/A     | $2000.00           | $1930.23           | Corporate Debt Securities                         |
| EMERSON ELEC COSR GLB | 2035-03-15      | 5.0000%  | N/A     | $1000.00           | $1042.72           | Corporate Debt Securities                         |
| ENBRIDGE INC SUB GLBL | 2084-01-15      | 8.5000%  | N/A     | $512000.00         | $607430.83         | Corporate Debt Securities                         |
| ENDO FIN HLDGS INC SR | 2031-04-15      | 8.5000%  | N/A     | $570000.00         | $613060.33         | Corporate Debt Securities                         |
| ENERFLEX INC SR GLBL  | 2031-01-15      | 6.8750%  | N/A     | $5838000.00        | $5988150.12        | Corporate Debt Securities                         |
| FIVE POINT OPERATING  | 2030-10-01      | 8.0000%  | N/A     | $100000.00         | $106603.33         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2030-03-06      | 7.3500%  | N/A     | $736000.00         | $808613.15         | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERI | 2061-11-25      | 4.5000%  | N/A     | $5516.00           | $5086.76           | Agency Collateralized Mortgage Obligation         |
| GCI LLCSR GLBL 144A 2 | 2028-10-15      | 4.7500%  | N/A     | $1840000.00        | $1815027.11        | Corporate Debt Securities                         |
| GEN DIGITAL INCSR GLB | 2030-09-30      | 7.1250%  | N/A     | $63000.00          | $66176.62          | Corporate Debt Securities                         |
| GENMAB AS & GENMAB FI | 2032-12-15      | 6.2500%  | N/A     | $2000.00           | $2062.70           | Corporate Debt Securities                         |
| GENMAB AS & GENMAB FI | 2033-12-15      | 7.2500%  | N/A     | $3610000.00        | $3820170.19        | Corporate Debt Securities                         |
| GEO GROUP INCSR GLBL  | 2031-04-15      | 10.2500% | N/A     | $467000.00         | $521218.18         | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE | 2032-04-15      | 7.5000%  | N/A     | $1861000.00        | $2009607.05        | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP /  | 2032-01-15      | 8.2500%  | N/A     | $1360000.00        | $1482959.87        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $14117000.00       | $15382800.81       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-01-01      | 7.5000%  | N/A     | $2997000.00        | $3202369.43        | Corporate Debt Securities                         |
| GOLOMT BANK JSCSR REG | 2027-05-20      | 11.0000% | N/A     | $200000.00         | $210898.44         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2029-07-15      | 5.0000%  | N/A     | $1924000.00        | $1924299.29        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2027-03-15      | 4.8750%  | N/A     | $290000.00         | $294081.51         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR  | 2031-07-15      | 5.2500%  | N/A     | $306000.00         | $298603.47         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2051-11-20      | 2.5000%  | N/A     | $1024.00           | $621.08            | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2053-07-20      | 6.0000%  | N/A     | $1824.00           | $1085.94           | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2052-05-20      | 4.0000%  | N/A     | $1024.00           | $734.46            | Agency Mortgage-Backed Securities                 |
| HACKENSACK MERIDIAN H | 2048-07-01      | 4.2110%  | N/A     | $1000.00           | $851.04            | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L | 2032-05-15      | 7.5000%  | N/A     | $3038000.00        | $3194224.09        | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L | 2028-09-01      | 7.5000%  | N/A     | $200000.00         | $207472.00         | Corporate Debt Securities                         |
| HECLA MINING COMPANY  | 2028-02-15      | 7.2500%  | N/A     | $1600000.00        | $1653726.22        | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDING | 2029-02-01      | 4.1250%  | N/A     | $665000.00         | $657563.64         | Corporate Debt Securities                         |
| HUDBAY MINERALS INCSR | 2029-04-01      | 6.1250%  | N/A     | $290000.00         | $297508.78         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2029-04-01      | 4.6500%  | N/A     | $78000.00          | $71496.75          | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2027-11-01      | 3.9500%  | N/A     | $315000.00         | $301654.50         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2028-02-15      | 5.9500%  | N/A     | $1408000.00        | $1416782.79        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P  | 2030-01-15      | 3.2500%  | N/A     | $637000.00         | $545269.52         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/ | 2029-02-01      | 4.3750%  | N/A     | $1650000.00        | $1448797.63        | Corporate Debt Securities                         |
| INEOS FINANCE PLCSR S | 2028-05-15      | 6.7500%  | N/A     | $324000.00         | $289771.83         | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE | 2029-03-15      | 9.6250%  | N/A     | $3576000.00        | $2564103.75        | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2053-02-10      | 5.7000%  | N/A     | $48000.00          | $45911.28          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-01      | 5.0000%  | N/A     | $433000.00         | $402672.68         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-08-01      | 9.0000%  | N/A     | $5225000.00        | $5146259.25        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $4343000.00        | $4365062.44        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-01      | 4.6250%  | N/A     | $3687000.00        | $3394694.64        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $1388000.00        | $1308731.32        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-30      | 9.5000%  | N/A     | $730000.00         | $733650.00         | Corporate Debt Securities                         |
| ITHACA ENERGY NORTH S | 2029-10-15      | 8.1250%  | N/A     | $623000.00         | $658291.13         | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 202 | 2052-07-25      | 0.2244%  | N/A     | $44975138.00       | $220995.38         | Private Label Collateralized Mortgage Obligations |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $452000.00         | $456595.65         | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRIS | 2031-04-01      | 8.0000%  | N/A     | $1000000.00        | $1042303.33        | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2034-03-01      | 5.8750%  | N/A     | $354000.00         | $358229.91         | Corporate Debt Securities                         |
| KENNEDY LEWIS CLO LTD | 2038-10-20      | 5.1600%  | N/A     | $250000.00         | $251290.82         | Asset-Backed Securities                           |
| KOHLS CORP SR GLBL NT | 2037-12-15      | 6.8750%  | N/A     | $285000.00         | $228480.38         | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2033-06-30      | 6.8750%  | N/A     | $1280439.00        | $1309607.40        | Corporate Debt Securities                         |
| LEVEL 3 FING INC 1LIE | 2034-03-31      | 7.0000%  | N/A     | $40.00             | $42.14             | Corporate Debt Securities                         |
| LIGHT & WONDER INTL I | 2033-10-01      | 6.2500%  | N/A     | $22000.00          | $22628.33          | Corporate Debt Securities                         |
| LIGHT & WONDER INTL I | 2029-11-15      | 7.2500%  | N/A     | $1399000.00        | $1447802.56        | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $736000.00         | $746211.59         | Corporate Debt Securities                         |
| MGM CHINA HOLDINGS LI | 2027-02-01      | 4.7500%  | N/A     | $227000.00         | $229301.72         | Corporate Debt Securities                         |
| MGM RESORTS INTERNATI | 2028-10-15      | 4.7500%  | N/A     | $35000.00          | $35264.17          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSU | 2030-01-15      | 5.6250%  | N/A     | $211000.00         | $203184.03         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSU | 2028-05-01      | 6.5000%  | N/A     | $874000.00         | $882201.03         | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FIN | 2032-08-15      | 8.0000%  | N/A     | $1133000.00        | $1193312.11        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I  | 2050-06-17      | 2.5460%  | N/A     | $10000.00          | $8563.64           | Private Label Collateralized Mortgage Obligations |
| MPLX LPSR GLBL NT 5%3 | 2033-01-15      | 5.0000%  | N/A     | $1000.00           | $1025.29           | Corporate Debt Securities                         |
| NABORS INDS INCSR 144 | 2032-11-15      | 7.6250%  | N/A     | $701000.00         | $693865.28         | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1000.00           | $1012.38           | Corporate Debt Securities                         |
| NCL CORP LTD SR GLBL  | 2029-02-15      | 7.7500%  | N/A     | $2623000.00        | $2869358.72        | Corporate Debt Securities                         |
| NEWELL BRANDS INCCR S | 2046-04-01      | 7.5000%  | N/A     | $679000.00         | $574352.52         | Corporate Debt Securities                         |
| NEWELL BRANDS INCSR G | 2027-09-15      | 6.3750%  | N/A     | $1590000.00        | $1625967.12        | Corporate Debt Securities                         |
| NGL ENERGY OPERATING  | 2029-02-15      | 8.1250%  | N/A     | $3000.00           | $3137.62           | Corporate Debt Securities                         |
| NGL ENERGY OPERATING  | 2032-02-15      | 8.3750%  | N/A     | $3009000.00        | $3148110.25        | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 4.7500%  | N/A     | $4905000.00        | $4836583.43        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15A-IO | 2064-10-25      | 0.0000%  | N/A     | $143147636.00      | $227951.01         | Private Label Collateralized Mortgage Obligations |
| OI EUROPEAN GROUP BV  | 2030-02-15      | 4.7500%  | N/A     | $633000.00         | $624418.10         | Corporate Debt Securities                         |
| OLD REP INTL CORPSR G | 2034-03-28      | 5.7500%  | N/A     | $2000.00           | $2112.67           | Corporate Debt Securities                         |
| OPAL BIDCO SAS SR SEC | 2032-03-31      | 6.5000%  | N/A     | $2449000.00        | $2546249.79        | Corporate Debt Securities                         |
| OWENS BROCKWAY SR GLB | 2027-05-13      | 6.6250%  | N/A     | $3089000.00        | $3125929.85        | Corporate Debt Securities                         |
| OWENS BROCKWAY SR GLB | 2031-05-15      | 7.2500%  | N/A     | $6000.00           | $6180.56           | Corporate Debt Securities                         |
| PATRICK INDS INC SR G | 2032-11-01      | 6.3750%  | N/A     | $1206000.00        | $1250073.27        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2028-02-15      | 6.0000%  | N/A     | $2410000.00        | $2442020.87        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2032-05-15      | 6.8750%  | N/A     | $2220000.00        | $2343708.88        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2031-01-28      | 5.9500%  | N/A     | $2000000.00        | $1986604.44        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2079-12-31      | 6.2500%  | N/A     | $630000.00         | $651998.20         | Corporate Debt Securities                         |
| PRA GROUP INCSR GLBL  | 2028-02-01      | 8.3750%  | N/A     | $4617000.00        | $4887675.47        | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARV | 2056-07-15      | 3.3000%  | N/A     | $1000.00           | $701.97            | Corporate Debt Securities                         |
| ROCKCLIFF ENERGY II L | 2029-10-15      | 5.5000%  | N/A     | $883000.00         | $883195.24         | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 11.0000% | N/A     | $4.00              | $0.28              | Corporate Debt Securities                         |
| SALESFORCE INC GLBL N | 2041-07-15      | 2.7000%  | N/A     | $232000.00         | $171893.44         | Corporate Debt Securities                         |
| SALUDA GRADE ALTERNAT | 2059-08-25      | 7.1499%  | N/A     | $244258.00         | $236032.67         | Private Label Collateralized Mortgage Obligations |
| SEALED AIR CORP / SEA | 2031-02-15      | 7.2500%  | N/A     | $362000.00         | $380419.97         | Corporate Debt Securities                         |
| SILGAN HLDGS INC SR G | 2028-02-01      | 4.1250%  | N/A     | $862000.00         | $857459.41         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2033-02-15      | 8.1250%  | N/A     | $1552000.00        | $1667398.10        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2099-01-01      | 7.0000%  | N/A     | $997000.00         | $1035239.38        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $1000.00           | $1020.36           | Corporate Debt Securities                         |
| STUDIO CITY CO LTD SR | 2027-02-15      | 7.0000%  | N/A     | $200000.00         | $205704.00         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PART | 2031-06-01      | 5.0000%  | N/A     | $10000.00          | $9646.77           | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDG | 2029-10-31      | 8.6250%  | N/A     | $910000.00         | $973357.23         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  | N/A     | $1999000.00        | $2012433.28        | Corporate Debt Securities                         |
| TALOS PRODTN INC 2LIE | 2031-02-01      | 9.3750%  | N/A     | $622000.00         | $672993.12         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP | 2028-10-01      | 6.1250%  | N/A     | $2000.00           | $2039.33           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-3 | 2057-07-25      | 3.8558%  | N/A     | $2947904.00        | $2767077.19        | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASUR | 2044-08-15      | 0.0000%  | N/A     | $1.28              | $0.50              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2037-05-15      | 0.0000%  | N/A     | $21.00             | $12.67             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2033-11-15      | 0.0000%  | N/A     | $0.24              | $0.17              | U.S. Treasuries (including strips)                |
| VALVOLINE INCSR GLBL  | 2031-06-15      | 3.6250%  | N/A     | $54000.00          | $50507.57          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $1759000.00        | $1891968.67        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2030-01-15      | 7.0000%  | N/A     | $1163000.00        | $1153879.50        | Corporate Debt Securities                         |
| VERDE PURCHASER LLCSR | 2030-11-30      | 10.5000% | N/A     | $835000.00         | $904981.35         | Corporate Debt Securities                         |
| VERMILION ENERGY INC  | 2033-02-15      | 7.2500%  | N/A     | $5748000.00        | $5584635.45        | Corporate Debt Securities                         |
| VIASAT INC 1LIEN GLBL | 2027-04-15      | 5.6250%  | N/A     | $107000.00         | $108265.28         | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN | 2030-08-15      | 4.5000%  | N/A     | $1126000.00        | $1062611.83        | Corporate Debt Securities                         |
| VISTRA CORPPERP SUB G | 2099-01-01      | 8.0000%  | N/A     | $153000.00         | $158873.50         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2031-07-15      | 4.7500%  | N/A     | $1668000.00        | $1576745.11        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC | 2031-01-31      | 4.2500%  | N/A     | $1132000.00        | $1054649.50        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC SR | 2043-02-19      | 4.3750%  | N/A     | $5000.00           | $4371.40           | Corporate Debt Securities                         |
| VSP OPTICAL GROUP INC | 2035-12-01      | 5.4500%  | N/A     | $1000.00           | $1015.34           | Corporate Debt Securities                         |
| VZ SECD FING BVSR SEC | 2032-01-15      | 5.0000%  | N/A     | $850000.00         | $791721.17         | Corporate Debt Securities                         |
| W & T OFFSHORE INC SR | 2029-02-01      | 10.7500% | N/A     | $295000.00         | $283103.14         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC | 2032-03-15      | 4.2790%  | N/A     | $3915000.00        | $3308563.67        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 4 | 2036-09-15      | 4.8920%  | N/A     | $1000.00           | $1015.46           | Corporate Debt Securities                         |
| WELLS FARGO & CO PERP | 2099-01-01      | 7.6250%  | N/A     | $9000.00           | $9628.46           | Corporate Debt Securities                         |
| WELLS FARGO & CO PERP | 2099-01-01      | 6.8500%  | N/A     | $903000.00         | $946031.96         | Corporate Debt Securities                         |
| WESTROCK COSR GLBL DB | 2030-01-15      | 8.2000%  | N/A     | $67000.00          | $78895.92          | Corporate Debt Securities                         |
| WYNN MACAU LTD SR GLB | 2034-02-15      | 6.7500%  | N/A     | $89000.00          | $92517.50          | Corporate Debt Securities                         |
| XPO INCSR DEB 6.7%34  | 2034-05-01      | 6.7000%  | N/A     | $250000.00         | $268416.67         | Corporate Debt Securities                         |
| XYLEM INCSR GLBL NT 2 | 2028-01-30      | 1.9500%  | N/A     | $2000.00           | $1936.79           | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA  | 2031-09-11      | 8.7500%  | N/A     | $787.00            | $834.25            | Corporate Debt Securities                         |
| ZIGGO B V1LIEN GLBL 3 | 2030-01-15      | 4.8750%  | N/A     | $1033000.00        | $986852.02         | Corporate Debt Securities                         |

### Security 73: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05GM0
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 1LIEN  | 2032-04-15      | 10.0000% | N/A     | $906000.00         | $961846.85         | Corporate Debt Securities                         |
| ARD FIN S ASR SEC GLB | 2027-06-30      | 0.0000%  | N/A     | $3.00              | $0.02              | Corporate Debt Securities                         |
| ARDAGH GROUP S A 1LIE | 2030-12-01      | 9.5000%  | N/A     | $9607000.00        | $10559534.05       | Corporate Debt Securities                         |
| ARDONAGH FINCO LTD SR | 2031-02-15      | 7.7500%  | N/A     | $9665000.00        | $10500547.30       | Corporate Debt Securities                         |
| ARGENTINE REPUBLIC GL | 2035-12-15      | 0.0000%  | N/A     | $2.00              | $0.06              | Other Instrument                                  |
| AZUL SECD FIN LLPSR G | 2026-02-27      | 15.0000% | N/A     | $2160000.00        | $2278800.00        | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2050-03-01      | 4.8000%  | N/A     | $3013000.00        | $2324167.94        | Corporate Debt Securities                         |
| CITIGROUP INCPERP GLB | 2099-01-01      | 6.6250%  | N/A     | $2000.00           | $2044.89           | Corporate Debt Securities                         |
| CITIGROUP INCPERP JR  | 2099-01-01      | 7.6250%  | N/A     | $529000.00         | $559741.81         | Corporate Debt Securities                         |
| COMISION EJECUTIVA HI | 2033-01-24      | 8.6500%  | N/A     | $212000.00         | $235422.47         | Corporate Debt Securities                         |
| COMMSCOPE LLC144A NT  | 2031-12-15      | 9.5000%  | N/A     | $600000.00         | $608779.33         | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2028-02-15      | 5.7500%  | N/A     | $8415000.00        | $8482170.40        | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $9658000.00        | $10215953.39       | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2033-05-23      | 6.2500%  | N/A     | $344000.00         | $375969.16         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-05-28      | 4.9500%  | N/A     | $316000.00         | $318524.05         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2030-03-06      | 7.3500%  | N/A     | $217000.00         | $238409.04         | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-G | 2050-08-12      | 3.0000%  | N/A     | $149127.00         | $114133.45         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 20 | 2064-11-25      | 5.8530%  | N/A     | $52737.00          | $44852.19          | Private Label Collateralized Mortgage Obligations |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $823000.00         | $831367.74         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  | N/A     | $1000.00           | $1172.01           | Corporate Debt Securities                         |
| LUNA 1 5 S A R L SR G | 2032-07-01      | 12.0000% | N/A     | $10746000.00       | $11731838.04       | Corporate Debt Securities                         |
| M & T BK CORPPERP JR  | 2099-01-01      | 7.3040%  | N/A     | $927000.00         | $955511.43         | Corporate Debt Securities                         |
| MAGIC MERGECO INC1LIE | 2028-05-01      | 5.2500%  | N/A     | $8877000.00        | $8591693.22        | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR  | 2034-11-15      | 6.2480%  | N/A     | $150000.00         | $145916.53         | Private Label Collateralized Mortgage Obligations |
| MOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  | N/A     | $226000.00         | $223527.00         | Corporate Debt Securities                         |
| NETFLIX INC. SR GLBL  | 2029-11-15      | 5.3750%  | N/A     | $506000.00         | $529457.60         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2064-11-25      | 7.1473%  | N/A     | $244579.00         | $242716.80         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3 XS 2 | 2063-12-25      | 0.0000%  | N/A     | $9938241.00        | $208458.65         | Private Label Collateralized Mortgage Obligations |
| ODEON FINCO PLC1LIEN  | 2027-11-01      | 12.7500% | N/A     | $6444000.00        | $6777707.91        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP SR | 2030-07-15      | 8.0000%  | N/A     | $998000.00         | $1062864.46        | Corporate Debt Securities                         |
| ROCKET SOFTWARE INCSR | 2028-11-28      | 9.0000%  | N/A     | $8203000.00        | $8573693.57        | Corporate Debt Securities                         |
| RTX CORPORATIONGLBL N | 2041-12-15      | 4.7000%  | N/A     | $920000.00         | $864660.98         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2032-12-31      | 4.3750%  | N/A     | $14075000.00       | $11205752.60       | Corporate Debt Securities                         |
| SOTHEBYS 1LIEN GLBL 2 | 2027-10-15      | 7.3750%  | N/A     | $11239000.00       | $11238728.39       | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2030-12-15      | 6.1250%  | N/A     | $1000.00           | $1028.50           | Corporate Debt Securities                         |
| VOLTAGRID LLC2LIEN 14 | 2030-11-01      | 7.3750%  | N/A     | $15040000.00       | $15092449.91       | Corporate Debt Securities                         |
| WELLS FARGO & CO PERP | 2099-01-01      | 6.8500%  | N/A     | $572000.00         | $599258.34         | Corporate Debt Securities                         |

### Security 74: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0BNP05GR9
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORP FR 3.2 | 2029-10-01      | 3.2500%  | N/A     | $187000.00         | $180257.72         | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2049-07-01      | 5.3500%  | N/A     | $3000.00           | $2587.20           | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2 | 2028-12-10      | 2.9500%  | N/A     | $3000.00           | $225.21            | Asset-Backed Securities                           |
| COMMONSPIRIT HEALTHSR | 2049-10-01      | 4.1870%  | N/A     | $1000.00           | $798.61            | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC F | 2064-11-01      | 5.8500%  | N/A     | $1000.00           | $997.39            | Corporate Debt Securities                         |
| FEDERAL HOME LOAN MOR | 2050-05-01      | 3.0000%  | N/A     | $1001.00           | $414.55            | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORT | 2051-03-01      | 2.0000%  | N/A     | $1282.00           | $722.11            | Agency Mortgage-Backed Securities                 |
| FISERV INC SR GLBL NT | 2030-03-15      | 4.7500%  | N/A     | $168000.00         | $171319.03         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2042-04-22      | 3.2100%  | N/A     | $1000.00           | $781.95            | Corporate Debt Securities                         |
| HYATT HOTELS CORPSR G | 2035-12-15      | 5.4000%  | N/A     | $5000.00           | $5054.60           | Corporate Debt Securities                         |
| MONDELEZ INTL INCSR G | 2034-08-28      | 4.7500%  | N/A     | $240000.00         | $243350.20         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2079-12-31      | 6.2500%  | N/A     | $32000.00          | $33117.37          | Corporate Debt Securities                         |
| SANTANDER DRIVE REC T | 2028-07-17      | 5.6100%  | N/A     | $4000.00           | $2481.69           | Asset-Backed Securities                           |
| UNITED AIRLINES PT CE | 2029-06-01      | 3.4500%  | N/A     | $1000.00           | $534.58            | Asset-Backed Securities                           |
| UNITED AIRLINES PTC 2 | 2027-07-07      | 3.6500%  | N/A     | $6000.00           | $2183.27           | Asset-Backed Securities                           |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $121905200.00      | $128411803.39      | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2030-02-28      | 4.0000%  | N/A     | $95500.00          | $98171.20          | U.S. Treasuries (including strips)                |
| URUGUAY REPGLBL AMRTZ | 2055-04-20      | 4.9750%  | N/A     | $18.00             | $16.53             | Other Instrument                                  |
| VERIZON MASTER TR 202 | 2031-01-21      | 4.7100%  | N/A     | $2000.00           | $2038.79           | Asset-Backed Securities                           |
| VODAFONE GROUP PLC SR | 2050-09-17      | 4.2500%  | N/A     | $1000.00           | $798.76            | Corporate Debt Securities                         |
| WELLS FARGO MBS TR 20 | 2051-08-25      | 0.4681%  | N/A     | $170475661.00      | $3766273.10        | Private Label Collateralized Mortgage Obligations |
| WESTERN ALLIANCE BANC | 2031-06-15      | 3.0000%  | N/A     | $1000.00           | $964.21            | Corporate Debt Securities                         |
| XCEL ENERGY INCSR GLB | 2041-09-15      | 4.8000%  | N/A     | $1000.00           | $936.95            | Corporate Debt Securities                         |

### Security 75: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PBL9, C.4 - ISIN: US06054PBL94, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $122342380.50
- **C.18.a - Value (excl. sponsor support):** $122342380.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003UG0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABS CORP HEQ 2005-HE4 | 2035-05-25      | 6.4712%  | N/A     | $4044000.00        | $1812957.38        | Asset-Backed Securities                           |
| ACA ABS 2007-3 B-2L 2 | 2047-05-07      | 4.8935%  | N/A     | $5000000.00        | $132786.70         | Other Instrument                                  |
| ACE SECS HEQ 2004-HE1 | 2034-03-25      | 5.8712%  | N/A     | $5335000.00        | $5133920.89        | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-RM2 | 2035-01-25      | 5.2412%  | N/A     | $3000000.00        | $493313.60         | Asset-Backed Securities                           |
| AEGIS ABS 2006-1 M1 2 | 2037-01-25      | 4.2962%  | N/A     | $4472832.00        | $2713.65           | Asset-Backed Securities                           |
| ALESCO PREF FDG XV 20 | 2037-12-23      | 7.1144%  | N/A     | $7000000.00        | $21407.31          | Other Instrument                                  |
| ALESCO PREF FDG XVII  | 2038-09-23      | 6.6966%  | N/A     | $5000000.00        | $3253383.90        | Other Instrument                                  |
| ALLY BANK AUTO CREDIT | 2032-05-17      | 12.7480% | N/A     | $1510000.00        | $757638.41         | Asset-Backed Securities                           |
| ALM I LTD 2020-1 SUB2 | 2029-10-15      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Asset-Backed Securities                           |
| ALTERNATIVE LN TR2007 | 2037-04-25      | 1.5038%  | N/A     | $60000000.00       | $791357.61         | Private Label Collateralized Mortgage Obligations |
| AMBIPAR LUX S A R LRE | 2031-02-06      | 0.0000%  | N/A     | $49921000.00       | $11113413.02       | Corporate Debt Securities                         |
| ANCHORAGE CAPITAL LTD | 2031-04-14      | 0.0000%  | N/A     | $2000000.00        | $2.00              | Asset-Backed Securities                           |
| ARES XLII CLO LTD 201 | 2028-01-24      | 0.0000%  | N/A     | $5000000.00        | $25000.00          | Asset-Backed Securities                           |
| ASSET BACKED FDG C 8. | 2031-04-21      | 8.8000%  | N/A     | $4997120.00        | $2271.61           | Asset-Backed Securities                           |
| ASSET BACKED FDG NIM  | 2035-07-26      | 6.0000%  | N/A     | $18251776.00       | $2418.35           | Asset-Backed Securities                           |
| ASSET BCKD FDG NIM 20 | 2035-09-26      | 6.0000%  | N/A     | $1556480.00        | $400.28            | Asset-Backed Securities                           |
| ATHILON CAP CORP SUB  | 2047-06-20      | 0.0000%  | N/A     | $24900000.00       | $9034776.87        | Asset-Backed Securities                           |
| BA ALTERNATIVE LN TR  | 2037-06-25      | 2.7938%  | N/A     | $75349000.00       | $452751.14         | Private Label Collateralized Mortgage Obligations |
| BA ALTERNATIVE LN TR  | 2046-05-25      | 1.3538%  | N/A     | $29500000.00       | $56306.95          | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SECS 2 | 2042-12-15      | 0.0000%  | N/A     | $234881024.00      | $234.88            | Private Label Collateralized Mortgage Obligations |
| BAYVIEW COML TR 2006- | 2036-12-25      | 0.0000%  | N/A     | $30342000.00       | $1.55              | Asset-Backed Securities                           |
| BAYVIEW COML TR 2007- | 2037-07-25      | 0.0000%  | N/A     | $6754000.00        | $0.49              | Asset-Backed Securities                           |
| BMD 2 RE-REMIC TR 201 | 2028-07-25      | 0.0000%  | N/A     | $6711600.00        | $5389394.67        | Private Label Collateralized Mortgage Obligations |
| BRASKEM IDESA S A P I | 2029-11-15      | 0.0000%  | N/A     | $3583000.00        | $2092472.00        | Corporate Debt Securities                         |
| BRAVO RES FD TR 2023- | 2063-10-25      | 0.2000%  | N/A     | $322033664.00      | $359191.56         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2021 | 2060-03-25      | 0.4500%  | N/A     | $293273088.00      | $523733.62         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-01-25      | 0.0000%  | N/A     | $365486080.00      | $180691.23         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2062-09-25      | 0.0000%  | N/A     | $301912576.00      | $1133334.05        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2062-09-25      | 0.1750%  | N/A     | $301912576.00      | $553136.61         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024 | 2064-08-25      | 0.2000%  | N/A     | $325394560.00      | $469561.19         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-07-25      | 0.0000%  | N/A     | $503677952.00      | $16447401.54       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2055-12-25      | 3.4752%  | N/A     | $364109824.00      | $32107302.89       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025 | 2065-03-25      | 0.2000%  | N/A     | $346504704.00      | $1012177.95        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-03-25      | 0.0000%  | N/A     | $346504704.00      | $7187868.74        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-07-25      | 0.2000%  | N/A     | $503677952.00      | $1928392.84        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025 | 2065-09-25      | 0.2000%  | N/A     | $344501248.00      | $1469671.61        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR  | 2065-06-25      | 0.2000%  | N/A     | $366253568.00      | $1281684.17        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FUNDING TR  | 2065-06-25      | 0.0000%  | N/A     | $366253568.00      | $10428260.42       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2064-06-25      | 0.2000%  | N/A     | $413084672.00      | $531066.27         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 202 | 2063-10-25      | 2.6593%  | N/A     | $10123000.00       | $6282526.90        | Asset-Backed Securities                           |
| BRAVO RESI FDG TR 202 | 2065-06-25      | 0.2000%  | N/A     | $565676032.00      | $2139914.88        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 202 | 2063-05-25      | 0.0000%  | N/A     | $460918272.00      | $2430195.25        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 202 | 2069-11-25      | 0.0000%  | N/A     | $254556160.00      | $1760126.13        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 202 | 2063-05-25      | 0.1000%  | N/A     | $460918272.00      | $1209527.90        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 202 | 2069-11-25      | 6.6445%  | N/A     | $17326080.00       | $15697632.36       | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FDG | 2062-05-25      | 0.1750%  | N/A     | $245308672.00      | $724273.86         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FDG | 2062-05-25      | 0.0000%  | N/A     | $245308672.00      | $1448511.41        | Private Label Collateralized Mortgage Obligations |
| BUCKINGHAM CDO III LT | 2051-09-05      | 8.2500%  | N/A     | $5000000.00        | $51679.38          | Asset-Backed Securities                           |
| BX TR 2022-LBA6X-NCP2 | 2039-01-18      | 0.1249%  | N/A     | $206766080.00      | $14133.50          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBAX-V- | 2036-02-15      | 0.1262%  | N/A     | $50327552.00       | $42663.77          | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBAXJVN | 2036-02-15      | 0.1569%  | N/A     | $67203000.00       | $72716.60          | Private Label Collateralized Mortgage Obligations |
| CARLYLE GLBL MKT STRT | 2027-04-20      | 0.0000%  | N/A     | $14330000.00       | $3770624.24        | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRT | 2026-10-15      | 0.0000%  | N/A     | $3300000.00        | $612727.50         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 200 | 2036-08-25      | 4.2962%  | N/A     | $17733248.00       | $2186084.90        | Asset-Backed Securities                           |
| CAYMAN ABSC NIMS 2005 | 2035-07-27      | 5.0500%  | N/A     | $3170000.00        | $131.80            | Asset-Backed Securities                           |
| CBASS CBO XII LTD 200 | 2034-12-15      | 7.0900%  | N/A     | $35918000.00       | $230162.87         | Other Instrument                                  |
| CBG FLA REIT CORPPERP | 2049-05-29      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2 | 2030-05-25      | 7.6076%  | N/A     | $4994480.00        | $14547.66          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2036-09-25      | 4.2812%  | N/A     | $23234752.00       | $10137834.80       | Asset-Backed Securities                           |
| COLUMBIA CENT CLO 30  | 2034-01-20      | 0.0000%  | N/A     | $11120000.00       | $1668000.00        | Asset-Backed Securities                           |
| CONNECTICUT AV SEC TR | 2042-09-25      | 10.6242% | N/A     | $200000.00         | $218095.32         | Agency Collateralized Mortgage Obligation         |
| CONNECTICUT AVE SEC 2 | 2042-04-25      | 10.8742% | N/A     | $181897.00         | $194069.06         | Agency Collateralized Mortgage Obligation         |
| CPS AUTO RECV TR 2023 | 2031-05-15      | 10.1300% | N/A     | $9000000.00        | $9869987.00        | Asset-Backed Securities                           |
| CSFB MTG PTC 2004-6A- | 2034-10-25      | 0.0000%  | N/A     | $5119240.00        | $62846.82          | Private Label Collateralized Mortgage Obligations |
| CSMC MTG TRUST 2007-2 | 2037-03-25      | 1.5538%  | N/A     | $106962000.00      | $930773.74         | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2009-12R  | 2036-05-27      | 0.0000%  | N/A     | $28669116.00       | $3.15              | Private Label Collateralized Mortgage Obligations |
| CSMC SERIES 2010-17R  | 2036-07-28      | 4.1177%  | N/A     | $78769408.00       | $833677.87         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2006-CF2B- | 2036-05-25      | 5.6962%  | N/A     | $6466000.00        | $4424317.53        | Asset-Backed Securities                           |
| CW ALT LN TR 2006-20C | 2036-07-25      | 3.3038%  | N/A     | $52416400.00       | $933906.35         | Private Label Collateralized Mortgage Obligations |
| CWABS INC NIM 2006-17 | 2037-05-25      | 7.0000%  | N/A     | $2498560.00        | $1037.45           | Asset-Backed Securities                           |
| CWABS INC NIM 2006-24 | 2037-07-25      | 7.0000%  | N/A     | $491520.00         | $112.11            | Asset-Backed Securities                           |
| CWABS INC NIM 2006-BC | 2047-02-25      | 6.5000%  | N/A     | $1000000.00        | $367.38            | Asset-Backed Securities                           |
| CWALT INC 2005-10CB1- | 2035-05-25      | 1.1538%  | N/A     | $614624000.00      | $1140894.52        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-561-X2 | 2035-11-25      | 0.0000%  | N/A     | $114275000.00      | $117158.54         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-39CB2- | 2037-01-25      | 2.7038%  | N/A     | $40021055.00       | $570754.75         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA1 2- | 2046-03-20      | 0.0440%  | N/A     | $77910000.00       | $6291.38           | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-11T1A- | 2037-05-25      | 1.5538%  | N/A     | $53000000.00       | $918600.27         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-8CB A- | 2037-05-25      | 1.6538%  | N/A     | $99998000.00       | $1091352.97        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-OA8 X2 | 2047-06-25      | 2.0000%  | N/A     | $165118464.00      | $861941.38         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2037-03-25      | 1.6038%  | N/A     | $24709100.00       | $135297.16         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-251-X2 | 2035-02-25      | 0.0000%  | N/A     | $400000000.00      | $75.29             | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-7 2-X2 | 2035-03-25      | 0.0000%  | N/A     | $88704000.00       | $7.01              | Private Label Collateralized Mortgage Obligations |
| CWMBS REPERFORMING 20 | 2034-01-25      | 0.0000%  | N/A     | $154414367.00      | $61.26             | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-A SECS 2 | 2035-02-25      | 0.5638%  | N/A     | $756359168.00      | $491126.97         | Private Label Collateralized Mortgage Obligations |
| DSLA MTG LN TR 2007-A | 2037-03-19      | 4.0255%  | N/A     | $40470976.00       | $2858646.90        | Asset-Backed Securities                           |
| EFMT 2025-NQM4 X20700 | 2070-09-25      | 0.0000%  | N/A     | $31618240.00       | $1033704.87        | Private Label Collateralized Mortgage Obligations |
| ELEVATION CLO LTD 201 | 2030-10-25      | 0.0000%  | N/A     | $11599872.00       | $1159.99           | Asset-Backed Securities                           |
| ELEVATION CLO LTD 201 | 2030-10-25      | 0.0000%  | N/A     | $8500000.00        | $8.50              | Asset-Backed Securities                           |
| ESC GCB144A ENVIVA PA | 2026-01-15      | 6.5000%  | N/A     | $217000.00         | $0.22              | Corporate Debt Securities                         |
| FBR SEC TRUST 2005-3  | 2035-10-25      | 4.7612%  | N/A     | $3997696.00        | $2683.57           | Asset-Backed Securities                           |
| FEDERAL HOME LOAN MOR | 2050-09-26      | 13.3887% | N/A     | $5000000.00        | $6475457.69        | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2019-FTR3 | 2047-09-25      | 8.9863%  | N/A     | $6668512.00        | $7263187.55        | Agency Collateralized Mortgage Obligation         |
| FHLMC STARC 2021-DNA5 | 2034-01-25      | 9.3742%  | N/A     | $10162100.00       | $12153231.09       | Agency Collateralized Mortgage Obligation         |
| FHLMCT SLSTT SERIES 2 | 2058-10-25      | 3.0000%  | N/A     | $275721216.00      | $121182163.43      | Agency Collateralized Mortgage Obligation         |
| FIELDSTONE MTG INV 20 | 2036-02-25      | 4.8812%  | N/A     | $5996543.00        | $4125.30           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 20 | 2035-02-25      | 6.6212%  | N/A     | $1750000.00        | $1626.82           | Asset-Backed Securities                           |
| FIRST NLC TRUST 2005- | 2035-05-25      | 2.9535%  | N/A     | $5996544.00        | $851.00            | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2042-01-15      | 2.1900%  | N/A     | $4328000.00        | $1075906.74        | Asset-Backed Securities                           |
| FREDDIE SCRT SERIES 2 | 2060-09-25      | 4.2500%  | N/A     | $2560000.00        | $2011236.93        | Agency Collateralized Mortgage Obligation         |
| GCAT TR 2022-INV1A-X- | 2051-12-25      | 0.1900%  | N/A     | $464314880.00      | $3304149.48        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV5A-X- | 2055-12-25      | 0.1100%  | N/A     | $217632256.00      | $708538.08         | Private Label Collateralized Mortgage Obligations |
| GLACIER FDG CDO I 200 | 2039-03-10      | 4.1960%  | N/A     | $9000000.00        | $120884.79         | Other Instrument                                  |
| GOODLEAP HOME IMPROV  | 2049-02-20      | 7.8300%  | N/A     | $1400000.00        | $1115019.69        | Asset-Backed Securities                           |
| GS MTG BCKD SEC TR 20 | 2057-10-25      | 3.1597%  | N/A     | $2724000.00        | $2458184.11        | Asset-Backed Securities                           |
| GS MTG SECS TR 2011-G | 2044-08-12      | 0.0000%  | N/A     | $2713000.00        | $61.34             | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-12A- | 2036-08-25      | 3.9462%  | N/A     | $11500000.00       | $156954.87         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-3 A- | 2036-03-25      | 4.0062%  | N/A     | $8000000.00        | $16455.71          | Private Label Collateralized Mortgage Obligations |
| GSAMP NIM 2006-HE4-N  | 2036-06-25      | 5.7500%  | N/A     | $6500000.00        | $2598.63           | Asset-Backed Securities                           |
| GSMPS MTG LN TR 2005- | 2035-01-25      | 0.0510%  | N/A     | $253091840.00      | $237016.20         | Private Label Collateralized Mortgage Obligations |
| GSR MTG LN TR 2006-2F | 2036-02-25      | 3.2538%  | N/A     | $45918000.00       | $338835.33         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2046-05-19      | 0.1061%  | N/A     | $558366720.00      | $4419.21           | Private Label Collateralized Mortgage Obligations |
| HERTZ VEHICLE FIN 202 | 2031-09-25      | 8.3400%  | N/A     | $13550000.00       | $13715147.40       | Asset-Backed Securities                           |
| HINNT LLC 2024-A E204 | 2043-03-16      | 8.0000%  | N/A     | $2200000.00        | $1004614.25        | Asset-Backed Securities                           |
| HPS LOAN MANAGEMET 10 | 2028-01-20      | 0.0000%  | N/A     | $2370104.00        | $758817.24         | Asset-Backed Securities                           |
| ICG US CLO 2021-1 LTD | 2034-04-17      | 0.0000%  | N/A     | $15000000.00       | $3450000.00        | Asset-Backed Securities                           |
| INDY MAC BANK         | 2032-11-25      | 0.5181%  | N/A     | $370529000.00      | $9628.37           | Private Label Collateralized Mortgage Obligations |
| INDYMAC ARM TRUST 200 | 2031-08-25      | 0.0400%  | N/A     | $522190848.00      | $841.71            | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-INDY | 2034-01-25      | 0.7580%  | N/A     | $484225000.00      | $76588.40          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2046-04-17      | 0.9398%  | N/A     | $7120000.00        | $29705.99          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-03-25      | 2.8238%  | N/A     | $105787200.00      | $2090874.35        | Private Label Collateralized Mortgage Obligations |
| LCM XXIII LTD 2016-23 | 2029-10-22      | 0.0000%  | N/A     | $750000.00         | $75.00             | Asset-Backed Securities                           |
| LEHMAN ABS MFD HSG 19 | 2028-07-15      | 1.2984%  | N/A     | $74552000.00       | $128.85            | Asset-Backed Securities                           |
| LEHMAN MTG TR 2007-4  | 2037-05-25      | 3.3538%  | N/A     | $64505000.00       | $1181184.04        | Private Label Collateralized Mortgage Obligations |
| LEHMAN MTG TR 2007-5  | 2036-08-25      | 3.8738%  | N/A     | $20560000.00       | $674456.56         | Private Label Collateralized Mortgage Obligations |
| LEHMAN MTG TR 2007-8  | 2037-09-25      | 0.0000%  | N/A     | $1046814.00        | $21734.89          | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS NIM 2006-3  | 2036-03-28      | 5.5000%  | N/A     | $2441215.00        | $402.78            | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2007- | 2037-10-25      | 0.0000%  | N/A     | $1176000.00        | $2.49              | Private Label Collateralized Mortgage Obligations |
| LIGADO NETWORKS LLCSR | 2098-01-01      | 0.0000%  | N/A     | $12968000.00       | $745660.00         | Corporate Debt Securities                         |
| LUMBERMENS MUT CAS CO | 2026-07-01      | 0.0000%  | N/A     | $1841000.00        | $1.84              | Corporate Debt Securities                         |
| MADISON PRK FUND LTD  | 2035-01-22      | 0.0000%  | N/A     | $6000000.00        | $2760000.00        | Asset-Backed Securities                           |
| MASTR ABS TRUST 2007- | 2037-05-25      | 4.4062%  | N/A     | $704990.00         | $611530.91         | Asset-Backed Securities                           |
| MASTR ALTERNATIVE LN  | 2035-12-25      | 3.2038%  | N/A     | $69808000.00       | $1103869.42        | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET TR 2003-1 | 2033-12-25      | 5.2500%  | N/A     | $37224448.00       | $13680.23          | Private Label Collateralized Mortgage Obligations |
| MASTR CI-9 NIM 2005-W | 2035-03-26      | 4.9400%  | N/A     | $300000.00         | $0.29              | Asset-Backed Securities                           |
| MIDOCEAN CR CLO LLC 2 | 2027-04-15      | 0.0000%  | N/A     | $31000000.00       | $31.00             | Asset-Backed Securities                           |
| ML MTG INVESTORS NIM  | 2034-10-25      | 4.5000%  | N/A     | $462000.00         | $14.51             | Asset-Backed Securities                           |
| MODIVCARE INCSR GLBL  | 2029-10-01      | 0.0000%  | N/A     | $1111000.00        | $22384.43          | Corporate Debt Securities                         |
| MORGAN STAN CLO LTD 2 | 2036-07-21      | 0.0000%  | N/A     | $29330000.00       | $17099302.01       | Asset-Backed Securities                           |
| MORGAN STANLEY CAP I  | 2049-07-16      | 0.0000%  | N/A     | $110100440.00      | $356.47            | Private Label Collateralized Mortgage Obligations |
| MP CLO VII LTD 2015-7 | 2028-10-18      | 12.0561% | N/A     | $5000000.00        | $136244.64         | Asset-Backed Securities                           |
| MS MTG LN TR 2007-2AX | 2036-12-25      | 4.3262%  | N/A     | $31250000.00       | $1093703.73        | Private Label Collateralized Mortgage Obligations |
| NATIONAL COLL ST LN T | 2038-03-25      | 4.6962%  | N/A     | $20904000.00       | $10018216.97       | Asset-Backed Securities                           |
| NATIXIS COMM MTG SEC  | 2036-07-15      | 5.3300%  | N/A     | $2000000.00        | $1614505.98        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN 2019- | 2058-11-25      | 0.0000%  | N/A     | $2113588.00        | $640556.59         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 20 | 2054-05-25      | 0.0000%  | N/A     | $2047224.00        | $146990.91         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2018- | 2048-01-25      | 1.9894%  | N/A     | $227770880.00      | $1160255.46        | Private Label Collateralized Mortgage Obligations |
| NOVASTAR HM EQ LN TR  | 2034-06-25      | 5.4212%  | N/A     | $625000.00         | $899.16            | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR  | 2034-06-25      | 6.5462%  | N/A     | $8000000.00        | $1839973.49        | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR  | 2034-12-25      | 5.9462%  | N/A     | $1700000.00        | $16205.75          | Asset-Backed Securities                           |
| OAKTREE CLO 2015-1 SU | 2027-10-20      | 0.0000%  | N/A     | $13893632.00       | $1389.36           | Asset-Backed Securities                           |
| OBX 2025-J1 TRUSTA-X- | 2055-05-25      | 0.1100%  | N/A     | $325702144.00      | $517136.36         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST  | 2065-05-25      | 0.0000%  | N/A     | $274467520.00      | $7243447.18        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTA- | 2055-05-25      | 0.2100%  | N/A     | $286221000.00      | $621905.84         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-INV3 A-IO | 2052-02-25      | 0.2025%  | N/A     | $79397000.00       | $683887.00         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1A- | 2063-11-25      | 0.2100%  | N/A     | $181972992.00      | $158199.23         | Private Label Collateralized Mortgage Obligations |
| OCTAGON INVT PART LTD | 2031-05-12      | 0.0000%  | N/A     | $4773700.00        | $1030178.78        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2031-07-15      | 8.7980%  | N/A     | $15143000.00       | $2880811.42        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005- | 2035-05-25      | 4.8362%  | N/A     | $10657584.00       | $4910346.27        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005- | 2035-06-25      | 3.1440%  | N/A     | $7209000.00        | $4130636.31        | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN  | 2035-12-25      | 8.3462%  | N/A     | $3267990.00        | $3820.92           | Asset-Backed Securities                           |
| PIONEER AIR FIN 2019  | 2044-06-15      | 0.0000%  | N/A     | $3390000.00        | $1896430.41        | Asset-Backed Securities                           |
| PORT JACKSON CDO 2007 | 2052-11-19      | 2.5026%  | N/A     | $15500000.00       | $1118278.50        | Other Instrument                                  |
| PREFER TERM SEC XXVII | 2037-12-22      | 4.8848%  | N/A     | $11080000.00       | $6731021.00        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVII | 2038-03-22      | 4.8848%  | N/A     | $2250000.00        | $1398934.76        | Asset-Backed Securities                           |
| PRIME MTG TR 2006-1II | 2036-06-25      | 3.3038%  | N/A     | $6328639.00        | $19.58             | Private Label Collateralized Mortgage Obligations |
| PRIME MTG TR 2006-DR1 | 2035-05-25      | 0.7400%  | N/A     | $11286103.00       | $16.44             | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN  | 2049-12-25      | 0.1691%  | N/A     | $319193088.00      | $173896.18         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-04-25      | 0.1338%  | N/A     | $508690000.00      | $2690448.08        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR  | 2051-05-25      | 0.0975%  | N/A     | $329500000.00      | $1171307.48        | Private Label Collateralized Mortgage Obligations |
| PUTNAM STRUCT PROD 20 | 2038-11-15      | 5.2646%  | N/A     | $27500000.00       | $8107266.71        | Other Instrument                                  |
| QUEST TRUST 2004-X2M- | 2034-06-25      | 7.0712%  | N/A     | $4000000.00        | $1866792.56        | Asset-Backed Securities                           |
| RALI SERIES TRUST 200 | 2037-03-25      | 2.8238%  | N/A     | $56420992.00       | $758384.59         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2037-03-25      | 2.8538%  | N/A     | $21460192.00       | $189141.47         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-12-25      | 2.7038%  | N/A     | $297531392.00      | $1968789.72        | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO4X- | 2045-12-25      | 2.0562%  | N/A     | $70512000.00       | $224410.94         | Private Label Collateralized Mortgage Obligations |
| RAMP SERIES TRUST 200 | 2036-08-25      | 4.2262%  | N/A     | $2000000.00        | $1315275.07        | Asset-Backed Securities                           |
| RATE MORTGAGE TRUST 2 | 2055-11-25      | 0.0000%  | N/A     | $353875968.00      | $1707495.74        | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J2A- | 2051-08-25      | 0.0000%  | N/A     | $401074688.00      | $3607320.96        | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J4A- | 2051-11-25      | 0.0000%  | N/A     | $427819008.00      | $346.26            | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2024-J2A- | 2054-08-25      | 0.0000%  | N/A     | $370951680.00      | $830543.06         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2025-J2A- | 2055-07-25      | 0.0000%  | N/A     | $344543744.00      | $1509975.56        | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2025-CES7 | 2055-07-25      | 8.0610%  | N/A     | $3124000.00        | $2959107.47        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2036-09-25      | 0.0000%  | N/A     | $4626000.00        | $12.94             | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-08-25      | 0.0000%  | N/A     | $3737000.00        | $180379.18         | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER CLO 20 | 2030-10-21      | 0.0000%  | N/A     | $4083328.00        | $204166.40         | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO LT | 2032-01-20      | 0.0000%  | N/A     | $7000000.00        | $3780000.00        | Asset-Backed Securities                           |
| ROCKLAND OK CLO 2021  | 2034-04-20      | 0.0000%  | N/A     | $6464520.00        | $2585808.00        | Asset-Backed Securities                           |
| SALOMON BROS MTG SEC  | 2027-12-25      | 6.8200%  | N/A     | $10000000.00       | $17.98             | Asset-Backed Securities                           |
| SALT TR 2021-1 C20330 | 2033-02-28      | 5.9260%  | N/A     | $8590000.00        | $2552595.99        | Asset-Backed Securities                           |
| SASCO ARC 2004-4 B203 | 2034-04-27      | 7.5000%  | N/A     | $2998272.00        | $1552.99           | Asset-Backed Securities                           |
| SBA IO 2018- 2.66919  | 2044-03-25      | 2.7590%  | N/A     | $72737664.00       | $665409.60         | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022 | 2055-02-16      | 5.9500%  | N/A     | $2034000.00        | $1014330.66        | Asset-Backed Securities                           |
| SOUND PNT CLO IV-R LT | 2031-04-18      | 10.3961% | N/A     | $3000000.00        | $1568950.86        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2004- | 2035-01-25      | 5.1962%  | N/A     | $6800000.00        | $1278225.22        | Asset-Backed Securities                           |
| SPIRIT IP CAYMAN LTD  | 2030-03-12      | 0.0000%  | N/A     | $120.00            | $6.00              | Corporate Debt Securities                         |
| STRATA CLO LTD 2021-2 | 2033-10-20      | 0.0000%  | N/A     | $2025000.00        | $286132.50         | Asset-Backed Securities                           |
| STRUCTURED ASSET ADJ  | 2034-09-25      | 0.3520%  | N/A     | $43862000.00       | $138719.79         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2032-07-25      | 0.0000%  | N/A     | $14462000.00       | $0.23              | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS | 2045-03-28      | 1.0000%  | N/A     | $569581568.00      | $1034353.04        | Private Label Collateralized Mortgage Obligations |
| SUNTRUST ALT LN TR 20 | 2036-04-25      | 0.2325%  | N/A     | $16891120.00       | $6.80              | Private Label Collateralized Mortgage Obligations |
| SUNTRUST ALT LN TR 20 | 2036-04-25      | 0.0000%  | N/A     | $1560764.00        | $0.89              | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO 2021-25  | 2034-04-19      | 0.0000%  | N/A     | $1500000.00        | $315000.00         | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2 | 2035-11-05      | 5.8622%  | N/A     | $25000000.00       | $545550.88         | Other Instrument                                  |
| TABERNA PREF FDG IX 2 | 2038-05-05      | 7.7721%  | N/A     | $44000000.00       | $1186737.18        | Other Instrument                                  |
| TABERNA PREF FDG V 20 | 2036-08-05      | 6.9122%  | N/A     | $500000.00         | $12298.52          | Other Instrument                                  |
| TRAPEZA CDO X 2006-10 | 2041-07-08      | 5.5458%  | N/A     | $2750000.00        | $2053453.44        | Other Instrument                                  |
| TRAPEZA CDO XIII 2007 | 2042-11-09      | 0.0000%  | N/A     | $6000000.00        | $6.00              | Other Instrument                                  |
| TRICON RES 2021-SFR1  | 2038-07-19      | 3.6920%  | N/A     | $5000000.00        | $4964158.34        | Asset-Backed Securities                           |
| URUGUAY REPGLBL AMRTZ | 2034-10-28      | 5.7500%  | N/A     | $83.00             | $89.13             | Other Instrument                                  |
| VCAT LLC 2025-NPL2 A- | 2055-01-25      | 8.8350%  | N/A     | $35340000.00       | $35686526.37       | Asset-Backed Securities                           |
| VISTA POINT STZ 2024- | 2055-01-25      | 6.5920%  | N/A     | $1250000.00        | $1273694.17        | Asset-Backed Securities                           |
| VOYA CLO 2014-3SUB202 | 2026-07-27      | 0.0000%  | N/A     | $5000000.00        | $5.00              | Asset-Backed Securities                           |
| WAMU MTG CERT 2006-AR | 2046-09-25      | 0.0674%  | N/A     | $319045120.00      | $406322.88         | Private Label Collateralized Mortgage Obligations |
| WASH MUT BK FA CA GLB | 2036-05-20      | 0.0000%  | N/A     | $6813000.00        | $6.81              | Corporate Debt Securities                         |
| WASH MUTUAL WMABS     | 2036-09-25      | 12.0000% | N/A     | $1920000.00        | $3841.92           | Asset-Backed Securities                           |
| WASH MUTUAL WMABSCI S | 2036-09-25      | 8.5000%  | N/A     | $2385000.00        | $3381.13           | Asset-Backed Securities                           |
| WELLFLEET CLO 2017-1  | 2029-04-20      | 0.0000%  | N/A     | $1000000.00        | $100.00            | Asset-Backed Securities                           |
| WHITEHORSE IX LTD 201 | 2026-07-17      | 0.0000%  | N/A     | $7000000.00        | $7.00              | Asset-Backed Securities                           |
| WILLIS ENGINE SEC 202 | 2046-05-15      | 5.4380%  | N/A     | $8700000.00        | $6849004.78        | Asset-Backed Securities                           |

### Security 77: BOFA SECURITIES INC.

- **C.1 - Title:** BOFA SECURITIES INC.
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 0TU003UH8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEGIS ABS 2006-1 M7 2 | 2037-01-25      | 5.5712%  | N/A     | $4997120.00        | $3916.64           | Asset-Backed Securities                           |
| ALESCO PREFFDG VI, 20 | 2035-03-23      | 6.9466%  | N/A     | $3000000.00        | $2456890.55        | Other Instrument                                  |
| ALLEGRO CLO LTD 2024- | 2037-10-15      | 12.4545% | N/A     | $899999.00         | $922993.86         | Asset-Backed Securities                           |
| ASSET BACKED FDG 2005 | 2034-02-25      | 6.3962%  | N/A     | $2923000.00        | $801518.95         | Asset-Backed Securities                           |
| BANK 2020-BNK28X-J206 | 2063-03-16      | 1.5000%  | N/A     | $13854999.00       | $945465.13         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET 20 | 2034-12-25      | 5.5756%  | N/A     | $1485000.00        | $276428.69         | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK | 2034-09-25      | 5.6012%  | N/A     | $7672270.00        | $1141230.31        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2018 | 2051-10-12      | 1.5000%  | N/A     | $5668000.00        | $205623.70         | Private Label Collateralized Mortgage Obligations |
| BMO SBA COOF 2.3396 2 | 2036-09-25      | 2.3396%  | N/A     | $145257215.00      | $11068877.39       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2022 | 2062-07-25      | 0.4000%  | N/A     | $386712320.00      | $534801.83         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2022 | 2062-07-25      | 0.0000%  | N/A     | $386711552.00      | $95706.90          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023 | 2063-01-25      | 0.1750%  | N/A     | $365477888.00      | $80702.77          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024 | 2064-08-25      | 2.3863%  | N/A     | $325394560.00      | $11018781.76       | Private Label Collateralized Mortgage Obligations |
| C-BASS CBO XIII 2005- | 2040-03-17      | 7.8300%  | N/A     | $5500000.00        | $524447.00         | Other Instrument                                  |
| CBASS CBO XII LTD 200 | 2040-03-15      | 8.0000%  | N/A     | $7000000.00        | $719050.89         | Other Instrument                                  |
| CIM TR 2019-INV1 A-2I | 2049-02-25      | 1.5113%  | N/A     | $91702000.00       | $97073.23          | Private Label Collateralized Mortgage Obligations |
| COMMODORE CDO III 200 | 2040-03-06      | 9.2300%  | N/A     | $27500000.00       | $1644170.00        | Other Instrument                                  |
| CSFB MTG PTC 2005-4II | 2035-06-25      | 1.1038%  | N/A     | $225000000.00      | $402327.41         | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2004-11M-42 | 2035-01-25      | 5.8712%  | N/A     | $2813000.00        | $1982119.69        | Asset-Backed Securities                           |
| CWABS INC 2004-14B203 | 2034-06-25      | 6.1712%  | N/A     | $3400000.00        | $1073852.49        | Asset-Backed Securities                           |
| CWABS INC 2007-131-M- | 2037-06-25      | 5.5962%  | N/A     | $7097952.00        | $1392882.02        | Asset-Backed Securities                           |
| CWALT INC 2006-OC102- | 2036-11-25      | 4.3062%  | N/A     | $1500000.00        | $893602.71         | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 20 | 2058-03-25      | 4.7500%  | N/A     | $779993.00         | $761572.17         | Agency Collateralized Mortgage Obligation         |
| FHLMC STARC 2021-DNA5 | 2034-01-25      | 9.3742%  | N/A     | $14831300.00       | $17737300.00       | Agency Collateralized Mortgage Obligation         |
| GCAT 2022-INV2 TRAXS2 | 2052-04-25      | 0.0900%  | N/A     | $425489407.00      | $1836478.09        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2024-INV4A-X- | 2054-12-25      | 0.1100%  | N/A     | $213127680.00      | $466172.19         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1  | 2054-01-25      | 0.1100%  | N/A     | $301101567.00      | $507254.43         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV2  | 2054-06-25      | 0.1100%  | N/A     | $224204800.00      | $349598.78         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN HM IMP TR 202 | 2051-06-26      | 1.1500%  | N/A     | $18590000.00       | $1264493.46        | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2 | 2035-07-16      | 4.9970%  | N/A     | $3000000.00        | $1938325.37        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2006 | 2037-01-25      | 2.7738%  | N/A     | $50000000.00       | $765642.24         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR  | 2052-11-18      | 1.4089%  | N/A     | $5587000.00        | $261242.82         | Private Label Collateralized Mortgage Obligations |
| LEHMAN MTG TR 2007-4  | 2037-05-25      | 2.8238%  | N/A     | $29276560.00       | $909176.79         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2014 | 2047-12-17      | 1.2678%  | N/A     | $42278911.00       | $17816.63          | Private Label Collateralized Mortgage Obligations |
| NEW CENTURY HEQ TR 20 | 2035-09-25      | 4.9712%  | N/A     | $7764816.00        | $4084695.54        | Asset-Backed Securities                           |
| NEW RESI MTG LN TR 20 | 2052-05-28      | 0.0000%  | N/A     | $1031470.00        | $322664.03         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM7 TRUSTXS | 2055-05-25      | 0.0000%  | N/A     | $286221000.00      | $7182393.46        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2021-INV3 A-IO | 2051-10-25      | 0.2100%  | N/A     | $470575616.00      | $3667128.86        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1A- | 2051-12-25      | 0.2100%  | N/A     | $251300608.00      | $1932793.23        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PTN XXII  | 2030-01-22      | 11.8690% | N/A     | $2500000.00        | $2365806.34        | Asset-Backed Securities                           |
| POPULAR ABS 2007-A M- | 2047-06-25      | 4.1562%  | N/A     | $25000000.00       | $6077153.40        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI  | 2037-09-22      | 4.8348%  | N/A     | $4000000.00        | $2365059.38        | Asset-Backed Securities                           |
| PROGRESS RES TR 2022- | 2039-04-19      | 5.6000%  | N/A     | $602000.00         | $604783.45         | Asset-Backed Securities                           |
| PROVIDENT FDG MTG 202 | 2036-01-25      | 0.1605%  | N/A     | $250283000.00      | $336645.02         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-02-25      | 1.2667%  | N/A     | $84750000.00       | $169163.41         | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO5X2 | 2046-01-25      | 1.6436%  | N/A     | $52000000.00       | $174489.50         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J1A- | 2051-07-25      | 0.0000%  | N/A     | $368784896.00      | $3306782.19        | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2024-J3A- | 2054-10-25      | 0.0000%  | N/A     | $373716992.00      | $1113517.52        | Private Label Collateralized Mortgage Obligations |
| RFC CDO II LTD 2005-2 | 2040-03-15      | 1.4027%  | N/A     | $4500000.00        | $3685546.48        | Other Instrument                                  |
| SAYBROOK PT CBO II 20 | 2035-02-08      | 6.9181%  | N/A     | $13000000.00       | $159683.33         | Other Instrument                                  |
| TABERNA PREF FDG I 20 | 2035-07-05      | 5.2958%  | N/A     | $1500000.00        | $761476.58         | Other Instrument                                  |
| TOWD POINT MORTGAGE 2 | 2065-07-27      | 5.4242%  | N/A     | $4220000.00        | $4223750.09        | Private Label Collateralized Mortgage Obligations |
| TRICOLOR AUTO SEC TR  | 2027-10-15      | 6.6100%  | N/A     | $615000.00         | $58150.16          | Asset-Backed Securities                           |
| VISTA POINT SECZ TR 2 | 2055-04-25      | 6.2790%  | N/A     | $1000000.00        | $1018334.50        | Asset-Backed Securities                           |
| WAMU MTG CERT 2006-AR | 2046-07-25      | 0.0000%  | N/A     | $283942911.00      | $137056.86         | Private Label Collateralized Mortgage Obligations |

### Security 78: BPCE SA

- **C.1 - Title:** BPCE SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBL4, C.4 - ISIN: US05571CBL46, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $99468890.00
- **C.18.a - Value (excl. sponsor support):** $99468890.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BPCE SA

- **C.1 - Title:** BPCE SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CB26, C.4 - ISIN: US05571CB264, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $99654690.00
- **C.18.a - Value (excl. sponsor support):** $99654690.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDQ8, C.4 - ISIN: US11042MDQ87, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $98799830.00
- **C.18.a - Value (excl. sponsor support):** $98799830.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MB23, C.4 - ISIN: US11042MB234, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $99654330.00
- **C.18.a - Value (excl. sponsor support):** $99654330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MDN5, C.4 - ISIN: US11042MDN56, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $20752386.90
- **C.18.a - Value (excl. sponsor support):** $20752386.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBT2, C.4 - ISIN: US11042NBT28, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $25002088.00
- **C.18.a - Value (excl. sponsor support):** $25002088.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MF45, C.4 - ISIN: US11042MF458, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $24596355.00
- **C.18.a - Value (excl. sponsor support):** $24596355.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BDE9, C.4 - ISIN: US12800BDE92, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $98922640.00
- **C.18.a - Value (excl. sponsor support):** $98922640.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BB35, C.4 - ISIN: US12800BB351, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99650300.00
- **C.18.a - Value (excl. sponsor support):** $99650300.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BF58, C.4 - ISIN: US13608BF580, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $211513151.50
- **C.18.a - Value (excl. sponsor support):** $211513151.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BFA7, C.4 - ISIN: US13608BFA70, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $126844719.60
- **C.18.a - Value (excl. sponsor support):** $126844719.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSW3, C.4 - ISIN: US13608CSW37, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $114006501.42
- **C.18.a - Value (excl. sponsor support):** $114006501.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSQ6, C.4 - ISIN: US13608CSQ68, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $58337016.00
- **C.18.a - Value (excl. sponsor support):** $58337016.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BG73, C.4 - ISIN: US13608BG737, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $207897609.20
- **C.18.a - Value (excl. sponsor support):** $207897609.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CRS3, C.4 - ISIN: US13608CRS34, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $200043940.00
- **C.18.a - Value (excl. sponsor support):** $200043940.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSS2, C.4 - ISIN: US13608CSS25, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $58006614.32
- **C.18.a - Value (excl. sponsor support):** $58006614.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BDQ4, C.4 - ISIN: US13608BDQ41, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $167960544.00
- **C.18.a - Value (excl. sponsor support):** $167960544.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSL7, C.4 - ISIN: US13608CSL71, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $53788108.00
- **C.18.a - Value (excl. sponsor support):** $53788108.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CST0, C.4 - ISIN: US13608CST08, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $100006421.00
- **C.18.a - Value (excl. sponsor support):** $100006421.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BKU7, C.4 - ISIN: US13608BKU79, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $77567368.00
- **C.18.a - Value (excl. sponsor support):** $77567368.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEV0, C.4 - ISIN: US13606DEV01, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $60013182.00
- **C.18.a - Value (excl. sponsor support):** $60013182.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG27, C.4 - ISIN: US12509TG276, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24520007.50
- **C.18.a - Value (excl. sponsor support):** $24520007.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TB48, C.4 - ISIN: US12509TB483, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $24908772.50
- **C.18.a - Value (excl. sponsor support):** $24908772.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CDP FINANCIAL INC

- **C.1 - Title:** CDP FINANCIAL INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TG19, C.4 - ISIN: US12509TG193, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $49045005.00
- **C.18.a - Value (excl. sponsor support):** $49045005.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: CHARTA LLC

- **C.1 - Title:** CHARTA LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115YAB9, C.4 - ISIN: US16115YAB92, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $63007969.50
- **C.18.a - Value (excl. sponsor support):** $63007969.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I

- **C.1 - Title:** CHESHAM FINANCE LIMITED/CHESHAM FINANCE LLC - SERIES I
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BBB8, C.4 - ISIN: US16537BBB80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64715319.50
- **C.18.a - Value (excl. sponsor support):** $64715319.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2

- **C.1 - Title:** CHESHAM FINANCE LTD / CHESHAM FINANCE LLC - SERIES 2
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537MA25, C.4 - ISIN: US16537MA255, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149969010.00
- **C.18.a - Value (excl. sponsor support):** $149969010.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KLP9, C.4 - ISIN: US16955KLP92, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16891NA23, C.4 - ISIN: US16891NA239, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $178963215.50
- **C.18.a - Value (excl. sponsor support):** $178963215.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KLJ3, C.4 - ISIN: US16955KLJ33, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $250000675.00
- **C.18.a - Value (excl. sponsor support):** $250000675.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KLL8, C.4 - ISIN: US16955KLL88, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $249999975.00
- **C.18.a - Value (excl. sponsor support):** $249999975.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 16955KLK0, C.4 - ISIN: US16955KLK06, C.3 - LEI: 5493001KQW6DM7KEDR62
- **C.18 - Value (incl. sponsor support):** $65002106.00
- **C.18.a - Value (excl. sponsor support):** $65002106.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: CHINA CONSTRUCTION BANK CORP/NEW YORK

- **C.1 - Title:** CHINA CONSTRUCTION BANK CORP/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: ZS3KM12
- **C.18 - Value (incl. sponsor support):** $490000000.00
- **C.18.a - Value (excl. sponsor support):** $490000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $150002880.00
- **C.18.a - Value (excl. sponsor support):** $150002880.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: COLORADO ST HSG & FIN AUTH

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GVE9, C.4 - ISIN: US19648GVE96, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15355000.00
- **C.18.a - Value (excl. sponsor support):** $15355000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2055-11-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: COLORADO ST HSG & FIN AUTH SF

- **C.1 - Title:** COLORADO ST HSG & FIN AUTH SF
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FCQ6, C.4 - ISIN: US20272FCQ63, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $50000840.00
- **C.18.a - Value (excl. sponsor support):** $50000840.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEM5, C.4 - ISIN: US20632CEM55, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $20000491.80
- **C.18.a - Value (excl. sponsor support):** $20000491.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL COMPANY LLC SERIES C
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEB9, C.4 - ISIN: US20632CEB90, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $80084288.00
- **C.18.a - Value (excl. sponsor support):** $80084288.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XF20, C.4 - ISIN: US21038XF204, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $63953012.50
- **C.18.a - Value (excl. sponsor support):** $63953012.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LK84, C.4 - ISIN: US21684LK846, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $25007065.00
- **C.18.a - Value (excl. sponsor support):** $25007065.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3S3, C.4 - ISIN: US21684X3S38, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $40024744.00
- **C.18.a - Value (excl. sponsor support):** $40024744.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5L6, C.4 - ISIN: US21684X5L66, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $150101730.00
- **C.18.a - Value (excl. sponsor support):** $150101730.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21687BEV9, C.4 - ISIN: US21687BEV99, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $39390168.00
- **C.18.a - Value (excl. sponsor support):** $39390168.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: COOPERATIEVE RABOBANK U.A.

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3R5, C.4 - ISIN: US21684X3R54, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $100089500.00
- **C.18.a - Value (excl. sponsor support):** $100089500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3087741636, C.3 - LEI: N/A, C.5 - Other ID: O6B99DA
- **C.18 - Value (incl. sponsor support):** $98452160.00
- **C.18.a - Value (excl. sponsor support):** $98452160.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: COOPERATIEVE RABOBANK U.A. LONDON BRANCH

- **C.1 - Title:** COOPERATIEVE RABOBANK U.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS2998754076, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: XE069F3
- **C.18 - Value (incl. sponsor support):** $49811615.00
- **C.18.a - Value (excl. sponsor support):** $49811615.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HK9
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 4%091448      | 2048-09-14      | 4.0000%  | N/A     | $3074000.00        | $2473152.54        | Corporate Debt Securities |
| AMERICAN HONDA FIN CO | 2027-11-19      | 4.4772%  | N/A     | $6300000.00        | $6332992.38        | Corporate Debt Securities |
| AMGEN INCSR GLBL NT 2 | 2028-08-15      | 1.6500%  | N/A     | $233000.00         | $221222.63         | Corporate Debt Securities |
| BANK AMERICA CORPFR 5 | 2036-05-09      | 5.4640%  | N/A     | $1967000.00        | $2069308.48        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.1152%  | N/A     | $8407000.00        | $8477124.37        | Corporate Debt Securities |
| BLUEMOUNTACLO XXIII 2 | 2037-07-20      | 5.3344%  | N/A     | $24955000.00       | $24646827.71       | Asset-Backed Securities   |
| BRAZIL FEDERATIVE REP | 2047-02-21      | 5.6250%  | N/A     | $1496000.00        | $1296368.15        | Other Instrument          |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $1989000.00        | $2111141.17        | Other Instrument          |
| BURFORD CAPITAL GLOBA | 2030-04-15      | 6.8750%  | N/A     | $724000.00         | $718210.82         | Corporate Debt Securities |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $633000.00         | $643945.63         | Corporate Debt Securities |
| CENTERSQUARE ISSUER L | 2054-10-26      | 5.2000%  | N/A     | $29950.00          | $29518.29          | Asset-Backed Securities   |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $230000.00         | $201672.63         | Other Instrument          |
| CORPORACION ANDINA DE | 2030-01-22      | 5.0000%  | N/A     | $297000.00         | $313962.99         | Corporate Debt Securities |
| COX COMMUNICATIONS IN | 2053-12-15      | 5.8000%  | N/A     | $3032000.00        | $2605542.46        | Corporate Debt Securities |
| CWABS INC 2007-122-M- | 2037-09-25      | 4.8162%  | N/A     | $20000.00          | $17893.94          | Asset-Backed Securities   |
| ELMWOOD CLO LTD 2022- | 2037-07-17      | 5.2416%  | N/A     | $85000000.00       | $86018305.27       | Asset-Backed Securities   |
| ELMWOOD CLO LTD 2022- | 2037-04-20      | 5.4144%  | N/A     | $79506034.00       | $80447296.40       | Asset-Backed Securities   |
| ENEL FIN AMER LLC DIS | 2026-04-27      | 0.0000%  | N/A     | $523443.00         | $516817.78         | Money Market              |
| EXTRA SPACE STORAGE L | 2026-02-05      | 0.0000%  | N/A     | $2335419.00        | $2326072.65        | Money Market              |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $1000000.00        | $862945.96         | Asset-Backed Securities   |
| FORD MOTOR CREDIT COM | 2030-09-05      | 5.7300%  | N/A     | $722000.00         | $747691.17         | Corporate Debt Securities |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $70000.00          | $73367.62          | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2026-05-27      | 0.0000%  | N/A     | $1199801.00        | $1180370.22        | Money Market              |
| GENERAL MTRS FINL CO  | 2026-05-04      | 0.0000%  | N/A     | $1.00              | $0.99              | Money Market              |
| GOLDMAN SACHS GROUP I | 2027-06-15      | 4.3870%  | N/A     | $3996000.00        | $4009145.95        | Corporate Debt Securities |
| GUATEMALA REPSR GLBL  | 2036-06-13      | 6.6000%  | N/A     | $200000.00         | $215593.33         | Other Instrument          |
| KOREA HOUSING FINANCE | 2028-03-12      | 4.1250%  | N/A     | $519000.00         | $528173.32         | Other Instrument          |
| KREDITANSTALT FUR WIE | 2027-06-28      | 4.0000%  | N/A     | $19000.00          | $19135.70          | Other Instrument          |
| KREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  | N/A     | $15609000.00       | $15792067.55       | Other Instrument          |
| LIBERTY MUT GROUP INC | 2050-10-15      | 3.9510%  | N/A     | $3032000.00        | $2280794.71        | Corporate Debt Securities |
| MCDONALDS CORP FR 6.3 | 2037-10-15      | 6.3000%  | N/A     | $19000.00          | $21407.11          | Corporate Debt Securities |
| MORGAN STANLEY FR 5.5 | 2036-01-18      | 5.5870%  | N/A     | $11342000.00       | $12177414.23       | Corporate Debt Securities |
| OAKTREE CLO LTD2022-2 | 2037-10-15      | 5.2745%  | N/A     | $84811520.00       | $85903184.63       | Asset-Backed Securities   |
| OCTAGON LTD 2025-75A- | 2038-01-22      | 5.0573%  | N/A     | $16382000.00       | $16534577.62       | Asset-Backed Securities   |
| OHA CREDIT11 LTD 2022 | 2037-07-20      | 5.2344%  | N/A     | $57238000.00       | $57872132.93       | Asset-Backed Securities   |
| OWL ROCK CLO 2025-10R | 2037-04-20      | 5.2744%  | N/A     | $901534.00         | $906437.34         | Asset-Backed Securities   |
| RHP HOTEL PPTY/ RHP F | 2027-10-15      | 4.7500%  | N/A     | $500000.00         | $502953.89         | Corporate Debt Securities |
| ROCKET COS INC SR GLB | 2033-08-01      | 6.3750%  | N/A     | $1382000.00        | $1484921.57        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS  | 2031-01-08      | 2.3000%  | N/A     | $2160000.00        | $2037806.40        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS  | 2027-04-12      | 3.6250%  | N/A     | $12171000.00       | $12247606.30       | Corporate Debt Securities |
| SIRIUS XM RADIO INCSR | 2026-09-01      | 3.1250%  | N/A     | $2000.00           | $2002.55           | Corporate Debt Securities |
| SYNCHRONY FINANCIALSR | 2029-03-19      | 5.1500%  | N/A     | $66000.00          | $67929.95          | Corporate Debt Securities |
| SYSCO CORP            | 2026-02-18      | 0.0000%  | N/A     | $22032.00          | $21914.70          | Money Market              |
| THE CIGNA GROUPSR GLB | 2054-02-15      | 5.6000%  | N/A     | $476000.00         | $474607.96         | Corporate Debt Securities |
| UNITED MEXICAN STATES | 2031-03-22      | 4.7500%  | N/A     | $20000000.00       | $19972211.11       | Other Instrument          |
| UNITED RENTALS NORTH  | 2033-11-15      | 5.3750%  | N/A     | $61000.00          | $61273.84          | Corporate Debt Securities |
| WELLTOWER INCSR GLBL  | 2029-03-15      | 4.1250%  | N/A     | $12000.00          | $12182.59          | Corporate Debt Securities |
| XPLR INFRASTRUCTURESR | 2029-01-15      | 7.2500%  | N/A     | $91000.00          | $96220.72          | Corporate Debt Securities |
| YINSON BORONIA PRODTN | 2042-07-31      | 8.9470%  | N/A     | $2540000.00        | $2807300.23        | Corporate Debt Securities |

### Security 126: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002HY9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COSR GLBL NT 49    | 2049-08-26      | 3.2500%  | N/A     | $2527000.00        | $1772803.51        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS L | 2031-04-15      | 8.2500%  | N/A     | $9690000.00        | $10336201.88       | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS IN | 2032-03-15      | 3.5000%  | N/A     | $181000.00         | $155919.84         | Corporate Debt Securities                         |
| AEGON LTDLW TIER II 4 | 2048-04-11      | 5.5000%  | N/A     | $1314000.00        | $1342999.25        | Corporate Debt Securities                         |
| ALBERTSONS COS INC /  | 2030-02-15      | 4.8750%  | N/A     | $1782000.00        | $1799778.42        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2027-03-12      | 4.5423%  | N/A     | $16000.00          | $16079.36          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2030-06-30      | 3.4000%  | N/A     | $307000.00         | $296466.83         | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2028-08-15      | 1.6500%  | N/A     | $2408000.00        | $2286283.63        | Corporate Debt Securities                         |
| APIDOS CLO 2020-32RA- | 2033-01-21      | 4.9844%  | N/A     | $250006.00         | $225012.86         | Asset-Backed Securities                           |
| APPLOVIN CORPSR GLBL  | 2034-12-01      | 5.5000%  | N/A     | $3200000.00        | $3318250.67        | Corporate Debt Securities                         |
| ARGENT SECS INC 2004- | 2034-10-25      | 3.7604%  | N/A     | $3993315.00        | $77653.65          | Asset-Backed Securities                           |
| BANCO SANTANDER S.A.  | 2027-08-18      | 5.2940%  | N/A     | $600000.00         | $622740.80         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 5.1250%  | N/A     | $2569000.00        | $2528631.38        | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 4.6250%  | N/A     | $608000.00         | $613255.15         | Corporate Debt Securities                         |
| BNP PARIBASALT TIER I | 2099-01-01      | 7.0000%  | N/A     | $200000.00         | $209979.11         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $5515000.00        | $5853666.96        | Other Instrument                                  |
| BRINKS COSR GLBL 144A | 2029-06-15      | 6.5000%  | N/A     | $97000.00          | $100727.60         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL1 | 2039-07-15      | 6.3941%  | N/A     | $3107500.00        | $3106728.81        | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.6091%  | N/A     | $9858000.00        | $9905785.54        | Asset-Backed Securities                           |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $7000.00           | $7121.04           | Corporate Debt Securities                         |
| CANADIAN NATL RY COSR | 2036-07-15      | 6.7120%  | N/A     | $8000.00           | $9350.91           | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 20 | 2038-07-26      | 5.4580%  | N/A     | $30000000.00       | $30941224.17       | Asset-Backed Securities                           |
| CENTENE CORP DEL SR G | 2029-12-15      | 4.6250%  | N/A     | $55000.00          | $53469.66          | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $203000.00         | $177998.01         | Other Instrument                                  |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 5.3524%  | N/A     | $5267956.00        | $5366547.55        | Asset-Backed Securities                           |
| CIMPRESS PLC SR GLBL  | 2032-09-15      | 7.3750%  | N/A     | $200000.00         | $208198.08         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 4.5515%  | N/A     | $375000.00         | $376429.63         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2039-07-15      | 8.1250%  | N/A     | $11000.00          | $14577.04          | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL | 2040-05-25      | 5.8110%  | N/A     | $6491414.00        | $6566341.15        | Private Label Collateralized Mortgage Obligations |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $5211000.00        | $5085801.38        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y SN | 2029-01-18      | 6.7200%  | N/A     | $2756000.00        | $2970912.88        | Corporate Debt Securities                         |
| ENEL FIN AMER LLC DIS | 2026-04-27      | 0.0000%  | N/A     | $85.00             | $83.92             | Money Market                                      |
| ENERGY TRANSFER L PJR | 2056-02-15      | 6.5000%  | N/A     | $1600000.00        | $1631232.00        | Corporate Debt Securities                         |
| ENPRO INCSR GLBL 144A | 2033-06-01      | 6.1250%  | N/A     | $101000.00         | $104773.78         | Corporate Debt Securities                         |
| EQUIFAX INC           | 2026-02-19      | 0.0000%  | N/A     | $368.00            | $365.98            | Money Market                                      |
| EXPORT IMPORT BANK KO | 2027-01-11      | 4.6250%  | N/A     | $200000.00         | $206078.36         | Other Instrument                                  |
| FAIR ISAAC CORPSR GLB | 2026-05-15      | 5.2500%  | N/A     | $342000.00         | $344362.65         | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2032-07-15      | 5.1000%  | N/A     | $62000.00          | $64910.07          | Corporate Debt Securities                         |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.2444%  | N/A     | $845161.00         | $855361.15         | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COM | 2027-05-17      | 5.8500%  | N/A     | $12375000.00       | $12654675.00       | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-01-09      | 4.2710%  | N/A     | $4999000.00        | $5075614.12        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COM | 2027-03-05      | 5.8000%  | N/A     | $6978000.00        | $7196961.89        | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTDFR | 2035-09-22      | 5.8360%  | N/A     | $500000.00         | $513733.44         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2026-08-18      | 0.0000%  | N/A     | $2072980.00        | $2021080.87        | Money Market                                      |
| GENERAL MTRS FINL CO  | 2026-05-27      | 0.0000%  | N/A     | $172396.00         | $169604.05         | Money Market                                      |
| GILEAD SCIENCES INCSR | 2027-03-01      | 2.9500%  | N/A     | $2853000.00        | $2852724.21        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2054-10-15      | 7.9500%  | N/A     | $2170000.00        | $2277096.73        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING I | 2031-01-15      | 4.0000%  | N/A     | $77000.00          | $75154.65          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-05-01      | 4.2230%  | N/A     | $3036000.00        | $3065656.66        | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $5330339.00        | $5594755.69        | Agency Mortgage-Backed Securities                 |
| HIGHWOODS PPTYS INCSR | 2033-01-15      | 5.3500%  | N/A     | $3000.00           | $3030.46           | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2034-05-15      | 6.8750%  | N/A     | $362000.00         | $342073.61         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  | N/A     | $2948000.00        | $2884382.16        | Corporate Debt Securities                         |
| HOMEWARD OPPORTI FD 2 | 2039-09-25      | 5.9890%  | N/A     | $302000.00         | $303105.07         | Private Label Collateralized Mortgage Obligations |
| HUTCHISON WHAMPOASR G | 2027-08-01      | 7.5000%  | N/A     | $200000.00         | $216622.33         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 4 | 2028-09-18      | 4.2500%  | N/A     | $169000.00         | $171251.03         | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC  | 2027-02-05      | 5.1250%  | N/A     | $786000.00         | $810210.66         | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANC | 2030-02-13      | 3.2490%  | N/A     | $1999000.00        | $1932601.72        | Other Instrument                                  |
| ING GROEP N.V. ALT TI | 2099-01-01      | 3.8750%  | N/A     | $3383000.00        | $3294724.37        | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC | 2028-01-15      | 5.8750%  | N/A     | $6184000.00        | $6351135.48        | Corporate Debt Securities                         |
| KB HOMESR GLBL NT4.8% | 2029-11-15      | 4.8000%  | N/A     | $40000.00          | $40083.33          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  | N/A     | $1000.00           | $1159.51           | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIE | 2027-05-20      | 3.0000%  | N/A     | $1005000.00        | $1001134.10        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-03-18      | 4.6250%  | N/A     | $5567000.00        | $5847767.01        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-03-01      | 4.3750%  | N/A     | $1280000.00        | $1310274.31        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  | N/A     | $8351000.00        | $8550351.13        | Other Instrument                                  |
| KT CORPSR REGS NT 28  | 2028-02-02      | 4.1250%  | N/A     | $799000.00         | $814171.68         | Other Instrument                                  |
| LEHMAN XS TRUST 2007- | 2047-09-25      | 4.7862%  | N/A     | $70956.00          | $8555.82           | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LIMIT | 2033-06-21      | 4.4420%  | N/A     | $4747000.00        | $4680069.67        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS  | 2033-09-15      | 6.1250%  | N/A     | $3000.00           | $3102.11           | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.8 | 2028-08-14      | 4.8000%  | N/A     | $30000.00          | $31208.30          | Corporate Debt Securities                         |
| MCDONALDS CORP FR 4.9 | 2033-08-14      | 4.9500%  | N/A     | $11000.00          | $11581.76          | Corporate Debt Securities                         |
| MCKESSON CORPSR GLBL  | 2033-07-15      | 5.1000%  | N/A     | $3091000.00        | $3274533.28        | Corporate Debt Securities                         |
| MISSION LN CR CD MT T | 2029-08-15      | 5.6338%  | N/A     | $4040000.00        | $4054713.41        | Asset-Backed Securities                           |
| MOHEGAN ESCROW ISSUER | 2031-04-15      | 11.8750% | N/A     | $8000.00           | $8655.36           | Corporate Debt Securities                         |
| MORGAN STAN CAP I2015 | 2048-12-17      | 3.1800%  | N/A     | $1701942.00        | $1606548.15        | Private Label Collateralized Mortgage Obligations |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $5007000.00        | $3724534.84        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015 | 2047-12-17      | 4.3629%  | N/A     | $1489876.00        | $1472944.65        | Private Label Collateralized Mortgage Obligations |
| MURPHY OIL USA INC SR | 2031-02-15      | 3.7500%  | N/A     | $370000.00         | $351924.27         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2030-09-30      | 4.3510%  | N/A     | $100000.00         | $101329.75         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 202 | 2039-09-25      | 5.4430%  | N/A     | $1946984.00        | $1964215.13        | Private Label Collateralized Mortgage Obligations |
| NIAGARA MOHAWK PWR CO | 2054-01-17      | 5.6640%  | N/A     | $1351000.00        | $1351652.08        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2028-09-15      | 2.4500%  | N/A     | $86000.00          | $79888.31          | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2028-07-14      | 2.1720%  | N/A     | $746000.00         | $717849.94         | Corporate Debt Securities                         |
| OAKTREE CLO LTD2022-2 | 2037-10-15      | 5.2745%  | N/A     | $44417175.00       | $44988897.55       | Asset-Backed Securities                           |
| OIL & GAS HLDG CO B S | 2027-10-25      | 7.5000%  | N/A     | $5500000.00        | $5773854.17        | Corporate Debt Securities                         |
| OWL ROCK CLO 2025-10R | 2037-04-20      | 5.2744%  | N/A     | $5128435.00        | $5156327.94        | Asset-Backed Securities                           |
| PENSKE TRUCK LEASNG/P | 2026-05-04      | 0.0000%  | N/A     | $10.00             | $9.86              | Money Market                                      |
| PERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  | N/A     | $100000.00         | $104738.47         | Corporate Debt Securities                         |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $2123000.00        | $1492620.30        | Asset-Backed Securities                           |
| POLAND REP GLBL NT 4. | 2029-03-18      | 4.6250%  | N/A     | $3860000.00        | $3986353.88        | Other Instrument                                  |
| PRUDENTIAL FINL INCFR | 2028-03-27      | 3.8780%  | N/A     | $5000.00           | $5051.68           | Corporate Debt Securities                         |
| QORVO INCSR GLBL 144A | 2031-04-01      | 3.3750%  | N/A     | $3408000.00        | $3172669.08        | Corporate Debt Securities                         |
| ROBLOX CORPSR GLBL 14 | 2030-05-01      | 3.8750%  | N/A     | $5322000.00        | $5122522.57        | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2033-02-27      | 5.1500%  | N/A     | $64000.00          | $67382.33          | Corporate Debt Securities                         |
| RXO INCGLBL 144A NT 2 | 2027-11-15      | 7.5000%  | N/A     | $142000.00         | $146494.77         | Corporate Debt Securities                         |
| SCE RECOVERY FDG LLC  | 2038-03-15      | 4.4530%  | N/A     | $10000.00          | $10079.81          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2032-02-01      | 2.6500%  | N/A     | $862000.00         | $787162.60         | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 4.7500%  | N/A     | $18684000.00       | $18591477.87       | Corporate Debt Securities                         |
| SOCIETE GENERALE FR 5 | 2036-10-03      | 5.4390%  | N/A     | $2000.00           | $2037.11           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2040-03-15      | 5.5000%  | N/A     | $165000.00         | $164330.83         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2028-10-15      | 5.2500%  | N/A     | $2100000.00        | $2142747.25        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2029-10-01      | 4.5000%  | N/A     | $3205000.00        | $3158944.15        | Corporate Debt Securities                         |
| SUTTER HEALTH2023A BD | 2033-08-15      | 5.1640%  | N/A     | $5000.00           | $5236.49           | Corporate Debt Securities                         |
| T MOBILE USA INC GLBL | 2053-01-15      | 5.6500%  | N/A     | $3355000.00        | $3348030.92        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC | 2039-09-30      | 4.8750%  | N/A     | $901000.00         | $813997.19         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE C | 2026-07-31      | 6.6250%  | N/A     | $2329000.00        | $2407403.84        | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 7.1250%  | N/A     | $300000.00         | $316766.50         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $5457000.00        | $5432519.29        | Corporate Debt Securities                         |
| ULTRAPAR INTL S ASR G | 2029-06-06      | 5.2500%  | N/A     | $4796000.00        | $4782475.28        | Corporate Debt Securities                         |
| VAIL RESORTS INC SR G | 2030-07-15      | 5.6250%  | N/A     | $87000.00          | $90847.90          | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA  | 2039-07-15      | 4.7655%  | N/A     | $100000.00         | $98769.40          | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $466000.00         | $474123.93         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2029-01-15      | 3.8750%  | N/A     | $3377000.00        | $3436361.09        | Corporate Debt Securities                         |
| WEBSTER FINL CORPSR G | 2029-03-25      | 4.1000%  | N/A     | $3222000.00        | $3213408.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 2 | 2028-06-02      | 2.3930%  | N/A     | $147000.00         | $143940.59         | Corporate Debt Securities                         |
| WESCO DISTR INCGLBL 1 | 2032-03-15      | 6.6250%  | N/A     | $326000.00         | $346374.00         | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP  | 2026-02-15      | 4.7500%  | N/A     | $176000.00         | $179235.66         | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2043-03-01      | 5.1500%  | N/A     | $199000.00         | $166186.23         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO | 2044-06-01      | 4.2500%  | N/A     | $1204000.00        | $1024509.69        | Corporate Debt Securities                         |
| XCEL ENERGY INC       | 2026-01-26      | 0.0000%  | N/A     | $47009.00          | $46872.06          | Money Market                                      |
| XPLR INFRASTRUCTURESR | 2029-01-15      | 7.2500%  | N/A     | $103000.00         | $108909.17         | Corporate Debt Securities                         |

### Security 127: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002IN2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 7-ELEVEN INC GLBL 144 | 2051-02-10      | 2.8000%  | N/A     | $2729000.00        | $1696091.69        | Corporate Debt Securities                         |
| ALBERTSONS COS INC /  | 2030-02-15      | 4.8750%  | N/A     | $396000.00         | $399950.76         | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2033-03-20      | 4.3500%  | N/A     | $1000.00           | $1004.93           | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2028-08-15      | 1.6500%  | N/A     | $8000.00           | $7595.63           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2050-06-01      | 4.5000%  | N/A     | $1000.00           | $907.38            | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2033-08-15      | 6.6250%  | N/A     | $12000.00          | $13718.25          | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PART | 2032-02-01      | 6.6250%  | N/A     | $1401000.00        | $1492210.94        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PART | 2033-10-15      | 5.7500%  | N/A     | $231000.00         | $236031.76         | Corporate Debt Securities                         |
| ANZ NATIONAL INTL LTD | 2026-06-22      | 1.2500%  | N/A     | $324000.00         | $319997.88         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC  | 2034-06-01      | 5.3500%  | N/A     | $47000.00          | $49146.88          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2030-10-22      | 2.8840%  | N/A     | $2000.00           | $1916.46           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2029-06-14      | 2.0870%  | N/A     | $154000.00         | $147146.31         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2029-03-05      | 3.9700%  | N/A     | $2000.00           | $2023.56           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2040-04-23      | 4.0780%  | N/A     | $1730000.00        | $1564444.00        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2044-04-01      | 4.8750%  | N/A     | $168000.00         | $162080.94         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2027-09-10      | 4.5670%  | N/A     | $35000.00          | $35625.62          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2028-09-22      | 4.0620%  | N/A     | $15000.00          | $15181.47          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2029-01-27      | 5.0040%  | N/A     | $56000.00          | $58293.03          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-08-01      | 5.4500%  | N/A     | $80000.00          | $85191.76          | Corporate Debt Securities                         |
| BEACON ROOFING SUPPLY | 2032-04-30      | 6.7500%  | N/A     | $160000.00         | $168836.80         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2043-11-15      | 5.1500%  | N/A     | $50000.00          | $48374.53          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY EN | 2030-07-15      | 3.7000%  | N/A     | $1508000.00        | $1510127.96        | Corporate Debt Securities                         |
| BLOCK INCSR GLBL 144A | 2030-08-15      | 5.6250%  | N/A     | $140000.00         | $145749.98         | Corporate Debt Securities                         |
| BSKYB FIN U K PLCSR G | 2035-10-15      | 6.5000%  | N/A     | $3000000.00        | $3344435.00        | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.6091%  | N/A     | $209000.00         | $210013.10         | Asset-Backed Securities                           |
| BUILDERS FIRSTSOURCE  | 2035-05-15      | 6.7500%  | N/A     | $1296000.00        | $1366262.64        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBA | 2031-07-01      | 9.2500%  | N/A     | $342000.00         | $368077.50         | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJA | 2027-08-23      | 4.5500%  | N/A     | $100000.00         | $102659.14         | Corporate Debt Securities                         |
| CARLYLE HLDGS II FIN  | 2043-03-30      | 5.6250%  | N/A     | $1809000.00        | $1815082.76        | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2031-08-01      | 2.6250%  | N/A     | $305000.00         | $266855.94         | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2028-07-15      | 2.4500%  | N/A     | $491000.00         | $465137.67         | Corporate Debt Securities                         |
| CENTENE CORP DEL SR G | 2030-02-15      | 3.3750%  | N/A     | $205000.00         | $191269.10         | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2030-01-01      | 7.5000%  | N/A     | $3591000.00        | $3884492.43        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2033-03-17      | 3.7850%  | N/A     | $262000.00         | $253127.22         | Corporate Debt Securities                         |
| CK HUTCHISON INTL 25  | 2030-09-26      | 4.2500%  | N/A     | $1700000.00        | $1719273.28        | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2032-11-15      | 5.5000%  | N/A     | $24000.00          | $25567.87          | Corporate Debt Securities                         |
| COMCAST CORP NEW SR N | 2033-01-15      | 4.2500%  | N/A     | $502000.00         | $501496.61         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPAN | 2033-09-15      | 5.0500%  | N/A     | $40000.00          | $41856.38          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2033-01-21      | 5.7100%  | N/A     | $1174000.00        | $1267778.14        | Corporate Debt Securities                         |
| CROWN AMERS LLCSR GLB | 2033-06-01      | 5.8750%  | N/A     | $201000.00         | $206496.51         | Corporate Debt Securities                         |
| DAVITA INC SR GLBL 14 | 2030-06-01      | 4.6250%  | N/A     | $716000.00         | $698797.50         | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  | N/A     | $1555000.00        | $1823199.92        | Corporate Debt Securities                         |
| DIAGEO INVT CORP GLBL | 2030-08-15      | 5.1250%  | N/A     | $564000.00         | $605732.87         | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2029-11-15      | 6.9500%  | N/A     | $407000.00         | $437553.72         | Corporate Debt Securities                         |
| EL SALVADOR REPGLBL R | 2041-02-01      | 7.6250%  | N/A     | $300000.00         | $308867.71         | Other Instrument                                  |
| EMD FINANCE LLCSR 144 | 2032-10-15      | 4.6250%  | N/A     | $50000.00          | $50698.19          | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC  | 2031-04-15      | 6.6250%  | N/A     | $99000.00          | $101633.65         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2031-01-15      | 4.6000%  | N/A     | $586000.00         | $608458.78         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2034-01-31      | 4.8500%  | N/A     | $167000.00         | $172686.07         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2033-03-01      | 6.8750%  | N/A     | $23000.00          | $26643.35          | Corporate Debt Securities                         |
| EQT AB SR GLBL 144A 3 | 2035-05-08      | 5.8500%  | N/A     | $895000.00         | $927524.30         | Corporate Debt Securities                         |
| EQUIFAX INC           | 2026-02-19      | 0.0000%  | N/A     | $11158473.00       | $11097090.24       | Money Market                                      |
| ERAC USA FINANCE COMP | 2028-05-01      | 4.6000%  | N/A     | $79000.00          | $80699.82          | Corporate Debt Securities                         |
| EXCELERATE ENERGY LTD | 2030-05-15      | 8.0000%  | N/A     | $1603000.00        | $1711510.63        | Corporate Debt Securities                         |
| EXPORT DEV CDA GLBL B | 2029-02-13      | 4.1250%  | N/A     | $255000.00         | $262991.17         | Other Instrument                                  |
| EXTRA SPACE STORAGE L | 2026-02-05      | 0.0000%  | N/A     | $2904912.00        | $2893286.54        | Money Market                                      |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $679743.00         | $586581.47         | Asset-Backed Securities                           |
| FISERV INC SR GLBL NT | 2030-03-15      | 4.7500%  | N/A     | $103000.00         | $105034.88         | Corporate Debt Securities                         |
| FMC CORP SR GLBL NT3. | 2026-10-01      | 3.2000%  | N/A     | $384000.00         | $383143.68         | Corporate Debt Securities                         |
| FORD MTR COSR GLBL NT | 2026-12-08      | 4.3460%  | N/A     | $93000.00          | $93184.75          | Corporate Debt Securities                         |
| FORTRESS TRANSN & INF | 2028-05-01      | 5.5000%  | N/A     | $322000.00         | $325325.19         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INF | 2032-06-15      | 7.0000%  | N/A     | $447000.00         | $471299.42         | Corporate Debt Securities                         |
| GAP INCSR GLBL 144A 2 | 2029-10-01      | 3.6250%  | N/A     | $450000.00         | $430826.63         | Corporate Debt Securities                         |
| GE AEROSPACE FR 6.15% | 2037-08-07      | 6.1500%  | N/A     | $97000.00          | $109812.73         | Corporate Debt Securities                         |
| GILEAD SCIENCES INCSR | 2035-06-15      | 5.1000%  | N/A     | $388000.00         | $399879.27         | Corporate Debt Securities                         |
| GLOBAL PMTS INCGLBL N | 2032-08-15      | 5.4000%  | N/A     | $3000.00           | $3118.98           | Corporate Debt Securities                         |
| GLOBE LIFE INC        | 2026-03-10      | 0.0000%  | N/A     | $44.00             | $43.66             | Money Market                                      |
| GOEASY LTD SR 144A NT | 2028-12-01      | 9.2500%  | N/A     | $70000.00          | $72499.58          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  | N/A     | $1534000.00        | $1542090.57        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2032-10-21      | 2.6500%  | N/A     | $10000000.00       | $9099327.78        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-09-10      | 1.5420%  | N/A     | $41000.00          | $40476.20          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $14839248.00       | $8135505.87        | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $123884.00         | $130029.39         | Agency Mortgage-Backed Securities                 |
| GTCR W-2 MERGER SUB L | 2031-01-15      | 7.5000%  | N/A     | $420000.00         | $460892.60         | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 6 | 2054-04-01      | 6.0000%  | N/A     | $10489000.00       | $10646125.22       | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES | 2029-08-21      | 6.2080%  | N/A     | $10366000.00       | $11108493.54       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER FR 5 | 2028-03-30      | 5.6000%  | N/A     | $28000.00          | $29218.28          | Corporate Debt Securities                         |
| INTEL CORP SR GLBL NT | 2052-08-05      | 4.9000%  | N/A     | $3608000.00        | $3073627.14        | Corporate Debt Securities                         |
| IQVIA INCSR GLBL 144A | 2027-05-15      | 5.0000%  | N/A     | $1449000.00        | $1457475.04        | Corporate Debt Securities                         |
| IRON MOUNTAIN INFORMA | 2032-07-15      | 5.0000%  | N/A     | $625000.00         | $597768.06         | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLO | 2026-01-09      | 5.5000%  | N/A     | $162000.00         | $166289.40         | Corporate Debt Securities                         |
| JGWPT XLII LLC 2018-2 | 2075-10-15      | 3.9600%  | N/A     | $900000.00         | $488150.93         | Asset-Backed Securities                           |
| JH NORTH AMER HLDGS I | 2031-01-31      | 5.8750%  | N/A     | $228000.00         | $240013.26         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.4105%  | N/A     | $41105.00          | $29942.69          | Private Label Collateralized Mortgage Obligations |
| JT INTL FINL SVCS BV  | 2032-10-24      | 6.8750%  | N/A     | $155000.00         | $176031.05         | Corporate Debt Securities                         |
| KEYCORPFR 2.55%100129 | 2029-10-01      | 2.5500%  | N/A     | $21000.00          | $19984.33          | Corporate Debt Securities                         |
| KOOKMIN BANK FR 5.375 | 2027-05-08      | 5.3750%  | N/A     | $15374000.00       | $15792693.81       | Corporate Debt Securities                         |
| KOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  | N/A     | $4969000.00        | $5083249.73        | Corporate Debt Securities                         |
| KT CORPSR GLBL REGS 2 | 2026-07-18      | 2.5000%  | N/A     | $400000.00         | $400940.00         | Other Instrument                                  |
| LIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  | N/A     | $10000.00          | $10174.46          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS  | 2030-03-15      | 4.6500%  | N/A     | $1710000.00        | $1769237.25        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS  | 2028-06-01      | 4.6250%  | N/A     | $116000.00         | $115464.56         | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS  | 2033-09-15      | 6.1250%  | N/A     | $1311000.00        | $1355624.07        | Corporate Debt Securities                         |
| MCDONALDS CORP        | 2026-02-11      | 0.0000%  | N/A     | $4.00              | $3.98              | Money Market                                      |
| MCDONALDS CORP FR 3.5 | 2027-07-01      | 3.5000%  | N/A     | $2880000.00        | $2915798.40        | Corporate Debt Securities                         |
| METHANEX CORPGLBL NT  | 2027-10-15      | 5.1250%  | N/A     | $63000.00          | $64019.30          | Corporate Debt Securities                         |
| MILLROSE PPTYS INC SR | 2032-09-15      | 6.2500%  | N/A     | $133000.00         | $136839.34         | Corporate Debt Securities                         |
| MINERAL RES LTDSR 144 | 2031-04-01      | 7.0000%  | N/A     | $10000.00          | $10625.76          | Corporate Debt Securities                         |
| MISSION LN CR CD MT T | 2029-08-15      | 5.6338%  | N/A     | $7618000.00        | $7645744.25        | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2033-09-13      | 5.4720%  | N/A     | $400000.00         | $426345.60         | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC | 2031-02-15      | 6.5000%  | N/A     | $217000.00         | $222933.38         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $1679000.00        | $1511706.31        | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.4 | 2028-01-21      | 2.4750%  | N/A     | $115000.00         | $114397.40         | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.5 | 2032-10-20      | 2.5110%  | N/A     | $333000.00         | $300972.81         | Corporate Debt Securities                         |
| NASSAU COS NEW YORKSR | 2030-07-15      | 7.8750%  | N/A     | $1650000.00        | $1637059.88        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2027-02-05      | 4.6568%  | N/A     | $26000.00          | $26304.97          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2027-09-16      | 4.1200%  | N/A     | $207000.00         | $210499.68         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2026-09-14      | 4.0000%  | N/A     | $2321000.00        | $2343392.49        | Corporate Debt Securities                         |
| NETFLIX INC. SR GLBL  | 2054-08-15      | 5.4000%  | N/A     | $188000.00         | $186992.32         | Corporate Debt Securities                         |
| NONGHYUP BANKVR 07212 | 2029-01-21      | 4.6359%  | N/A     | $2485000.00        | $2511662.43        | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD  | 2030-09-09      | 4.6740%  | N/A     | $162000.00         | $165729.48         | Corporate Debt Securities                         |
| NSTAR ELEC COGLBL DEB | 2031-08-15      | 1.9500%  | N/A     | $1458000.00        | $1298781.54        | Corporate Debt Securities                         |
| NTT FINANCE CORP SR G | 2032-07-16      | 5.1710%  | N/A     | $707000.00         | $743514.27         | Corporate Debt Securities                         |
| NVIDIA CORPORATION SR | 2050-04-01      | 3.5000%  | N/A     | $1228000.00        | $925433.08         | Corporate Debt Securities                         |
| OAKTREE CLO LTD 2025- | 2038-07-15      | 5.6415%  | N/A     | $5450112.00        | $5629570.43        | Asset-Backed Securities                           |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.2500%  | N/A     | $41930752.00       | $42430318.67       | Asset-Backed Securities                           |
| OLIN CORPSR GLBL NT 2 | 2029-08-01      | 5.6250%  | N/A     | $140000.00         | $144051.25         | Corporate Debt Securities                         |
| OPEN TEXT CORP SR GLB | 2029-12-01      | 3.8750%  | N/A     | $1590000.00        | $1513761.93        | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INCSR | 2030-02-15      | 4.1250%  | N/A     | $1042000.00        | $1011431.19        | Corporate Debt Securities                         |
| ORIX CORPSR GLBL NT 3 | 2030-09-09      | 4.4500%  | N/A     | $1000000.00        | $1016830.83        | Corporate Debt Securities                         |
| PENNSYLVANIA ELEC CO  | 2028-03-15      | 3.2500%  | N/A     | $20000.00          | $19793.59          | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORPSR | 2034-05-15      | 6.8750%  | N/A     | $120000.00         | $133996.17         | Corporate Debt Securities                         |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $6035000.00        | $4243035.09        | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP I | 2034-08-18      | 5.9390%  | N/A     | $267000.00         | $293337.23         | Corporate Debt Securities                         |
| POSCOGLBL REGS NT 27  | 2027-08-04      | 4.5000%  | N/A     | $300000.00         | $307077.00         | Corporate Debt Securities                         |
| POSCOSR REGS NT 28    | 2028-01-17      | 5.7500%  | N/A     | $5200000.00        | $5498764.56        | Corporate Debt Securities                         |
| POST HLDGS INC SR SEC | 2032-02-15      | 6.2500%  | N/A     | $220000.00         | $231145.44         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2026-01-12      | 0.8750%  | N/A     | $388000.00         | $389143.68         | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2048-03-15      | 4.2000%  | N/A     | $359000.00         | $303626.64         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2030-03-10      | 2.1000%  | N/A     | $85000.00          | $79570.63          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2051-03-13      | 3.7000%  | N/A     | $110000.00         | $83726.50          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2036-12-14      | 5.7000%  | N/A     | $1205000.00        | $1285026.06        | Corporate Debt Securities                         |
| PUGET ENERGY INC 1LIE | 2039-10-01      | 5.7570%  | N/A     | $443000.00         | $470573.43         | Corporate Debt Securities                         |
| RANGE RES CORP SR GLB | 2030-02-15      | 4.7500%  | N/A     | $1176000.00        | $1181885.23        | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2033-02-01      | 4.5000%  | N/A     | $799000.00         | $800913.61         | Corporate Debt Securities                         |
| REPUBLIC SVCS INCSR G | 2041-05-15      | 5.7000%  | N/A     | $3000000.00        | $3181510.00        | Corporate Debt Securities                         |
| RESIDEO FDG INCSR GLB | 2032-07-15      | 6.5000%  | N/A     | $1461000.00        | $1542483.22        | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2033-08-01      | 6.3750%  | N/A     | $154000.00         | $165468.83         | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2029-08-01      | 6.5000%  | N/A     | $140000.00         | $148142.87         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 2.3%1 | 2031-11-03      | 2.3000%  | N/A     | $15171000.00       | $13735696.98       | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.65% | 2030-10-18      | 4.6500%  | N/A     | $7000.00           | $7173.04           | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.969 | 2030-08-02      | 4.9690%  | N/A     | $316000.00         | $330345.80         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.2%0 | 2028-08-01      | 5.2000%  | N/A     | $134000.00         | $141122.40         | Corporate Debt Securities                         |
| ROYAL BK CDA VR 10182 | 2028-10-18      | 4.8072%  | N/A     | $39000.00          | $39567.41          | Corporate Debt Securities                         |
| RXO INCGLBL 144A NT 2 | 2027-11-15      | 7.5000%  | N/A     | $482000.00         | $497256.91         | Corporate Debt Securities                         |
| RYAN SPECIALTY LLC SR | 2032-08-01      | 5.8750%  | N/A     | $125000.00         | $130848.65         | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNER | 2032-01-15      | 2.8500%  | N/A     | $258000.00         | $236300.05         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GRO | 2030-12-12      | 4.8000%  | N/A     | $10000.00          | $10064.23          | Corporate Debt Securities                         |
| SANTANDER UK GROUP HO | 2031-04-15      | 5.6940%  | N/A     | $600000.00         | $633583.50         | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2032-10-15      | 5.7500%  | N/A     | $848000.00         | $873710.42         | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA H | 2029-04-01      | 4.7500%  | N/A     | $115000.00         | $114519.88         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2032-02-01      | 2.6500%  | N/A     | $108000.00         | $98623.62          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON | 2053-12-01      | 5.8750%  | N/A     | $199000.00         | $192625.20         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2034-03-15      | 5.8750%  | N/A     | $438000.00         | $441177.02         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC  | 2027-01-15      | 4.3750%  | N/A     | $478000.00         | $484650.71         | Corporate Debt Securities                         |
| STONEPEAK NILE PARENT | 2032-03-15      | 7.2500%  | N/A     | $74000.00          | $79882.79          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2033-07-13      | 5.7760%  | N/A     | $200000.00         | $219168.84         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2030-01-13      | 5.7100%  | N/A     | $800000.00         | $865526.44         | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FI | 2027-04-15      | 6.0000%  | N/A     | $1055000.00        | $1069502.73        | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN | 2028-05-23      | 4.5614%  | N/A     | $1000000.00        | $1009770.07        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIALLW | 2033-02-02      | 7.2500%  | N/A     | $257000.00         | $284040.75         | Corporate Debt Securities                         |
| SYSCO CORP            | 2026-02-18      | 0.0000%  | N/A     | $7197280.00        | $7158961.68        | Money Market                                      |
| TELEFLEX INCORPORATED | 2027-11-15      | 4.6250%  | N/A     | $220000.00         | $221093.34         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2031-09-10      | 2.0000%  | N/A     | $628000.00         | $565659.14         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-01-09      | 5.1030%  | N/A     | $1851000.00        | $1896107.48        | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-12-17      | 4.5680%  | N/A     | $160000.00         | $161286.33         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2029-04-05      | 4.9940%  | N/A     | $95000.00          | $98648.13          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2028-01-10      | 5.1560%  | N/A     | $2325000.00        | $2435781.08        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE C | 2026-07-31      | 6.6250%  | N/A     | $1026000.00        | $1060539.44        | Corporate Debt Securities                         |
| TRI POINTE HOMES INC  | 2028-06-15      | 5.7000%  | N/A     | $58000.00          | $59146.85          | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH  | 2028-09-11      | 5.6500%  | N/A     | $200000.00         | $212379.39         | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2031-09-23      | 4.3980%  | N/A     | $1000.00           | $1009.11           | Corporate Debt Securities                         |
| UBS GROUP AG SR GLBL  | 2028-03-23      | 4.2530%  | N/A     | $870000.00         | $880378.64         | Corporate Debt Securities                         |
| UDR INCFR 3.5%011528  | 2028-01-15      | 3.5000%  | N/A     | $20000.00          | $20106.58          | Corporate Debt Securities                         |
| UNDER ARMOUR INC SR G | 2026-06-15      | 3.2500%  | N/A     | $20000.00          | $19903.29          | Corporate Debt Securities                         |
| UNITED STATES STL COR | 2029-03-01      | 6.8750%  | N/A     | $6000.00           | $6168.46           | Corporate Debt Securities                         |
| US BANCORP FR 3.9%042 | 2028-04-26      | 3.9000%  | N/A     | $21000.00          | $21189.25          | Corporate Debt Securities                         |
| US BANCORP FR 4.548%0 | 2028-07-22      | 4.5480%  | N/A     | $13000.00          | $13372.54          | Corporate Debt Securities                         |
| V F CORP GLBL NT 6%33 | 2033-10-15      | 6.0000%  | N/A     | $29000.00          | $28868.82          | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2034-01-15      | 6.5000%  | N/A     | $300000.00         | $317519.67         | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2035-05-01      | 7.7500%  | N/A     | $340000.00         | $375715.87         | Corporate Debt Securities                         |
| VOTORANTIM CIMENTOS S | 2041-04-05      | 7.2500%  | N/A     | $483000.00         | $547160.78         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC | 2027-03-15      | 3.7550%  | N/A     | $1166000.00        | $1170321.65        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL SR | 2035-03-01      | 3.9000%  | N/A     | $6000.00           | $5723.52           | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 6 | 2034-10-23      | 6.4910%  | N/A     | $2459000.00        | $2759737.61        | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP  | 2026-02-15      | 4.7500%  | N/A     | $328000.00         | $334030.10         | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2031-05-15      | 2.4000%  | N/A     | $67000.00          | $55490.52          | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO | 2029-03-01      | 3.9500%  | N/A     | $136000.00         | $136521.26         | Corporate Debt Securities                         |
| WISCONSIN PUB SVC COR | 2042-12-01      | 3.6710%  | N/A     | $2958000.00        | $2364829.80        | Corporate Debt Securities                         |
| WYETHCR SEN SR GLBL34 | 2034-02-01      | 6.5000%  | N/A     | $1000.00           | $1152.75           | Corporate Debt Securities                         |
| XCEL ENERGY INC       | 2026-01-26      | 0.0000%  | N/A     | $512379.00         | $510886.44         | Money Market                                      |
| ZEBRA TECHNOLOGIES CO | 2032-06-01      | 6.5000%  | N/A     | $299000.00         | $311126.44         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC | 2028-04-14      | 6.8750%  | N/A     | $2313000.00        | $2391815.15        | Corporate Debt Securities                         |

### Security 128: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002IQ5
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC GLBL NT 4. | 2031-03-15      | 4.9500%  | N/A     | $4000.00           | $4200.70           | Corporate Debt Securities                         |
| AEGON LTDLW TIER II 4 | 2048-04-11      | 5.5000%  | N/A     | $18686000.00       | $19098389.64       | Corporate Debt Securities                         |
| ALLISON TRANSMISSION  | 2027-10-01      | 4.7500%  | N/A     | $114000.00         | $115218.09         | Corporate Debt Securities                         |
| ALSEA SAB DE CVGLBL R | 2026-12-14      | 7.7500%  | N/A     | $1162000.00        | $1167606.00        | Corporate Debt Securities                         |
| AMAZON COM INC SR GLB | 2033-03-20      | 4.3500%  | N/A     | $1000.00           | $1004.93           | Corporate Debt Securities                         |
| AMERICAN CRYSTAL SUGA | 2026-01-29      | 0.0000%  | N/A     | $4.00              | $3.99              | Money Market                                      |
| AMERICAN EXPRESS COSR | 2038-03-19      | 8.1500%  | N/A     | $846000.00         | $1093896.33        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2031-10-23      | 4.8500%  | N/A     | $3431000.00        | $3534208.29        | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2028-08-15      | 1.6500%  | N/A     | $1008000.00        | $957048.96         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  | N/A     | $635000.00         | $486413.18         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT2. | 2027-09-12      | 2.9000%  | N/A     | $3757000.00        | $3744679.13        | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024 | 2050-10-25      | 6.9000%  | N/A     | $100000.00         | $102986.60         | Asset-Backed Securities                           |
| AUTONATION INC SR GLB | 2035-03-15      | 5.8900%  | N/A     | $4000.00           | $4227.37           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2031-04-29      | 2.5920%  | N/A     | $7000.00           | $6564.77           | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-03-11      | 2.6510%  | N/A     | $2946000.00        | $2735450.20        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 5 | 2035-01-23      | 5.4680%  | N/A     | $1758000.00        | $1878279.63        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.1152%  | N/A     | $12000.00          | $12100.09          | Corporate Debt Securities                         |
| BLOCK INCSR GLBL NT 2 | 2026-06-01      | 2.7500%  | N/A     | $1511000.00        | $1503795.05        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $864000.00         | $893250.94         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTN | 2027-11-15      | 3.9500%  | N/A     | $59000.00          | $57961.44          | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2025 | 2055-12-25      | 5.0360%  | N/A     | $696170.00         | $692593.15         | Asset-Backed Securities                           |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $13794000.00       | $14127355.00       | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-03-18      | 6.2500%  | N/A     | $17316000.00       | $18379346.70       | Other Instrument                                  |
| BROADCOM INC SR GLBL  | 2032-07-15      | 4.9000%  | N/A     | $1400000.00        | $1465518.44        | Corporate Debt Securities                         |
| CAIXABANK S ASNR NPF  | 2029-01-18      | 6.2080%  | N/A     | $226000.00         | $241254.10         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2032-04-07      | 3.6000%  | N/A     | $29000.00          | $27953.10          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2027-10-29      | 7.1490%  | N/A     | $111000.00         | $115025.10         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2029-02-27      | 4.8500%  | N/A     | $2000.00           | $2090.99           | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2030-01-01      | 7.5000%  | N/A     | $2039000.00        | $2205647.47        | Corporate Debt Securities                         |
| CHARTER COMMUNICATION | 2029-06-01      | 6.1000%  | N/A     | $3368000.00        | $3536748.03        | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 5.3524%  | N/A     | $38713292.00       | $39437824.15       | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $4801000.00        | $4384217.19        | Corporate Debt Securities                         |
| COMMERCIAL METALS CO  | 2031-02-15      | 3.8750%  | N/A     | $12000.00          | $11561.63          | Corporate Debt Securities                         |
| CONSOLIDATED COMM LLC | 2055-05-20      | 6.0000%  | N/A     | $500291.00         | $513240.20         | Asset-Backed Securities                           |
| CONSOLIDATED EDISON C | 2040-06-15      | 5.7000%  | N/A     | $231000.00         | $241779.23         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2046-06-15      | 3.8500%  | N/A     | $1279000.00        | $1010552.11        | Corporate Debt Securities                         |
| CORPORACION ANDINA DE | 2028-06-30      | 4.1250%  | N/A     | $505000.00         | $508282.50         | Corporate Debt Securities                         |
| DARLING INGREDIENTS I | 2027-04-15      | 5.2500%  | N/A     | $74000.00          | $74820.91          | Corporate Debt Securities                         |
| DB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  | N/A     | $4081000.00        | $3797317.36        | Asset-Backed Securities                           |
| DB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  | N/A     | $50000.00          | $42999.34          | Asset-Backed Securities                           |
| DELL INTL LLC/EMC COR | 2029-02-15      | 4.1500%  | N/A     | $128000.00         | $129214.54         | Corporate Debt Securities                         |
| ELI LILLY & CO SR GLB | 2029-03-15      | 3.3750%  | N/A     | $11000.00          | $10957.51          | Corporate Debt Securities                         |
| ENEL FIN AMER LLC DIS | 2026-04-27      | 0.0000%  | N/A     | $6514390.00        | $6431937.37        | Money Market                                      |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $3482000.00        | $3472926.97        | Corporate Debt Securities                         |
| EQUIFAX INC           | 2026-02-19      | 0.0000%  | N/A     | $9177400.00        | $9126915.12        | Money Market                                      |
| EQUINIX INCSR GLBL NT | 2029-11-18      | 3.2000%  | N/A     | $3000.00           | $2895.52           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERS | 2032-06-15      | 4.9500%  | N/A     | $1232000.00        | $1265978.56        | Corporate Debt Securities                         |
| ESSENTIAL UTILS INCSR | 2035-08-15      | 5.2500%  | N/A     | $500000.00         | $522300.00         | Corporate Debt Securities                         |
| EXELON CORPSR GLBL NT | 2030-04-15      | 4.0500%  | N/A     | $2000.00           | $2000.46           | Corporate Debt Securities                         |
| EXPORT DEV CDA GLBL B | 2027-05-25      | 3.0000%  | N/A     | $1375000.00        | $1368120.42        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.2242%  | N/A     | $3000.00           | $3004.70           | Other Instrument                                  |
| EXTRA SPACE STORAGE L | 2026-02-05      | 0.0000%  | N/A     | $123132.00         | $122639.23         | Money Market                                      |
| FAIRFAX FINL HLDGS LT | 2032-08-16      | 5.6250%  | N/A     | $323000.00         | $344594.97         | Corporate Debt Securities                         |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $3460619.00        | $2986327.17        | Asset-Backed Securities                           |
| FIP MSTR FDG 2023-1 L | 2053-03-15      | 6.9700%  | N/A     | $2915399.00        | $2929670.38        | Private Label Collateralized Mortgage Obligations |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.2444%  | N/A     | $1754208.00        | $1775379.33        | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COM | 2026-06-10      | 6.9500%  | N/A     | $429000.00         | $434514.44         | Corporate Debt Securities                         |
| FORD MTR COSR GLBL NT | 2026-12-08      | 4.3460%  | N/A     | $8000.00           | $8015.89           | Corporate Debt Securities                         |
| FORD MTR COSR NT 4.75 | 2043-01-15      | 4.7500%  | N/A     | $115000.00         | $93931.17          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC | 2036-01-25      | 6.1000%  | N/A     | $951000.00         | $1024201.64        | Corporate Debt Securities                         |
| GEORGIA PAC CORP SR G | 2027-04-30      | 2.1000%  | N/A     | $1174000.00        | $1151306.58        | Corporate Debt Securities                         |
| GLOBE LIFE INC        | 2026-02-02      | 0.0000%  | N/A     | $7.00              | $6.97              | Money Market                                      |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $171000.00         | $167612.06         | Corporate Debt Securities                         |
| GOEASY LTD SR GLBL 14 | 2031-02-15      | 6.8750%  | N/A     | $507000.00         | $486510.79         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2029-05-01      | 4.2230%  | N/A     | $7000.00           | $7068.38           | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE | 2030-05-06      | 6.2500%  | N/A     | $1500000.00        | $1545492.92        | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-02-20      | 7.0000%  | N/A     | $7429587.00        | $4073215.08        | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.5000%  | N/A     | $2699413.00        | $2833320.03        | Agency Mortgage-Backed Securities                 |
| HARLEY DAVIDSON INCSR | 2045-07-28      | 4.6250%  | N/A     | $3000.00           | $2484.44           | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 6 | 2054-04-01      | 6.0000%  | N/A     | $11080000.00       | $11245978.40       | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERAT | 2028-03-01      | 5.8750%  | N/A     | $24000.00          | $24932.24          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P  | 2034-05-15      | 6.8750%  | N/A     | $39000.00          | $36853.23          | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2031-08-18      | 2.3570%  | N/A     | $2255000.00        | $2074199.36        | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC  | 2027-02-05      | 5.1250%  | N/A     | $4863000.00        | $5012791.88        | Corporate Debt Securities                         |
| INGERSOLL RAND INC SR | 2034-06-15      | 5.4500%  | N/A     | $3000.00           | $3137.47           | Corporate Debt Securities                         |
| INSIGHT ENTERPRISES I | 2032-05-15      | 6.6250%  | N/A     | $74000.00          | $76662.17          | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOL | 2029-02-15      | 9.5000%  | N/A     | $484000.00         | $526247.82         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS I | 2031-01-31      | 5.8750%  | N/A     | $49000.00          | $51581.80          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL | 2028-03-01      | 4.3000%  | N/A     | $2000.00           | $2039.01           | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2028-03-12      | 4.1250%  | N/A     | $200000.00         | $203535.00         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-06-28      | 4.0000%  | N/A     | $316000.00         | $318256.94         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-09-30      | 0.7500%  | N/A     | $17760000.00       | $15549324.00       | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-03-18      | 4.6250%  | N/A     | $1678000.00        | $1762628.53        | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2028-02-15      | 3.7500%  | N/A     | $353000.00         | $359626.69         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  | N/A     | $3613000.00        | $3655374.47        | Other Instrument                                  |
| LAMAR MEDIA CORP SR G | 2030-02-15      | 4.0000%  | N/A     | $111000.00         | $107423.33         | Corporate Debt Securities                         |
| LANDWIRTSCHAFTLICHE R | 2030-05-28      | 4.1250%  | N/A     | $2753000.00        | $2810831.35        | Other Instrument                                  |
| LEHMAN XS TRUST 2007- | 2047-09-25      | 4.7862%  | N/A     | $210297.00         | $25357.46          | Private Label Collateralized Mortgage Obligations |
| LIBERTY UTILS CO DISC | 2026-01-30      | 0.0000%  | N/A     | $5462.00           | $5443.94           | Money Market                                      |
| MARATHON PETE CORP SR | 2054-09-15      | 5.0000%  | N/A     | $4000.00           | $3421.41           | Corporate Debt Securities                         |
| MARS INC SR 144A NT 3 | 2033-04-20      | 4.7500%  | N/A     | $14624000.00       | $14961201.00       | Corporate Debt Securities                         |
| MARS INC SR 144A NT5. | 2065-05-01      | 5.8000%  | N/A     | $14189000.00       | $14471881.36       | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS | 2027-06-01      | 3.4500%  | N/A     | $4000.00           | $3987.06           | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS | 2034-12-01      | 5.1500%  | N/A     | $4000.00           | $4112.49           | Corporate Debt Securities                         |
| MASTR ASSET BKD SECS  | 2034-09-25      | 4.5462%  | N/A     | $5675772.00        | $87327.96          | Asset-Backed Securities                           |
| MFI LLC 2022-B1A20371 | 2037-11-20      | 5.7701%  | N/A     | $333500.00         | $334258.17         | Private Label Collateralized Mortgage Obligations |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $36229000.00       | $36492690.75       | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2030-01-15      | 5.8800%  | N/A     | $579000.00         | $584645.44         | Asset-Backed Securities                           |
| MISSION LN CR CD MT T | 2029-08-15      | 5.6338%  | N/A     | $22440000.00       | $22521725.00       | Asset-Backed Securities                           |
| MITSUBISHI UFJ FINANC | 2031-04-24      | 5.1590%  | N/A     | $8036000.00        | $8374220.51        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROU | 2031-05-25      | 2.5910%  | N/A     | $700000.00         | $652672.32         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $91000.00          | $67691.77          | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015 | 2047-12-17      | 4.3629%  | N/A     | $31910.00          | $31547.37          | Private Label Collateralized Mortgage Obligations |
| NATIONAL RURAL UTILS  | 2029-06-15      | 5.1500%  | N/A     | $192000.00         | $199301.55         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2026-09-14      | 4.0000%  | N/A     | $1199000.00        | $1210567.69        | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2028-03-15      | 4.8750%  | N/A     | $1610000.00        | $1615384.11        | Corporate Debt Securities                         |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.2500%  | N/A     | $5127313.00        | $5188400.26        | Asset-Backed Securities                           |
| ONEMAIN FIN CORP SR G | 2029-05-15      | 6.6250%  | N/A     | $6220000.00        | $6491535.83        | Corporate Debt Securities                         |
| ONEOK INC NEWSR NT 4. | 2047-07-13      | 4.9500%  | N/A     | $4000.00           | $3606.32           | Corporate Debt Securities                         |
| PENSKE TRUCK LEASNG/P | 2026-04-20      | 0.0000%  | N/A     | $1408928.00        | $1391785.57        | Money Market                                      |
| PENSKE TRUCK LEASNG/P | 2026-05-04      | 0.0000%  | N/A     | $8.00              | $7.89              | Money Market                                      |
| PK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  | N/A     | $10401000.00       | $7312644.23        | Asset-Backed Securities                           |
| RAIZEN FUELS FINANCE  | 2027-01-20      | 5.3000%  | N/A     | $13472000.00       | $13315395.48       | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA  | 2044-02-26      | 5.6250%  | N/A     | $625000.00         | $517734.38         | Other Instrument                                  |
| ROBLOX CORPSR GLBL 14 | 2030-05-01      | 3.8750%  | N/A     | $7829000.00        | $7535556.03        | Corporate Debt Securities                         |
| ROCKET COS INC SR GLB | 2030-08-01      | 6.1250%  | N/A     | $360000.00         | $383985.55         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.305 | 2031-11-03      | 4.3050%  | N/A     | $5000.00           | $5019.23           | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $15000.00          | $15416.95          | Corporate Debt Securities                         |
| RWE FINANCE US LLC SR | 2034-04-16      | 5.8750%  | N/A     | $583000.00         | $622428.05         | Corporate Debt Securities                         |
| SERVICE CORP INTLSR G | 2032-10-15      | 5.7500%  | N/A     | $57000.00          | $58728.18          | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GRO | 2099-01-01      | 2.8750%  | N/A     | $351000.00         | $348782.85         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LPSR | 2032-02-01      | 2.6500%  | N/A     | $121000.00         | $110494.98         | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS  | 2031-01-08      | 2.3000%  | N/A     | $6290000.00        | $5934167.71        | Corporate Debt Securities                         |
| SOCIETE GENERALE ALT  | 2099-01-01      | 4.7500%  | N/A     | $2441000.00        | $2428912.30        | Corporate Debt Securities                         |
| SOUNDVIEW HM LN 2007- | 2037-01-25      | 4.3712%  | N/A     | $1210412.00        | $949391.74         | Asset-Backed Securities                           |
| SOUTHERN CALIF EDISON | 2053-12-01      | 5.8750%  | N/A     | $3084000.00        | $2985206.63        | Corporate Debt Securities                         |
| STANDARD CHARTERED PL | 2099-01-01      | 7.6250%  | N/A     | $2242000.00        | $2472648.24        | Corporate Debt Securities                         |
| STONEBRIAR ABF ISSUER | 2030-12-15      | 8.1250%  | N/A     | $43000.00          | $44524.68          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2027-01-11      | 3.4460%  | N/A     | $14000.00          | $14165.44          | Corporate Debt Securities                         |
| SYSCO CORP            | 2026-02-18      | 0.0000%  | N/A     | $12037401.00       | $11973313.88       | Money Market                                      |
| TABERNA PREF FDG II 2 | 2035-11-05      | 4.5922%  | N/A     | $1271000.00        | $125811.45         | Other Instrument                                  |
| TARGET CORPSR DEB 7%3 | 2031-07-15      | 7.0000%  | N/A     | $5000.00           | $5796.34           | Corporate Debt Securities                         |
| THE CIGNA GROUPSR GLB | 2028-10-15      | 4.3750%  | N/A     | $4000.00           | $4076.18           | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  | N/A     | $100015.00         | $97547.13          | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP FR | 2030-11-20      | 5.5500%  | N/A     | $121000.00         | $129104.68         | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS  | 2048-03-15      | 4.6000%  | N/A     | $651000.00         | $576372.25         | Corporate Debt Securities                         |
| TRUIST BKSR NT 4.136% | 2029-10-23      | 4.1360%  | N/A     | $247000.00         | $248956.84         | Corporate Debt Securities                         |
| UNION ELEC CO1M GLBL  | 2054-01-15      | 5.2500%  | N/A     | $31000.00          | $29813.58          | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2029-03-01      | 3.7000%  | N/A     | $2000.00           | $2010.25           | Corporate Debt Securities                         |
| US BANCORP FR 1.375%0 | 2030-07-22      | 1.3750%  | N/A     | $24000.00          | $21448.39          | Corporate Debt Securities                         |
| V F CORP SR GLBL NT 3 | 2030-04-23      | 2.9500%  | N/A     | $50000.00          | $45510.61          | Corporate Debt Securities                         |
| V F CORP SR GLBL NT2. | 2027-04-23      | 2.8000%  | N/A     | $88000.00          | $86747.66          | Corporate Debt Securities                         |
| VAIL RESORTS INC SR G | 2030-07-15      | 5.6250%  | N/A     | $88000.00          | $91892.13          | Corporate Debt Securities                         |
| VOLKSWAGEN AUTO LN EN | 2030-03-20      | 3.9200%  | N/A     | $88000.00          | $88379.26          | Asset-Backed Securities                           |
| VOLKSWAGEN GROUP AMER | 2028-11-13      | 4.7500%  | N/A     | $1726000.00        | $1756089.93        | Corporate Debt Securities                         |
| VOYA FINANCIAL INC CR | 2043-07-15      | 5.7000%  | N/A     | $160000.00         | $163739.73         | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 2 | 2028-06-02      | 2.3930%  | N/A     | $598000.00         | $585554.24         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2 | 2049-10-18      | 3.6210%  | N/A     | $722285.00         | $697903.19         | Private Label Collateralized Mortgage Obligations |
| WESTPAC NZ LIMITED FR | 2030-09-16      | 4.2180%  | N/A     | $6832000.00        | $6906436.92        | Corporate Debt Securities                         |
| WILLIAMS COS INC SR G | 2033-03-15      | 5.6500%  | N/A     | $2000.00           | $2142.39           | Corporate Debt Securities                         |
| WOODSIDE FIN LTD SR G | 2032-05-19      | 5.7000%  | N/A     | $500000.00         | $524965.83         | Corporate Debt Securities                         |

### Security 129: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 0VP002IR3
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3M COFR 4%091448      | 2048-09-14      | 4.0000%  | N/A     | $626000.00         | $503641.34         | Corporate Debt Securities                         |
| ABBVIE INC SR GLBL NT | 2026-11-21      | 2.9500%  | N/A     | $4655000.00        | $4637812.71        | Corporate Debt Securities                         |
| AIA GROUP LTD HONG KO | 2028-04-06      | 3.9000%  | N/A     | $800000.00         | $808224.00         | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SEC | 2028-09-19      | 5.9000%  | N/A     | $75000.00          | $79639.25          | Corporate Debt Securities                         |
| ALIGNED DT CEN ISS LL | 2046-08-15      | 2.4820%  | N/A     | $185388.00         | $182284.63         | Asset-Backed Securities                           |
| ALPHABET INC SR GLBL  | 2055-11-15      | 5.4500%  | N/A     | $909000.00         | $903424.55         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP I | 2028-04-01      | 4.2000%  | N/A     | $365000.00         | $369617.25         | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2029-08-18      | 4.0500%  | N/A     | $4469000.00        | $4538280.67        | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 2 | 2028-08-15      | 1.6500%  | N/A     | $2899000.00        | $2752465.21        | Corporate Debt Securities                         |
| AMGEN INCSR GLBL NT 4 | 2048-06-15      | 4.5630%  | N/A     | $2271000.00        | $1960307.33        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LL | 2046-02-01      | 4.9000%  | N/A     | $725000.00         | $689421.83         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV  | 2050-06-01      | 4.5000%  | N/A     | $809000.00         | $734070.42         | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP  | 2026-05-27      | 4.4000%  | N/A     | $434000.00         | $435764.45         | Corporate Debt Securities                         |
| APPLE INCSR GLBL NT 4 | 2047-11-13      | 3.7500%  | N/A     | $12000.00          | $9618.24           | Corporate Debt Securities                         |
| ARES CLO LTD 2022-55R | 2037-10-15      | 5.2745%  | N/A     | $11572351.00       | $11724199.40       | Asset-Backed Securities                           |
| AT&T INC SR GLBL NT 4 | 2045-06-15      | 4.3500%  | N/A     | $21000.00          | $17456.32          | Corporate Debt Securities                         |
| AT&T INC SR GLBL NT3. | 2053-09-15      | 3.5000%  | N/A     | $819000.00         | $560593.67         | Corporate Debt Securities                         |
| AT&T INC SR NT 4.3%42 | 2042-12-15      | 4.3000%  | N/A     | $1000.00           | $848.96            | Corporate Debt Securities                         |
| ATS CORPORATIONGLBL 1 | 2028-12-15      | 4.1250%  | N/A     | $220000.00         | $214857.13         | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALA | 2036-06-18      | 5.8160%  | N/A     | $1585000.00        | $1648952.64        | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC  | 2030-12-01      | 4.3500%  | N/A     | $386000.00         | $388858.33         | Corporate Debt Securities                         |
| BAE SYSTEMS PLCSR 144 | 2034-03-26      | 5.3000%  | N/A     | $3469000.00        | $3650841.13        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.  | 2030-03-14      | 5.5380%  | N/A     | $400000.00         | $420698.53         | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 1 | 2027-07-22      | 1.7340%  | N/A     | $1840000.00        | $1830613.24        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2032-07-21      | 2.2990%  | N/A     | $98000.00          | $88845.60          | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 3 | 2042-04-22      | 3.3110%  | N/A     | $2126000.00        | $1698389.29        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2026-06-05      | 5.1152%  | N/A     | $6000.00           | $6050.05           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2026-12-11      | 5.2660%  | N/A     | $13000.00          | $13205.78          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM  | 2031-09-22      | 4.3500%  | N/A     | $59000.00          | $59730.52          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2033-06-13      | 4.2890%  | N/A     | $10000.00          | $9897.25           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2029-07-26      | 4.7433%  | N/A     | $500000.00         | $507511.68         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2032-11-10      | 4.7400%  | N/A     | $40000.00          | $40774.53          | Corporate Debt Securities                         |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $500000.00         | $530370.00         | Corporate Debt Securities                         |
| BELL CDA DISC COML    | 2026-03-05      | 0.0000%  | N/A     | $45.00             | $44.69             | Money Market                                      |
| BERKSHIRE HATHAWAY EN | 2043-11-15      | 5.1500%  | N/A     | $1123000.00        | $1086491.89        | Corporate Debt Securities                         |
| BMW FINANCE NV SR GLB | 2029-08-14      | 2.8500%  | N/A     | $509000.00         | $491168.03         | Corporate Debt Securities                         |
| BMW US CAP LLC 144A N | 2031-08-12      | 1.9500%  | N/A     | $5842000.00        | $5135697.33        | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD  | 2030-09-17      | 2.6250%  | N/A     | $200000.00         | $188364.08         | Corporate Debt Securities                         |
| BOC AVIATION USA CORP | 2033-05-03      | 4.8750%  | N/A     | $361000.00         | $371419.96         | Corporate Debt Securities                         |
| BOC AVIATION USA CORP | 2030-01-14      | 5.2500%  | N/A     | $300000.00         | $318805.25         | Corporate Debt Securities                         |
| BOMBARDIER INC SR 144 | 2028-02-15      | 6.0000%  | N/A     | $4094000.00        | $4200184.71        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2034-04-10      | 4.9890%  | N/A     | $474000.00         | $490047.39         | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PL | 2033-01-15      | 5.7500%  | N/A     | $200000.00         | $199645.11         | Corporate Debt Securities                         |
| BRINKS COSR GLBL 144A | 2029-06-15      | 6.5000%  | N/A     | $3653000.00        | $3793380.73        | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2032-07-15      | 4.9000%  | N/A     | $440000.00         | $460591.51         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2052-02-15      | 3.6250%  | N/A     | $83000.00          | $59767.78          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC SR | 2029-03-29      | 4.8500%  | N/A     | $2354000.00        | $2423630.67        | Corporate Debt Securities                         |
| CADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  | N/A     | $2082000.00        | $2118001.25        | Corporate Debt Securities                         |
| CANYON CLO LTD 2025-2 | 2038-10-15      | 5.4193%  | N/A     | $5644066.00        | $5749289.80        | Asset-Backed Securities                           |
| CAPITAL ONE FINL CORP | 2028-05-10      | 4.9270%  | N/A     | $106000.00         | $108002.33         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2032-11-29      | 6.7000%  | N/A     | $23000.00          | $25665.83          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2027-10-29      | 7.1490%  | N/A     | $4589000.00        | $4755407.08        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP | 2031-10-30      | 7.6240%  | N/A     | $2485000.00        | $2846683.47        | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER L | 2054-10-26      | 5.2000%  | N/A     | $87560.00          | $86297.88          | Asset-Backed Securities                           |
| CHARTER COMMUNICATION | 2029-06-01      | 6.1000%  | N/A     | $187000.00         | $196369.32         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2033-07-27      | 2.5500%  | N/A     | $3504000.00        | $3072438.60        | Other Instrument                                  |
| CHURCHILL DOWNS INCSR | 2028-01-15      | 4.7500%  | N/A     | $67000.00          | $68216.24          | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2018 | 2038-10-18      | 5.3524%  | N/A     | $651616.00         | $663811.21         | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2021 | 2034-10-16      | 5.3061%  | N/A     | $15809248.00       | $16006061.53       | Asset-Backed Securities                           |
| CITIGROUP INCSR GLBL  | 2026-01-12      | 3.7000%  | N/A     | $53000.00          | $53909.45          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-06-09      | 4.5515%  | N/A     | $690000.00         | $692630.52         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2039-01-24      | 3.8780%  | N/A     | $69000.00          | $62407.21          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2032-05-01      | 2.5610%  | N/A     | $1000.00           | $913.19            | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2033-03-17      | 3.7850%  | N/A     | $5823000.00        | $5625800.87        | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2048-04-24      | 4.2810%  | N/A     | $4965000.00        | $4237465.72        | Corporate Debt Securities                         |
| CK HUTCHISON INTL 17  | 2027-09-29      | 3.2500%  | N/A     | $700000.00         | $696748.69         | Corporate Debt Securities                         |
| CK HUTCHISON INTL 24  | 2034-04-26      | 5.5000%  | N/A     | $4038000.00        | $4267309.05        | Corporate Debt Securities                         |
| COMCAST CORP NEW GLBL | 2055-05-15      | 6.0500%  | N/A     | $3700000.00        | $3703369.06        | Corporate Debt Securities                         |
| COMCAST CORP NEW SR G | 2028-02-15      | 3.1500%  | N/A     | $3464000.00        | $3450871.44        | Corporate Debt Securities                         |
| COMISION FEDERAL DE E | 2035-01-24      | 6.4500%  | N/A     | $9607000.00        | $10155271.49       | Corporate Debt Securities                         |
| COMMERCIAL METALS CO  | 2031-02-15      | 3.8750%  | N/A     | $2000.00           | $1926.94           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF  | 2030-10-01      | 4.8006%  | N/A     | $1000000.00        | $1018011.07        | Corporate Debt Securities                         |
| COMPASS DATACTR ISS I | 2050-02-25      | 5.8350%  | N/A     | $7426640.00        | $7564950.03        | Asset-Backed Securities                           |
| CONN AVE SECUS TR 202 | 2043-06-25      | 5.7742%  | N/A     | $15460.00          | $6737.42           | Agency Collateralized Mortgage Obligation         |
| CONNECTICUT AVE SEC 2 | 2042-04-25      | 6.8742%  | N/A     | $13218.00          | $13518.98          | Agency Collateralized Mortgage Obligation         |
| CONOCOPHILLIPS COMPAN | 2053-05-15      | 5.3000%  | N/A     | $450000.00         | $423784.00         | Corporate Debt Securities                         |
| CONSOLIDATED COMM LLC | 2055-05-20      | 6.0000%  | N/A     | $4548000.00        | $4665717.40        | Asset-Backed Securities                           |
| CONSOLIDATED EDISON C | 2040-06-15      | 5.7000%  | N/A     | $789000.00         | $825817.37         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON C | 2046-06-15      | 3.8500%  | N/A     | $291000.00         | $229922.33         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK | 2033-01-21      | 5.7100%  | N/A     | $429000.00         | $463268.16         | Corporate Debt Securities                         |
| COREBRIDGE FINL INCSR | 2027-04-05      | 3.6500%  | N/A     | $2356000.00        | $2362053.61        | Corporate Debt Securities                         |
| DB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  | N/A     | $570000.00         | $530377.58         | Asset-Backed Securities                           |
| DEUTSCHE BK AG N Y SN | 2029-01-10      | 5.1904%  | N/A     | $2227000.00        | $2263013.05        | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH | 2032-02-01      | 6.6250%  | N/A     | $10000.00          | $11433.14          | Corporate Debt Securities                         |
| DTE ELEC CO1M GLBL -B | 2035-05-15      | 5.2500%  | N/A     | $4451000.00        | $4618839.79        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLCSR | 2035-10-15      | 6.1200%  | N/A     | $1000.00           | $1099.21           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC  | 2035-06-15      | 5.3000%  | N/A     | $2882000.00        | $2986949.63        | Corporate Debt Securities                         |
| EDISON INTLJR SB GLBL | 2053-06-15      | 8.1250%  | N/A     | $200000.00         | $207260.22         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE | 2045-10-13      | 4.9500%  | N/A     | $400000.00         | $360279.00         | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CO | 2028-12-04      | 6.3190%  | N/A     | $54000.00          | $57243.98          | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2022- | 2037-04-20      | 5.4144%  | N/A     | $20522944.00       | $20765912.67       | Asset-Backed Securities                           |
| ENBRIDGE U S INC DISC | 2026-01-30      | 0.0000%  | N/A     | $732.00            | $729.55            | Money Market                                      |
| EQUIFAX INC           | 2026-02-19      | 0.0000%  | N/A     | $3760260.00        | $3739574.81        | Money Market                                      |
| EQUINOR ASASR GLBL NT | 2026-01-22      | 1.7500%  | N/A     | $70000.00          | $70441.74          | Corporate Debt Securities                         |
| EQUINOR ASASR GLBL NT | 2040-04-06      | 3.6250%  | N/A     | $17265000.00       | $14842001.12       | Corporate Debt Securities                         |
| ERAC USA FINANCE COMP | 2037-10-15      | 7.0000%  | N/A     | $970000.00         | $1141187.76        | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2028-09-22      | 4.2242%  | N/A     | $1279000.00        | $1281002.77        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2030-09-22      | 3.7500%  | N/A     | $5457000.00        | $5465612.96        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2027-01-11      | 4.6250%  | N/A     | $854000.00         | $879954.60         | Other Instrument                                  |
| EXTRA SPACE STORAGE L | 2026-02-05      | 0.0000%  | N/A     | $2478036.00        | $2468118.90        | Money Market                                      |
| FIGRE TR 2025-PF1A205 | 2055-06-25      | 5.7580%  | N/A     | $709638.00         | $612379.24         | Asset-Backed Securities                           |
| FIRST AMERN FINL CORP | 2031-08-15      | 2.4000%  | N/A     | $100000.00         | $88342.67          | Corporate Debt Securities                         |
| FISERV INC SR GLBL NT | 2034-08-12      | 5.1500%  | N/A     | $350000.00         | $355524.65         | Corporate Debt Securities                         |
| FLATIRON RR CLO 27 LT | 2037-10-18      | 5.2444%  | N/A     | $250000.00         | $253017.22         | Asset-Backed Securities                           |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $90000.00          | $94329.80          | Corporate Debt Securities                         |
| FORVIA SESR GLBL 144A | 2033-09-15      | 6.7500%  | N/A     | $28000.00          | $29402.17          | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRU | 2026-01-15      | 1.6250%  | N/A     | $490000.00         | $493132.60         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRU | 2029-01-08      | 5.5000%  | N/A     | $1060000.00        | $1119540.79        | Corporate Debt Securities                         |
| GE AEROSPACE VR 05050 | 2026-05-05      | 4.5422%  | N/A     | $1732000.00        | $1746679.82        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO  | 2026-08-18      | 0.0000%  | N/A     | $20.00             | $19.50             | Money Market                                      |
| GENERAL MTRS FINL CO  | 2026-05-27      | 0.0000%  | N/A     | $26603.00          | $26172.16          | Money Market                                      |
| GLOBE LIFE INC        | 2026-03-05      | 0.0000%  | N/A     | $478.00            | $474.62            | Money Market                                      |
| GLOBE LIFE INC        | 2026-02-02      | 0.0000%  | N/A     | $7537635.00        | $7510069.87        | Money Market                                      |
| GOEASY LTD SR GLBL 14 | 2031-02-15      | 6.8750%  | N/A     | $210000.00         | $201513.35         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2044-07-08      | 4.8000%  | N/A     | $10000.00          | $9529.77           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2026-11-16      | 3.5000%  | N/A     | $67000.00          | $67059.96          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $3000.00           | $3047.57           | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL M | 2055-09-20      | 6.0000%  | N/A     | $6370464.00        | $6448725.69        | Agency Mortgage-Backed Securities                 |
| GS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  | N/A     | $6828696.00        | $6932631.03        | Asset-Backed Securities                           |
| HANOVER INS GROUP INC | 2030-09-01      | 2.5000%  | N/A     | $6000.00           | $5518.88           | Corporate Debt Securities                         |
| HIGHWOODS PPTYS INCSR | 2033-01-15      | 5.3500%  | N/A     | $9000.00           | $9091.39           | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS I | 2030-03-15      | 4.9000%  | N/A     | $24000.00          | $24892.03          | Corporate Debt Securities                         |
| INCREF LLC 2025-FL1B2 | 2042-10-22      | 6.3197%  | N/A     | $10832345.00       | $10854691.15       | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V. FR 2.7 | 2032-04-01      | 2.7270%  | N/A     | $1241000.00        | $1153288.29        | Corporate Debt Securities                         |
| INGEVITY CORPSR GLBL  | 2028-11-01      | 3.8750%  | N/A     | $30000.00          | $29385.55          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2026-02-19      | 3.4500%  | N/A     | $3558000.00        | $3599415.12        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2027-09-15      | 4.8750%  | N/A     | $4200000.00        | $4256171.50        | Corporate Debt Securities                         |
| IRON MTN INC DEL SR G | 2032-07-15      | 5.6250%  | N/A     | $48000.00          | $48445.80          | Corporate Debt Securities                         |
| ITALY REPGLBL NT 2.87 | 2029-10-17      | 2.8750%  | N/A     | $200000.00         | $193873.97         | Other Instrument                                  |
| JGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  | N/A     | $9616000.00        | $5223494.61        | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR  | 2037-04-15      | 4.5966%  | N/A     | $1000000.00        | $929728.11         | Private Label Collateralized Mortgage Obligations |
| KEB HANA BANKFR 4%102 | 2030-10-21      | 4.0000%  | N/A     | $200000.00         | $201587.33         | Corporate Debt Securities                         |
| KEB HANA BANKVR 10212 | 2028-10-21      | 4.5510%  | N/A     | $1694000.00        | $1713449.79        | Corporate Debt Securities                         |
| KONTOOR BRANDS INC SR | 2029-11-15      | 4.1250%  | N/A     | $21000.00          | $20161.70          | Corporate Debt Securities                         |
| KOOKMIN BANK FR 2.5%1 | 2030-11-04      | 2.5000%  | N/A     | $200000.00         | $183183.78         | Corporate Debt Securities                         |
| KOREA GAS CORP VR 071 | 2028-07-10      | 4.6441%  | N/A     | $734000.00         | $743584.60         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE | 2028-03-12      | 4.1250%  | N/A     | $2134000.00        | $2171718.45        | Other Instrument                                  |
| KOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  | N/A     | $4631000.00        | $4737478.27        | Corporate Debt Securities                         |
| KOREA NATIONAL OIL CO | 2026-10-24      | 2.5000%  | N/A     | $369000.00         | $366215.28         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2030-03-18      | 4.6250%  | N/A     | $423000.00         | $444333.65         | Other Instrument                                  |
| KREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  | N/A     | $5000.00           | $5004.12           | Other Instrument                                  |
| LOCKHEED MARTIN CORP  | 2035-03-01      | 3.6000%  | N/A     | $773000.00         | $724981.24         | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR  | 2035-11-25      | 4.5512%  | N/A     | $26089.00          | $18429.90          | Asset-Backed Securities                           |
| M D C HLDGS INCCR SEN | 2031-01-15      | 2.5000%  | N/A     | $27000.00          | $24386.96          | Corporate Debt Securities                         |
| MASTERCARD INCORPORAT | 2035-01-15      | 4.5500%  | N/A     | $7277000.00        | $7450633.26        | Corporate Debt Securities                         |
| MASTR ABS TRUST 2006- | 2035-12-25      | 4.3862%  | N/A     | $112942.00         | $76343.44          | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP        | 2026-02-11      | 0.0000%  | N/A     | $20.00             | $19.91             | Money Market                                      |
| MERCEDES-BENZ FIN NOR | 2034-08-01      | 5.1250%  | N/A     | $160000.00         | $166176.67         | Corporate Debt Securities                         |
| MERCK & CO INC SR NT  | 2045-02-10      | 3.7000%  | N/A     | $8000.00           | $6500.41           | Corporate Debt Securities                         |
| METHANEX CORPGLBL NT  | 2027-10-15      | 5.1250%  | N/A     | $128000.00         | $130070.97         | Corporate Debt Securities                         |
| MINERAL RES LTDSR 144 | 2031-04-01      | 7.0000%  | N/A     | $3898000.00        | $4141919.52        | Corporate Debt Securities                         |
| MISSION LANE CR MSTR  | 2030-12-16      | 4.7800%  | N/A     | $3419000.00        | $3443885.00        | Asset-Backed Securities                           |
| MOODYS CORPSR GLBL NT | 2044-07-15      | 5.2500%  | N/A     | $6000.00           | $5955.95           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS  | 2029-03-15      | 3.7000%  | N/A     | $784000.00         | $783768.28         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC G | 2026-09-14      | 4.0000%  | N/A     | $1599000.00        | $1614426.80        | Corporate Debt Securities                         |
| NATWEST GROUP PLCSR G | 2031-05-23      | 5.1150%  | N/A     | $4084000.00        | $4220679.57        | Corporate Debt Securities                         |
| NATWEST MKTS PLC US M | 2030-03-21      | 5.0220%  | N/A     | $1740000.00        | $1811949.87        | Corporate Debt Securities                         |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.6800%  | N/A     | $27910704.00       | $25146871.35       | Asset-Backed Securities                           |
| NIAGARA MOHAWK PWR CO | 2054-01-17      | 5.6640%  | N/A     | $3138000.00        | $3139514.61        | Corporate Debt Securities                         |
| NOMURA HLDGS INC SR G | 2028-07-14      | 2.1720%  | N/A     | $1566000.00        | $1506907.51        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $4153000.00        | $4307761.55        | Corporate Debt Securities                         |
| NYU HOSPS CTR-2013A B | 2043-07-01      | 5.7500%  | N/A     | $103000.00         | $108852.46         | Corporate Debt Securities                         |
| OAKTREE CLO LTD2022-2 | 2037-10-15      | 5.2745%  | N/A     | $51137408.00       | $51795631.07       | Asset-Backed Securities                           |
| OCCIDENTAL PETE CORP  | 2031-09-15      | 7.8750%  | N/A     | $11000.00          | $12860.73          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP  | 2031-01-01      | 6.1250%  | N/A     | $439000.00         | $476944.97         | Corporate Debt Securities                         |
| OHA CREDIT PARTNERS 2 | 2037-10-21      | 5.2500%  | N/A     | $32243830.00       | $32627985.83       | Asset-Backed Securities                           |
| OPEN TEXT CORP SR SEC | 2027-12-01      | 6.9000%  | N/A     | $28000.00          | $29273.11          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP | 2027-06-23      | 4.2500%  | N/A     | $136000.00         | $137224.60         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO | 2045-03-15      | 4.3000%  | N/A     | $7000.00           | $5660.28           | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP  | 2049-06-14      | 4.0000%  | N/A     | $433000.00         | $349668.67         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC SR G | 2027-06-01      | 3.9000%  | N/A     | $11000.00          | $11059.84          | Corporate Debt Securities                         |
| PENSKE TRUCK LEASNG/P | 2026-05-04      | 0.0000%  | N/A     | $3477096.00        | $3429567.57        | Money Market                                      |
| PFIZER INC SR GLBL NT | 2049-03-15      | 4.0000%  | N/A     | $30000.00          | $24480.53          | Corporate Debt Securities                         |
| PHINIA INC SR GLBL 14 | 2032-10-15      | 6.6250%  | N/A     | $100000.00         | $104883.61         | Corporate Debt Securities                         |
| PNC BK N A PITTSBURGH | 2028-07-21      | 4.6713%  | N/A     | $250000.00         | $252656.32         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL | 2026-04-18      | 3.0000%  | N/A     | $5170000.00        | $5186044.23        | Corporate Debt Securities                         |
| PROGRESSIVE CORP SR G | 2048-03-15      | 4.2000%  | N/A     | $4672000.00        | $3951375.15        | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD | 2031-01-15      | 4.2500%  | N/A     | $10000.00          | $10018.23          | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBA | 2029-12-09      | 4.7720%  | N/A     | $5005000.00        | $5112138.14        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2028-03-27      | 3.8780%  | N/A     | $3000.00           | $3031.01           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2036-12-14      | 5.7000%  | N/A     | $72000.00          | $76781.64          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INCFR | 2040-06-21      | 6.6250%  | N/A     | $87000.00          | $99559.34          | Corporate Debt Securities                         |
| REALTY INCOME CORP SR | 2029-02-15      | 4.7500%  | N/A     | $14000.00          | $14517.64          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING 14 | 2028-08-25      | 4.3500%  | N/A     | $2006000.00        | $2046711.77        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.51% | 2027-10-18      | 4.5100%  | N/A     | $8000.00           | $8104.88           | Corporate Debt Securities                         |
| ROYAL BK CDA FR 4.95% | 2029-02-01      | 4.9500%  | N/A     | $75000.00          | $78632.81          | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5%050 | 2033-05-02      | 5.0000%  | N/A     | $200000.00         | $207883.11         | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5.069 | 2027-07-23      | 5.0690%  | N/A     | $4000.00           | $4111.19           | Corporate Debt Securities                         |
| RTX CORPORATIONSR GLB | 2053-02-27      | 5.3750%  | N/A     | $4335000.00        | $4260151.41        | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GRO | 2026-01-10      | 1.3500%  | N/A     | $250000.00         | $251388.75         | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS  | 2027-04-12      | 3.6250%  | N/A     | $1739000.00        | $1749945.56        | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS  | 2031-01-08      | 2.3000%  | N/A     | $3799000.00        | $3584086.35        | Corporate Debt Securities                         |
| SK HYNIX INC GLBL REG | 2026-01-19      | 1.5000%  | N/A     | $200000.00         | $201047.67         | Corporate Debt Securities                         |
| SK HYNIX INC GLBL REG | 2031-01-19      | 2.3750%  | N/A     | $1000000.00        | $919761.53         | Corporate Debt Securities                         |
| SK HYNIX INC SR GLBL  | 2026-01-17      | 6.2500%  | N/A     | $200000.00         | $205901.72         | Corporate Debt Securities                         |
| SK HYNIX INC SR REGS  | 2028-09-11      | 4.2500%  | N/A     | $176000.00         | $179016.30         | Corporate Debt Securities                         |
| ST ENGR URBAN SOLUTIO | 2032-05-05      | 3.7500%  | N/A     | $395000.00         | $386564.12         | Corporate Debt Securities                         |
| STARBUCKS CORP SR GLB | 2033-02-15      | 4.8000%  | N/A     | $3891000.00        | $4018170.85        | Corporate Debt Securities                         |
| STATE STR CORP SR GLB | 2034-05-18      | 5.1590%  | N/A     | $15000.00          | $15633.78          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US | 2031-09-15      | 2.6910%  | N/A     | $1506000.00        | $1335089.33        | Corporate Debt Securities                         |
| STRYKER CORPORATIONSR | 2028-03-07      | 3.6500%  | N/A     | $3670000.00        | $3693995.68        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2031-09-17      | 2.2220%  | N/A     | $228000.00         | $204335.28         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN G | 2030-01-15      | 2.7500%  | N/A     | $230000.00         | $219887.86         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK | 2028-09-14      | 5.5500%  | N/A     | $2692000.00        | $2851990.05        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIALSR | 2029-03-19      | 5.1500%  | N/A     | $50000.00          | $51462.08          | Corporate Debt Securities                         |
| TACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  | N/A     | $1565040.00        | $1502515.89        | Asset-Backed Securities                           |
| TORONTO DOMINION BK O | 2026-07-17      | 5.5320%  | N/A     | $235000.00         | $242834.35         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2032-01-12      | 2.4500%  | N/A     | $9737000.00        | $8818833.36        | Corporate Debt Securities                         |
| TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  | N/A     | $505512.00         | $451369.64         | Asset-Backed Securities                           |
| TOWD PT MTG TR 2016-4 | 2056-07-25      | 3.9607%  | N/A     | $8050000.00        | $7742615.11        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2 | 2058-12-25      | 3.7500%  | N/A     | $8990963.00        | $7613997.02        | Private Label Collateralized Mortgage Obligations |
| TRANSCONTINENTAL GAS  | 2036-03-15      | 5.1000%  | N/A     | $898000.00         | $912671.82         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE C | 2033-09-01      | 6.1250%  | N/A     | $4000.00           | $4148.67           | Corporate Debt Securities                         |
| TRINET GROUP INC SR G | 2031-08-15      | 7.1250%  | N/A     | $22000.00          | $23261.63          | Corporate Debt Securities                         |
| UNILEVER CAP CORPSR G | 2032-11-15      | 5.9000%  | N/A     | $31000.00          | $34180.88          | Corporate Debt Securities                         |
| UNION ELEC CO1M GLBL  | 2035-04-15      | 5.2500%  | N/A     | $125000.00         | $130500.42         | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LT | 2032-10-07      | 3.8630%  | N/A     | $2200000.00        | $2204809.99        | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2041-11-01      | 4.7500%  | N/A     | $179000.00         | $165271.89         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2052-03-01      | 3.8750%  | N/A     | $1332000.00        | $1009691.52        | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $39000.00          | $30152.56          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2027-05-15      | 3.7500%  | N/A     | $5000.00           | $5015.26           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR C | 2037-11-30      | 6.3500%  | N/A     | $1875000.00        | $2074221.88        | Corporate Debt Securities                         |
| VOLKSWAGEN AUTO LN EN | 2030-03-20      | 3.9200%  | N/A     | $999000.00         | $1003305.47        | Asset-Backed Securities                           |
| VOTORANTIM CIMENTOS S | 2041-04-05      | 7.2500%  | N/A     | $804000.00         | $910801.80         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC | 2030-02-01      | 2.6000%  | N/A     | $24000.00          | $22935.87          | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 6 | 2034-10-23      | 6.4910%  | N/A     | $3896000.00        | $4372483.83        | Corporate Debt Securities                         |
| WELLS FRGO COM MTG TR | 2039-12-16      | 4.9277%  | N/A     | $1065000.00        | $1009326.47        | Private Label Collateralized Mortgage Obligations |
| WHIRLPOOL CORP SR GLB | 2034-03-01      | 5.7500%  | N/A     | $25000.00          | $23687.67          | Corporate Debt Securities                         |
| WHIRLPOOL CORP SR GLB | 2032-05-14      | 4.7000%  | N/A     | $14000.00          | $12781.39          | Corporate Debt Securities                         |
| WILLIAMS COS INC SR G | 2044-06-24      | 5.7500%  | N/A     | $7000.00           | $6993.55           | Corporate Debt Securities                         |
| XCEL ENERGY INC       | 2026-01-26      | 0.0000%  | N/A     | $862944.00         | $860430.24         | Money Market                                      |

### Security 130: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UBL6, C.4 - ISIN: US22533UBL61, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $61675200.60
- **C.18.a - Value (excl. sponsor support):** $61675200.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UF16, C.4 - ISIN: US22533UF167, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $147642645.00
- **C.18.a - Value (excl. sponsor support):** $147642645.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JN76, C.4 - ISIN: US22536JN761, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50037065.00
- **C.18.a - Value (excl. sponsor support):** $50037065.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JA62, C.4 - ISIN: US22536JA628, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $152218028.80
- **C.18.a - Value (excl. sponsor support):** $152218028.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22533UE66, C.4 - ISIN: US22533UE665, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $34546764.00
- **C.18.a - Value (excl. sponsor support):** $34546764.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XJ58, C.4 - ISIN: US22532XJ587, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $75014970.00
- **C.18.a - Value (excl. sponsor support):** $75014970.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3097925138, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: O819D51
- **C.18 - Value (incl. sponsor support):** $260250146.00
- **C.18.a - Value (excl. sponsor support):** $260250146.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3114897476, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: OB2BF78
- **C.18 - Value (incl. sponsor support):** $127158521.40
- **C.18.a - Value (excl. sponsor support):** $127158521.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3196126612, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P430815
- **C.18 - Value (incl. sponsor support):** $24766870.00
- **C.18.a - Value (excl. sponsor support):** $24766870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: CREDIT AGRICOLE S.A. LONDON BRANCH

- **C.1 - Title:** CREDIT AGRICOLE S.A. LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3196125994, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: P43083E
- **C.18 - Value (incl. sponsor support):** $222856470.00
- **C.18.a - Value (excl. sponsor support):** $222856470.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3213513446, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y1DD7C0
- **C.18 - Value (incl. sponsor support):** $124791462.50
- **C.18.a - Value (excl. sponsor support):** $124791462.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3223942841, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: Y3AC564
- **C.18 - Value (incl. sponsor support):** $224274847.50
- **C.18.a - Value (excl. sponsor support):** $224274847.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3233962722, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5707F1
- **C.18 - Value (incl. sponsor support):** $202138015.50
- **C.18.a - Value (excl. sponsor support):** $202138015.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3236624790, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y59A1E9
- **C.18 - Value (incl. sponsor support):** $49895775.00
- **C.18.a - Value (excl. sponsor support):** $49895775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3237432664, C.3 - LEI: N4JDFKKH2FTD8RKFXO39, C.5 - Other ID: Y5C327E
- **C.18 - Value (incl. sponsor support):** $49676520.00
- **C.18.a - Value (excl. sponsor support):** $49676520.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MAN8, C.4 - ISIN: US22536MAN83, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $24943200.00
- **C.18.a - Value (excl. sponsor support):** $24943200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLY0, C.4 - ISIN: US22536WLY02, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $63002053.80
- **C.18.a - Value (excl. sponsor support):** $63002053.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WNZ5, C.4 - ISIN: US22536WNZ58, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $75014205.00
- **C.18.a - Value (excl. sponsor support):** $75014205.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MEN4, C.4 - ISIN: US22536MEN48, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $83732505.50
- **C.18.a - Value (excl. sponsor support):** $83732505.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EA52, C.4 - ISIN: US23305EA529, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99948670.00
- **C.18.a - Value (excl. sponsor support):** $99948670.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305ECQ4, C.4 - ISIN: US23305ECQ44, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $24782527.50
- **C.18.a - Value (excl. sponsor support):** $24782527.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EBA0, C.4 - ISIN: US23305EBA01, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99578610.00
- **C.18.a - Value (excl. sponsor support):** $99578610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EC35, C.4 - ISIN: US23305EC350, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99353820.00
- **C.18.a - Value (excl. sponsor support):** $99353820.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ZS3KHMK
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: DEUTSCHE BANK AG NEW YORK BRANCH

- **C.1 - Title:** DEUTSCHE BANK AG NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XXT2, C.4 - ISIN: US25152XXT26, C.3 - LEI: 7LTWFZYICNSX8D621K86
- **C.18 - Value (incl. sponsor support):** $90016803.00
- **C.18.a - Value (excl. sponsor support):** $90016803.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: DNB BANK ASA - LONDON BRANCH

- **C.1 - Title:** DNB BANK ASA - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3062781698, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: O37CB29
- **C.18 - Value (incl. sponsor support):** $200086680.00
- **C.18.a - Value (excl. sponsor support):** $200086680.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: DNB BANK ASA - LONDON BRANCH

- **C.1 - Title:** DNB BANK ASA - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3098015715, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: O81A016
- **C.18 - Value (incl. sponsor support):** $119131068.00
- **C.18.a - Value (excl. sponsor support):** $119131068.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CH1, C.4 - ISIN: US2332K1CH15, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $124034537.50
- **C.18.a - Value (excl. sponsor support):** $124034537.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BH2, C.4 - ISIN: US2332K1BH24, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $165199946.40
- **C.18.a - Value (excl. sponsor support):** $165199946.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1FV7, C.4 - ISIN: US2332K1FV71, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $98154510.00
- **C.18.a - Value (excl. sponsor support):** $98154510.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DN7, C.4 - ISIN: US2332K1DN73, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $124548076.80
- **C.18.a - Value (excl. sponsor support):** $124548076.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1GX2, C.4 - ISIN: US2332K1GX29, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $73379632.50
- **C.18.a - Value (excl. sponsor support):** $73379632.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BP4, C.4 - ISIN: US2332K1BP40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $48733449.80
- **C.18.a - Value (excl. sponsor support):** $48733449.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1B90, C.4 - ISIN: US2332K1B909, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $126492165.10
- **C.18.a - Value (excl. sponsor support):** $126492165.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1CJ7, C.4 - ISIN: US2332K1CJ70, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $35718192.00
- **C.18.a - Value (excl. sponsor support):** $35718192.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: DNB BANK ASA-NEW YORK

- **C.1 - Title:** DNB BANK ASA-NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K4PY4, C.4 - ISIN: US2332K4PY40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $47012408.00
- **C.18.a - Value (excl. sponsor support):** $47012408.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK - NEW YORK BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821MBL6, C.4 - ISIN: US26821MBL63, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $99466770.00
- **C.18.a - Value (excl. sponsor support):** $99466770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB30, C.4 - ISIN: US23343WB306, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $169400699.00
- **C.18.a - Value (excl. sponsor support):** $169400699.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WBK2, C.4 - ISIN: US23343WBK27, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $15916814.40
- **C.18.a - Value (excl. sponsor support):** $15916814.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN

- **C.1 - Title:** DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK FRANKFURT AM MAIN
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WB48, C.4 - ISIN: US23343WB488, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $99637040.00
- **C.18.a - Value (excl. sponsor support):** $99637040.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3A50, C.4 - ISIN: US2960E3A508, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299845650.00
- **C.18.a - Value (excl. sponsor support):** $299845650.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: ERSTE GROUP BANK AG - NEW YORK

- **C.1 - Title:** ERSTE GROUP BANK AG - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: PQOH26KWDF7CG10L6792, C.5 - Other ID: ZS3KDS4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 172: FAIRWAY FINANCE COMPANY LLC

- **C.1 - Title:** FAIRWAY FINANCE COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WCC1, C.4 - ISIN: US30601WCC10, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $41687415.00
- **C.18.a - Value (excl. sponsor support):** $41687415.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)

- **C.1 - Title:** FEDERAL RESERVE BANK OF NY(TSY/AGY REPO)
- **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: 0FRT13PY7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-02-15      | 1.8750%  | N/A     | $554817100.00      | $500097292.58      | U.S. Treasuries (including strips) |

### Security 174: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GMJ9, C.4 - ISIN: US31428GMJ93, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $144739305.00
- **C.18.a - Value (excl. sponsor support):** $144739305.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $225429647.00
- **C.18.a - Value (excl. sponsor support):** $225429647.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MF22, C.4 - ISIN: US31849MF221, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $49199090.00
- **C.18.a - Value (excl. sponsor support):** $49199090.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MC90, C.4 - ISIN: US31849MC905, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $496436900.00
- **C.18.a - Value (excl. sponsor support):** $496436900.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MBT7, C.4 - ISIN: US31849MBT71, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $59636214.00
- **C.18.a - Value (excl. sponsor support):** $59636214.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $294126060.00
- **C.18.a - Value (excl. sponsor support):** $294126060.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FIRST ABU DHABI BANK P.J.S.C.

- **C.1 - Title:** FIRST ABU DHABI BANK P.J.S.C.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MDV0, C.4 - ISIN: US31849MDV00, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $360427243.50
- **C.18.a - Value (excl. sponsor support):** $360427243.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FIRST ABU DHABI BANK USA N.V.

- **C.1 - Title:** FIRST ABU DHABI BANK USA N.V.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3KMSJ
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005T03
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2034-01-15      | 1.7500%  | N/A     | $100761900.00      | $107223589.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-10-31      | 4.1250%  | N/A     | $50000000.00       | $50565048.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-03-31      | 4.1250%  | N/A     | $687954900.00      | $708432444.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-05-15      | 4.5000%  | N/A     | $50000000.00       | $50962161.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-05-31      | 4.6250%  | N/A     | $98197000.00       | $102816763.65      | U.S. Treasuries (including strips) |

### Security 183: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005T11
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 6.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2027-07-31      | 2.7500%  | N/A     | $1390589000.00     | $1391163902.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-10-15      | 1.6250%  | N/A     | $181771900.00      | $190847696.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2027-06-30      | 3.7500%  | N/A     | $1418948000.00     | $1424765686.80     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2041-02-15      | 1.8750%  | N/A     | $1031115700.00     | $731208738.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2026-01-15      | 2.0000%  | N/A     | $825000000.00      | $1362013975.31     | U.S. Treasuries (including strips) |

### Security 184: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005T29
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 6.6700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2032-04-30      | 4.0000%  | N/A     | $1219471400.00     | $1239129683.21     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2029-01-15      | 0.8750%  | N/A     | $915714000.00      | $1168329479.84     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-01-31      | 4.2500%  | N/A     | $1130000000.00     | $1176985215.76     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-31      | 3.7500%  | N/A     | $523559900.00      | $529768336.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2030-07-31      | 3.8750%  | N/A     | $284469000.00      | $291720323.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2028-05-15      | 3.7500%  | N/A     | $1191137000.00     | $1204067022.47     | U.S. Treasuries (including strips) |

### Security 185: FIXED INCOME CLEARING CORPORATION (REPO BNY)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION (REPO BNY)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ORS005T37
- **C.18 - Value (incl. sponsor support):** $2550000000.00
- **C.18.a - Value (excl. sponsor support):** $2550000000.00
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation (Repo)

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASUR | 2030-05-31      | 4.0000%  | N/A     | $1271613000.00     | $1294523134.39     | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-08-15      | 1.2500%  | N/A     | $183062600.00      | $160710015.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASUR | 2031-07-31      | 4.1250%  | N/A     | $1106144600.00     | $1145766849.86     | U.S. Treasuries (including strips) |

### Security 186: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01DY9
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACCO BRANDS CORP SR G | 2029-03-15      | 4.2500%  | N/A     | $84000.00          | $78925.05          | Corporate Debt Securities                         |
| ACE SECS HEQ 2003-OP1 | 2033-12-25      | 4.8962%  | N/A     | $3688000.00        | $527752.63         | Asset-Backed Securities                           |
| ACRISURE LLC / ACRISU | 2029-02-01      | 8.2500%  | N/A     | $437000.00         | $468527.37         | Corporate Debt Securities                         |
| ALGOMA STL INC SR SEC | 2029-04-15      | 9.1250%  | N/A     | $53000.00          | $45272.81          | Corporate Debt Securities                         |
| ALLERGAN FDG SCS SR N | 2035-03-15      | 4.5500%  | N/A     | $75000.00          | $69159.81          | Corporate Debt Securities                         |
| ALLIANCE RES OP PART  | 2029-06-15      | 8.6250%  | N/A     | $6050000.00        | $6414290.67        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER L | 2032-10-01      | 7.3750%  | N/A     | $80000.00          | $84417.40          | Corporate Debt Securities                         |
| ALTICE FINANCING S.A. | 2027-07-15      | 9.6250%  | N/A     | $220000.00         | $179010.61         | Corporate Debt Securities                         |
| ALTICE FRANCE S ASR S | 2030-10-15      | 6.8750%  | N/A     | $236260.00         | $233769.00         | Corporate Debt Securities                         |
| AMBIPAR LUX S A R LSR | 2033-02-05      | 0.0000%  | N/A     | $8321000.00        | $1820652.14        | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU | 2029-08-15      | 3.8500%  | N/A     | $42000.00          | $19818.33          | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-08-25      | 4.8962%  | N/A     | $350000.00         | $70706.18          | Asset-Backed Securities                           |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $1358000.00        | $1484273.63        | Corporate Debt Securities                         |
| ANGI GROUP LLC SR GLB | 2028-08-15      | 3.8750%  | N/A     | $4998000.00        | $4675923.33        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2029-01-15      | 5.7500%  | N/A     | $2615000.00        | $2609152.57        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 5.2500%  | N/A     | $240000.00         | $225480.80         | Corporate Debt Securities                         |
| ARAGVI FIN INTL DAC14 | 2029-11-20      | 11.1250% | N/A     | $1405000.00        | $1423756.94        | Corporate Debt Securities                         |
| ARETEC ESCROW ISSUER  | 2030-08-15      | 10.0000% | N/A     | $315000.00         | $351388.10         | Corporate Debt Securities                         |
| ARMOR HOLDCO INC SR 1 | 2029-11-15      | 8.5000%  | N/A     | $511000.00         | $520193.46         | Corporate Debt Securities                         |
| ASSET BACKED FDG 2004 | 2033-11-25      | 4.6262%  | N/A     | $3300000.00        | $213905.20         | Asset-Backed Securities                           |
| ATLAS SENIOR LN FND 2 | 2031-10-24      | 10.0770% | N/A     | $2200000.00        | $1976247.62        | Asset-Backed Securities                           |
| BANK NOVA SCOTIA B C  | 2029-03-29      | 0.0000%  | N/A     | $93000.00          | $128872.98         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2028-05-04      | 0.0000%  | N/A     | $35000.00          | $41034.28          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-12-08      | 0.0000%  | N/A     | $25000.00          | $24557.23          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-14      | 9.5508%  | N/A     | $33000.00          | $32795.40          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-30      | 0.0000%  | N/A     | $95000.00          | $160612.89         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-25      | 0.0000%  | N/A     | $23000.00          | $30462.19          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-03-09      | 0.0000%  | N/A     | $22000.00          | $25791.11          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-15      | 11.9004% | N/A     | $8000.00           | $7473.60           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-05      | 0.0000%  | N/A     | $23000.00          | $26990.16          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-30      | 0.0000%  | N/A     | $28000.00          | $39275.21          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-08-30      | 0.0000%  | N/A     | $11000.00          | $11153.44          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-07-06      | 0.0000%  | N/A     | $40000.00          | $40237.84          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-02-04      | 0.0000%  | N/A     | $16000.00          | $17305.73          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-06      | 0.0000%  | N/A     | $9000.00           | $10959.30          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-07      | 0.0000%  | N/A     | $9000.00           | $11426.40          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-02-05      | 0.0000%  | N/A     | $32000.00          | $33417.63          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-15      | 11.4000% | N/A     | $8000.00           | $7544.49           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-04      | 0.0000%  | N/A     | $40000.00          | $39532.36          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-09-11      | 10.1508% | N/A     | $85000.00          | $75642.60          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-02-20      | 0.0000%  | N/A     | $7000.00           | $8776.92           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-05-07      | 0.0000%  | N/A     | $23000.00          | $39001.17          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-07-03      | 0.0000%  | N/A     | $50000.00          | $53701.05          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-02      | 0.0000%  | N/A     | $8000.00           | $8095.34           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-01-05      | 0.0000%  | N/A     | $25000.00          | $26310.70          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-29      | 0.0000%  | N/A     | $10000.00          | $14094.77          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-09-17      | 10.1004% | N/A     | $25000.00          | $24369.10          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-24      | 14.4000% | N/A     | $22000.00          | $13904.33          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-05      | 0.0000%  | N/A     | $11000.00          | $12121.73          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-12-17      | 13.0500% | N/A     | $54000.00          | $52353.92          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-05      | 0.0000%  | N/A     | $16000.00          | $17381.01          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-09      | 0.0000%  | N/A     | $150000.00         | $182526.60         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-06-01      | 0.0000%  | N/A     | $55000.00          | $57148.80          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-12-01      | 0.0000%  | N/A     | $30000.00          | $29745.00          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC | 2028-01-30      | 5.0000%  | N/A     | $11611000.00       | $10468748.52       | Corporate Debt Securities                         |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 5.0000%  | N/A     | $318000.00         | $207683.79         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2021-C11 | 2054-09-17      | 1.5101%  | N/A     | $355000.00         | $23422.33          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ABS TR 2 | 2036-11-25      | 4.1262%  | N/A     | $1756000.00        | $43720.58          | Asset-Backed Securities                           |
| BELLRING BRANDS INCSR | 2030-03-15      | 7.0000%  | N/A     | $9469000.00        | $10005713.44       | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM  | 2026-07-15      | 6.6250%  | N/A     | $184000.00         | $189769.98         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2030-01-31      | 4.5000%  | N/A     | $8950000.00        | $3658312.50        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  | N/A     | $343000.00         | $341267.85         | Other Instrument                                  |
| BROOKFIELD PPTY REIT  | 2026-05-15      | 5.7500%  | N/A     | $5015000.00        | $5034695.02        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIA | 2030-02-15      | 4.8750%  | N/A     | $10861000.00       | $10367706.96       | Corporate Debt Securities                         |
| BRUNDAGE-BONE CONCRET | 2032-02-01      | 7.5000%  | N/A     | $1485000.00        | $1560230.10        | Corporate Debt Securities                         |
| BUENOS AIRES (CITY OF | 2033-11-26      | 7.8000%  | N/A     | $700000.00         | $709006.67         | Corporate Debt Securities                         |
| BXP TRUST 2017-CCE203 | 2037-08-13      | 3.5515%  | N/A     | $2500000.00        | $1979456.46        | Private Label Collateralized Mortgage Obligations |
| C&S GROUP ENTERPRISES | 2028-12-15      | 5.0000%  | N/A     | $142000.00         | $131730.88         | Corporate Debt Securities                         |
| CABLEVISION LIGHTPATH | 2028-09-15      | 5.6250%  | N/A     | $34134000.00       | $33911531.66       | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRO | 2027-01-15      | 8.1250%  | N/A     | $878000.00         | $912255.41         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BAN | 2028-01-18      | 0.0000%  | N/A     | $150000.00         | $148998.15         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2026-12-21      | 0.0000%  | N/A     | $75000.00          | $75611.18          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK  | 2027-03-10      | 0.0000%  | N/A     | $159000.00         | $157012.02         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO H | 2026-05-01      | 5.5000%  | N/A     | $1222000.00        | $1233128.35        | Corporate Debt Securities                         |
| CENTEX HM EQ LN TR 20 | 2035-01-25      | 5.0462%  | N/A     | $111000.00         | $19485.48          | Asset-Backed Securities                           |
| CHAMP ACQUISITION COR | 2031-12-01      | 8.3750%  | N/A     | $327000.00         | $355203.48         | Corporate Debt Securities                         |
| CHENANGO PARK CLO LTD | 2030-04-15      | 12.2661% | N/A     | $2500000.00        | $2240739.83        | Asset-Backed Securities                           |
| CITIGROUP COML MTG TR | 2072-12-16      | 1.1726%  | N/A     | $587119.00         | $23961.02          | Private Label Collateralized Mortgage Obligations |
| CLEAR CHANNEL OUTDOOR | 2029-06-01      | 7.5000%  | N/A     | $91000.00          | $90800.71          | Corporate Debt Securities                         |
| COHERENT CORPGLBL REG | 2029-12-15      | 5.0000%  | N/A     | $27000.00          | $26961.18          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS  | 2029-04-15      | 6.8750%  | N/A     | $9317000.00        | $8309682.19        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS  | 2029-01-15      | 6.0000%  | N/A     | $100000.00         | $102116.67         | Corporate Debt Securities                         |
| COMPASS MINERALS INTL | 2030-07-01      | 8.0000%  | N/A     | $1972000.00        | $2149033.01        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOM | 2027-03-31      | 13.5000% | N/A     | $1744000.00        | $1818869.92        | Corporate Debt Securities                         |
| CORONADO FINANCE PTY  | 2029-10-01      | 9.2500%  | N/A     | $408000.00         | $383164.25         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINAN | 2028-02-15      | 9.2500%  | N/A     | $7000000.00        | $7457621.11        | Corporate Debt Securities                         |
| CROWN POINT CLO LTD 2 | 2031-10-20      | 10.4460% | N/A     | $2906000.00        | $2615667.64        | Asset-Backed Securities                           |
| CSAIL COML MTG TR 201 | 2050-06-17      | 4.4042%  | N/A     | $11277104.00       | $9333609.32        | Private Label Collateralized Mortgage Obligations |
| CSC HLDGS LLCSR GLBL  | 2028-04-01      | 7.5000%  | N/A     | $14172000.00       | $8619174.20        | Corporate Debt Securities                         |
| CSC HLDGS LLCSR GLBL  | 2029-02-01      | 6.5000%  | N/A     | $33015000.00       | $22752727.45       | Corporate Debt Securities                         |
| CSC HLDGS LLCSR REGS  | 2031-02-15      | 3.3750%  | N/A     | $444000.00         | $274121.16         | Corporate Debt Securities                         |
| CSMC 2020-FACT D20371 | 2037-10-15      | 8.0755%  | N/A     | $900000.00         | $845954.00         | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-FACT E20371 | 2037-10-15      | 9.2275%  | N/A     | $1500000.00        | $1365691.33        | Private Label Collateralized Mortgage Obligations |
| CUMULUS MEDIA NEW HLD | 2026-07-01      | 6.7500%  | N/A     | $497000.00         | $316216.25         | Corporate Debt Securities                         |
| CWMBS INC 2004-251-A- | 2035-02-25      | 4.5062%  | N/A     | $19157000.00       | $390673.33         | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-2 2-A- | 2035-03-25      | 4.4862%  | N/A     | $10510000.00       | $204078.62         | Private Label Collateralized Mortgage Obligations |
| DISH DBS CORPORATION  | 2026-12-01      | 5.2500%  | N/A     | $9823000.00        | $9614997.98        | Corporate Debt Securities                         |
| DONNELLEY R R & SONS  | 2029-08-01      | 9.5000%  | N/A     | $11143000.00       | $11923715.72       | Corporate Debt Securities                         |
| DRYDEN LOAN FUND 2016 | 2030-10-15      | 10.0161% | N/A     | $10331500.00       | $9945860.56        | Asset-Backed Securities                           |
| ECHOSTAR CORPSR SEC G | 2029-11-30      | 10.7500% | N/A     | $12020128.00       | $13376579.41       | Corporate Debt Securities                         |
| ELLINGTON FINL OPER P | 2030-09-30      | 7.3750%  | N/A     | $1077000.00        | $1103906.90        | Corporate Debt Securities                         |
| EMERALD DEBT MERGER S | 2030-12-15      | 6.6250%  | N/A     | $180000.00         | $188194.40         | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP  | 2029-02-15      | 6.0000%  | N/A     | $77000.00          | $41785.33          | Corporate Debt Securities                         |
| EXETER AUTO REC TR 20 | 2032-02-17      | 7.6500%  | N/A     | $3706000.00        | $3873429.67        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 20 | 2031-10-15      | 7.8400%  | N/A     | $4600000.00        | $4820498.44        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE REC | 2030-01-15      | 9.0900%  | N/A     | $2000000.00        | $2027138.00        | Asset-Backed Securities                           |
| FHF ISSUER TRUST 2024 | 2031-05-15      | 7.4200%  | N/A     | $7187000.00        | $7227691.20        | Asset-Backed Securities                           |
| FIRST REP BK SAN FRAN | 2047-02-13      | 4.6250%  | N/A     | $9873000.00        | $176027.36         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC | 2031-05-01      | 6.8750%  | N/A     | $8390000.00        | $8453028.71        | Corporate Debt Securities                         |
| GARDEN SPINCO CORP SR | 2030-07-20      | 8.6250%  | N/A     | $125000.00         | $137945.36         | Corporate Debt Securities                         |
| GE-WMC ASSET-BCKD PTC | 2035-10-25      | 4.5062%  | N/A     | $3100000.00        | $167274.15         | Asset-Backed Securities                           |
| GETTY IMAGES INC SR G | 2028-03-01      | 14.0000% | N/A     | $4484000.00        | $4337069.28        | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE | 2029-06-01      | 5.6250%  | N/A     | $66000.00          | $66148.99          | Corporate Debt Securities                         |
| GREAT CDN GA CORP/RA  | 2029-11-15      | 8.7500%  | N/A     | $69000.00          | $70525.63          | Corporate Debt Securities                         |
| HERCULES INC JR SB GL | 2029-06-30      | 6.5000%  | N/A     | $150000.00         | $150375.00         | Corporate Debt Securities                         |
| HIGHTOWER HOLDING LLC | 2030-01-31      | 9.1250%  | N/A     | $1822000.00        | $2000630.40        | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC | 2027-04-07      | 4.6000%  | N/A     | $55000.00          | $55965.98          | Corporate Debt Securities                         |
| HUDBAY MINERALS INCSR | 2026-04-01      | 4.5000%  | N/A     | $2728000.00        | $2757312.36        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/ | 2026-05-15      | 6.2500%  | N/A     | $2926000.00        | $2945651.34        | Corporate Debt Securities                         |
| JB POINDEXTER & CO IN | 2031-12-15      | 8.7500%  | N/A     | $308000.00         | $323975.62         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR | 2031-07-08      | 4.3792%  | N/A     | $2000000.00        | $1517278.67        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR | 2049-08-17      | 3.3967%  | N/A     | $12256000.00       | $11440149.74       | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2049-06-17      | 3.3610%  | N/A     | $1750000.00        | $1122358.68        | Private Label Collateralized Mortgage Obligations |
| KANSAS CITY SOUTHN RY | 2045-08-15      | 4.9500%  | N/A     | $100000.00         | $83870.00          | Corporate Debt Securities                         |
| KOSMOS ENERGY LTDSR G | 2031-10-01      | 8.7500%  | N/A     | $2000000.00        | $1174010.00        | Corporate Debt Securities                         |
| LEVEL 3 FING INC GLBL | 2028-07-01      | 4.2500%  | N/A     | $35597000.00       | $34803542.87       | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HO | 2029-04-15      | 5.5000%  | N/A     | $400000.00         | $326644.44         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2029-04-15      | 4.1250%  | N/A     | $9668192.00        | $9770513.70        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2042-03-15      | 7.6500%  | N/A     | $1576000.00        | $1516939.40        | Corporate Debt Securities                         |
| MAGIC MERGECO INCSR 1 | 2029-05-01      | 7.8750%  | N/A     | $3998000.00        | $3743907.11        | Corporate Debt Securities                         |
| MODIVCARE INCSR SEC G | 2029-10-01      | 0.0000%  | N/A     | $3148739.00        | $39362.39          | Corporate Debt Securities                         |
| MORGAN STANLEY RGE AC | 2034-07-31      | 3.3246%  | N/A     | $8000.00           | $5980.46           | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC  | 2031-05-15      | 10.3750% | N/A     | $11732000.00       | $12194974.05       | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY I | 2026-09-30      | 6.5000%  | N/A     | $24837000.00       | $2297919.24        | Corporate Debt Securities                         |
| NEWELL BRANDS INCCR S | 2036-04-01      | 7.3750%  | N/A     | $38000.00          | $36371.23          | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS | 2028-10-15      | 11.7500% | N/A     | $422000.00         | $284767.94         | Corporate Debt Securities                         |
| NFE FING LLC SR SEC G | 2029-11-15      | 12.0000% | N/A     | $97000.00          | $27604.58          | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIEL | 2031-07-15      | 4.7500%  | N/A     | $393000.00         | $204943.91         | Corporate Debt Securities                         |
| NORTHERN OIL & GAS IN | 2031-06-15      | 8.7500%  | N/A     | $2687000.00        | $2721498.09        | Corporate Debt Securities                         |
| NOVELIS CORP SR GLBL  | 2030-01-30      | 6.8750%  | N/A     | $90000.00          | $95855.02          | Corporate Debt Securities                         |
| OCTAGON INV PTNRS 34  | 2030-01-22      | 9.6461%  | N/A     | $3046000.00        | $2916947.38        | Asset-Backed Securities                           |
| OT MIDCO INC SR SEC G | 2030-02-15      | 10.0000% | N/A     | $1496000.00        | $655693.48         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2030-01-23      | 6.8400%  | N/A     | $2569000.00        | $2686069.33        | Corporate Debt Securities                         |
| PETSMART INC / PETSMA | 2033-09-15      | 10.0000% | N/A     | $113000.00         | $120257.36         | Corporate Debt Securities                         |
| PG&E CORPJR SB GLBL N | 2055-03-15      | 7.3750%  | N/A     | $472000.00         | $502012.25         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS  | 2029-12-15      | 3.1500%  | N/A     | $132000.00         | $122011.56         | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS  | 2045-02-15      | 4.6800%  | N/A     | $100000.00         | $77353.00          | Corporate Debt Securities                         |
| PLANET FINANCIAL GROU | 2029-12-15      | 10.5000% | N/A     | $4739000.00        | $4984132.67        | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / | 2029-04-01      | 6.2500%  | N/A     | $79000.00          | $80564.60          | Corporate Debt Securities                         |
| QVC INC1LIEN NT 5.95% | 2043-03-15      | 5.9500%  | N/A     | $629000.00         | $268909.73         | Corporate Debt Securities                         |
| RACKSPACE FIN LLCSR S | 2028-05-15      | 3.5000%  | N/A     | $9015024.00        | $3409682.41        | Corporate Debt Securities                         |
| RCKT MTG TR 2024-CES9 | 2044-12-25      | 8.6590%  | N/A     | $386000.00         | $324375.04         | Asset-Backed Securities                           |
| RCS CAP CORP SR GLBL  | 2029-04-01      | 7.5000%  | N/A     | $11000.00          | $11259.05          | Corporate Debt Securities                         |
| RIVERS ENT BOR LLC/FI | 2033-02-01      | 6.6250%  | N/A     | $7403000.00        | $7773254.88        | Corporate Debt Securities                         |
| RRD PARENT INC PERP J | 2099-01-01      | 12.0000% | N/A     | $1002000.00        | $1179855.00        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRIS | 2029-12-15      | 11.0000% | N/A     | $4408000.00        | $5730.40           | Corporate Debt Securities                         |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 10.0231% | N/A     | $10950000.00       | $10983909.29       | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 10.0231% | N/A     | $1850000.00        | $1879177.72        | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC 2L | 2027-10-01      | 8.5000%  | N/A     | $57336.00          | $55448.69          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION G | 2030-03-01      | 5.5000%  | N/A     | $14000.00          | $12723.81          | Corporate Debt Securities                         |
| SM ENERGY COMPANYSR G | 2026-09-15      | 6.7500%  | N/A     | $1268000.00        | $1294380.74        | Corporate Debt Securities                         |
| SOUND PNT CLO LTD 202 | 2035-04-25      | 10.5580% | N/A     | $3000000.00        | $2794779.06        | Asset-Backed Securities                           |
| SOUND PNT CLO XVI 201 | 2030-07-25      | 10.2196% | N/A     | $2000000.00        | $1467484.08        | Asset-Backed Securities                           |
| SPECIALTY BLDG PRODS  | 2029-10-15      | 7.7500%  | N/A     | $667000.00         | $661244.53         | Corporate Debt Securities                         |
| SPIRIT AIRLINES 2017- | 2031-08-15      | 3.6500%  | N/A     | $100000.00         | $56069.41          | Asset-Backed Securities                           |
| STAPLES INC2LIEN GLBL | 2030-01-15      | 12.7500% | N/A     | $4286376.00        | $3822511.53        | Corporate Debt Securities                         |
| STEVENS HLDG CO INCSR | 2026-10-01      | 6.1250%  | N/A     | $106000.00         | $107093.13         | Corporate Debt Securities                         |
| STL HLDG CO LLCSR GLB | 2029-02-15      | 8.7500%  | N/A     | $537000.00         | $582792.97         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2099-01-01      | 7.8750%  | N/A     | $6971000.00        | $7309102.21        | Corporate Debt Securities                         |
| SWF HLDGS I CORP 144A | 2029-10-06      | 6.5000%  | N/A     | $472000.00         | $210630.00         | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2021 | 2033-04-20      | 11.6461% | N/A     | $3000000.00        | $2864316.30        | Asset-Backed Securities                           |
| TALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  | N/A     | $3000000.00        | $3020160.00        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT | 2027-06-01      | 4.8750%  | N/A     | $157000.00         | $121506.55         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT | 2026-12-06      | 5.6250%  | N/A     | $15000.00          | $11917.97          | Corporate Debt Securities                         |
| TIDEWATER INC NEWSR G | 2030-07-15      | 9.1250%  | N/A     | $48000.00          | $53606.12          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-09-02      | 0.0000%  | N/A     | $50000.00          | $65080.40          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-02-12      | 0.0000%  | N/A     | $150000.00         | $150370.95         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2027-02-18      | 0.0000%  | N/A     | $49000.00          | $52598.02          | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-08-17      | 0.0000%  | N/A     | $150000.00         | $164829.00         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-09-11      | 0.0000%  | N/A     | $200000.00         | $214127.60         | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE T | 2063-02-25      | 4.9740%  | N/A     | $699437.00         | $557953.46         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6428%  | N/A     | $633000.00         | $645982.18         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 6.8720%  | N/A     | $655000.00         | $671317.14         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 8.0125%  | N/A     | $625000.00         | $623568.79         | Asset-Backed Securities                           |
| TRANSMONTAIGNE PARTNE | 2030-06-15      | 8.5000%  | N/A     | $3133000.00        | $3171810.91        | Corporate Debt Securities                         |
| TRICOLOR AUTO SEC TR  | 2031-04-15      | 6.8400%  | N/A     | $380000.00         | $48845.20          | Asset-Backed Securities                           |
| TYCO INTL FINANCE S A | 2026-02-14      | 3.9000%  | N/A     | $338000.00         | $342990.01         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018- | 2051-12-15      | 3.0000%  | N/A     | $3067000.00        | $1751345.94        | Private Label Collateralized Mortgage Obligations |
| UPSTART SEC TR 2022-4 | 2032-08-20      | 8.6800%  | N/A     | $6714000.00        | $4465223.99        | Asset-Backed Securities                           |
| VENTURE CLO LTD 2018- | 2031-10-22      | 10.3190% | N/A     | $4100000.00        | $1814966.04        | Asset-Backed Securities                           |
| VENTURE XXX CLO 2017- | 2031-01-15      | 10.4662% | N/A     | $4375000.00        | $2084538.45        | Asset-Backed Securities                           |
| VIASAT INC SR GLBL 14 | 2028-07-15      | 6.5000%  | N/A     | $237000.00         | $237768.41         | Corporate Debt Securities                         |
| VOLCAN COMPANIA MINER | 2026-02-11      | 4.3750%  | N/A     | $253000.00         | $254721.00         | Corporate Debt Securities                         |
| WBI OPER LLC SR 144A  | 2033-10-15      | 6.5000%  | N/A     | $785000.00         | $790006.12         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG  | 2038-04-15      | 11.1841% | N/A     | $3000000.00        | $2957546.19        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2059-03-17      | 3.1230%  | N/A     | $3741000.00        | $3425830.10        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-06-15      | 3.8410%  | N/A     | $4000000.00        | $3792927.22        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2057-09-17      | 3.6097%  | N/A     | $4500000.00        | $3838581.33        | Private Label Collateralized Mortgage Obligations |
| WINNEBAGO INDS INC 1L | 2028-07-15      | 6.2500%  | N/A     | $8000.00           | $8222.08           | Corporate Debt Securities                         |
| WOLFSPEED INCSR SEC G | 2030-06-23      | 13.8750% | N/A     | $2864000.00        | $3113724.89        | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  | N/A     | $103000.00         | $104930.48         | Corporate Debt Securities                         |
| XEROX CORP SR NT 6.75 | 2039-12-15      | 6.7500%  | N/A     | $1145000.00        | $357240.00         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORPSR | 2028-08-15      | 5.5000%  | N/A     | $6612000.00        | $3074366.95        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA  | 2034-01-17      | 8.2500%  | N/A     | $10000000.00       | $10585341.67       | Corporate Debt Securities                         |
| ZOOMINFO TECHNOLOGIES | 2029-02-01      | 3.8750%  | N/A     | $1776000.00        | $1705165.72        | Corporate Debt Securities                         |

### Security 187: GOLDMAN SACHS & CO LLC (NON-TRAD REPO)

- **C.1 - Title:** GOLDMAN SACHS & CO LLC (NON-TRAD REPO)
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 0GSC01DZ6
- **C.18 - Value (incl. sponsor support):** $570000000.00
- **C.18.a - Value (excl. sponsor support):** $570000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABS CORP HEQ 2005-HE4 | 2035-05-25      | 5.8712%  | N/A     | $1300000.00        | $752680.35         | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-RM1 | 2035-03-26      | 4.8662%  | N/A     | $7606000.00        | $3635723.37        | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-HE3 | 2036-06-25      | 4.1462%  | N/A     | $2000000.00        | $505155.29         | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-NC3 | 2036-12-26      | 4.0662%  | N/A     | $1000000.00        | $141030.16         | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-SL4 | 2036-09-25      | 6.6400%  | N/A     | $8025000.00        | $155504.56         | Asset-Backed Securities                           |
| ACE SECS HEQ 2006-SL4 | 2036-09-25      | 4.0862%  | N/A     | $8784000.00        | $43330.24          | Asset-Backed Securities                           |
| ACE SECS HEQ 2007-WM2 | 2037-02-25      | 4.2062%  | N/A     | $644000.00         | $78896.04          | Asset-Backed Securities                           |
| ACHV ABS TR 2024-3AL  | 2031-12-26      | 5.4500%  | N/A     | $2262000.00        | $873647.50         | Asset-Backed Securities                           |
| ACHV ABS TRUST 2024-1 | 2031-04-25      | 6.3400%  | N/A     | $1317000.00        | $286104.01         | Asset-Backed Securities                           |
| AMBIPAR LUX S A R LRE | 2031-02-06      | 0.0000%  | N/A     | $4335000.00        | $965057.70         | Corporate Debt Securities                         |
| AMERICAN HM ASSETS 20 | 2047-02-25      | 4.7293%  | N/A     | $1450000.00        | $121920.15         | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2 | 2034-04-25      | 3.3509%  | N/A     | $1000000.00        | $308853.82         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2 | 2035-05-25      | 5.9762%  | N/A     | $6000000.00        | $5016066.17        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 4.8960%  | N/A     | $598000.00         | $590986.66         | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 3.2250%  | N/A     | $1932000.00        | $1901446.39        | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 5.8840%  | N/A     | $736000.00         | $737121.17         | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR3  | 2038-10-19      | 3.8040%  | N/A     | $1702000.00        | $1669639.87        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1  | 2039-03-17      | 2.9420%  | N/A     | $15407000.00       | $5404034.74        | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2025 | 2055-02-25      | 5.8718%  | N/A     | $7500000.00        | $5683181.51        | Asset-Backed Securities                           |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $4750712.00        | $4807947.52        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE  | 2030-04-15      | 7.0000%  | N/A     | $9400.00           | $9513.25           | Corporate Debt Securities                         |
| ARES CLO LTD 2020-55  | 2031-04-15      | 0.0000%  | N/A     | $4827710.00        | $3133207.93        | Asset-Backed Securities                           |
| ARGENT SECS INC 2006- | 2036-06-25      | 4.1462%  | N/A     | $6600000.00        | $476053.04         | Asset-Backed Securities                           |
| ARGENT SECS TR 2006-W | 2036-03-25      | 4.2262%  | N/A     | $4500000.00        | $509803.76         | Asset-Backed Securities                           |
| ARGENTINE REPUBLIC GL | 2029-07-09      | 1.0000%  | N/A     | $400.00            | $285.65            | Other Instrument                                  |
| ASCENT RES UTICA HLDG | 2033-07-15      | 6.6250%  | N/A     | $16000.00          | $17192.89          | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDG | 2029-06-30      | 5.8750%  | N/A     | $12000.00          | $12279.52          | Corporate Debt Securities                         |
| ATLAS SR LN FD IV LTD | 2030-01-16      | 11.3052% | N/A     | $577500.00         | $441738.32         | Asset-Backed Securities                           |
| ATRIUM XIII 2017-13SU | 2030-11-21      | 0.0000%  | N/A     | $9354750.00        | $2058045.00        | Asset-Backed Securities                           |
| BA ALTERNATIVE LN TR  | 2036-10-25      | 6.7262%  | N/A     | $560000.00         | $45937.39          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2004 | 2034-09-20      | 5.7500%  | N/A     | $9299968.00        | $110847.48         | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 4.3862%  | N/A     | $8000000.00        | $162487.51         | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2005 | 2035-11-25      | 5.7500%  | N/A     | $300000.00         | $15674.81          | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2006 | 2036-02-20      | 5.7984%  | N/A     | $20800000.00       | $276633.92         | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C  | 2026-09-03      | 13.0500% | N/A     | $35000.00          | $35081.76          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-02-04      | 0.0000%  | N/A     | $44000.00          | $48486.90          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-28      | 12.7500% | N/A     | $15000.00          | $14763.21          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-06-04      | 0.0000%  | N/A     | $44000.00          | $46452.87          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-12-02      | 0.0000%  | N/A     | $6000.00           | $6147.98           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-04-30      | 0.0000%  | N/A     | $60000.00          | $95674.02          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-04-02      | 0.0000%  | N/A     | $41000.00          | $46350.50          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-03-24      | 0.0000%  | N/A     | $10000.00          | $10279.24          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2027-03-08      | 0.0000%  | N/A     | $56000.00          | $68298.05          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-10-01      | 0.0000%  | N/A     | $37000.00          | $37901.14          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-08-11      | 10.8000% | N/A     | $14000.00          | $13879.99          | Corporate Debt Securities                         |
| BANK ONE CMBS 2000-C1 | 2031-10-18      | 5.8798%  | N/A     | $7484167.00        | $7769.80           | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO 2019-3 LT | 2031-04-21      | 0.0000%  | N/A     | $3500000.00        | $1295000.00        | Asset-Backed Securities                           |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 5.0000%  | N/A     | $413000.00         | $240911.02         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2056-12-15      | 7.4547%  | N/A     | $857000.00         | $411649.04         | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST  | 2057-07-17      | 6.7445%  | N/A     | $1040844.00        | $801722.99         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWA | 2034-11-15      | 4.8205%  | N/A     | $8000000.00        | $4845047.88        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2024-5C3 | 2057-12-17      | 6.5893%  | N/A     | $1147000.00        | $806608.35         | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2007-AA4  | 2047-06-25      | 4.1825%  | N/A     | $15000000.00       | $467545.58         | Private Label Collateralized Mortgage Obligations |
| BDS LTD 2021-FL10B203 | 2036-12-18      | 5.7989%  | N/A     | $15000000.00       | $15020010.98       | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 20 | 2036-02-25      | 4.4549%  | N/A     | $7000000.00        | $294299.49         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ARM TR 2 | 2033-08-25      | 6.3750%  | N/A     | $8580000.00        | $19483.93          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK | 2032-01-25      | 1.0000%  | N/A     | $48720000.00       | $25104.20          | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK | 2034-03-25      | 4.7462%  | N/A     | $900000.00         | $128747.87         | Asset-Backed Securities                           |
| BELLA VISTA MTG TR 20 | 2045-01-22      | 4.5984%  | N/A     | $5000000.00        | $463637.80         | Private Label Collateralized Mortgage Obligations |
| BLACK DIAMOND CLO 201 | 2028-04-26      | 0.0000%  | N/A     | $2200000.00        | $358496.60         | Asset-Backed Securities                           |
| BRASKEM AMERICA FINAN | 2041-07-22      | 7.1250%  | N/A     | $1749000.00        | $675933.84         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V  | 2034-10-15      | 8.0000%  | N/A     | $5408000.00        | $2206013.33        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 202 | 2038-08-16      | 7.7155%  | N/A     | $4000000.00        | $1226841.30        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 202 | 2038-08-16      | 6.7155%  | N/A     | $13000000.00       | $4449783.98        | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK 2019 SU | 2031-01-21      | 0.0000%  | N/A     | $7500000.00        | $3450000.00        | Asset-Backed Securities                           |
| BXHPP 2021-FILMB20360 | 2036-08-15      | 4.7645%  | N/A     | $8850000.00        | $8374753.03        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTDC203 | 2038-02-18      | 5.7501%  | N/A     | $5695000.00        | $5642811.92        | Private Label Collateralized Mortgage Obligations |
| C-BASS TRUST 2006-CB2 | 2036-12-25      | 2.9239%  | N/A     | $1900000.00        | $886494.32         | Asset-Backed Securities                           |
| C-BASS TRUST 2006-CB7 | 2036-10-25      | 4.1662%  | N/A     | $1578000.00        | $338413.67         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB1 | 2037-01-25      | 2.9909%  | N/A     | $5775000.00        | $202094.01         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB1 | 2037-01-25      | 3.0906%  | N/A     | $1200000.00        | $40024.82          | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB3 | 2037-03-25      | 3.2674%  | N/A     | $4200000.00        | $270000.28         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB5 | 2037-04-25      | 3.1330%  | N/A     | $2570000.00        | $510115.54         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB6 | 2037-07-25      | 4.2955%  | N/A     | $4500000.00        | $905859.00         | Asset-Backed Securities                           |
| C-BASS TRUST 2007-CB6 | 2037-07-25      | 4.2255%  | N/A     | $22300000.00       | $653986.74         | Asset-Backed Securities                           |
| CAFL ISSUER, 2025-RRT | 2040-05-28      | 8.1600%  | N/A     | $4000000.00        | $4043500.00        | Private Label Collateralized Mortgage Obligations |
| CANYON CAPITAL CLO 20 | 2031-01-30      | 11.7999% | N/A     | $1500000.00        | $810007.85         | Asset-Backed Securities                           |
| CAPITAL STREET MASTER | 2028-10-16      | 5.3242%  | N/A     | $4000000.00        | $4008371.76        | Asset-Backed Securities                           |
| CAPSTONE BORROWER INC | 2030-06-15      | 8.0000%  | N/A     | $125000.00         | $128965.69         | Corporate Debt Securities                         |
| CARLYLE US CLO 2019-1 | 2031-04-21      | 0.0000%  | N/A     | $2925000.00        | $965250.00         | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO H | 2028-02-01      | 5.0000%  | N/A     | $672000.00         | $680469.44         | Corporate Debt Securities                         |
| CD 2006-CD3 MTG TR A- | 2048-10-15      | 5.6880%  | N/A     | $7910320.00        | $216801.90         | Private Label Collateralized Mortgage Obligations |
| CF MTG2019-CF1 TRX-G2 | 2052-05-17      | 1.2914%  | N/A     | $3376048.00        | $129019.74         | Private Label Collateralized Mortgage Obligations |
| CHASE MORTGAGE FIN TR | 2036-12-25      | 6.0000%  | N/A     | $3000000.00        | $252385.17         | Private Label Collateralized Mortgage Obligations |
| CHASE MORTGAGE FIN TR | 2037-06-25      | 6.0000%  | N/A     | $3052244.00        | $131952.61         | Private Label Collateralized Mortgage Obligations |
| CHASEFLEX TRUST 2005- | 2035-06-25      | 5.0000%  | N/A     | $701000.00         | $88724.24          | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2018 | 2031-07-18      | 0.0000%  | N/A     | $19525000.00       | $3514500.00        | Asset-Backed Securities                           |
| CITGRP COML MTG TR 20 | 2047-05-10      | 4.7094%  | N/A     | $4065000.00        | $3775354.42        | Private Label Collateralized Mortgage Obligations |
| CITICORP RES MTG TR 2 | 2037-06-25      | 4.4487%  | N/A     | $516743.00         | $462122.69         | Asset-Backed Securities                           |
| CITICORP RES MTG TR 2 | 2036-11-25      | 4.3801%  | N/A     | $424767.00         | $303759.83         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2034-12-25      | 4.1762%  | N/A     | $3862588.00        | $10569.70          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2037-05-25      | 4.0462%  | N/A     | $2000000.00        | $482360.17         | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2035-10-25      | 4.5212%  | N/A     | $273000.00         | $43087.92          | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2 | 2036-10-27      | 4.4462%  | N/A     | $1503068.00        | $160565.77         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2 | 2035-05-25      | 4.8812%  | N/A     | $400000.00         | $312249.72         | Asset-Backed Securities                           |
| CLOUD SOFTWARE GROUP  | 2029-09-30      | 9.0000%  | N/A     | $152000.00         | $161697.60         | Corporate Debt Securities                         |
| COLLEGE AVE STD LN LL | 2051-07-25      | 4.1200%  | N/A     | $400000.00         | $163779.12         | Asset-Backed Securities                           |
| COLLEGE AVE STUD LN L | 2054-08-25      | 6.0800%  | N/A     | $200000.00         | $206012.87         | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2 | 2036-12-15      | 5.1655%  | N/A     | $10000000.00       | $8186625.78        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE | 2047-05-10      | 4.8446%  | N/A     | $6511500.00        | $5430963.28        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2 | 2047-03-12      | 4.6240%  | N/A     | $5000000.00        | $889517.70         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4 | 2047-08-12      | 4.7128%  | N/A     | $7015500.00        | $1572786.40        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV | 2033-09-15      | 5.7460%  | N/A     | $3309000.00        | $1441489.20        | Private Label Collateralized Mortgage Obligations |
| COMMONBOND STUDNT LN  | 2040-10-25      | 4.0000%  | N/A     | $265000.00         | $28115.22          | Asset-Backed Securities                           |
| COMMSCOPE LLC144A NT  | 2031-12-15      | 9.5000%  | N/A     | $3734000.00        | $3788636.72        | Corporate Debt Securities                         |
| COMMSCOPE LLCSR GLBL  | 2028-07-01      | 7.1250%  | N/A     | $12000.00          | $12484.74          | Corporate Debt Securities                         |
| COREVEST AMER FIN TR  | 2052-10-18      | 3.7600%  | N/A     | $500000.00         | $472592.17         | Private Label Collateralized Mortgage Obligations |
| CPS AT REC TR 2022-D  | 2030-06-17      | 12.1200% | N/A     | $6000000.00        | $6570838.00        | Asset-Backed Securities                           |
| CROSS 2025-CES1 MORTG | 2060-11-25      | 6.6820%  | N/A     | $5194000.00        | $5227362.79        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2005-1II | 2035-02-25      | 5.5000%  | N/A     | $52000.00          | $26924.72          | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-ADVG2038071 | 2038-07-15      | 10.1155% | N/A     | $2500000.00        | $11463.89          | Private Label Collateralized Mortgage Obligations |
| CWABS ABS NTS TR 2006 | 2046-06-25      | 4.6712%  | N/A     | $1000000.00        | $74533.48          | Asset-Backed Securities                           |
| CWABS INC 2006-2 M-32 | 2036-04-25      | 4.5062%  | N/A     | $4000000.00        | $2900644.26        | Asset-Backed Securities                           |
| CWABS TRUST 2005-HYB9 | 2036-02-20      | 6.4485%  | N/A     | $3854000.00        | $166393.69         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-512-A- | 2035-11-20      | 4.7484%  | N/A     | $13076000.00       | $143838.56         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-622-A- | 2035-12-25      | 5.0293%  | N/A     | $19837000.00       | $425897.20         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-64CB1- | 2035-12-25      | 5.7500%  | N/A     | $800000.00         | $41911.53          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-65CB2- | 2035-12-25      | 6.0000%  | N/A     | $1000000.00        | $83514.87          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-26CBA- | 2036-09-25      | 6.0000%  | N/A     | $5000000.00        | $311095.98         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-41CB1- | 2037-01-25      | 6.0000%  | N/A     | $2200000.00        | $125551.98         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-9T1 A- | 2036-05-25      | 6.0000%  | N/A     | $459000.00         | $11361.33          | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA22A- | 2047-02-25      | 4.1662%  | N/A     | $5081656.00        | $359931.59         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA3 2- | 2036-05-25      | 4.2662%  | N/A     | $24600000.00       | $1510965.28        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OC102- | 2036-11-25      | 4.3062%  | N/A     | $280000.00         | $166805.84         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-12T1A- | 2037-06-25      | 6.0000%  | N/A     | $4550000.00        | $347232.60         | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-15CBA- | 2037-07-25      | 5.7500%  | N/A     | $3950000.00        | $242596.31         | Private Label Collateralized Mortgage Obligations |
| CWALT INC RESECURE 20 | 2036-05-25      | 6.0000%  | N/A     | $1480000.00        | $112549.33         | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2046-04-25      | 0.0000%  | N/A     | $199999000.00      | $18618.29          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2006 | 2036-05-20      | 4.0270%  | N/A     | $817000.00         | $45821.52          | Private Label Collateralized Mortgage Obligations |
| CWMBS CHL MTG TR 2007 | 2047-11-25      | 6.5000%  | N/A     | $200000.00         | $21751.16          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-113-A- | 2035-04-25      | 3.6470%  | N/A     | $600000.00         | $15329.39          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-24A-52 | 2035-11-25      | 5.2500%  | N/A     | $211000.00         | $17370.55          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-4 1-X- | 2035-02-25      | 0.2894%  | N/A     | $206946000.00      | $62518.61          | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-J23-A- | 2035-08-25      | 5.0000%  | N/A     | $2100000.00        | $150285.46         | Private Label Collateralized Mortgage Obligations |
| DRYDEN CLO LTD 2018-5 | 2031-01-15      | 0.0000%  | N/A     | $2659216.00        | $13296.08          | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2018-5 | 2031-01-15      | 0.0000%  | N/A     | $2520780.00        | $12603.90          | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2025-1 | 2038-04-15      | 0.0000%  | N/A     | $7545000.00        | $5282050.79        | Asset-Backed Securities                           |
| DRYDEN LOAN FUND 2016 | 2030-10-15      | 12.2861% | N/A     | $2700000.00        | $1452083.52        | Asset-Backed Securities                           |
| DRYDEN XXVI SR LN FD  | 2029-04-16      | 11.7561% | N/A     | $3750000.00        | $2010281.62        | Asset-Backed Securities                           |
| DSLA MTG LN TR 2005-A | 2045-10-19      | 4.6855%  | N/A     | $46430000.00       | $580500.12         | Private Label Collateralized Mortgage Obligations |
| DSLA MTG LN TR 2005-A | 2045-09-19      | 4.5055%  | N/A     | $7143936.00        | $287141.56         | Private Label Collateralized Mortgage Obligations |
| EATON VANCE CLO 2019- | 2031-04-15      | 0.0000%  | N/A     | $10050000.00       | $3419602.95        | Asset-Backed Securities                           |
| EDUCATION FDG TR 2020 | 2041-07-25      | 2.7900%  | N/A     | $1640000.00        | $229574.41         | Asset-Backed Securities                           |
| EDUCATION FDG TR 2020 | 2041-07-25      | 0.0000%  | N/A     | $5000.00           | $83330.72          | Asset-Backed Securities                           |
| ENOVA INTL INC SR GLB | 2029-08-01      | 9.1250%  | N/A     | $1049000.00        | $1155338.00        | Corporate Debt Securities                         |
| EQUIFIRST LN SEC TR 2 | 2037-04-25      | 4.2262%  | N/A     | $1500000.00        | $341368.59         | Asset-Backed Securities                           |
| EQUIFIRST MTG LN TR 2 | 2034-12-25      | 6.4712%  | N/A     | $2000000.00        | $604378.73         | Asset-Backed Securities                           |
| FIGRE TR 2025-HE1A205 | 2055-01-25      | 5.8290%  | N/A     | $150000.00         | $123351.90         | Asset-Backed Securities                           |
| FIGRE TRUST 2024-HE5  | 2054-10-25      | 5.4400%  | N/A     | $800000.00         | $608219.36         | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2037-03-25      | 4.1462%  | N/A     | $41160000.00       | $6158706.54        | Asset-Backed Securities                           |
| FIRST FRANKLIN MTG 20 | 2036-01-25      | 4.4012%  | N/A     | $1470000.00        | $461495.52         | Asset-Backed Securities                           |
| FIRST HORIZON MTG TR  | 2037-05-25      | 5.1852%  | N/A     | $7990000.00        | $147106.47         | Private Label Collateralized Mortgage Obligations |
| FOUNDATION FIN TR 202 | 2050-03-15      | 6.5900%  | N/A     | $4500000.00        | $3877509.19        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 202 | 2043-12-15      | 7.2200%  | N/A     | $3101000.00        | $2198959.89        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR | 2049-06-15      | 6.5300%  | N/A     | $235000.00         | $126826.74         | Asset-Backed Securities                           |
| FREMF MORTGAGE TR2024 | 2029-03-26      | 5.4954%  | N/A     | $34648768.00       | $34221634.10       | Private Label Collateralized Mortgage Obligations |
| FREMONT HM LN TR 2004 | 2034-05-25      | 4.7162%  | N/A     | $300000.00         | $121344.11         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004 | 2034-07-25      | 4.7012%  | N/A     | $1200000.00        | $409985.16         | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.6487%  | N/A     | $8000000.00        | $7984589.14        | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.3987%  | N/A     | $15026000.00       | $15037261.61       | Private Label Collateralized Mortgage Obligations |
| GATES CORP SR GLBL 14 | 2029-07-01      | 6.8750%  | N/A     | $105000.00         | $112547.92         | Corporate Debt Securities                         |
| GLOBAL MARINE INCSR G | 2028-06-01      | 7.0000%  | N/A     | $881000.00         | $863012.92         | Corporate Debt Securities                         |
| GOODLEAP HM IMP SOL T | 2046-10-22      | 5.3500%  | N/A     | $3289000.00        | $2173044.04        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV  | 2049-02-20      | 6.2700%  | N/A     | $197000.00         | $157491.52         | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV  | 2049-02-20      | 7.8300%  | N/A     | $1500000.00        | $1194663.95        | Asset-Backed Securities                           |
| GOODLEAP SUS HOME TR  | 2048-05-20      | 2.1000%  | N/A     | $375000.00         | $189234.05         | Asset-Backed Securities                           |
| GPMT LTD 2021-FL4A-S2 | 2036-12-22      | 5.5484%  | N/A     | $3000000.00        | $3001611.29        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4B203 | 2036-12-22      | 5.7984%  | N/A     | $4731000.00        | $4705166.82        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024 | 2039-03-15      | 8.1881%  | N/A     | $1400000.00        | $1412024.83        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRELTD 2021 | 2039-07-15      | 5.2146%  | N/A     | $4000000.00        | $3998710.40        | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO 2015-5R  | 2031-01-27      | 0.0000%  | N/A     | $5000000.00        | $800000.00         | Asset-Backed Securities                           |
| GS MORTGAGE SECS 2004 | 2034-04-25      | 6.5000%  | N/A     | $23928832.00       | $7023.95           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-P | 2050-07-25      | 0.2139%  | N/A     | $395759104.00      | $841059.75         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-6 AF | 2036-03-25      | 6.7408%  | N/A     | $1700000.00        | $178388.32         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-6 AF | 2036-03-25      | 6.6214%  | N/A     | $1212752.00        | $127259.52         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-10A- | 2037-11-25      | 8.0000%  | N/A     | $6838064.00        | $146271.24         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 5.9081%  | N/A     | $1600000.00        | $219629.39         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 6.0813%  | N/A     | $5328000.00        | $328448.47         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 5.8389%  | N/A     | $2847000.00        | $175505.36         | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2007-5 1A | 2037-05-25      | 6.0316%  | N/A     | $5800000.00        | $898633.84         | Private Label Collateralized Mortgage Obligations |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.0000%  | N/A     | $8770320.00        | $100516.40         | Asset-Backed Securities                           |
| GSMPS MTG LN TR 2003- | 2043-07-25      | 0.4508%  | N/A     | $75350011.00       | $12876.44          | Asset-Backed Securities                           |
| HARBORVIEW MTG LN TR  | 2037-04-25      | 4.0062%  | N/A     | $2539756.00        | $152164.23         | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2034-11-19      | 2.3033%  | N/A     | $10000000.00       | $67977.45          | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR  | 2035-09-19      | 5.5293%  | N/A     | $50000000.00       | $490349.91         | Private Label Collateralized Mortgage Obligations |
| HOLCIM FINANCE US LLC | 2035-04-07      | 5.4000%  | N/A     | $580000.00         | $606627.80         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC | 2046-09-22      | 4.7500%  | N/A     | $1250000.00        | $1117753.13        | Corporate Debt Securities                         |
| HOME EQUITY MTG TR 20 | 2036-07-25      | 5.9100%  | N/A     | $3580000.00        | $12458.40          | Asset-Backed Securities                           |
| HOME EQUITY MTG TR 20 | 2036-11-25      | 4.3462%  | N/A     | $9998336.00        | $6045.39           | Asset-Backed Securities                           |
| HONO MORTGAGE TRUST 2 | 2036-12-15      | 0.4915%  | N/A     | $18841600.00       | $5213.73           | Private Label Collateralized Mortgage Obligations |
| HSI ASSET LN OBL 2007 | 2036-12-25      | 6.2300%  | N/A     | $2950000.00        | $484552.98         | Private Label Collateralized Mortgage Obligations |
| HSI ASSET SEC TR 2006 | 2036-07-25      | 4.3462%  | N/A     | $750000.00         | $81444.19          | Asset-Backed Securities                           |
| IAMGOLD CORP SR GLBL  | 2028-10-15      | 5.7500%  | N/A     | $185000.00         | $186100.60         | Corporate Debt Securities                         |
| ICG US CLO LTD 2016-1 | 2034-05-01      | 11.5444% | N/A     | $2500000.00        | $2463862.87        | Asset-Backed Securities                           |
| IHEARTCOMMUNICATIONS  | 2026-05-01      | 6.3750%  | N/A     | $2187.00           | $2201.35           | Corporate Debt Securities                         |
| IMPAC CMB TR 2005-1M- | 2035-04-25      | 4.5362%  | N/A     | $15000000.00       | $171365.20         | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-21- | 2035-04-25      | 4.6112%  | N/A     | $16200000.00       | $236153.92         | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-41- | 2035-05-25      | 4.4912%  | N/A     | $14692000.00       | $158353.49         | Private Label Collateralized Mortgage Obligations |
| IMPAC SECD ASSETS TR  | 2037-03-25      | 4.3262%  | N/A     | $8551808.00        | $3951992.92        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR2 | 2047-03-25      | 3.9962%  | N/A     | $3681000.00        | $189256.21         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR1 | 2036-07-25      | 3.9469%  | N/A     | $2850000.00        | $291593.99         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR2 | 2036-11-25      | 4.1862%  | N/A     | $2100000.00        | $133617.92         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR3 | 2037-01-25      | 4.1862%  | N/A     | $6200000.00        | $459031.58         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-FLX | 2037-07-25      | 4.3462%  | N/A     | $2400000.00        | $207305.65         | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-FLX | 2037-04-25      | 4.1662%  | N/A     | $6750000.00        | $595500.47         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2004-AR10 | 2034-05-25      | 4.6862%  | N/A     | $35265000.00       | $179277.04         | Private Label Collateralized Mortgage Obligations |
| INDYMAC MBS 2005-AR23 | 2035-11-25      | 3.9442%  | N/A     | $63000000.00       | $3039827.23        | Private Label Collateralized Mortgage Obligations |
| IXIS REAL ESTATE TR 2 | 2036-03-25      | 4.4462%  | N/A     | $109000.00         | $22598.39          | Asset-Backed Securities                           |
| IXIS REAL ESTATE TR 2 | 2036-08-25      | 4.1662%  | N/A     | $1700000.00        | $230511.76         | Asset-Backed Securities                           |
| J.P. MOG CHSE CML TR  | 2036-03-17      | 5.1655%  | N/A     | $7000000.00        | $6357048.38        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ALT LN TR 2 | 2035-12-25      | 5.3583%  | N/A     | $300000.00         | $14999.61          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 6.9570%  | N/A     | $2630000.00        | $644440.28         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2045-05-17      | 2.9720%  | N/A     | $3300000.00        | $2568986.20        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS  | 2033-07-08      | 5.3635%  | N/A     | $15000000.00       | $1493543.75        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007 | 2037-03-25      | 6.0000%  | N/A     | $99000.00          | $7309.13           | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 202 | 2036-12-15      | 5.2145%  | N/A     | $4770000.00        | $2297307.22        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2047-09-17      | 4.0363%  | N/A     | $2500000.00        | $2316599.05        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-11-18      | 4.7117%  | N/A     | $353213.00         | $72029.47          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-02-18      | 4.3106%  | N/A     | $2500000.00        | $1671480.42        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR | 2048-02-18      | 3.8981%  | N/A     | $1000000.00        | $868248.42         | Private Label Collateralized Mortgage Obligations |
| KAPITUS ASSET SEC 202 | 2031-09-10      | 5.4900%  | N/A     | $245000.00         | $247185.03         | Asset-Backed Securities                           |
| KEN GARFF AUTOMOTIVE  | 2028-09-15      | 4.8750%  | N/A     | $5000.00           | $5056.07           | Corporate Debt Securities                         |
| KKR CLO LTD 2021-35R  | 2038-01-20      | 0.0000%  | N/A     | $11792800.00       | $6132256.00        | Asset-Backed Securities                           |
| KNDR TRUST 2021-KIND  | 2038-08-16      | 0.2386%  | N/A     | $78020608.00       | $10492.11          | Private Label Collateralized Mortgage Obligations |
| KODIAK GAS SVCS LLCSR | 2029-02-15      | 7.2500%  | N/A     | $261000.00         | $278771.20         | Corporate Debt Securities                         |
| LCM 33 LTD D20340720  | 2034-07-20      | 7.3460%  | N/A     | $6000000.00        | $5794452.60        | Asset-Backed Securities                           |
| LCM XXIIR LTD 2018-22 | 2028-10-20      | 9.6461%  | N/A     | $6500000.00        | $5355549.77        | Asset-Backed Securities                           |
| LEHMAN MTG TR 2006-1  | 2036-02-25      | 5.5000%  | N/A     | $3800000.00        | $320928.35         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2046-11-25      | 4.2262%  | N/A     | $6965000.00        | $598893.51         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2036-12-25      | 4.3462%  | N/A     | $1300000.00        | $486448.29         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2006- | 2046-05-25      | 4.3662%  | N/A     | $6100000.00        | $2105099.92        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2047-02-25      | 4.3662%  | N/A     | $3250000.00        | $1430781.78        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007- | 2037-05-25      | 4.2662%  | N/A     | $35003500.00       | $1820565.22        | Private Label Collateralized Mortgage Obligations |
| LIBERTY MEDIA CORP DE | 2030-02-01      | 8.2500%  | N/A     | $5172000.00        | $449317.50         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC  | 2032-02-15      | 8.3750%  | N/A     | $30000.00          | $33513.57          | Corporate Debt Securities                         |
| LOANPAL SOLAR LN LTD  | 2048-03-20      | 2.2200%  | N/A     | $500000.00         | $235933.88         | Asset-Backed Securities                           |
| LOBEL AUTOMOBILE REC  | 2031-09-15      | 8.1400%  | N/A     | $2000000.00        | $2056959.56        | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2036-10-25      | 4.1662%  | N/A     | $700000.00         | $101416.09         | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR  | 2034-09-25      | 6.3462%  | N/A     | $1700000.00        | $11228.26          | Asset-Backed Securities                           |
| LP LMS 2023-1 ASSET 2 | 2033-10-15      | 11.0000% | N/A     | $2000000.00        | $1476354.69        | Asset-Backed Securities                           |
| MAC TR 2025-801B D204 | 2040-10-15      | 7.8501%  | N/A     | $3000000.00        | $3065039.83        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG XXII | 2030-07-29      | 0.0000%  | N/A     | $8000000.00        | $720000.00         | Asset-Backed Securities                           |
| MARLETTE FDG TR 2022- | 2032-11-15      | 0.0000%  | N/A     | $8377.00           | $314146.93         | Asset-Backed Securities                           |
| MARLETTE FDG TR 2023- | 2033-09-15      | 8.0400%  | N/A     | $1520000.00        | $1566637.15        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUS | 2032-04-15      | 3.3900%  | N/A     | $1444000.00        | $841287.20         | Asset-Backed Securities                           |
| MASTR ABS TRUST 2006- | 2036-08-25      | 4.1462%  | N/A     | $500000.00         | $62562.64          | Asset-Backed Securities                           |
| MERCER INTL INCSR GLB | 2028-10-01      | 12.8750% | N/A     | $90000.00          | $72733.27          | Corporate Debt Securities                         |
| MF1 LTD2021-FL7B20361 | 2036-10-21      | 5.5990%  | N/A     | $5000000.00        | $5003159.22        | Private Label Collateralized Mortgage Obligations |
| ML ALT NT ASSET TR 20 | 2037-04-27      | 4.3662%  | N/A     | $3500000.00        | $156907.02         | Private Label Collateralized Mortgage Obligations |
| ML FF MTG LN TR 2007- | 2037-10-25      | 5.8462%  | N/A     | $34500000.00       | $5636140.71        | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007- | 2037-04-25      | 4.1262%  | N/A     | $9700000.00        | $755964.58         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-HE | 2036-12-25      | 4.4462%  | N/A     | $200000.00         | $114649.96         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-HE | 2037-06-25      | 4.0262%  | N/A     | $5739000.00        | $227046.90         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-OP | 2037-08-25      | 4.3262%  | N/A     | $400000.00         | $347698.21         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-RM | 2037-02-25      | 3.7108%  | N/A     | $1647000.00        | $127094.23         | Asset-Backed Securities                           |
| ML MTG INV TR 2006-RM | 2037-02-25      | 3.7108%  | N/A     | $680000.00         | $53673.89          | Asset-Backed Securities                           |
| ML MTG INV TR 2007-HE | 2037-02-25      | 4.0862%  | N/A     | $3100000.00        | $71378.02          | Asset-Backed Securities                           |
| ML MTG INVESTORS 2004 | 2035-01-25      | 6.5462%  | N/A     | $750000.00         | $79743.89          | Asset-Backed Securities                           |
| ML MTG INVESTORS 2004 | 2034-10-25      | 6.2462%  | N/A     | $2000000.00        | $248590.37         | Asset-Backed Securities                           |
| ML-CFC COML MTG TR 20 | 2048-08-14      | 5.4500%  | N/A     | $25068520.00       | $311183.07         | Private Label Collateralized Mortgage Obligations |
| ML-CFC COML MTG TR 20 | 2048-08-14      | 5.4500%  | N/A     | $20762320.00       | $257736.72         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.9562%  | N/A     | $1400000.00        | $284324.57         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-11-25      | 3.9862%  | N/A     | $458000.00         | $92692.42          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-11-25      | 3.9812%  | N/A     | $25680000.00       | $2563023.96        | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-12-25      | 3.9062%  | N/A     | $20000000.00       | $335795.61         | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2036-09-25      | 4.0462%  | N/A     | $2101404.00        | $94257.69          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2037-05-25      | 4.0462%  | N/A     | $800000.00         | $96136.88          | Asset-Backed Securities                           |
| MORGAN STANLEY ABS 20 | 2047-02-25      | 7.6462%  | N/A     | $2218000.00        | $1653512.29        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY ABS 20 | 2037-02-25      | 4.0262%  | N/A     | $2000000.00        | $378365.29         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.9562%  | N/A     | $140000.00         | $11668.64          | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 20 | 2036-10-25      | 3.9162%  | N/A     | $15000000.00       | $291664.91         | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TRU | 2052-04-22      | 8.5000%  | N/A     | $3000000.00        | $1890063.67        | Asset-Backed Securities                           |
| MOTION FINCO S A R L  | 2032-02-15      | 8.3750%  | N/A     | $2509000.00        | $2294199.28        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS | 2028-09-01      | 5.5000%  | N/A     | $234000.00         | $186810.00         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  | N/A     | $6727000.00        | $5003983.59        | Corporate Debt Securities                         |
| MS BOFAML TRUST 2014- | 2047-06-17      | 4.5789%  | N/A     | $5000000.00        | $3940181.27        | Private Label Collateralized Mortgage Obligations |
| MS HEQ LN TR 2006-3A- | 2036-04-25      | 4.1662%  | N/A     | $4000000.00        | $320053.86         | Asset-Backed Securities                           |
| MS MTG LN TR 2006-15X | 2036-11-25      | 6.6995%  | N/A     | $1225000.00        | $111348.29         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-25- | 2036-02-25      | 5.5000%  | N/A     | $1120000.00        | $118404.09         | Private Label Collateralized Mortgage Obligations |
| MS MTG LN TR 2006-3AR | 2036-03-25      | 4.5842%  | N/A     | $3046000.00        | $111430.56         | Private Label Collateralized Mortgage Obligations |
| NATIONAL BK CDA STRUC | 2026-05-09      | 0.0000%  | N/A     | $470000.00         | $533851.85         | Corporate Debt Securities                         |
| NATIONAL COLL ST LN T | 2038-03-25      | 0.0100%  | N/A     | $100000.00         | $64411.14          | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE I | 2038-03-25      | 0.0100%  | N/A     | $325000.00         | $40310.92          | Asset-Backed Securities                           |
| NATIXIS COMM MTG SEC  | 2039-01-18      | 5.3015%  | N/A     | $2700000.00        | $2424028.22        | Private Label Collateralized Mortgage Obligations |
| NAVIENT PRIV ED LN TR | 2069-09-15      | 2.5000%  | N/A     | $105000.00         | $89261.56          | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.6800%  | N/A     | $3335000.00        | $3004754.59        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 3.5000%  | N/A     | $950000.00         | $832760.92         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 4.4400%  | N/A     | $840000.00         | $750081.08         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 4.3800%  | N/A     | $751300.00         | $662770.06         | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2062-04-20      | 2.9000%  | N/A     | $7694000.00        | $6967271.78        | Asset-Backed Securities                           |
| NELNET STUDENT LN TR  | 2041-02-20      | 6.1177%  | N/A     | $300000.00         | $142331.17         | Asset-Backed Securities                           |
| NEW CENTURY HE TR 200 | 2035-02-25      | 4.6112%  | N/A     | $11800000.00       | $2314540.20        | Asset-Backed Securities                           |
| NEW CENTURY HE TR 200 | 2035-07-25      | 4.8512%  | N/A     | $845000.00         | $384924.06         | Asset-Backed Securities                           |
| NEW RESI MTG LN TR 20 | 2057-09-25      | 3.0209%  | N/A     | $2500000.00        | $1419283.47        | Private Label Collateralized Mortgage Obligations |
| NEW YORK MTG TR 2006- | 2036-05-25      | 4.7900%  | N/A     | $3200000.00        | $103327.55         | Private Label Collateralized Mortgage Obligations |
| NOMURA HEQ LN TR 2006 | 2036-02-25      | 4.4762%  | N/A     | $100000.00         | $69994.69          | Asset-Backed Securities                           |
| NOSTRUM OIL & GAS FIN | 2026-06-30      | 5.0000%  | N/A     | $41000.00          | $21335.58          | Corporate Debt Securities                         |
| NOVASTAR MTG FDG TR 2 | 2037-01-25      | 4.0462%  | N/A     | $23741000.00       | $1659980.60        | Asset-Backed Securities                           |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 6.6970%  | N/A     | $21445000.00       | $21397324.18       | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 7.0992%  | N/A     | $385000.00         | $355899.17         | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM20 TRUST  | 2065-10-25      | 7.0992%  | N/A     | $1479000.00        | $1460661.03        | Private Label Collateralized Mortgage Obligations |
| OCTAGON INV PNRS 27 2 | 2030-07-15      | 12.0161% | N/A     | $3250000.00        | $339433.93         | Asset-Backed Securities                           |
| OCTAGON INV PTNRS 34  | 2030-01-22      | 0.0000%  | N/A     | $3176840.00        | $31768.40          | Asset-Backed Securities                           |
| OPORTUN FDG TR 2025-1 | 2032-08-16      | 4.9600%  | N/A     | $9000000.00        | $2643880.71        | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUS | 2033-02-08      | 5.8900%  | N/A     | $3000000.00        | $3006849.17        | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2034-01-25      | 9.0962%  | N/A     | $1000000.00        | $44709.23          | Asset-Backed Securities                           |
| OPTION ONE MTG LN TR  | 2037-03-25      | 4.0562%  | N/A     | $65000.00          | $56124.79          | Private Label Collateralized Mortgage Obligations |
| OPTION ONE MTG LN TR  | 2037-05-26      | 4.0162%  | N/A     | $200000.00         | $40479.71          | Asset-Backed Securities                           |
| OSAIC HLDGS INCSR 144 | 2033-08-01      | 8.0000%  | N/A     | $4058000.00        | $4338543.07        | Corporate Debt Securities                         |
| OT MERGER CORPORATION | 2029-10-15      | 7.8750%  | N/A     | $359000.00         | $120848.38         | Corporate Debt Securities                         |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 6.9420%  | N/A     | $1267000.00        | $1042211.20        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRAN T | 2032-06-15      | 5.3380%  | N/A     | $500000.00         | $505070.72         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRT TR | 2032-07-15      | 6.2820%  | N/A     | $4250000.00        | $3926143.24        | Asset-Backed Securities                           |
| PAGAYA AI DEBT GRT TR | 2032-03-15      | 6.1740%  | N/A     | $700000.00         | $407349.29         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GT TR  | 2032-06-15      | 5.1830%  | N/A     | $900000.00         | $294068.85         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST  | 2032-10-15      | 10.8950% | N/A     | $3000000.00        | $3048586.43        | Asset-Backed Securities                           |
| PARK PLACE SECS 2004- | 2035-02-25      | 5.4212%  | N/A     | $328000.00         | $79897.77          | Asset-Backed Securities                           |
| PECF USS INTER HLDG I | 2029-11-15      | 0.0000%  | N/A     | $98000.00          | $1960.00           | Corporate Debt Securities                         |
| PEOPLES CHOICE HM LN  | 2035-02-25      | 5.1962%  | N/A     | $1500000.00        | $61146.80          | Asset-Backed Securities                           |
| PETROBRAS GLOBAL FINA | 2029-02-01      | 5.7500%  | N/A     | $4000.00           | $4168.11           | Corporate Debt Securities                         |
| PITNEY BOWES INC SR G | 2027-03-15      | 6.8750%  | N/A     | $134000.00         | $136854.61         | Corporate Debt Securities                         |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 4.7455%  | N/A     | $4650000.00        | $4393139.12        | Private Label Collateralized Mortgage Obligations |
| PKHL COMMERCIAL MTG T | 2038-07-15      | 5.0455%  | N/A     | $2322000.00        | $2008449.74        | Private Label Collateralized Mortgage Obligations |
| POINT AU ROCHE PARK C | 2034-07-20      | 0.0000%  | N/A     | $8100000.00        | $3402000.00        | Asset-Backed Securities                           |
| POPULAR ABS 2005-6 A- | 2036-01-25      | 3.2635%  | N/A     | $400000.00         | $245995.50         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL  | 2042-07-17      | 3.3900%  | N/A     | $1510000.00        | $1374022.99        | Asset-Backed Securities                           |
| PROSPER MRKTPL ISSU T | 2029-08-15      | 10.9800% | N/A     | $1201000.00        | $1238935.99        | Asset-Backed Securities                           |
| PRPM 2025-5 LLCA-2203 | 2030-07-25      | 8.5690%  | N/A     | $4200000.00        | $4227269.90        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF1 M- | 2054-01-25      | 4.0000%  | N/A     | $5188000.00        | $4962538.16        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF4 M- | 2054-07-25      | 4.0000%  | N/A     | $3900000.00        | $3689940.80        | Asset-Backed Securities                           |
| QUEST TRUST 2005-X1M- | 2035-03-25      | 7.2212%  | N/A     | $5984900.00        | $5449071.58        | Asset-Backed Securities                           |
| QVC INC1LIEN GLBL NT  | 2034-08-15      | 5.4500%  | N/A     | $1509000.00        | $638803.29         | Corporate Debt Securities                         |
| RALI SERIES TRUST 200 | 2036-11-25      | 6.0000%  | N/A     | $4300000.00        | $177669.45         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-08-25      | 6.5000%  | N/A     | $5520000.00        | $198405.68         | Private Label Collateralized Mortgage Obligations |
| RALI SERIES TRUST 200 | 2036-05-25      | 4.2062%  | N/A     | $8238736.00        | $360844.27         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-CES9 | 2044-12-25      | 8.8743%  | N/A     | $386568.00         | $291914.23         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2002- | 2032-12-25      | 6.3962%  | N/A     | $800000.00         | $13101.97          | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2005- | 2036-02-25      | 6.5660%  | N/A     | $502386.00         | $432019.14         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007- | 2037-04-25      | 5.9090%  | N/A     | $955000.00         | $236367.06         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2035-09-25      | 4.9262%  | N/A     | $3560110.00        | $2397652.26        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 200 | 2034-12-25      | 4.6551%  | N/A     | $565000.00         | $421307.80         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2036-04-25      | 6.0000%  | N/A     | $2668000.00        | $208381.37         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-07-25      | 6.0000%  | N/A     | $10238000.00       | $1114052.75        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2034-06-25      | 5.4035%  | N/A     | $2024716.00        | $146232.96         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET SEC | 2036-11-25      | 6.0000%  | N/A     | $1100000.00        | $152002.63         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-02-25      | 6.0000%  | N/A     | $1000000.00        | $120962.23         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-08-25      | 6.0000%  | N/A     | $9310000.00        | $622581.48         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2036-05-25      | 4.5462%  | N/A     | $844000.00         | $31035.88          | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC | 2033-10-25      | 4.9728%  | N/A     | $10875000.00       | $2160275.92        | Asset-Backed Securities                           |
| RESIDENTIAL ASSET2005 | 2035-07-25      | 5.9162%  | N/A     | $500000.00         | $60347.81          | Asset-Backed Securities                           |
| RFMSI SERIES TRUST 20 | 2036-08-25      | 6.2500%  | N/A     | $10150000.00       | $136369.65         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-03-25      | 0.6371%  | N/A     | $337772544.00      | $119033.38         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-07-25      | 6.0000%  | N/A     | $9640384.00        | $169379.42         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2036-09-25      | 6.0000%  | N/A     | $2622912.00        | $169351.37         | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-04-25      | 5.6720%  | N/A     | $3105000.00        | $97753.98          | Private Label Collateralized Mortgage Obligations |
| RFMSI SERIES TRUST 20 | 2037-09-25      | 6.0000%  | N/A     | $300000.00         | $12118.36          | Private Label Collateralized Mortgage Obligations |
| RIVERS ENT BOR LLC/FI | 2033-02-01      | 6.6250%  | N/A     | $11000.00          | $11550.16          | Corporate Debt Securities                         |
| SAIF SECURITIZ TR 202 | 2054-07-25      | 5.9650%  | N/A     | $5900000.00        | $3687807.61        | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR  | 2055-10-25      | 10.2406% | N/A     | $4072000.00        | $3765481.25        | Asset-Backed Securities                           |
| SALUDA GR ALT MTG TR  | 2054-04-25      | 6.2550%  | N/A     | $276204.00         | $199824.89         | Asset-Backed Securities                           |
| SALUDA GRAD ALT MTG T | 2054-03-25      | 6.3060%  | N/A     | $565000.00         | $326104.45         | Asset-Backed Securities                           |
| SCIH SALT HOLDINGS IN | 2029-05-01      | 6.6250%  | N/A     | $93000.00          | $94426.78          | Corporate Debt Securities                         |
| SECURITIZED ASSET REC | 2036-01-25      | 2.8034%  | N/A     | $1100000.00        | $114856.92         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2037-04-25      | 4.4062%  | N/A     | $1178000.00        | $234621.02         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2037-05-25      | 4.1062%  | N/A     | $14196384.00       | $708156.50         | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-09-25      | 4.1662%  | N/A     | $88219.00          | $9085.93           | Asset-Backed Securities                           |
| SECURITIZED ASSET REC | 2036-06-25      | 4.1262%  | N/A     | $228000.00         | $38720.17          | Asset-Backed Securities                           |
| SEQUOIA MTG TRUST 200 | 2033-09-20      | 4.4684%  | N/A     | $49971008.00       | $161728.34         | Private Label Collateralized Mortgage Obligations |
| SERVICE PPTYS TR EXT  | 2028-09-30      | 0.0000%  | N/A     | $4567000.00        | $4125873.47        | Corporate Debt Securities                         |
| SHACKLETON CLO 2014-V | 2031-05-07      | 10.2812% | N/A     | $1000000.00        | $928491.76         | Asset-Backed Securities                           |
| SHACKLETON CLO LTD 20 | 2031-04-14      | 12.5731% | N/A     | $1000000.00        | $647521.74         | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC 2L | 2027-10-01      | 8.5000%  | N/A     | $4191088.00        | $4053131.35        | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC SR | 2027-10-01      | 9.7500%  | N/A     | $9101952.00        | $9164527.92        | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPO | 2029-04-01      | 6.1250%  | N/A     | $515000.00         | $198435.94         | Corporate Debt Securities                         |
| SIGNL PEAK CLO LTD 20 | 2035-01-24      | 0.0000%  | N/A     | $9028352.00        | $4153041.92        | Asset-Backed Securities                           |
| SIGNL PEAK CLO LTD 20 | 2035-01-24      | 0.0000%  | N/A     | $1746000.00        | $980309.16         | Asset-Backed Securities                           |
| SIX FLAGS ENTERTAINME | 2028-10-01      | 6.5000%  | N/A     | $31000.00          | $30886.54          | Corporate Debt Securities                         |
| SLM PRIVATE ST LN TR  | 2033-03-15      | 5.5845%  | N/A     | $1500000.00        | $343667.30         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR  | 2032-09-15      | 5.5845%  | N/A     | $3000000.00        | $604245.16         | Asset-Backed Securities                           |
| SMB PRIV EDU LN TR 20 | 2052-11-15      | 6.3600%  | N/A     | $3175000.00        | $3359958.56        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR  | 2054-09-15      | 0.0000%  | N/A     | $1219222.00        | $1158504.19        | Asset-Backed Securities                           |
| SMB PRIVATE ED LN TR  | 2054-09-15      | 0.0000%  | N/A     | $1367182.00        | $18688.83          | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2056-03-15      | 5.8800%  | N/A     | $100000.00         | $103204.93         | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2053-07-15      | 5.8600%  | N/A     | $1330000.00        | $1369340.66        | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR | 2052-06-17      | 6.0600%  | N/A     | $1000000.00        | $1033330.33        | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022 | 2058-10-15      | 7.2300%  | N/A     | $400000.00         | $368574.61         | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022 | 2058-10-15      | 6.5800%  | N/A     | $260000.00         | $137246.43         | Asset-Backed Securities                           |
| SOFI ALTERNATIVE TRUS | 2030-08-15      | 0.0000%  | N/A     | $115000.00         | $554709.17         | Asset-Backed Securities                           |
| SOFI PRFSSNAL LN PRGR | 2047-08-25      | 3.8300%  | N/A     | $100000.00         | $95567.55          | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005- | 2035-04-25      | 3.7092%  | N/A     | $2000000.00        | $233272.59         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2006- | 2036-03-25      | 4.4012%  | N/A     | $317364.00         | $308804.56         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-08-25      | 4.0162%  | N/A     | $810000.00         | $137383.06         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2007- | 2037-06-25      | 4.0462%  | N/A     | $414000.00         | $63676.86          | Asset-Backed Securities                           |
| STAPLES INCSR 144A NT | 2027-04-15      | 10.7500% | N/A     | $92000.00          | $92017.89          | Corporate Debt Securities                         |
| STAPLES INCSR SEC REG | 2029-09-01      | 10.7500% | N/A     | $85000.00          | $87387.08          | Corporate Debt Securities                         |
| STARM MTG LN TR 2007- | 2037-04-25      | 5.8860%  | N/A     | $185000.00         | $5313.40           | Private Label Collateralized Mortgage Obligations |
| STREAM INNOV ISSUE TR | 2044-07-15      | 7.8900%  | N/A     | $280000.00         | $278266.91         | Asset-Backed Securities                           |
| STREAM INNOV ISSUE TR | 2044-07-15      | 11.4000% | N/A     | $2000000.00        | $2065069.64        | Asset-Backed Securities                           |
| STRUCTURED ADJ RATE 2 | 2036-01-25      | 4.3314%  | N/A     | $14148800.00       | $140418.85         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ADJ RATE 2 | 2035-12-25      | 5.2204%  | N/A     | $8000000.00        | $81765.88          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.4037%  | N/A     | $120000.00         | $11234.00          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.7262%  | N/A     | $5685024.00        | $105941.32         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ  | 2035-09-25      | 4.3112%  | N/A     | $15772128.00       | $570557.66         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV  | 2035-07-25      | 4.5962%  | N/A     | $3055956.00        | $1901321.08        | Asset-Backed Securities                           |
| STRUCTURED ASSET MTG  | 2036-08-25      | 4.4862%  | N/A     | $35000000.00       | $2641115.40        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG  | 2036-10-25      | 4.2462%  | N/A     | $10033000.00       | $623850.29         | Private Label Collateralized Mortgage Obligations |
| SUBURBAN PROPANE PART | 2035-12-15      | 6.5000%  | N/A     | $110000.00         | $110453.75         | Corporate Debt Securities                         |
| TBW MTG BKD TR 2007-2 | 2037-07-25      | 5.9646%  | N/A     | $7400000.00        | $229857.05         | Private Label Collateralized Mortgage Obligations |
| TCW CLO 2025-1 LTD E2 | 2038-04-20      | 9.7844%  | N/A     | $3000000.00        | $2983646.64        | Asset-Backed Securities                           |
| THOMPSON PARK CLO LTD | 2034-04-17      | 0.0000%  | N/A     | $3000000.00        | $1680000.00        | Asset-Backed Securities                           |
| THOR INDS INCSR GLBL  | 2029-10-15      | 4.0000%  | N/A     | $37000.00          | $35960.46          | Corporate Debt Securities                         |
| TIAA CLO III LTD E203 | 2031-01-16      | 10.0552% | N/A     | $500000.00         | $508738.86         | Asset-Backed Securities                           |
| TORONTO DOMINION BK O | 2026-08-11      | 0.0000%  | N/A     | $375000.00         | $381221.25         | Corporate Debt Securities                         |
| TORONTO DOMINION BK O | 2026-08-31      | 0.0000%  | N/A     | $440000.00         | $432251.16         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 202 | 2065-06-25      | 1.0000%  | N/A     | $22300000.00       | $533131.94         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6428%  | N/A     | $612000.00         | $427202.30         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 1.5000%  | N/A     | $21457000.00       | $720892.63         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-05-25      | 7.6428%  | N/A     | $376000.00         | $372314.81         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-01-25      | 0.0000%  | N/A     | $16654336.00       | $8502.44           | Asset-Backed Securities                           |
| TOWD POINT MTG TR 202 | 2065-06-25      | 2.4217%  | N/A     | $22300000.00       | $943170.24         | Asset-Backed Securities                           |
| TRICON AMER HOMES TR  | 2038-03-18      | 3.7450%  | N/A     | $2911000.00        | $2909902.07        | Asset-Backed Securities                           |
| UBS-BARCLY COML MTG T | 2046-04-12      | 3.9294%  | N/A     | $4000000.00        | $3152508.63        | Private Label Collateralized Mortgage Obligations |
| UKRAINE GOVERNMENT GL | 2035-02-01      | 0.0000%  | N/A     | $7009.00           | $3969.27           | Other Instrument                                  |
| UPST SECURITIZATION T | 2035-04-20      | 9.2700%  | N/A     | $3513000.00        | $3696594.65        | Asset-Backed Securities                           |
| UPSTART PASS-THRU TR  | 2027-04-20      | 0.0000%  | N/A     | $28400000.00       | $45837.60          | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-1 | 2032-03-20      | 5.7100%  | N/A     | $15000000.00       | $7257917.26        | Asset-Backed Securities                           |
| UPSTART SEC TR 2022-3 | 2032-06-20      | 8.5000%  | N/A     | $13800000.00       | $10625129.99       | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2032-05-20      | 8.4300%  | N/A     | $46791000.00       | $19450322.38       | Asset-Backed Securities                           |
| UPSTART SEC TRUST 202 | 2035-09-20      | 7.4100%  | N/A     | $1000000.00        | $994892.17         | Asset-Backed Securities                           |
| UPSTART STR PT TR 202 | 2030-06-17      | 0.0000%  | N/A     | $30638.00          | $1226464.88        | Asset-Backed Securities                           |
| USA COMPRESSION PARTN | 2033-10-01      | 6.2500%  | N/A     | $93000.00          | $95723.07          | Corporate Debt Securities                         |
| VELOCITY COM CAP TR 2 | 2030-03-25      | 8.5180%  | N/A     | $4863000.00        | $4927836.76        | Private Label Collateralized Mortgage Obligations |
| VENTURE 31 CLO 2018-3 | 2031-04-20      | 11.2960% | N/A     | $4000000.00        | $192390.47         | Asset-Backed Securities                           |
| VFH PARENT LLC & VALO | 2031-06-15      | 7.5000%  | N/A     | $14000.00          | $14716.29          | Corporate Debt Securities                         |
| VOYA CLO LTD 2017-1SU | 2030-04-17      | 0.0000%  | N/A     | $3000000.00        | $90000.00          | Asset-Backed Securities                           |
| WAMU MTG CERT 2006-AR | 2036-11-25      | 4.0022%  | N/A     | $4000000.00        | $53197.71          | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2006-AR | 2036-11-25      | 4.0022%  | N/A     | $500000.00         | $49831.15          | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2006-2 | 2036-02-25      | 6.0000%  | N/A     | $3020000.00        | $242940.77         | Private Label Collateralized Mortgage Obligations |
| WAMU PTC WMALT 2007-5 | 2037-06-25      | 7.0000%  | N/A     | $3165000.00        | $389878.43         | Private Label Collateralized Mortgage Obligations |
| WELLFLEET CLO LTD 202 | 2034-04-20      | 0.0000%  | N/A     | $4830000.00        | $1545600.00        | Asset-Backed Securities                           |
| WELLS FARGO ALT LN 20 | 2037-07-25      | 5.7500%  | N/A     | $6645000.00        | $245752.17         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2046-07-17      | 3.7851%  | N/A     | $2923000.00        | $2790529.71        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2047-12-17      | 3.9570%  | N/A     | $5000000.00        | $4641487.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2058-07-17      | 3.8485%  | N/A     | $2000000.00        | $1923882.22        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 201 | 2046-08-17      | 4.1451%  | N/A     | $3000000.00        | $2710422.65        | Private Label Collateralized Mortgage Obligations |
| WOM MOBILE SPA 1LIEN  | 2031-04-01      | 11.0000% | N/A     | $100000.00         | $100969.44         | Corporate Debt Securities                         |
| ZAIS CLO LTD 2017-7E2 | 2030-04-15      | 11.3162% | N/A     | $2500000.00        | $1448678.54        | Asset-Backed Securities                           |
| ZAYO GROUP HLDGS INC  | 2030-09-09      | 13.7500% | N/A     | $4925530.00        | $4599213.64        | Corporate Debt Securities                         |

### Security 188: GOTHAM FUNDING CORPORATION

- **C.1 - Title:** GOTHAM FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC36, C.4 - ISIN: US38346MC368, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99352220.00
- **C.18.a - Value (excl. sponsor support):** $99352220.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: GREAT BEAR FUNDING DESIGNATED ACTIVITY COMPANY

- **C.1 - Title:** GREAT BEAR FUNDING DESIGNATED ACTIVITY COMPANY
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRG3, C.4 - ISIN: US39014GRG37, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $100001615.00
- **C.18.a - Value (excl. sponsor support):** $100001615.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRL2, C.4 - ISIN: US39014GRL22, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $125000258.75
- **C.18.a - Value (excl. sponsor support):** $125000258.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRS7, C.4 - ISIN: US39014GRS74, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $50000208.00
- **C.18.a - Value (excl. sponsor support):** $50000208.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRB4, C.4 - ISIN: US39014GRB40, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $60001535.40
- **C.18.a - Value (excl. sponsor support):** $60001535.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: ILLINOIS ST HSG DEV AUTH REVEN

- **C.1 - Title:** ILLINOIS ST HSG DEV AUTH REVEN
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MTC5, C.4 - ISIN: US45203MTC54, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FKN8, C.4 - ISIN: US45580FKN86, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $300017940.00
- **C.18.a - Value (excl. sponsor support):** $300017940.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FKY4, C.4 - ISIN: US45580FKY42, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $550015510.00
- **C.18.a - Value (excl. sponsor support):** $550015510.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FKL2, C.4 - ISIN: US45580FKL21, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $100002370.00
- **C.18.a - Value (excl. sponsor support):** $100002370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH

- **C.1 - Title:** INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 45580FKP3, C.4 - ISIN: US45580FKP35, C.3 - LEI: 5493002ERZU2K9PZDL40
- **C.18 - Value (incl. sponsor support):** $150003570.00
- **C.18.a - Value (excl. sponsor support):** $150003570.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RES2, C.4 - ISIN: US45685RES22, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $60075923.20
- **C.18.a - Value (excl. sponsor support):** $60075923.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHF8, C.4 - ISIN: US44988GHF81, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25001340.00
- **C.18.a - Value (excl. sponsor support):** $25001340.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REK9, C.4 - ISIN: US45685REK95, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $104467388.40
- **C.18.a - Value (excl. sponsor support):** $104467388.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RG27, C.4 - ISIN: US45685RG279, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $57879212.40
- **C.18.a - Value (excl. sponsor support):** $57879212.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685REJ2, C.4 - ISIN: US45685REJ23, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $98564030.00
- **C.18.a - Value (excl. sponsor support):** $98564030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.4 - ISIN: US44988GHD34, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $50003415.00
- **C.18.a - Value (excl. sponsor support):** $50003415.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RJ24, C.4 - ISIN: US45685RJ240, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $121873700.00
- **C.18.a - Value (excl. sponsor support):** $121873700.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GH68, C.4 - ISIN: US44988GH683, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100006150.00
- **C.18.a - Value (excl. sponsor support):** $100006150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RE45, C.4 - ISIN: US45685RE456, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $118443936.00
- **C.18.a - Value (excl. sponsor support):** $118443936.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $69004209.00
- **C.18.a - Value (excl. sponsor support):** $69004209.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **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):** $145029087.00
- **C.18.a - Value (excl. sponsor support):** $145029087.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: ING BANK N V - AMSTERDAM

- **C.1 - Title:** ING BANK N V - AMSTERDAM
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218661315, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: Y2E3175
- **C.18 - Value (incl. sponsor support):** $217030271.50
- **C.18.a - Value (excl. sponsor support):** $217030271.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC DBA ING FINANCIAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0IFX02F86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INCCOM          | 2099-01-01      | 0.0000%  | N/A     | $42845.00          | $15103290.95       | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $64953.00          | $15103521.09       | Equities   |
| ANAPTYSBIO INC COM    | 2099-01-01      | 0.0000%  | N/A     | $2340.00           | $112858.20         | Equities   |
| ARS PHARMACEUTICALS I | 2099-01-01      | 0.0000%  | N/A     | $935230.00         | $10886077.20       | Equities   |
| AVIS BUDGET GROUPCOM  | 2099-01-01      | 0.0000%  | N/A     | $117227.00         | $15103526.68       | Equities   |
| BOOKING HOLDINGS INC  | 2099-01-01      | 0.0000%  | N/A     | $2356.00           | $12786365.40       | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $43171.00          | $15103374.35       | Equities   |
| CAPITAL ONE FINL CORP | 2099-01-01      | 0.0000%  | N/A     | $50142.00          | $12233143.74       | Equities   |
| CB FINL SVCS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $1325.00           | $46838.75          | Equities   |
| CINTAS CORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $79346.00          | $15103511.10       | Equities   |
| DEERE & CO COM        | 2099-01-01      | 0.0000%  | N/A     | $19401.00          | $9117305.94        | Equities   |
| EASTMAN CHEM COCOM    | 2099-01-01      | 0.0000%  | N/A     | $70900.00          | $4560997.00        | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $19622.00          | $15103249.62       | Equities   |
| FACTSET RESH SYS INC  | 2099-01-01      | 0.0000%  | N/A     | $11548.00          | $3365087.20        | Equities   |
| FIFTH THIRD BANCORPCO | 2099-01-01      | 0.0000%  | N/A     | $147261.00         | $6999315.33        | Equities   |
| FIRSTSUN CAP BANCORP  | 2099-01-01      | 0.0000%  | N/A     | $600.00            | $22524.00          | Equities   |
| FMC CORP COM NEW      | 2099-01-01      | 0.0000%  | N/A     | $207800.00         | $2905044.00        | Equities   |
| GENERAL MTRS COCOM    | 2099-01-01      | 0.0000%  | N/A     | $60745.00          | $5001135.85        | Equities   |
| INTUITIVE SURGICAL IN | 2099-01-01      | 0.0000%  | N/A     | $26375.00          | $15103116.25       | Equities   |
| KULICKE & SOFFA INDS  | 2099-01-01      | 0.0000%  | N/A     | $31214.00          | $1447705.32        | Equities   |
| MASTERCARD INCORPORAT | 2099-01-01      | 0.0000%  | N/A     | $26157.00          | $15103574.94       | Equities   |
| MEDTRONIC PLCSHS      | 2099-01-01      | 0.0000%  | N/A     | $8.00              | $773.28            | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $22679.00          | $15103080.05       | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $51613.00          | $15103512.19       | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $528.00            | $257389.44         | Equities   |
| MOTOROLA SOLUTIONS IN | 2099-01-01      | 0.0000%  | N/A     | $38905.00          | $14937185.70       | Equities   |
| NACCO INDS INC CL A   | 2099-01-01      | 0.0000%  | N/A     | $410.00            | $20122.80          | Equities   |
| NATIONAL HEALTH INVS  | 2099-01-01      | 0.0000%  | N/A     | $184.00            | $14274.72          | Equities   |
| NEWTEKONE INCCOM NEW  | 2099-01-01      | 0.0000%  | N/A     | $1.00              | $11.35             | Equities   |
| NORFOLK SOUTHN CORPCO | 2099-01-01      | 0.0000%  | N/A     | $27944.00          | $8106833.84        | Equities   |
| NORTHFIELD BANCORP IN | 2099-01-01      | 0.0000%  | N/A     | $15189.00          | $174977.28         | Equities   |
| NU HLDGS LTD ORD SHS  | 2099-01-01      | 0.0000%  | N/A     | $419400.00         | $7079472.00        | Equities   |
| NUTANIX INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $86731.00          | $4506542.76        | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $80535.00          | $15103533.90       | Equities   |
| OVINTIV INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $379171.00         | $15000004.76       | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $15008.00          | $13339410.56       | Equities   |
| PCB BANCORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $1074.00           | $23155.44          | Equities   |
| RBB BANCORPCOM        | 2099-01-01      | 0.0000%  | N/A     | $135.00            | $2809.35           | Equities   |
| REGENERON PHARMACEUTI | 2099-01-01      | 0.0000%  | N/A     | $9918.00           | $7675936.92        | Equities   |
| SAMSARA INCCOM CL A   | 2099-01-01      | 0.0000%  | N/A     | $82.00             | $2950.36           | Equities   |
| SERVICENOW INC COM    | 2099-01-01      | 0.0000%  | N/A     | $46670.00          | $7197914.10        | Equities   |
| SOLARIS ENERGY INFRAS | 2099-01-01      | 0.0000%  | N/A     | $108860.00         | $5018446.00        | Equities   |
| SYLVAMO CORP COMMON S | 2099-01-01      | 0.0000%  | N/A     | $108400.00         | $5234636.00        | Equities   |
| TRIUMPH FINANCIAL INC | 2099-01-01      | 0.0000%  | N/A     | $20008.00          | $1258903.36        | Equities   |
| TRUSTCO BK CORP N YCO | 2099-01-01      | 0.0000%  | N/A     | $2833.00           | $118306.08         | Equities   |
| TUCOWS INC COM NEW    | 2099-01-01      | 0.0000%  | N/A     | $3347.00           | $73600.53          | Equities   |
| UTZ BRANDS INC COM CL | 2099-01-01      | 0.0000%  | N/A     | $43050.00          | $449442.00         | Equities   |
| WAFD INC COM          | 2099-01-01      | 0.0000%  | N/A     | $3339.00           | $108417.33         | Equities   |
| WAVE LIFE SCIENCES LT | 2099-01-01      | 0.0000%  | N/A     | $854.00            | $14646.10          | Equities   |

### Security 211: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FDA4, C.4 - ISIN: US46125FDA49, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $227591394.00
- **C.18.a - Value (excl. sponsor support):** $227591394.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 212: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FD71, C.4 - ISIN: US46125FD715, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $54441304.50
- **C.18.a - Value (excl. sponsor support):** $54441304.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAN7, C.4 - ISIN: US46125GAN79, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $60005292.00
- **C.18.a - Value (excl. sponsor support):** $60005292.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAL1, C.4 - ISIN: US46125GAL14, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $113999580.48
- **C.18.a - Value (excl. sponsor support):** $113999580.48
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 215: INTREPID FUNDING COMPANY LLC

- **C.1 - Title:** INTREPID FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAM9, C.4 - ISIN: US46125GAM96, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $50000448.00
- **C.18.a - Value (excl. sponsor support):** $50000448.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAC8, C.4 - ISIN: US46224MAC82, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $50004280.00
- **C.18.a - Value (excl. sponsor support):** $50004280.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LAG1, C.4 - ISIN: US46224LAG14, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $74872980.00
- **C.18.a - Value (excl. sponsor support):** $74872980.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAE4, C.4 - ISIN: US46224MAE49, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $150006735.00
- **C.18.a - Value (excl. sponsor support):** $150006735.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224LB47, C.4 - ISIN: US46224LB478, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $49815845.00
- **C.18.a - Value (excl. sponsor support):** $49815845.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: IONIC FUNDING LLC SERIES III CLASS A NOTES

- **C.1 - Title:** IONIC FUNDING LLC SERIES III CLASS A NOTES
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46224MAB0, C.4 - ISIN: US46224MAB00, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $75004965.00
- **C.18.a - Value (excl. sponsor support):** $75004965.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: IOWA ST STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA ST STUDENT LOAN LIQUIDITY CORP
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $31200000.00
- **C.18.a - Value (excl. sponsor support):** $31200000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: KBC BANK NV-NEW YORK

- **C.1 - Title:** KBC BANK NV-NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDL90, C.4 - ISIN: US4823TDL908, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $50005900.00
- **C.18.a - Value (excl. sponsor support):** $50005900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCB0, C.4 - ISIN: US48246UCB08, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $154909014.00
- **C.18.a - Value (excl. sponsor support):** $154909014.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: KREDITANSTALT FUR WIEDERAUFBAU

- **C.1 - Title:** KREDITANSTALT FUR WIEDERAUFBAU
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UC95, C.4 - ISIN: US48246UC957, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $136069605.60
- **C.18.a - Value (excl. sponsor support):** $136069605.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: NR; Standard & Poor's Long Rating: AAA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: LEXINGTON PARKER CAPITAL COMPANY LLC

- **C.1 - Title:** LEXINGTON PARKER CAPITAL COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953BA60, C.4 - ISIN: US52953BA609, C.3 - LEI: 5493005MSQJBO8BDMA02
- **C.18 - Value (incl. sponsor support):** $49968450.00
- **C.18.a - Value (excl. sponsor support):** $49968450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAV2, C.4 - ISIN: US53128PAV22, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $30005724.00
- **C.18.a - Value (excl. sponsor support):** $30005724.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBD1, C.4 - ISIN: US53128PBD15, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $100010540.00
- **C.18.a - Value (excl. sponsor support):** $100010540.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UET3, C.4 - ISIN: US53127UET34, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $39390112.00
- **C.18.a - Value (excl. sponsor support):** $39390112.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDP2, C.4 - ISIN: US53127UDP21, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $28655549.60
- **C.18.a - Value (excl. sponsor support):** $28655549.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UDM9, C.4 - ISIN: US53127UDM99, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $74124022.50
- **C.18.a - Value (excl. sponsor support):** $74124022.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UB90, C.4 - ISIN: US53127UB904, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $74687220.00
- **C.18.a - Value (excl. sponsor support):** $74687220.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 232: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YA64, C.4 - ISIN: US53619YA649, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149906850.00
- **C.18.a - Value (excl. sponsor support):** $149906850.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAX4, C.4 - ISIN: US53620AAX46, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $50000365.00
- **C.18.a - Value (excl. sponsor support):** $50000365.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-05
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SFN2, C.4 - ISIN: US53943SFN27, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $196405440.00
- **C.18.a - Value (excl. sponsor support):** $196405440.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC54, C.4 - ISIN: US53943SC542, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $132116015.50
- **C.18.a - Value (excl. sponsor support):** $132116015.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBA4, C.4 - ISIN: US53943SBA42, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $29872740.00
- **C.18.a - Value (excl. sponsor support):** $29872740.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SG68, C.4 - ISIN: US53943SG683, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $98059700.00
- **C.18.a - Value (excl. sponsor support):** $98059700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SDL8, C.4 - ISIN: US53943SDL88, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $111705212.10
- **C.18.a - Value (excl. sponsor support):** $111705212.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC21, C.4 - ISIN: US53943SC211, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $176872067.40
- **C.18.a - Value (excl. sponsor support):** $176872067.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC47, C.4 - ISIN: US53943SC476, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $132129754.40
- **C.18.a - Value (excl. sponsor support):** $132129754.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE61, C.4 - ISIN: US53944RE613, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24670475.00
- **C.18.a - Value (excl. sponsor support):** $24670475.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: LVMH MOET HENNESSY LOUIS VUITTON SE

- **C.1 - Title:** LVMH MOET HENNESSY LOUIS VUITTON SE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50244MCG5, C.4 - ISIN: US50244MCG50, C.3 - LEI: IOG4E947OATN0KJYSD45
- **C.18 - Value (incl. sponsor support):** $49616145.00
- **C.18.a - Value (excl. sponsor support):** $49616145.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: MACKINAC FUNDING COMPANY LLC

- **C.1 - Title:** MACKINAC FUNDING COMPANY LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FFC6, C.4 - ISIN: US55458FFC68, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $98302080.00
- **C.18.a - Value (excl. sponsor support):** $98302080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCA0, C.4 - ISIN: US55607LCA08, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $24821270.00
- **C.18.a - Value (excl. sponsor support):** $24821270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NJ35, C.4 - ISIN: US55607NJ356, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $100011650.00
- **C.18.a - Value (excl. sponsor support):** $100011650.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NE48, C.4 - ISIN: US55607NE480, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $170018870.00
- **C.18.a - Value (excl. sponsor support):** $170018870.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LAC8, C.4 - ISIN: US55607LAC81, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $47940513.60
- **C.18.a - Value (excl. sponsor support):** $47940513.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: MACQUARIE BANK LIMITED

- **C.1 - Title:** MACQUARIE BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607ND72, C.4 - ISIN: US55607ND722, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $161013749.40
- **C.18.a - Value (excl. sponsor support):** $161013749.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABT3, C.4 - ISIN: US56036ABT34, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $99995130.00
- **C.18.a - Value (excl. sponsor support):** $99995130.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABN6, C.4 - ISIN: US56036ABN63, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $85001098.20
- **C.18.a - Value (excl. sponsor support):** $85001098.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UCH1, C.4 - ISIN: US59157UCH14, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $53579793.60
- **C.18.a - Value (excl. sponsor support):** $53579793.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON

- **C.1 - Title:** MITSUBISHI UFJ TRUST & BANKING CORPORATION-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3197770087, C.3 - LEI: JBONEPAGQXF4QP29B387, C.5 - Other ID: P457DF7
- **C.18 - Value (incl. sponsor support):** $49519340.00
- **C.18.a - Value (excl. sponsor support):** $49519340.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCY8, C.4 - ISIN: US60683FCY88, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $25006690.00
- **C.18.a - Value (excl. sponsor support):** $25006690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6F1, C.4 - ISIN: US60683D6F10, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $127003479.80
- **C.18.a - Value (excl. sponsor support):** $127003479.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60682XAC0, C.4 - ISIN: US60682XAC02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $119854404.00
- **C.18.a - Value (excl. sponsor support):** $119854404.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAN4, C.4 - ISIN: US60683FAN42, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $77013113.10
- **C.18.a - Value (excl. sponsor support):** $77013113.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBG8, C.4 - ISIN: US60683FBG81, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $137090324.10
- **C.18.a - Value (excl. sponsor support):** $137090324.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORPORATION - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCT9, C.4 - ISIN: US60683FCT93, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $100027110.00
- **C.18.a - Value (excl. sponsor support):** $100027110.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7M7, C.4 - ISIN: US60710T7M74, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $170009401.00
- **C.18.a - Value (excl. sponsor support):** $170009401.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2P5, C.4 - ISIN: US60710T2P50, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $50007525.00
- **C.18.a - Value (excl. sponsor support):** $50007525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3K5, C.4 - ISIN: US60710T3K54, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $191532803.95
- **C.18.a - Value (excl. sponsor support):** $191532803.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4Y6, C.4 - ISIN: US60701A4Y64, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $150001140.00
- **C.18.a - Value (excl. sponsor support):** $150001140.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5E9, C.4 - ISIN: US60701A5E91, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $30001659.00
- **C.18.a - Value (excl. sponsor support):** $30001659.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TW98, C.4 - ISIN: US60710TW989, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $305023668.00
- **C.18.a - Value (excl. sponsor support):** $305023668.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 266: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GCD6, C.4 - ISIN: US60689GCD60, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $193528998.00
- **C.18.a - Value (excl. sponsor support):** $193528998.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689GA71, C.4 - ISIN: US60689GA715, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $499637600.00
- **C.18.a - Value (excl. sponsor support):** $499637600.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TW72, C.4 - ISIN: US60710TW724, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $250008000.00
- **C.18.a - Value (excl. sponsor support):** $250008000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60710WDA9, C.4 - ISIN: US60710WDA99, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $105867704.60
- **C.18.a - Value (excl. sponsor support):** $105867704.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3L5, C.4 - ISIN: US60701A3L52, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $100021620.00
- **C.18.a - Value (excl. sponsor support):** $100021620.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: MIZUHO BANK LTD - NEW YORK

- **C.1 - Title:** MIZUHO BANK LTD - NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300IJV8X2BVHFN697, C.5 - Other ID: ZS3KMRP
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: MUFG BANK LTD. - NEW YORK BRANCH

- **C.1 - Title:** MUFG BANK LTD. - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $50005685.00
- **C.18.a - Value (excl. sponsor support):** $50005685.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: N TEXAS ST HGR EDU AUTH

- **C.1 - Title:** N TEXAS ST HGR EDU AUTH
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13700000.00
- **C.18.a - Value (excl. sponsor support):** $13700000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ73, C.4 - ISIN: US63254GZ738, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $108002149.20
- **C.18.a - Value (excl. sponsor support):** $108002149.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GP74, C.4 - ISIN: US63254GP747, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $74014245.00
- **C.18.a - Value (excl. sponsor support):** $74014245.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GZ81, C.4 - ISIN: US63254GZ811, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50998857.60
- **C.18.a - Value (excl. sponsor support):** $50998857.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: NATIONAL AUSTRALIA BANK LIMITED

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GV69, C.4 - ISIN: US63254GV695, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $100012490.00
- **C.18.a - Value (excl. sponsor support):** $100012490.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3092026197, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: O7631D7
- **C.18 - Value (incl. sponsor support):** $183074847.00
- **C.18.a - Value (excl. sponsor support):** $183074847.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3112619831, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: OADE270
- **C.18 - Value (incl. sponsor support):** $230011339.00
- **C.18.a - Value (excl. sponsor support):** $230011339.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181619845, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: P204B32
- **C.18 - Value (incl. sponsor support):** $178671960.00
- **C.18.a - Value (excl. sponsor support):** $178671960.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3218688359, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: Y2E3CF5
- **C.18 - Value (incl. sponsor support):** $155131621.50
- **C.18.a - Value (excl. sponsor support):** $155131621.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LIMITED - LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3261206265, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: YA1F943
- **C.18 - Value (incl. sponsor support):** $193001860.00
- **C.18.a - Value (excl. sponsor support):** $193001860.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NQT7, C.4 - ISIN: US63307NQT71, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $479012176.18
- **C.18.a - Value (excl. sponsor support):** $479012176.18
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAM1, C.4 - ISIN: US63307MAM10, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $89805024.00
- **C.18.a - Value (excl. sponsor support):** $89805024.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MCR8, C.4 - ISIN: US63307MCR88, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $34695384.50
- **C.18.a - Value (excl. sponsor support):** $34695384.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: AIS9904X6
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2049-12-31
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ZS3KHQ9
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: NATIONAL FIN AUTH NH INDL DEVR

- **C.1 - Title:** NATIONAL FIN AUTH NH INDL DEVR
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 63609FAD1, C.4 - ISIN: US63609FAD15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2029-02-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KAN7, C.4 - ISIN: US63873KAN72, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $119728080.00
- **C.18.a - Value (excl. sponsor support):** $119728080.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: NATIXIS S.A.- NY BRANCH

- **C.1 - Title:** NATIXIS S.A.- NY BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KA72, C.4 - ISIN: US63873KA722, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $253816891.40
- **C.18.a - Value (excl. sponsor support):** $253816891.40
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001GZ3
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMER AIRLINES PT TR 2 | 2029-12-15      | 3.2000%  | N/A     | $2000.00           | $1145.35           | Asset-Backed Securities   |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $16118000.00       | $17616732.23       | Corporate Debt Securities |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.8844%  | N/A     | $250000.00         | $253059.72         | Asset-Backed Securities   |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $3097000.00        | $3103104.53        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $1000.00           | $1040.48           | Corporate Debt Securities |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $2000.00           | $1804.72           | Corporate Debt Securities |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $3000.00           | $3161.21           | Corporate Debt Securities |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $3008.00           | $2984.73           | Corporate Debt Securities |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $15000.00          | $15198.73          | Corporate Debt Securities |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $2000.00           | $2394.46           | Corporate Debt Securities |
| HALLIBURTON CO SR GLB | 2041-11-15      | 4.5000%  | N/A     | $2000.00           | $1759.42           | Corporate Debt Securities |
| HCA INC. SR GLBL NT 2 | 2029-03-15      | 3.3750%  | N/A     | $3000.00           | $2955.95           | Corporate Debt Securities |
| HCA INC. SR SEC GLBL  | 2039-06-15      | 5.1250%  | N/A     | $3000.00           | $2917.28           | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $83000.00          | $83421.64          | Corporate Debt Securities |
| OZLM XIV LTD A-2R3203 | 2038-01-15      | 5.7445%  | N/A     | $250000.00         | $253089.23         | Asset-Backed Securities   |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $250000.00         | $250058.21         | Asset-Backed Securities   |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $29000.00          | $31384.96          | Corporate Debt Securities |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $8000.00           | $8040.18           | Corporate Debt Securities |
| TRANSPORTADORA DE GAS | 2035-11-20      | 7.7500%  | N/A     | $10000.00          | $10011.11          | Corporate Debt Securities |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $5000.00           | $5368.08           | Corporate Debt Securities |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $18000.00          | $19589.03          | Corporate Debt Securities |

### Security 292: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HH2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INCSR GLBL -J | 2051-05-15      | 3.4500%  | N/A     | $2000.00           | $1367.02           | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.9162%  | N/A     | $103000.00         | $65678.36          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $217000.00         | $198873.42         | Corporate Debt Securities                         |
| BAYVIEW COML TR 2007- | 2037-03-25      | 4.3988%  | N/A     | $174293.00         | $9639.94           | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.6700%  | N/A     | $216000.00         | $204899.88         | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $4000.00           | $3062.52           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $4202000.00        | $4303548.33        | Other Instrument                                  |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.4501%  | N/A     | $134000.00         | $134407.93         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.4501%  | N/A     | $50059.00          | $50257.85          | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3733%  | N/A     | $745432.00         | $744206.38         | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $957000.00         | $1025880.08        | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $4000.00           | $3968.89           | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $513000.00         | $618187.23         | Corporate Debt Securities                         |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $540000.00         | $458904.00         | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-01-28      | 1.1220%  | N/A     | $34000.00          | $34080.87          | Corporate Debt Securities                         |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $3417000.00        | $3614403.89        | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $3000.00           | $1393.71           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $32000.00          | $33295.42          | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $2000.00           | $1804.72           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $13115000.00       | $13924803.89       | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $1000.00           | $684.06            | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $202000.00         | $221795.33         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $2000.00           | $2107.47           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $4000.00           | $4052.99           | Corporate Debt Securities                         |
| GOLDENTR LN MGT US CL | 2037-07-20      | 5.3044%  | N/A     | $250000.00         | $253159.72         | Asset-Backed Securities                           |
| HYATT HOTELS CORPCR S | 2030-04-23      | 5.7500%  | N/A     | $73000.00          | $77279.34          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $18000.00          | $18091.44          | Corporate Debt Securities                         |
| JP MRGAN CHASE COM TR | 2036-07-15      | 5.9580%  | N/A     | $894000.00         | $510483.95         | Private Label Collateralized Mortgage Obligations |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $6000.00           | $5802.90           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 5.0 | 2030-07-19      | 5.0420%  | N/A     | $444000.00         | $465973.12         | Corporate Debt Securities                         |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1000.00           | $1012.38           | Corporate Debt Securities                         |
| NATIXIS COMM MTG SEC  | 2036-08-15      | 3.6553%  | N/A     | $3346432.00        | $3034534.78        | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.3598%  | N/A     | $1072504.00        | $1060510.26        | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTDSR | 2030-09-17      | 4.8100%  | N/A     | $8800000.00        | $8412641.11        | Corporate Debt Securities                         |
| NORTHWOODS CAP LTD 20 | 2037-03-16      | 8.6563%  | N/A     | $1829471.00        | $1848345.25        | Asset-Backed Securities                           |
| NYT MTG TR 2019-NYTA2 | 2035-12-17      | 5.2480%  | N/A     | $4041340.00        | $4031080.83        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $256795.00         | $160550.45         | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $11271.00          | $12170.04          | Corporate Debt Securities                         |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $500000.00         | $500116.43         | Asset-Backed Securities                           |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $297000.00         | $278385.36         | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2025 | 2038-04-27      | 5.1080%  | N/A     | $1571910.00        | $1583577.88        | Asset-Backed Securities                           |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $3000.00           | $3015.07           | Corporate Debt Securities                         |
| UZBEKNEFTEGAZ JSCGLBL | 2030-05-07      | 8.7500%  | N/A     | $879000.00         | $953760.66         | Corporate Debt Securities                         |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $99000.00          | $109803.32         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $7000.00           | $7515.31           | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $112000.00         | $86591.96          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $2803000.00        | $3050447.28        | Corporate Debt Securities                         |
| WSTN TR 2023-MAUIC203 | 2039-09-08      | 7.6899%  | N/A     | $877980.00         | $897204.47         | Private Label Collateralized Mortgage Obligations |
| ZAYO GROUP HLDGS INC  | 2030-03-09      | 9.2500%  | N/A     | $1111557.00        | $1074312.12        | Corporate Debt Securities                         |

### Security 293: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HK5
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.4344%  | N/A     | $1934000.00        | $1951558.55        | Asset-Backed Securities                           |
| AUDAX SENIOR DEBT CLO | 2038-01-20      | 5.3704%  | N/A     | $250000.00         | $250718.70         | Asset-Backed Securities                           |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $200000.00         | $204833.33         | Other Instrument                                  |
| CITIGROUP INCSR GLBL  | 2027-01-28      | 1.1220%  | N/A     | $10182000.00       | $10206217.89       | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2048-03-25      | 5.0500%  | N/A     | $14547000.00       | $13085123.48       | Corporate Debt Securities                         |
| DISNEY WALT CO FR 4.1 | 2041-12-01      | 4.1250%  | N/A     | $6215000.00        | $5466636.31        | Corporate Debt Securities                         |
| GOLDENTR LN MGT US CL | 2037-07-20      | 5.3044%  | N/A     | $4940000.00        | $5002436.07        | Asset-Backed Securities                           |
| GOLUB CAP CLO 2025-78 | 2039-04-21      | 5.2500%  | N/A     | $370000.00         | $371255.81         | Asset-Backed Securities                           |
| GS MTG SECS TR 2017-G | 2034-05-12      | 2.8555%  | N/A     | $1654533.00        | $1234766.39        | Private Label Collateralized Mortgage Obligations |
| HALLIBURTON CO SR GLB | 2041-11-15      | 4.5000%  | N/A     | $2000.00           | $1759.42           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $33000.00          | $33167.64          | Corporate Debt Securities                         |
| ITT HOLDINGS LLC SR 1 | 2029-08-01      | 6.5000%  | N/A     | $4459000.00        | $4402430.15        | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS | 2029-02-02      | 3.0000%  | N/A     | $3052000.00        | $2978701.13        | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2025 | 2038-04-27      | 5.1080%  | N/A     | $1099990.00        | $1108154.94        | Asset-Backed Securities                           |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $33000.00          | $33165.76          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $18000.00          | $19325.08          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $7000.00           | $7529.15           | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $6148000.00        | $6690742.02        | Corporate Debt Securities                         |

### Security 294: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HL3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INCSR GLBL -J | 2051-05-15      | 3.4500%  | N/A     | $7791000.00        | $5325213.42        | Corporate Debt Securities                         |
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.9162%  | N/A     | $3167000.00        | $2019450.18        | Corporate Debt Securities                         |
| APIDOS CLO LTD 2024-4 | 2037-10-26      | 5.4654%  | N/A     | $3050000.00        | $3079809.34        | Asset-Backed Securities                           |
| APLD COMPUTECO LLC 1L | 2030-12-15      | 9.2500%  | N/A     | $1000.00           | $994.24            | Corporate Debt Securities                         |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $8200000.00        | $9032841.88        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  | N/A     | $1018000.00        | $1005942.64        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2033-02-13      | 4.8120%  | N/A     | $58965000.00       | $61025001.24       | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-01-28      | 1.1220%  | N/A     | $11680000.00       | $11707780.88       | Corporate Debt Securities                         |
| COBANK ACB PERP -M NT | 2099-01-01      | 7.1250%  | N/A     | $500000.00         | $520712.50         | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $939000.00         | $947217.19         | Asset-Backed Securities                           |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $2000.00           | $929.14            | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $39000.00          | $40578.80          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V. GL | 2027-05-25      | 3.6250%  | N/A     | $4320000.00        | $4308743.40        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $1000.00           | $684.06            | Corporate Debt Securities                         |
| FIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  | N/A     | $5067000.00        | $3831226.26        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $1800000.00        | $1823847.50        | Corporate Debt Securities                         |
| GS MTG SEC CORP 2021- | 2036-06-16      | 5.1650%  | N/A     | $23110000.00       | $22006009.62       | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC SR GLB | 2028-03-13      | 4.0410%  | N/A     | $5391000.00        | $5449496.39        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $259000.00         | $244208.51         | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $1970000.00        | $1990029.70        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $8100000.00        | $9055706.62        | Corporate Debt Securities                         |
| PACIFIC LIFE INS COSU | 2067-10-24      | 4.3000%  | N/A     | $52000.00          | $42234.54          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $33000.00          | $33747.74          | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $200000.00         | $217466.50         | Other Instrument                                  |
| SAMMONS FINANCIAL GRO | 2031-04-16      | 3.3500%  | N/A     | $8929000.00        | $8352804.19        | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION | 2034-04-12      | 6.1000%  | N/A     | $271000.00         | $290445.91         | Corporate Debt Securities                         |
| VICI PPTYS INC SR GLB | 2028-01-15      | 4.5000%  | N/A     | $1278000.00        | $1308199.14        | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $792000.00         | $861917.32         | Corporate Debt Securities                         |
| WEA FIN LLCSR GLBL RE | 2029-06-15      | 3.5000%  | N/A     | $4449000.00        | $4318001.67        | Corporate Debt Securities                         |
| YINSON BERGENIA PRODU | 2045-01-31      | 8.4980%  | N/A     | $258000.00         | $279679.31         | Corporate Debt Securities                         |

### Security 295: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HR0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.9162%  | N/A     | $12594000.00       | $8030614.32        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CO | 2026-01-12      | 4.8951%  | N/A     | $4236000.00        | $4283328.26        | Corporate Debt Securities                         |
| AMS OSRAM AG SR GLBL  | 2029-03-30      | 12.2500% | N/A     | $398000.00         | $435008.03         | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $181000.00         | $165880.59         | Corporate Debt Securities                         |
| BAT CAPITAL CORP FR 2 | 2031-03-25      | 2.7260%  | N/A     | $70000.00          | $65130.05          | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.9190%  | N/A     | $10000.00          | $9029.12           | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.7816%  | N/A     | $6775000.00        | $6860941.30        | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $2000.00           | $1531.26           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $200000.00         | $204833.33         | Other Instrument                                  |
| BX COM MRTG TR 2022-C | 2039-06-15      | 5.8649%  | N/A     | $188612.00         | $189339.22         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.4501%  | N/A     | $850000.00         | $852587.63         | Private Label Collateralized Mortgage Obligations |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $1000.00           | $992.22            | Corporate Debt Securities                         |
| CIENA CORP SR GLBL 14 | 2030-01-31      | 4.0000%  | N/A     | $850000.00         | $834059.67         | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2019 | 2037-07-16      | 8.5436%  | N/A     | $684665.00         | $694976.43         | Asset-Backed Securities                           |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $70000.00          | $70137.98          | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $6000.00           | $6029.23           | Corporate Debt Securities                         |
| CSL FIN PLCSR 144A NT | 2042-04-27      | 4.6250%  | N/A     | $1000.00           | $915.83            | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2025-1 | 2038-04-15      | 5.4745%  | N/A     | $3994100.00        | $4033759.14        | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $3000.00           | $2707.08           | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $2100000.00        | $2201028.67        | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $160512.00         | $159270.44         | Corporate Debt Securities                         |
| GOEASY LTD SR 144A NT | 2030-10-01      | 7.3750%  | N/A     | $1800000.00        | $1764337.50        | Corporate Debt Securities                         |
| GOLDENTR LN MGT US CL | 2037-07-20      | 5.3044%  | N/A     | $5381000.00        | $5449009.81        | Asset-Backed Securities                           |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $27000.00          | $27137.16          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $153000.00         | $144262.17         | Corporate Debt Securities                         |
| JANE STR GROUP LLC /  | 2033-05-01      | 6.7500%  | N/A     | $2000.00           | $2112.96           | Corporate Debt Securities                         |
| MARINER FIN ISSUANCE  | 2038-11-22      | 5.8400%  | N/A     | $107000.00         | $107814.85         | Asset-Backed Securities                           |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $5563000.00        | $4079552.19        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $34000.00          | $34770.40          | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $468000.00         | $485474.34         | Other Instrument                                  |
| REPUBLIC OF TURKEY SR | 2032-05-29      | 7.2500%  | N/A     | $200000.00         | $214034.61         | Other Instrument                                  |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.7839%  | N/A     | $457500.00         | $458671.47         | Private Label Collateralized Mortgage Obligations |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $23000.00          | $23115.53          | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019- | 2032-07-30      | 5.2383%  | N/A     | $4401200.00        | $4435228.18        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $8000.00           | $8604.75           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $4000.00           | $4294.46           | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $2000.00           | $1546.29           | Corporate Debt Securities                         |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $3442000.00        | $3691040.17        | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $238000.00         | $259010.51         | Corporate Debt Securities                         |
| YINSON BERGENIA PRODU | 2045-01-31      | 8.4980%  | N/A     | $3086000.00        | $3345311.44        | Corporate Debt Securities                         |

### Security 296: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HS8
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 225 LIBERTY STR TR 20 | 2036-02-12      | 4.6485%  | N/A     | $100000.00         | $92388.08          | Private Label Collateralized Mortgage Obligations |
| 3R LUX SR SEC REGS NT | 2031-02-05      | 9.7500%  | N/A     | $888000.00         | $950844.50         | Corporate Debt Securities                         |
| AB BSL CLO LTD 2021-3 | 2038-04-20      | 5.4344%  | N/A     | $621720.00         | $627364.52         | Asset-Backed Securities                           |
| ACCIDENT FD INS CO OF | 2032-08-01      | 8.5000%  | N/A     | $1000.00           | $1041.51           | Corporate Debt Securities                         |
| AMC NETWORKS INC 1LIE | 2032-07-15      | 10.5000% | N/A     | $1373000.00        | $1578931.69        | Corporate Debt Securities                         |
| ARBOR RY CM RL ET NT  | 2041-01-23      | 5.6589%  | N/A     | $2261000.00        | $2271298.23        | Private Label Collateralized Mortgage Obligations |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $3000.00           | $2749.40           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  | N/A     | $1000.00           | $988.16            | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.9190%  | N/A     | $412000.00         | $371999.84         | Private Label Collateralized Mortgage Obligations |
| BELL CDA SR US-10 NT  | 2054-02-15      | 5.5500%  | N/A     | $843000.00         | $822373.90         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018 | 2051-02-17      | 2.7921%  | N/A     | $4000000.00        | $2613550.90        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $1311940.00        | $1016981.20        | Private Label Collateralized Mortgage Obligations |
| BIO RAD LABS INC SR G | 2027-03-15      | 3.3000%  | N/A     | $4000.00           | $4002.71           | Corporate Debt Securities                         |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.7816%  | N/A     | $6012890.00        | $6089163.89        | Asset-Backed Securities                           |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $291000.00         | $289898.73         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $2000.00           | $1531.26           | Corporate Debt Securities                         |
| BX COM MRTG TR 2022-C | 2039-06-15      | 5.8649%  | N/A     | $3380440.00        | $3393473.73        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRBK A2 | 2041-10-15      | 6.6139%  | N/A     | $2971344.00        | $2994825.22        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3733%  | N/A     | $100011.00         | $99846.56          | Private Label Collateralized Mortgage Obligations |
| CANADIAN PAC RY CO NE | 2050-05-01      | 3.5000%  | N/A     | $1418000.00        | $1034950.15        | Corporate Debt Securities                         |
| CAPITAL FARM CR ACAPE | 2099-01-01      | 5.0000%  | N/A     | $373000.00         | $370098.89         | Corporate Debt Securities                         |
| CARGILL INCSR 144A NT | 2052-04-22      | 4.3750%  | N/A     | $2000000.00        | $1685810.83        | Corporate Debt Securities                         |
| CATERPILLAR INCSR GLB | 2097-03-01      | 7.3750%  | N/A     | $1498000.00        | $1805154.91        | Corporate Debt Securities                         |
| CENTRAL PARENT INC /  | 2029-06-15      | 7.2500%  | N/A     | $6000.00           | $5098.93           | Corporate Debt Securities                         |
| CI FINL CORP CR SEN S | 2029-05-30      | 7.5000%  | N/A     | $1000.00           | $1067.80           | Corporate Debt Securities                         |
| COBANK ACB PERP JR GL | 2079-12-31      | 4.2500%  | N/A     | $3000000.00        | $2958705.00        | Corporate Debt Securities                         |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $503000.00         | $483213.66         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $3000.00           | $3014.61           | Corporate Debt Securities                         |
| CONTINE FIN CR CD MT  | 2035-12-15      | 5.4000%  | N/A     | $1809000.00        | $1824830.56        | Asset-Backed Securities                           |
| CVR ENERGY INC SR GLB | 2029-01-15      | 8.5000%  | N/A     | $32000.00          | $33848.68          | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $1000.00           | $464.57            | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $495000.00         | $515038.56         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $3000.00           | $2707.08           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $4009000.00        | $4256541.27        | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $7000.00           | $7463.01           | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2030-03-15      | 6.2500%  | N/A     | $3000.00           | $3193.27           | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC JR | 2042-01-15      | 5.5000%  | N/A     | $5397000.00        | $5447036.19        | Corporate Debt Securities                         |
| FERTITTA ENTMT LLC /  | 2029-01-15      | 4.6250%  | N/A     | $3000.00           | $2974.82           | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $2961.00           | $2938.10           | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2 | 2034-10-16      | 6.5662%  | N/A     | $1361889.00        | $1379258.89        | Asset-Backed Securities                           |
| FS KKR CAP CORPSR GLB | 2029-01-15      | 7.8750%  | N/A     | $1039000.00        | $1114174.25        | Corporate Debt Securities                         |
| FS RIALTO ISSUER LTD  | 2038-05-18      | 5.0687%  | N/A     | $137000.00         | $43424.12          | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.0987%  | N/A     | $11000000.00       | $4289719.97        | Private Label Collateralized Mortgage Obligations |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $9000.00           | $9119.24           | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $3613768.00        | $3658495.65        | Asset-Backed Securities                           |
| GREYWOLF CLO 2018-7B2 | 2031-10-20      | 6.4444%  | N/A     | $772820.00         | $783038.30         | Asset-Backed Securities                           |
| HCA INC. SR GLBL NT 2 | 2029-03-15      | 3.3750%  | N/A     | $2000.00           | $1970.64           | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF A | 2031-03-15      | 2.0500%  | N/A     | $3000.00           | $2612.00           | Corporate Debt Securities                         |
| HSBC HLDGS PLC LW TIE | 2037-09-15      | 6.5000%  | N/A     | $3104000.00        | $3473681.23        | Corporate Debt Securities                         |
| HSBC HLDGS PLC SR GLB | 2028-03-13      | 4.0410%  | N/A     | $329000.00         | $332569.90         | Corporate Debt Securities                         |
| HYATT HOTELS CORPCR S | 2030-04-23      | 5.7500%  | N/A     | $1484000.00        | $1570993.73        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $2000.00           | $1885.78           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $2000.00           | $2010.16           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS 2019- | 2033-11-15      | 2.7500%  | N/A     | $80000.00          | $51961.40          | Asset-Backed Securities                           |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $17000.00          | $17172.85          | Corporate Debt Securities                         |
| JP MRGAN CHASE COM TR | 2036-07-15      | 5.9580%  | N/A     | $229000.00         | $130761.55         | Private Label Collateralized Mortgage Obligations |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $119000.00         | $115090.85         | Corporate Debt Securities                         |
| KKR CLO 10 LTD 2014-1 | 2029-09-17      | 6.1848%  | N/A     | $7118373.00        | $2126651.90        | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2005- | 2035-12-25      | 4.5462%  | N/A     | $27805.00          | $512.15            | Private Label Collateralized Mortgage Obligations |
| MCF CLO IV LLC 2014-4 | 2037-10-16      | 5.4658%  | N/A     | $1253600.00        | $1270243.11        | Asset-Backed Securities                           |
| MF1 2022-FL8 LTD A203 | 2037-02-20      | 5.0810%  | N/A     | $3850000.00        | $2504066.15        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.3625%  | N/A     | $1767676.00        | $1771975.16        | Private Label Collateralized Mortgage Obligations |
| NATIONAL RURAL UTILS  | 2053-09-15      | 7.1250%  | N/A     | $3000.00           | $3207.75           | Corporate Debt Securities                         |
| NATIXIS COMM MTG SEC  | 2038-12-16      | 2.9660%  | N/A     | $9796316.00        | $2484189.75        | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.3598%  | N/A     | $322933.00         | $319321.66         | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $35000.00          | $36947.71          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P  | 2030-10-01      | 6.3750%  | N/A     | $1062000.00        | $1132099.97        | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRE | 2030-03-15      | 6.6500%  | N/A     | $2000.00           | $2090.90           | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-12 | 2064-02-25      | 6.4470%  | N/A     | $1951009.00        | $1219787.68        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6 B-1A | 2064-02-25      | 7.4700%  | N/A     | $5927848.00        | $6042492.58        | Private Label Collateralized Mortgage Obligations |
| PACIFIC LIFE INS COSU | 2067-10-24      | 4.3000%  | N/A     | $2000.00           | $1624.41           | Corporate Debt Securities                         |
| PALMER SQUARE CLO 202 | 2037-04-15      | 6.2045%  | N/A     | $696509.00         | $706065.68         | Asset-Backed Securities                           |
| PANAMA REP GLBL AMRTZ | 2063-01-19      | 4.5000%  | N/A     | $326000.00         | $249042.81         | Other Instrument                                  |
| PIKES PEAK CLO 2019-3 | 2034-10-25      | 6.2696%  | N/A     | $9752500.00        | $9850123.43        | Asset-Backed Securities                           |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $250136.00         | $250194.24         | Asset-Backed Securities                           |
| PPM CLO LTD 2022-6RA- | 2037-01-20      | 5.8344%  | N/A     | $474768.00         | $480308.01         | Asset-Backed Securities                           |
| PRUDENTIAL FINL INCJR | 2052-03-01      | 5.1250%  | N/A     | $1550000.00        | $1562079.67        | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $543000.00         | $508967.17         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $991000.00         | $1028002.29        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2032-02-12      | 7.1250%  | N/A     | $3218000.00        | $3499035.99        | Other Instrument                                  |
| REPUBLIC OF TURKEY GL | 2047-05-11      | 5.7500%  | N/A     | $2246000.00        | $1858983.63        | Other Instrument                                  |
| RR LTD 2019-7R B-1-B2 | 2037-01-15      | 6.0045%  | N/A     | $3470000.00        | $3511754.66        | Asset-Backed Securities                           |
| SAMMONS FINANCIAL GRO | 2031-04-16      | 3.3500%  | N/A     | $4000.00           | $3741.88           | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC  | 2036-10-01      | 6.0000%  | N/A     | $1000.00           | $1067.17           | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $3000.00           | $2959.00           | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.7839%  | N/A     | $757000.00         | $758938.37         | Private Label Collateralized Mortgage Obligations |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $3000.00           | $3015.07           | Corporate Debt Securities                         |
| TOUCAN FINCO UK LTD / | 2030-05-15      | 9.5000%  | N/A     | $2200000.00        | $2218843.00        | Corporate Debt Securities                         |
| TRINITAS CLO LTD 2025 | 2038-04-22      | 9.3574%  | N/A     | $2500000.00        | $2563994.62        | Asset-Backed Securities                           |
| VALERO ENERGY CORP SR | 2037-06-15      | 6.6250%  | N/A     | $2000.00           | $2218.25           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $2000.00           | $2151.19           | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUE | 2034-01-15      | 6.5000%  | N/A     | $44000.00          | $46569.55          | Corporate Debt Securities                         |
| VENTURE XXVIII CLO 20 | 2030-07-22      | 10.2960% | N/A     | $1689750.00        | $1486872.02        | Asset-Backed Securities                           |
| VERIZON COMMUNICATION | 2041-03-22      | 3.4000%  | N/A     | $6000.00           | $4775.76           | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $153479.00         | $138675.82         | Private Label Collateralized Mortgage Obligations |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $1090000.00        | $842725.33         | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $625000.00         | $680174.65         | Corporate Debt Securities                         |
| YINSON BERGENIA PRODU | 2045-01-31      | 8.4980%  | N/A     | $547000.00         | $592963.50         | Corporate Debt Securities                         |

### Security 297: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001HU3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2030-10-15      | 4.0000%  | N/A     | $1004000.00        | $964436.82         | Corporate Debt Securities                         |
| 3R LUX SR SEC REGS NT | 2031-02-05      | 9.7500%  | N/A     | $911000.00         | $975472.23         | Corporate Debt Securities                         |
| AMC NETWORKS INC 1LIE | 2032-07-15      | 10.5000% | N/A     | $2000.00           | $2299.97           | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2 | 2029-12-15      | 3.2000%  | N/A     | $107000.00         | $61276.49          | Asset-Backed Securities                           |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $24000.00          | $26019.69          | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD | 2037-07-28      | 3.0060%  | N/A     | $1764403.00        | $1708198.82        | Asset-Backed Securities                           |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $1000.00           | $916.47            | Corporate Debt Securities                         |
| ARES FIN CO IV LLC GL | 2052-02-01      | 3.6500%  | N/A     | $1259000.00        | $901618.16         | Corporate Debt Securities                         |
| BAIN CAPITAL CREDIT 2 | 2037-01-26      | 5.5354%  | N/A     | $16936256.00       | $17210213.05       | Asset-Backed Securities                           |
| BANCO SANTANDER SA SN | 2035-01-17      | 6.0330%  | N/A     | $1200000.00        | $1321879.30        | Corporate Debt Securities                         |
| BAYVIEW COML TR 2007- | 2037-03-25      | 4.3988%  | N/A     | $161004.00         | $8904.94           | Private Label Collateralized Mortgage Obligations |
| BBAM US CLO LTD 2024- | 2039-07-15      | 5.7545%  | N/A     | $250000.00         | $253229.58         | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY IN | 2043-02-11      | 4.5000%  | N/A     | $12000.00          | $11519.76          | Corporate Debt Securities                         |
| BX COML MTG TR 2025-C | 2042-08-15      | 7.0001%  | N/A     | $2316000.00        | $2329669.41        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3733%  | N/A     | $1528437.00        | $1525923.98        | Private Label Collateralized Mortgage Obligations |
| CENTRAL PARENT LLC /  | 2029-06-15      | 8.0000%  | N/A     | $231000.00         | $201643.49         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $279000.00         | $279549.94         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $41000.00          | $41199.72          | Corporate Debt Securities                         |
| COMISION EJECUTIVA HI | 2033-01-24      | 8.6500%  | N/A     | $79000.00          | $87728.18          | Corporate Debt Securities                         |
| CWALT INC 2006-OA18A- | 2046-12-25      | 4.3262%  | N/A     | $25087.00          | $579.30            | Private Label Collateralized Mortgage Obligations |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $11000.00          | $11445.30          | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 5.0145%  | N/A     | $1156480.00        | $1130404.72        | Private Label Collateralized Mortgage Obligations |
| DRYDEN CLO LTD 2025-1 | 2038-04-15      | 5.4745%  | N/A     | $6067600.00        | $6127847.82        | Asset-Backed Securities                           |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $4000.00           | $3609.45           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2036-01-19      | 8.3750%  | N/A     | $1000.00           | $1066.14           | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2032-02-01      | 7.7500%  | N/A     | $626000.00         | $664653.24         | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2028-11-15      | 5.2500%  | N/A     | $3299000.00        | $3368372.47        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $2000.00           | $1368.11           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2036-06-01      | 6.2000%  | N/A     | $686000.00         | $753225.71         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $7000.00           | $7376.15           | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $240000.00         | $251546.13         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $2.00              | $1.98              | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $443000.00         | $448869.13         | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 2 | 2029-03-15      | 3.3750%  | N/A     | $1373000.00        | $1352840.93        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINES | 2032-07-27      | 4.4000%  | N/A     | $10000000.00       | $10188822.22       | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $1000.00           | $1005.08           | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $896000.00         | $905109.96         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $8000.00           | $7737.20           | Corporate Debt Securities                         |
| KKR CLO 10 LTD 2014-1 | 2029-09-17      | 6.1848%  | N/A     | $403146.00         | $120442.02         | Asset-Backed Securities                           |
| MADISON PK FD 0.01 22 | 2030-10-22      | 5.3574%  | N/A     | $4319751.00        | $4373519.24        | Asset-Backed Securities                           |
| MOVIDA EUROPE S.ASR R | 2029-04-11      | 7.8500%  | N/A     | $32919000.00       | $31675530.50       | Corporate Debt Securities                         |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $76000.00          | $80229.32          | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $118978.00         | $74390.30          | Private Label Collateralized Mortgage Obligations |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $14000.00          | $13241.13          | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $551000.00         | $568365.93         | Corporate Debt Securities                         |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $250000.00         | $250058.21         | Asset-Backed Securities                           |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $2000.00           | $1783.51           | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICK | 2033-10-15      | 4.0000%  | N/A     | $300000.00         | $281197.33         | Corporate Debt Securities                         |
| RAD CLO LTD 2025-9 C- | 2038-01-15      | 5.9045%  | N/A     | $4269500.00        | $4336565.97        | Asset-Backed Securities                           |
| RR LTD 2021-18RA-1A-R | 2040-07-16      | 5.1945%  | N/A     | $250084.00         | $253050.13         | Asset-Backed Securities                           |
| RUMO LUXEMBOURG S A R | 2032-01-18      | 4.2000%  | N/A     | $753000.00         | $703527.90         | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.4880%  | N/A     | $600313.00         | $607396.00         | Asset-Backed Securities                           |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.7839%  | N/A     | $100000.00         | $100256.06         | Private Label Collateralized Mortgage Obligations |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $1000.00           | $1005.02           | Corporate Debt Securities                         |
| TRESTLES CLO 2023-6R  | 2038-04-26      | 5.4080%  | N/A     | $881600.00         | $888621.42         | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 5.0644%  | N/A     | $3433034.00        | $3380281.59        | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP IN | 2041-11-15      | 4.6250%  | N/A     | $3398000.00        | $3145187.86        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $784000.00         | $843265.17         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $3000.00           | $3220.85           | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2041-03-22      | 3.4000%  | N/A     | $564000.00         | $448921.44         | Corporate Debt Securities                         |
| VERUS SECRITIZATION T | 2064-02-25      | 2.2440%  | N/A     | $101030.00         | $92774.74          | Private Label Collateralized Mortgage Obligations |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $45000.00          | $34791.41          | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $410000.00         | $446194.57         | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.3073%  | N/A     | $1041215.00        | $1053922.29        | Asset-Backed Securities                           |

### Security 298: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001I81
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 225 LIBERTY STR TR 20 | 2036-02-12      | 4.6485%  | N/A     | $900000.00         | $831492.68         | Private Label Collateralized Mortgage Obligations |
| 37 CAPITAL CLO LTD 23 | 2038-07-15      | 9.5445%  | N/A     | $2444020.00        | $2500725.44        | Asset-Backed Securities                           |
| 3R LUX SR SEC REGS NT | 2031-02-05      | 9.7500%  | N/A     | $559000.00         | $598560.90         | Corporate Debt Securities                         |
| APIDOS CLO LTD 2022-4 | 2037-10-20      | 6.8844%  | N/A     | $1000000.00        | $1011958.88        | Asset-Backed Securities                           |
| APOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  | N/A     | $7525000.00        | $7005127.01        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXE | 2039-10-15      | 7.0000%  | N/A     | $781000.00         | $896325.06         | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $2000.00           | $1832.93           | Corporate Debt Securities                         |
| ARES LOAN FDG LTD 202 | 2038-03-31      | 5.7045%  | N/A     | $360000.00         | $363267.50         | Asset-Backed Securities                           |
| ATLAS SENIOR LOAN 202 | 2037-10-19      | 7.7344%  | N/A     | $5963736.00        | $6068512.16        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2 | 2037-01-26      | 5.5354%  | N/A     | $1521798.00        | $1546414.26        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2 | 2034-04-19      | 5.1144%  | N/A     | $7583263.00        | $7658707.97        | Asset-Backed Securities                           |
| BANK AMERICA CORPFR 1 | 2031-07-23      | 1.8980%  | N/A     | $10000000.00       | $9080401.11        | Corporate Debt Securities                         |
| BANK AMERICA CORPPERP | 2099-01-01      | 4.3750%  | N/A     | $1000.00           | $997.93            | Corporate Debt Securities                         |
| BARCLAYS PLC GLBL NT  | 2033-11-02      | 7.4370%  | N/A     | $970000.00         | $1123921.38        | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TAL | 2037-03-16      | 4.9190%  | N/A     | $1780000.00        | $1607183.76        | Private Label Collateralized Mortgage Obligations |
| BCRED CLO 202 0.01 20 | 2037-04-20      | 5.2644%  | N/A     | $5400000.00        | $5432285.95        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2020 | 2053-10-20      | 2.0000%  | N/A     | $3541525.00        | $2185746.60        | Private Label Collateralized Mortgage Obligations |
| BGC GROUP INCCR SEN S | 2029-06-10      | 6.6000%  | N/A     | $2000.00           | $2096.54           | Corporate Debt Securities                         |
| BNP PARIBASSNR NPF RE | 2028-01-20      | 2.5910%  | N/A     | $328000.00         | $326758.70         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $6000.00           | $4593.78           | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $7836000.00        | $8025370.00        | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  | N/A     | $512000.00         | $477670.40         | Other Instrument                                  |
| BRIDGESTREET CLO II L | 2034-07-20      | 6.4961%  | N/A     | $273127.00         | $276219.37         | Asset-Backed Securities                           |
| BSREP COMM MTG TR 202 | 2038-08-16      | 5.2155%  | N/A     | $247000.00         | $194672.74         | Private Label Collateralized Mortgage Obligations |
| BUCKHORN PARK CLO LTD | 2034-07-18      | 4.9544%  | N/A     | $3547275.00        | $3581431.29        | Asset-Backed Securities                           |
| BX COML MTG TR 2025-C | 2042-08-15      | 7.0001%  | N/A     | $2633000.00        | $2648540.40        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2044-12-15      | 5.4501%  | N/A     | $493000.00         | $494500.83         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRBK A2 | 2041-10-15      | 6.6139%  | N/A     | $3683880.00        | $3712992.08        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 A2 | 2044-07-15      | 5.4501%  | N/A     | $3997720.00        | $4013600.05        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5A204 | 2042-10-20      | 5.3733%  | N/A     | $232871.00         | $232488.12         | Private Label Collateralized Mortgage Obligations |
| CALDERYS FING LLCSR S | 2028-06-01      | 11.2500% | N/A     | $1250000.00        | $1339968.75        | Corporate Debt Securities                         |
| CAPSTONE BORROWER INC | 2030-06-15      | 8.0000%  | N/A     | $650000.00         | $670621.61         | Corporate Debt Securities                         |
| CARLYLE FIN LLCGLBL R | 2029-09-19      | 3.5000%  | N/A     | $6225000.00        | $6127744.75        | Corporate Debt Securities                         |
| CERBERUS LN FDG LLC 2 | 2038-01-15      | 5.1629%  | N/A     | $11904384.00       | $11928285.60       | Asset-Backed Securities                           |
| CHURCHILL NCDLC CLO I | 2036-04-20      | 5.8844%  | N/A     | $868753.00         | $879385.56         | Asset-Backed Securities                           |
| COCA COLA CO SR GLBL  | 2028-03-05      | 1.5000%  | N/A     | $3368000.00        | $3235514.11        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $8000.00           | $8015.77           | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  | N/A     | $6640000.00        | $6672344.18        | Corporate Debt Securities                         |
| CPI CG INCORPORATEDSR | 2029-07-15      | 10.0000% | N/A     | $1256000.00        | $1386135.56        | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $3000.00           | $1393.71           | Corporate Debt Securities                         |
| CWALT INC 2006-OA18A- | 2046-12-25      | 4.3262%  | N/A     | $52148378.00       | $1204184.31        | Private Label Collateralized Mortgage Obligations |
| CWHEQ REV HEQ RES 200 | 2035-11-15      | 4.0546%  | N/A     | $65312220.00       | $301335.59         | Asset-Backed Securities                           |
| DISNEY WALT CO FR 4.1 | 2041-12-01      | 4.1250%  | N/A     | $13785000.00       | $12125113.69       | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCAR | 2030-10-15      | 7.2500%  | N/A     | $2000.00           | $2080.96           | Corporate Debt Securities                         |
| DRYDEN CLO LTD 2025-1 | 2038-04-15      | 5.4745%  | N/A     | $1267200.00        | $1279782.58        | Asset-Backed Securities                           |
| DYE & DURHAM CORPSR S | 2029-04-15      | 8.6250%  | N/A     | $618000.00         | $592444.67         | Corporate Debt Securities                         |
| ECOPETROL S ASR GLBL  | 2031-11-02      | 4.6250%  | N/A     | $4000.00           | $3609.45           | Corporate Debt Securities                         |
| EDISON INTLSR GLBL NT | 2028-11-15      | 5.2500%  | N/A     | $340000.00         | $347149.63         | Corporate Debt Securities                         |
| ELM ROAD GENERATING S | 2041-01-19      | 5.8480%  | N/A     | $2000.00           | $2160.07           | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC  | 2030-05-15      | 8.5000%  | N/A     | $600000.00         | $650724.67         | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC  | 2029-04-01      | 9.2500%  | N/A     | $750000.00         | $811121.25         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2039-10-15      | 6.1250%  | N/A     | $1308000.00        | $1430939.65        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  | N/A     | $16962000.00       | $11602969.18       | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD | 2033-10-17      | 5.9661%  | N/A     | $2390682.00        | $2414519.33        | Asset-Backed Securities                           |
| FOCUS FINL PARTNERS L | 2031-09-15      | 6.7500%  | N/A     | $1190000.00        | $1253944.65        | Corporate Debt Securities                         |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $2395000.00        | $2510220.79        | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $118.00            | $117.09            | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2 | 2034-10-16      | 6.5662%  | N/A     | $1638111.00        | $1659003.90        | Asset-Backed Securities                           |
| FS RIALTO ISSUER LTD  | 2036-11-18      | 5.0987%  | N/A     | $1038500.00        | $404988.56         | Private Label Collateralized Mortgage Obligations |
| GLOBAL ATLANTIC FINAN | 2056-03-01      | 7.2500%  | N/A     | $1000.00           | $1013.25           | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP /  | 2029-01-15      | 6.8750%  | N/A     | $675000.00         | $704829.19         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $1339000.00        | $1398486.71        | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $2208798.00        | $2236136.32        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.4649%  | N/A     | $1598400.00        | $1609018.19        | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.6150%  | N/A     | $5806339.00        | $5739418.11        | Asset-Backed Securities                           |
| GUARDIAN LIFE INS CO  | 2039-09-30      | 7.3750%  | N/A     | $6000.00           | $7183.37           | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA  | 2031-01-15      | 6.1500%  | N/A     | $2000000.00        | $2125431.67        | Corporate Debt Securities                         |
| HALLIBURTON CO SR GLB | 2041-11-15      | 4.5000%  | N/A     | $12718000.00       | $11188151.78       | Corporate Debt Securities                         |
| HCA INC. SR GLBL NT 2 | 2029-03-15      | 3.3750%  | N/A     | $4000.00           | $3941.27           | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC  | 2037-02-01      | 5.9500%  | N/A     | $797000.00         | $884575.69         | Corporate Debt Securities                         |
| HYATT HOTELS CORPCR S | 2030-04-23      | 5.7500%  | N/A     | $198000.00         | $209606.98         | Corporate Debt Securities                         |
| ICG US CLO LTD 2014-1 | 2034-10-20      | 12.4961% | N/A     | $2950000.00        | $2981149.35        | Asset-Backed Securities                           |
| INTERNATIONAL BUSINES | 2026-02-19      | 3.4500%  | N/A     | $25186000.00       | $25479165.04       | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $160000.00         | $150862.40         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $3522000.00        | $3406302.30        | Corporate Debt Securities                         |
| KKR CLO 22 A20310721  | 2031-07-21      | 5.2961%  | N/A     | $6400000.00        | $1979009.65        | Asset-Backed Securities                           |
| KKR CLO LTD 2024-47B2 | 2038-01-15      | 5.7045%  | N/A     | $380000.00         | $386270.52         | Asset-Backed Securities                           |
| KKR CLO LTD 2024-54C2 | 2038-01-15      | 5.7545%  | N/A     | $500010.00         | $503909.24         | Asset-Backed Securities                           |
| LEHMAN XS TRUST 2005- | 2035-12-25      | 4.5462%  | N/A     | $90433805.00       | $1665718.43        | Private Label Collateralized Mortgage Obligations |
| LIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  | N/A     | $2999000.00        | $3051319.22        | Corporate Debt Securities                         |
| MARINER FIN ISSUANCE  | 2038-11-22      | 5.8400%  | N/A     | $655000.00         | $659988.12         | Asset-Backed Securities                           |
| MERCK & CO INC SR GLB | 2044-05-17      | 4.9000%  | N/A     | $13890000.00       | $13220069.87       | Corporate Debt Securities                         |
| MF1 LLC 2025-B2A20400 | 2040-05-18      | 5.3625%  | N/A     | $13795811.00       | $13829363.78       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR  | 2040-07-12      | 4.2760%  | N/A     | $1760000.00        | $1643164.75        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 5.0 | 2030-07-19      | 5.0420%  | N/A     | $2000.00           | $2098.98           | Corporate Debt Securities                         |
| MPLX LPSR GLBL NT5.2% | 2047-03-01      | 5.2000%  | N/A     | $3248000.00        | $2975536.11        | Corporate Debt Securities                         |
| MS MTG LN TR 2007-8XS | 2037-04-25      | 6.0000%  | N/A     | $1448000.00        | $892198.17         | Asset-Backed Securities                           |
| NATIONAL MENTOR HOLDI | 2030-12-15      | 10.5000% | N/A     | $1000.00           | $1012.38           | Corporate Debt Securities                         |
| NAVESINK CLO LTD 2025 | 2037-07-15      | 7.9735%  | N/A     | $1000000.00        | $1032954.72        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.3598%  | N/A     | $1557328.00        | $1539912.50        | Asset-Backed Securities                           |
| NOBLE FIN II LLC SR G | 2030-04-15      | 8.0000%  | N/A     | $15632000.00       | $16501903.43       | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE | 2051-03-30      | 3.4500%  | N/A     | $738000.00         | $516843.54         | Corporate Debt Securities                         |
| OBX TR 2024-NQM6 A-32 | 2064-02-25      | 6.8520%  | N/A     | $260600.00         | $162938.64         | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2015-9R3  | 2037-01-15      | 5.0045%  | N/A     | $2750000.00        | $2772478.93        | Asset-Backed Securities                           |
| ONEOK INC NEWSR NT 5. | 2045-04-01      | 5.0500%  | N/A     | $14556000.00       | $12970487.70       | Corporate Debt Securities                         |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $3000.00           | $2837.39           | Corporate Debt Securities                         |
| PERSHING SQUARE HOLDI | 2032-07-15      | 3.0000%  | N/A     | $750000.00         | $651592.50         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $765000.00         | $826020.65         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $3071000.00        | $3140585.45        | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC | 2049-07-15      | 5.5360%  | N/A     | $1801000.00        | $1857762.32        | Corporate Debt Securities                         |
| PIKES PEAK CLO 4 B-RR | 2034-07-15      | 5.6545%  | N/A     | $950000.00         | $960359.21         | Asset-Backed Securities                           |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $798270.00         | $798455.88         | Asset-Backed Securities                           |
| PPM CLO LTD 2022-6RA- | 2037-01-20      | 5.8344%  | N/A     | $4525232.00        | $4578036.39        | Asset-Backed Securities                           |
| PROSPECT CAP CORPSR G | 2028-10-15      | 3.4370%  | N/A     | $1000.00           | $891.76            | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $37200000.00       | $38588986.00       | Other Instrument                                  |
| RIO OIL FIN TR SR SEC | 2028-04-06      | 8.2000%  | N/A     | $2000000.00        | $998631.56         | Corporate Debt Securities                         |
| RR LTD 24-R2 B-R2 203 | 2037-01-15      | 5.7545%  | N/A     | $10322251.00       | $10480081.54       | Asset-Backed Securities                           |
| SAMMONS FINANCIAL GRO | 2031-04-16      | 3.3500%  | N/A     | $348000.00         | $325543.27         | Corporate Debt Securities                         |
| SANDSTONE PEAK LTD 20 | 2037-04-27      | 5.4880%  | N/A     | $11839544.00       | $11979237.03       | Asset-Backed Securities                           |
| SCHWAB CHARLES CORPPE | 2079-12-31      | 4.0000%  | N/A     | $1000.00           | $936.68            | Corporate Debt Securities                         |
| SCULPTOR CLO LTD 2025 | 2038-04-27      | 5.1080%  | N/A     | $2256600.00        | $2273350.16        | Asset-Backed Securities                           |
| SIERRA PAC PWR COSR S | 2037-07-01      | 6.7500%  | N/A     | $1498000.00        | $1717022.58        | Corporate Debt Securities                         |
| SKY1 TR 2025-LINEA204 | 2042-04-15      | 6.3387%  | N/A     | $7684970.00        | $3211176.61        | Private Label Collateralized Mortgage Obligations |
| SKYMILES IP LTD & DEL | 2028-10-20      | 4.7500%  | N/A     | $9707.00           | $9858.49           | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIO | 2030-07-15      | 4.3750%  | N/A     | $12000.00          | $11836.00          | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2023 | 2038-01-25      | 5.5580%  | N/A     | $5000000.00        | $4939356.21        | Asset-Backed Securities                           |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $806000.00         | $829994.62         | Corporate Debt Securities                         |
| TPG TR 2024-WLSC A204 | 2041-11-15      | 5.8826%  | N/A     | $5000000.00        | $5012602.53        | Private Label Collateralized Mortgage Obligations |
| TRINITAS CLO LTD 2021 | 2038-04-20      | 5.0644%  | N/A     | $3020853.00        | $2974434.21        | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP IN | 2042-03-15      | 4.3750%  | N/A     | $10000000.00       | $8950819.44        | Corporate Debt Securities                         |
| UPBOUND GROUP INCSR G | 2029-02-15      | 6.3750%  | N/A     | $691000.00         | $699087.00         | Corporate Debt Securities                         |
| VALARIS LTD2LIEN 144A | 2030-04-30      | 8.3750%  | N/A     | $1070000.00        | $1128195.52        | Corporate Debt Securities                         |
| VENTURE 32 CLO 2018-3 | 2031-07-18      | 9.8961%  | N/A     | $4999930.00        | $2170730.11        | Asset-Backed Securities                           |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $2000.00           | $2147.23           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $163000.00         | $175321.71         | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $1488156.00        | $1344622.11        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2 A- | 2067-02-25      | 4.2600%  | N/A     | $152201.00         | $111309.09         | Private Label Collateralized Mortgage Obligations |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $1201000.00        | $928544.14         | Corporate Debt Securities                         |
| VICI PPTYS INC SR GLB | 2029-02-15      | 3.8750%  | N/A     | $2000.00           | $1992.00           | Corporate Debt Securities                         |
| WAYFAIR LLCSR SEC GLB | 2030-09-15      | 7.7500%  | N/A     | $16917000.00       | $18410423.36       | Corporate Debt Securities                         |
| WEA FIN LLCSR GLBL RE | 2029-06-15      | 3.5000%  | N/A     | $74000.00          | $71821.11          | Corporate Debt Securities                         |
| WELLFLEET CLO 2021-4R | 2038-10-25      | 5.1580%  | N/A     | $2112840.00        | $2134164.94        | Asset-Backed Securities                           |
| WELLS FARGO & CO FR 4 | 2053-04-25      | 4.6110%  | N/A     | $19999000.00       | $17472196.35       | Corporate Debt Securities                         |
| WESTPAC BKG CORP LW T | 2034-07-24      | 4.1100%  | N/A     | $8000.00           | $8027.36           | Corporate Debt Securities                         |
| WINDHILL CLO 1 LTD /  | 2035-10-22      | 6.3073%  | N/A     | $845441.00         | $855759.01         | Asset-Backed Securities                           |
| WOODMONT TR 2022-10R  | 2038-04-15      | 5.6545%  | N/A     | $1000000.00        | $992361.43         | Asset-Backed Securities                           |
| WSTN TR 2023-MAUIC203 | 2039-09-08      | 7.6899%  | N/A     | $3830650.00        | $3914526.87        | Private Label Collateralized Mortgage Obligations |
| ZIGGO BD CO BV SR GLB | 2030-02-28      | 5.1250%  | N/A     | $4361000.00        | $3990574.84        | Corporate Debt Securities                         |

### Security 299: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001I99
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $1404.00           | $322554.96         | Equities   |
| ALBEMARLE CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $33691.00          | $4784458.91        | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $22062.00          | $5130076.86        | Equities   |
| ATLASSIAN CORPORATION | 2099-01-01      | 0.0000%  | N/A     | $8.00              | $1303.44           | Equities   |
| BOSTON SCIENTIFIC COR | 2099-01-01      | 0.0000%  | N/A     | $24667.00          | $2368278.67        | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $13942.00          | $4877608.70        | Equities   |
| CAMDEN PPTY TR SH BEN | 2099-01-01      | 0.0000%  | N/A     | $48214.00          | $5338254.08        | Equities   |
| CHEVRON CORP NEW COM  | 2099-01-01      | 0.0000%  | N/A     | $26600.00          | $4051446.00        | Equities   |
| COCA COLA CO COM      | 2099-01-01      | 0.0000%  | N/A     | $437.00            | $30620.59          | Equities   |
| COSTCO WHSL CORP NEW  | 2099-01-01      | 0.0000%  | N/A     | $5986.00           | $5181780.90        | Equities   |
| COUPANG INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $38304.00          | $924275.52         | Equities   |
| DISNEY WALT CO COM    | 2099-01-01      | 0.0000%  | N/A     | $42108.00          | $4833577.32        | Equities   |
| FASTENAL COCOM        | 2099-01-01      | 0.0000%  | N/A     | $17175.00          | $701942.25         | Equities   |
| FIDELITY NATL INFORMA | 2099-01-01      | 0.0000%  | N/A     | $55145.00          | $3704089.65        | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $10890.00          | $3771751.50        | Equities   |
| HOST HOTELS & RESORTS | 2099-01-01      | 0.0000%  | N/A     | $264023.00         | $4828980.67        | Equities   |
| HUBSPOT INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $5260.00           | $2134665.80        | Equities   |
| HUNTINGTON BANCSHARES | 2099-01-01      | 0.0000%  | N/A     | $6105.00           | $106654.35         | Equities   |
| IQVIA HLDGS INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $489.00            | $111340.41         | Equities   |
| KEYCORPCOM            | 2099-01-01      | 0.0000%  | N/A     | $243386.00         | $5045391.78        | Equities   |
| KEYSIGHT TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $533.00            | $109803.33         | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $4637.00           | $2262856.00        | Equities   |
| META PLATFORMS INC CL | 2099-01-01      | 0.0000%  | N/A     | $7222.00           | $4809490.90        | Equities   |
| MICRON TECHNOLOGY INC | 2099-01-01      | 0.0000%  | N/A     | $16852.00          | $4931400.76        | Equities   |
| MOLINA HEALTHCARE INC | 2099-01-01      | 0.0000%  | N/A     | $4033.00           | $688271.78         | Equities   |
| MOTOROLA SOLUTIONS IN | 2099-01-01      | 0.0000%  | N/A     | $12062.00          | $4631084.28        | Equities   |
| MUELLER INDS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $6190.00           | $720577.90         | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $3618.00           | $3215750.76        | Equities   |
| PFIZER INC COM        | 2099-01-01      | 0.0000%  | N/A     | $108504.00         | $2711514.96        | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $30632.00          | $4960852.40        | Equities   |
| PROGRESSIVE CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $21708.00          | $4992188.76        | Equities   |
| PROLOGIS INC.COM      | 2099-01-01      | 0.0000%  | N/A     | $8433.00           | $1087941.33        | Equities   |
| PULTE GROUP INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $17266.00          | $2039632.58        | Equities   |
| ROPER TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $11002.00          | $4951780.16        | Equities   |
| SALESFORCE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $4057.00           | $1078837.44        | Equities   |
| SANDISK CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $21066.00          | $5060474.52        | Equities   |
| SEAGATE TECHNOLOGY HL | 2099-01-01      | 0.0000%  | N/A     | $8179.00           | $2290774.32        | Equities   |
| SPROUTS FMRS MKT INC  | 2099-01-01      | 0.0000%  | N/A     | $62176.00          | $4983406.40        | Equities   |
| WELLTOWER INCCOM      | 2099-01-01      | 0.0000%  | N/A     | $26771.00          | $5032948.00        | Equities   |
| WILLIAMS COS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $490.00            | $29478.40          | Equities   |

### Security 300: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IA6
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC COM        | 2099-01-01      | 0.0000%  | N/A     | $2765.00           | $635231.10         | Equities   |
| ALBEMARLE CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $36043.00          | $5118466.43        | Equities   |
| ALLISON TRANSMISSION  | 2099-01-01      | 0.0000%  | N/A     | $17735.00          | $1754168.85        | Equities   |
| AMAZON COM INC COM    | 2099-01-01      | 0.0000%  | N/A     | $51382.00          | $11947856.46       | Equities   |
| ATLASSIAN CORPORATION | 2099-01-01      | 0.0000%  | N/A     | $18364.00          | $2992046.52        | Equities   |
| BALL CORPCOM          | 2099-01-01      | 0.0000%  | N/A     | $611.00            | $32529.64          | Equities   |
| BRIXMOR PPTY GROUP IN | 2099-01-01      | 0.0000%  | N/A     | $11403.00          | $300811.14         | Equities   |
| BROADCOM INC COM      | 2099-01-01      | 0.0000%  | N/A     | $42346.00          | $14814748.10       | Equities   |
| CAESARS ENTERTAINMENT | 2099-01-01      | 0.0000%  | N/A     | $123955.00         | $2915421.60        | Equities   |
| CAMDEN PPTY TR SH BEN | 2099-01-01      | 0.0000%  | N/A     | $134526.00         | $14894718.72       | Equities   |
| CHEVRON CORP NEW COM  | 2099-01-01      | 0.0000%  | N/A     | $45446.00          | $6921880.26        | Equities   |
| COHERENT CORPCOM      | 2099-01-01      | 0.0000%  | N/A     | $39300.00          | $7341633.00        | Equities   |
| COPART INC COM        | 2099-01-01      | 0.0000%  | N/A     | $20669.00          | $816425.50         | Equities   |
| COSTCO WHSL CORP NEW  | 2099-01-01      | 0.0000%  | N/A     | $17179.00          | $14871001.35       | Equities   |
| COUPANG INCCL A       | 2099-01-01      | 0.0000%  | N/A     | $334769.00         | $8077975.97        | Equities   |
| CUBESMARTCOM          | 2099-01-01      | 0.0000%  | N/A     | $256034.00         | $9296594.54        | Equities   |
| DECKERS OUTDOOR CORP  | 2099-01-01      | 0.0000%  | N/A     | $11102.00          | $1166043.06        | Equities   |
| EDISON INTLCOM        | 2099-01-01      | 0.0000%  | N/A     | $3663.00           | $221062.05         | Equities   |
| ELLINGTON FINANCIAL I | 2099-01-01      | 0.0000%  | N/A     | $3.00              | $41.25             | Equities   |
| ENCOMPASS HEALTH CORP | 2099-01-01      | 0.0000%  | N/A     | $1522.00           | $163873.74         | Equities   |
| EQUINIX INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $15218.00          | $11713446.78       | Equities   |
| FASTENAL COCOM        | 2099-01-01      | 0.0000%  | N/A     | $205692.00         | $8406632.04        | Equities   |
| FIDELITY NATL INFORMA | 2099-01-01      | 0.0000%  | N/A     | $87835.00          | $5899876.95        | Equities   |
| GENUINE PARTS CO COM  | 2099-01-01      | 0.0000%  | N/A     | $520.00            | $64495.60          | Equities   |
| HOME DEPOT INC COM    | 2099-01-01      | 0.0000%  | N/A     | $1543.00           | $534418.05         | Equities   |
| HOST HOTELS & RESORTS | 2099-01-01      | 0.0000%  | N/A     | $816264.00         | $14929468.56       | Equities   |
| HUBSPOT INCCOM        | 2099-01-01      | 0.0000%  | N/A     | $8365.00           | $3394767.95        | Equities   |
| HUNTINGTON BANCSHARES | 2099-01-01      | 0.0000%  | N/A     | $585908.00         | $10235812.76       | Equities   |
| KEYCORPCOM            | 2099-01-01      | 0.0000%  | N/A     | $37070.00          | $768461.10         | Equities   |
| KEYSIGHT TECHNOLOGIES | 2099-01-01      | 0.0000%  | N/A     | $20881.00          | $4301694.81        | Equities   |
| LOCKHEED MARTIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $6645.00           | $3242760.00        | Equities   |
| METTLER TOLEDO INTERN | 2099-01-01      | 0.0000%  | N/A     | $4472.00           | $6324839.04        | Equities   |
| MICROSOFT CORP COM    | 2099-01-01      | 0.0000%  | N/A     | $22961.00          | $11193028.28       | Equities   |
| MUELLER INDS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $93663.00          | $10903309.83       | Equities   |
| NRG ENERGY INC COM NE | 2099-01-01      | 0.0000%  | N/A     | $6225.00           | $998676.75         | Equities   |
| NVIDIA CORPORATION CO | 2099-01-01      | 0.0000%  | N/A     | $52400.00          | $9827096.00        | Equities   |
| OREILLY AUTOMOTIVE IN | 2099-01-01      | 0.0000%  | N/A     | $68897.00          | $6302008.59        | Equities   |
| PARKER-HANNIFIN CORP  | 2099-01-01      | 0.0000%  | N/A     | $5036.00           | $4476097.52        | Equities   |
| PHILIP MORRIS INTL IN | 2099-01-01      | 0.0000%  | N/A     | $91361.00          | $14795913.95       | Equities   |
| PROGRESSIVE CORP COM  | 2099-01-01      | 0.0000%  | N/A     | $64752.00          | $14891017.44       | Equities   |
| PROLOGIS INC.COM      | 2099-01-01      | 0.0000%  | N/A     | $96516.00          | $12451529.16       | Equities   |
| PULTE GROUP INCCOM    | 2099-01-01      | 0.0000%  | N/A     | $39123.00          | $4621599.99        | Equities   |
| ROCKWELL AUTOMATION I | 2099-01-01      | 0.0000%  | N/A     | $20488.00          | $8065715.84        | Equities   |
| ROPER TECHNOLOGIES IN | 2099-01-01      | 0.0000%  | N/A     | $33295.00          | $14985413.60       | Equities   |
| RTX CORPORATIONCOM    | 2099-01-01      | 0.0000%  | N/A     | $2862.00           | $526636.62         | Equities   |
| SALESFORCE INC COM    | 2099-01-01      | 0.0000%  | N/A     | $8631.00           | $2295155.52        | Equities   |
| SANDISK CORP COM      | 2099-01-01      | 0.0000%  | N/A     | $1135.00           | $272649.70         | Equities   |
| SBA COMMUNICATIONS CO | 2099-01-01      | 0.0000%  | N/A     | $17922.00          | $3490488.72        | Equities   |
| SIMON PPTY GROUP INC  | 2099-01-01      | 0.0000%  | N/A     | $40253.00          | $7520467.99        | Equities   |
| SPROUTS FMRS MKT INC  | 2099-01-01      | 0.0000%  | N/A     | $66164.00          | $5303044.60        | Equities   |
| TERADATA CORP DELCOM  | 2099-01-01      | 0.0000%  | N/A     | $27606.00          | $852749.34         | Equities   |
| TEXAS INSTRS INC COM  | 2099-01-01      | 0.0000%  | N/A     | $84731.00          | $14863512.02       | Equities   |
| TJX COS INC NEWCOM    | 2099-01-01      | 0.0000%  | N/A     | $218.00            | $33866.30          | Equities   |
| TORO COCOM            | 2099-01-01      | 0.0000%  | N/A     | $6839.00           | $543768.89         | Equities   |
| UBER TECHNOLOGIES INC | 2099-01-01      | 0.0000%  | N/A     | $9224.00           | $757474.88         | Equities   |

### Security 301: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** NATIXIS SECURITIES AMERICAS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: 0VL001IB4
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGFC CAP TR IPFD TR 1 | 2067-01-15      | 5.9162%  | N/A     | $598000.00         | $381317.08         | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER | 2033-08-15      | 7.6250%  | N/A     | $732000.00         | $793600.44         | Corporate Debt Securities                         |
| APEX CREDIT CLO LTD 2 | 2031-04-25      | 5.2680%  | N/A     | $4217198.00        | $4256087.44        | Asset-Backed Securities                           |
| ARCHER DANIELS MIDLAN | 2042-03-26      | 4.5350%  | N/A     | $2000.00           | $1832.93           | Corporate Debt Securities                         |
| BAYVIEW COML TR 2007- | 2037-03-25      | 4.3988%  | N/A     | $100362.00         | $5550.91           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019 | 2062-03-17      | 3.8995%  | N/A     | $368070.00         | $285318.13         | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MT HOOD CLO | 2037-10-20      | 5.7816%  | N/A     | $1987100.00        | $2012306.49        | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC  | 2041-06-17      | 3.0600%  | N/A     | $1000.00           | $765.63            | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-10-20      | 6.0000%  | N/A     | $643000.00         | $658539.17         | Other Instrument                                  |
| CARRIAGE SVCS INCSR G | 2029-05-15      | 4.2500%  | N/A     | $25000.00          | $24207.51          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2027-01-28      | 1.1220%  | N/A     | $242000.00         | $242575.60         | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.  | 2028-01-28      | 6.7500%  | N/A     | $3062000.00        | $2922832.10        | Corporate Debt Securities                         |
| CVS HEALTH CORP1M GLB | 2032-01-10      | 7.5070%  | N/A     | $1000.00           | $464.57            | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2 | 2043-10-15      | 5.0145%  | N/A     | $126251.00         | $123404.40         | Private Label Collateralized Mortgage Obligations |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $630000.00         | $660308.60         | Corporate Debt Securities                         |
| FORESEA HLDG S A 1LIE | 2030-06-15      | 7.5000%  | N/A     | $956.00            | $948.61            | Corporate Debt Securities                         |
| FRANKLIN PK PL LTD 20 | 2038-07-15      | 8.9615%  | N/A     | $6500000.00        | $6810886.63        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  | N/A     | $802000.00         | $837629.83         | Corporate Debt Securities                         |
| GOLUB CAP PART LTD 20 | 2036-05-09      | 6.3650%  | N/A     | $334488.00         | $338627.96         | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.6150%  | N/A     | $3728672.00        | $3685697.24        | Asset-Backed Securities                           |
| HCA INC. SR DEB 7.5%9 | 2095-11-15      | 7.5000%  | N/A     | $1000.00           | $1084.35           | Corporate Debt Securities                         |
| ION PLATFORM FINANCE  | 2029-05-01      | 8.7500%  | N/A     | $71000.00          | $71360.68          | Corporate Debt Securities                         |
| KENNEDY WILSON INC SR | 2031-03-01      | 5.0000%  | N/A     | $3500000.00        | $3337448.33        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  | N/A     | $7000000.00        | $7825919.31        | Corporate Debt Securities                         |
| MOVIDA EUROPE S.ASR R | 2029-04-11      | 7.8500%  | N/A     | $490000.00         | $471490.93         | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN | 2038-04-23      | 5.3598%  | N/A     | $6923150.00        | $6845728.86        | Asset-Backed Securities                           |
| OPTEUM MTG ACCEP 2005 | 2035-11-25      | 4.6112%  | N/A     | $513049.00         | $436371.41         | Private Label Collateralized Mortgage Obligations |
| PENN ENTERTAINMENT IN | 2029-07-01      | 4.1250%  | N/A     | $2000.00           | $1891.59           | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS IN | 2030-11-15      | 7.1250%  | N/A     | $800000.00         | $848299.33         | Corporate Debt Securities                         |
| POINT SECURITIZATION  | 2055-09-25      | 5.7500%  | N/A     | $250000.00         | $250058.21         | Asset-Backed Securities                           |
| PRIME HEALTHCARE SVCS | 2029-09-01      | 9.3750%  | N/A     | $122000.00         | $132033.28         | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY GL | 2035-01-03      | 6.5000%  | N/A     | $200000.00         | $207467.67         | Other Instrument                                  |
| RUMO LUXEMBOURG S A R | 2032-01-18      | 4.2000%  | N/A     | $670000.00         | $625981.00         | Corporate Debt Securities                         |
| SK INVICTUS INTERMEDI | 2029-10-30      | 5.0000%  | N/A     | $4259000.00        | $4250623.97        | Corporate Debt Securities                         |
| STWD LTD 2022-FL3A-S2 | 2038-11-18      | 5.7839%  | N/A     | $2498000.00        | $2504396.38        | Private Label Collateralized Mortgage Obligations |
| TECPETROL S ASR GLBL  | 2030-11-03      | 7.6250%  | N/A     | $6000.00           | $6030.14           | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC SR | 2029-03-31      | 6.5000%  | N/A     | $452000.00         | $465456.04         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2032-02-01      | 9.8750%  | N/A     | $398000.00         | $427299.10         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG IN | 2029-02-01      | 9.5000%  | N/A     | $3000.00           | $3226.78           | Corporate Debt Securities                         |
| VERUS SEC 2021-R3 TR  | 2064-04-25      | 2.4110%  | N/A     | $136912.00         | $123706.72         | Private Label Collateralized Mortgage Obligations |
| VIATRIS INCSR GLBL NT | 2040-06-22      | 3.8500%  | N/A     | $897000.00         | $693508.82         | Corporate Debt Securities                         |
| VIRIDIEN SR SEC 144A  | 2030-10-15      | 10.0000% | N/A     | $200000.00         | $214470.67         | Corporate Debt Securities                         |

### Security 302: NIEUW AMSTERDAM RECEIVABLES CORPORATION

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409SCH9, C.4 - ISIN: US65409SCH94, C.3 - LEI: 54930052Z500U6IGFJ82
- **C.18 - Value (incl. sponsor support):** $60515708.80
- **C.18.a - Value (excl. sponsor support):** $60515708.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65557RJA9, C.4 - ISIN: US65557RJA95, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $48006307.20
- **C.18.a - Value (excl. sponsor support):** $48006307.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMT2, C.4 - ISIN: US65558WMT26, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100145090.00
- **C.18.a - Value (excl. sponsor support):** $100145090.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: NORDEA BANK ABP / NEW YORK

- **C.1 - Title:** NORDEA BANK ABP / NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WPJ1, C.4 - ISIN: US65558WPJ17, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $49995220.00
- **C.18.a - Value (excl. sponsor support):** $49995220.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: NORDEA BANK ABP / NEW YORK

- **C.1 - Title:** NORDEA BANK ABP / NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WHH4, C.4 - ISIN: US65558WHH43, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50024005.00
- **C.18.a - Value (excl. sponsor support):** $50024005.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 307: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BG86, C.4 - ISIN: US86724BG866, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $39216492.00
- **C.18.a - Value (excl. sponsor support):** $39216492.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 308: NORFINA LIMITED

- **C.1 - Title:** NORFINA LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86724BC49, C.4 - ISIN: US86724BC493, C.3 - LEI: JEBU6C6ITPD2YZ9N7F22
- **C.18 - Value (incl. sponsor support):** $19869450.00
- **C.18.a - Value (excl. sponsor support):** $19869450.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MCR6, C.4 - ISIN: US62939MCR60, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $155659220.00
- **C.18.a - Value (excl. sponsor support):** $155659220.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD20, C.4 - ISIN: US62939MD201, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $99069950.00
- **C.18.a - Value (excl. sponsor support):** $99069950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939MD12, C.4 - ISIN: US62939MD128, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $108987967.00
- **C.18.a - Value (excl. sponsor support):** $108987967.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: NRW.BANK

- **C.1 - Title:** NRW.BANK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ZS3KDS0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AAA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UFQ1, C.4 - ISIN: US67983UFQ13, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $34364816.50
- **C.18.a - Value (excl. sponsor support):** $34364816.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UFA6, C.4 - ISIN: US67983UFA60, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $83587912.00
- **C.18.a - Value (excl. sponsor support):** $83587912.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UEF6, C.4 - ISIN: US67983UEF66, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $24651250.00
- **C.18.a - Value (excl. sponsor support):** $24651250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984YLX0, C.4 - ISIN: US67984YLX03, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50000758.50
- **C.18.a - Value (excl. sponsor support):** $50000758.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: OVERSEA-CHINESE BANKING CORPORATION LIMITED

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSY5, C.4 - ISIN: US69034CSY56, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99997550.00
- **C.18.a - Value (excl. sponsor support):** $99997550.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJH9, C.4 - ISIN: US69033NJH98, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $116009500.40
- **C.18.a - Value (excl. sponsor support):** $116009500.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: OVERSEA-CHINESE BANKING CORPORATION NY AGENCY

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKB0, C.4 - ISIN: US69033NKB00, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125019262.50
- **C.18.a - Value (excl. sponsor support):** $125019262.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2L0, C.4 - ISIN: US69901Q2L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70007686.00
- **C.18.a - Value (excl. sponsor support):** $70007686.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 321: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2D8, C.4 - ISIN: US69901Q2D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000880.00
- **C.18.a - Value (excl. sponsor support):** $50000880.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: PERSHING LLC

- **C.1 - Title:** PERSHING LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0VR001AK6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLSTATE CORPSUB GLBL | 2053-08-15      | 7.0514%  | N/A     | $1125000.00        | $1136227.67        | Corporate Debt Securities                 |
| BANISTMO SASR GLBL RE | 2027-07-31      | 4.2500%  | N/A     | $472000.00         | $474647.13         | Corporate Debt Securities                 |
| BARCLAYS BANK PLCFR % | 2029-10-16      | 0.0000%  | N/A     | $85000.00          | $83066.93          | Corporate Debt Securities                 |
| BREAN ABS TRUST 2025- | 2065-01-25      | 5.0000%  | N/A     | $979000.00         | $688447.17         | Asset-Backed Securities                   |
| BREAN ASET BKD SEC TR | 2064-09-25      | 5.0000%  | N/A     | $1348000.00        | $889128.58         | Asset-Backed Securities                   |
| CLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  | N/A     | $1369000.00        | $1212242.66        | Corporate Debt Securities                 |
| COMMONWEALTH BK AUSTR | 2026-07-15      | 0.0000%  | N/A     | $50000000.00       | $48970050.00       | Money Market                              |
| CONSOLIDATED EDISON C | 2026-03-18      | 0.0000%  | N/A     | $38934015.00       | $38605684.45       | Money Market                              |
| COSAN LUXEMBOURG S A  | 2031-06-27      | 7.2500%  | N/A     | $1189000.00        | $1221048.50        | Corporate Debt Securities                 |
| COSAN S ASR GLBL REGS | 2029-09-20      | 5.5000%  | N/A     | $3311000.00        | $3283776.22        | Corporate Debt Securities                 |
| DENTSPLY SIRONA INCJR | 2055-09-12      | 8.3750%  | N/A     | $1216000.00        | $1171673.93        | Corporate Debt Securities                 |
| FEDERAL HOME LOAN MOR | 2053-09-25      | 5.0000%  | N/A     | $51774.00          | $55623.58          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MOR | 2060-05-25      | 2.0000%  | N/A     | $9610000.00        | $4231114.49        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2030-10-25      | 4.3886%  | N/A     | $33514.00          | $9887.62           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MOR | 2028-09-25      | 3.9200%  | N/A     | $60195.00          | $60570.18          | Agency Collateralized Mortgage Obligation |
| FORD MTR COSR GLBL DB | 2097-05-15      | 7.7000%  | N/A     | $990000.00         | $1037627.80        | Corporate Debt Securities                 |
| GOVERNMENT NATIONAL M | 2050-03-20      | 4.5000%  | N/A     | $6199375.00        | $5787699.13        | Agency Collateralized Mortgage Obligation |
| GS FIN CORPSR GLBL IN | 2030-02-05      | 0.0000%  | N/A     | $270000.00         | $277427.43         | Corporate Debt Securities                 |
| IRON MTN INC DEL SR G | 2031-02-15      | 4.5000%  | N/A     | $1597000.00        | $1549744.77        | Corporate Debt Securities                 |
| LIBERTY N Y DEV CORP  | 2035-10-01      | 5.2500%  | N/A     | $905000.00         | $1070918.18        | Other Instrument                          |
| LINCOLN NATL CORP IND | 2040-06-15      | 7.0000%  | N/A     | $195000.00         | $220763.62         | Corporate Debt Securities                 |
| MAGNERA CORP SR SEC G | 2031-11-15      | 7.2500%  | N/A     | $4767000.00        | $4771316.78        | Corporate Debt Securities                 |
| MORGAN STANLEY BK N A | 2027-11-26      | 3.7500%  | N/A     | $414000.00         | $415861.30         | Money Market                              |
| NASSAU COS NEW YORKSR | 2030-07-15      | 7.8750%  | N/A     | $105000.00         | $104176.54         | Corporate Debt Securities                 |
| ORBIA ADVANCE CORP S  | 2042-09-19      | 6.7500%  | N/A     | $1100000.00        | $972936.25         | Corporate Debt Securities                 |
| SALLIE MAE BK MURRAY  | 2030-12-24      | 3.9000%  | N/A     | $5972000.00        | $5980706.85        | Money Market                              |
| SOTHEBYS 1LIEN GLBL 2 | 2027-10-15      | 7.3750%  | N/A     | $200000.00         | $199995.17         | Corporate Debt Securities                 |
| STWD LTD 2024-SIF3 A- | 2036-04-17      | 5.8316%  | N/A     | $250000.00         | $250147.56         | Asset-Backed Securities                   |
| TIME WARNER CABLE INC | 2037-05-01      | 6.5500%  | N/A     | $18000.00          | $18615.72          | Corporate Debt Securities                 |
| UNITED STATES TREASUR | 2027-02-15      | 4.1250%  | N/A     | $1718600.00        | $1756654.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $2500.00           | $3002.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2032-03-31      | 4.1250%  | N/A     | $235500.00         | $241729.64         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-10-01      | 0.0000%  | N/A     | $1475100.00        | $1437542.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-08-15      | 4.3750%  | N/A     | $728000.00         | $743364.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2033-01-15      | 1.1250%  | N/A     | $82700.00          | $87386.67          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2030-10-31      | 4.8750%  | N/A     | $779500.00         | $826553.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-05-14      | 0.0000%  | N/A     | $2615900.00        | $2582377.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-01-06      | 0.0000%  | N/A     | $1420100.00        | $1419551.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-01-31      | 4.1250%  | N/A     | $572900.00         | $586336.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2035-05-15      | 4.2500%  | N/A     | $1135000.00        | $1154319.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2026-12-31      | 4.2500%  | N/A     | $2707000.00        | $2725808.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-02-15      | 3.1250%  | N/A     | $407400.00         | $336009.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-10-31      | 4.1250%  | N/A     | $5700.00           | $5844.59           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-04-30      | 1.2500%  | N/A     | $191800.00         | $182688.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-08-15      | 0.0000%  | N/A     | $9.00              | $4.48              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2043-11-15      | 4.7500%  | N/A     | $9165200.00        | $9266566.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2028-09-30      | 1.2500%  | N/A     | $2786400.00        | $2631485.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2040-11-15      | 1.3750%  | N/A     | $41900.00          | $27396.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2027-08-15      | 3.7500%  | N/A     | $843400.00         | $858974.65         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2044-02-15      | 4.5000%  | N/A     | $114000.00         | $112788.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2051-02-15      | 0.1250%  | N/A     | $37000.00          | $25123.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2034-07-15      | 1.8750%  | N/A     | $3400.00           | $3581.87           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASUR | 2029-01-31      | 4.0000%  | N/A     | $2393100.00        | $2465317.62        | U.S. Treasuries (including strips)        |
| WELLS FARGO & CO PERP | 2099-01-01      | 7.6250%  | N/A     | $815000.00         | $871910.54         | Corporate Debt Securities                 |
| WELLS FARGO & CO PERP | 2099-01-01      | 6.8500%  | N/A     | $233000.00         | $244103.49         | Corporate Debt Securities                 |
| WELLS FARGO BANK NATL | 2026-08-28      | 3.8000%  | N/A     | $13000.00          | $13058.83          | Money Market                              |
| WESTPAC BKG CORP DISC | 2026-11-12      | 0.0000%  | N/A     | $600789.00         | $581657.48         | Money Market                              |
| WHIRLPOOL CORP SR GLB | 2033-06-15      | 6.5000%  | N/A     | $2839000.00        | $2760413.33        | Corporate Debt Securities                 |

### Security 323: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 0RCM01GG6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| FAIRWAY FIN CO DISC C | 2026-01-02      | 3.7000%  | N/A     | $87344704.00       | $86907980.48       | Money Market |
| JABIL INC DISC COML P | 2026-01-02      | 0.0000%  | N/A     | $10000000.00       | $9996340.00        | Money Market |
| OLD LINE FDG LLC COML | 2026-03-06      | 0.0000%  | N/A     | $9664000.00        | $9615680.00        | Money Market |
| QUANTA SVCS INC DISC  | 2026-01-02      | 3.9500%  | N/A     | $79000000.00       | $78605000.00       | Money Market |
| SPIRE INC DISC COML P | 2026-01-02      | 0.0000%  | N/A     | $25000000.00       | $24875000.00       | Money Market |

### Security 324: RIDGEFIELD FUNDING COMPANY LLC - SERIES A

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC - SERIES A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KF97, C.4 - ISIN: US76582KF970, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49168890.00
- **C.18.a - Value (excl. sponsor support):** $49168890.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WG79, C.4 - ISIN: US78013WG795, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $168690341.60
- **C.18.a - Value (excl. sponsor support):** $168690341.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 326: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $139522348.00
- **C.18.a - Value (excl. sponsor support):** $139522348.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **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):** $180217247.10
- **C.18.a - Value (excl. sponsor support):** $180217247.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPF8, C.4 - ISIN: US78014XPF86, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $120003204.00
- **C.18.a - Value (excl. sponsor support):** $120003204.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $135024651.00
- **C.18.a - Value (excl. sponsor support):** $135024651.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRY5, C.4 - ISIN: US78014XRY57, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $110024926.00
- **C.18.a - Value (excl. sponsor support):** $110024926.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3KLPY
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: ZS3KLRJ
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB66, C.4 - ISIN: US80285QB665, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $164366037.00
- **C.18.a - Value (excl. sponsor support):** $164366037.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 334: SHEFFIELD RECEIVABLES CO LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124QEA5, C.4 - ISIN: US82124QEA58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $61011980.40
- **C.18.a - Value (excl. sponsor support):** $61011980.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: SHEFFIELD RECEIVABLES CO LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES CO LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MCA6, C.4 - ISIN: US82124MCA62, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124098450.00
- **C.18.a - Value (excl. sponsor support):** $124098450.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: SHINHAN BANK -NEW YORK BR

- **C.1 - Title:** SHINHAN BANK -NEW YORK BR
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 82460ATS7, C.4 - ISIN: US82460ATS77, C.3 - LEI: 5493003P813VL21KG928
- **C.18 - Value (incl. sponsor support):** $75004200.00
- **C.18.a - Value (excl. sponsor support):** $75004200.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WPS7, C.4 - ISIN: US83050WPS79, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $100033990.00
- **C.18.a - Value (excl. sponsor support):** $100033990.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSQ8, C.4 - ISIN: US83050WSQ86, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $50006520.00
- **C.18.a - Value (excl. sponsor support):** $50006520.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD21, C.4 - ISIN: US83050UD213, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $63390611.20
- **C.18.a - Value (excl. sponsor support):** $63390611.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFV5, C.4 - ISIN: US83050UFV52, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $46121306.80
- **C.18.a - Value (excl. sponsor support):** $46121306.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UJR0, C.4 - ISIN: US83050UJR05, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $43777435.50
- **C.18.a - Value (excl. sponsor support):** $43777435.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UEL8, C.4 - ISIN: US83050UEL89, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $48283918.90
- **C.18.a - Value (excl. sponsor support):** $48283918.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFR4, C.4 - ISIN: US83050UFR41, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $44176482.00
- **C.18.a - Value (excl. sponsor support):** $44176482.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UG85, C.4 - ISIN: US83050UG851, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $71570492.10
- **C.18.a - Value (excl. sponsor support):** $71570492.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UE53, C.4 - ISIN: US83050UE534, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $65143016.40
- **C.18.a - Value (excl. sponsor support):** $65143016.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSS4, C.4 - ISIN: US83050WSS43, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $46003712.20
- **C.18.a - Value (excl. sponsor support):** $46003712.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $39623300.00
- **C.18.a - Value (excl. sponsor support):** $39623300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSR6, C.4 - ISIN: US83050WSR69, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $49995350.00
- **C.18.a - Value (excl. sponsor support):** $49995350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3146953057, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: OEB4396
- **C.18 - Value (incl. sponsor support):** $35104800.50
- **C.18.a - Value (excl. sponsor support):** $35104800.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)-LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3182406390, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: P2228B4
- **C.18 - Value (incl. sponsor support):** $25015597.50
- **C.18.a - Value (excl. sponsor support):** $25015597.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: SKANDINAVISKA ENSKILDA BANKEN AB/LONDON

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/LONDON
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3007617395, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: XE80637
- **C.18 - Value (incl. sponsor support):** $40035220.00
- **C.18.a - Value (excl. sponsor support):** $40035220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 352: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3KLLF
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 353: SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: ZS3KMT1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 354: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CB29, C.4 - ISIN: US83369CB292, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $179378154.00
- **C.18.a - Value (excl. sponsor support):** $179378154.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02W65, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BALL CORPSR GLBL NT 3 | 2030-08-15      | 2.8750%  | N/A     | $4000.00           | $3743.04           | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2033-01-25      | 3.0570%  | N/A     | $1000.00           | $931.28            | Corporate Debt Securities |
| CROCS INCSR GLBL 144A | 2031-08-15      | 4.1250%  | N/A     | $1325000.00        | $1244802.17        | Corporate Debt Securities |
| DANA INC SR GLBL NT 3 | 2030-09-01      | 4.2500%  | N/A     | $26000.00          | $25542.57          | Corporate Debt Securities |
| EBAY INC.SR GLBL NT 2 | 2029-03-06      | 4.2500%  | N/A     | $25000.00          | $25263.08          | Corporate Debt Securities |
| FIRST QUANTUM MINERAL | 2034-02-15      | 7.2500%  | N/A     | $1722000.00        | $1856868.00        | Corporate Debt Securities |
| KOHLS CORP SR GLBL NT | 2037-12-15      | 6.8750%  | N/A     | $4000.00           | $3206.74           | Corporate Debt Securities |
| LUMEN TECHNOLOGIES IN | 2032-10-15      | 10.0000% | N/A     | $1230.00           | $1260.58           | Corporate Debt Securities |
| MATTHEWS INTL CORP SR | 2027-10-01      | 8.6250%  | N/A     | $2167000.00        | $2280989.62        | Corporate Debt Securities |
| PEOPLE REP OF CHINASR | 2030-11-13      | 3.7500%  | N/A     | $13813000.00       | $14050249.79       | Other Instrument          |
| REPUBLIC OF TURKEY GL | 2032-07-17      | 7.1250%  | N/A     | $28955000.00       | $31540983.11       | Other Instrument          |
| REPUBLIC OF TURKEY SR | 2026-10-09      | 4.8750%  | N/A     | $13154000.00       | $13376943.86       | Other Instrument          |
| TXNM ENERGY INCJR SB  | 2056-07-31      | 7.0000%  | N/A     | $1000.00           | $1005.96           | Corporate Debt Securities |

### Security 356: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02W32, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALIBABA GROUP HLDG LT | 2030-05-26      | 4.8750%  | N/A     | $932000.00         | $967783.36         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COSR | 2029-07-20      | 4.3510%  | N/A     | $2043000.00        | $2098108.56        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GRO | 2027-06-15      | 5.0000%  | N/A     | $3622000.00        | $3658988.67        | Corporate Debt Securities                         |
| APA CORPORATIONGLBL N | 2035-02-15      | 6.1000%  | N/A     | $2173000.00        | $2289917.06        | Corporate Debt Securities                         |
| APA CORPORATIONSR GLB | 2043-04-15      | 4.7500%  | N/A     | $2827000.00        | $2242539.74        | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS  | 2066-12-15      | 6.3648%  | N/A     | $96000.00          | $83311.57          | Corporate Debt Securities                         |
| AUTOZONE INC SR GLBL  | 2027-06-01      | 3.7500%  | N/A     | $18000.00          | $17994.15          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC  | 2030-12-01      | 4.3500%  | N/A     | $152000.00         | $153125.56         | Corporate Debt Securities                         |
| AVNET INCSR GLBL NT 2 | 2028-03-15      | 6.2500%  | N/A     | $1698000.00        | $1791496.60        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 2 | 2029-06-14      | 2.0870%  | N/A     | $3172000.00        | $3030831.81        | Corporate Debt Securities                         |
| BANK AMERICA CORPFR 4 | 2029-01-24      | 4.9790%  | N/A     | $2025000.00        | $2108215.29        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON  | 2079-12-31      | 3.7000%  | N/A     | $2000.00           | $1995.18           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C  | 2026-06-24      | 1.3500%  | N/A     | $680000.00         | $672013.40         | Corporate Debt Securities                         |
| BANK OZK LITTLE ROCK  | 2031-10-01      | 2.7500%  | N/A     | $2057000.00        | $1947721.88        | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 4 | 2027-02-10      | 4.7000%  | N/A     | $9145000.00        | $9579463.71        | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 5 | 2044-10-04      | 5.0000%  | N/A     | $3000.00           | $2852.26           | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 5 | 2028-01-26      | 3.9570%  | N/A     | $1000.00           | $993.53            | Corporate Debt Securities                         |
| BEIGNET INV LLCSR SEC | 2049-05-30      | 6.5810%  | N/A     | $6080000.00        | $6449299.20        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PART | 2028-12-01      | 4.5000%  | N/A     | $1000.00           | $1010.33           | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC COR | 2030-06-01      | 2.6500%  | N/A     | $258000.00         | $243716.69         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC  | 2050-11-10      | 2.7720%  | N/A     | $764000.00         | $476978.19         | Corporate Debt Securities                         |
| BROADCOM INC SR GLBL  | 2028-09-15      | 4.1100%  | N/A     | $5174000.00        | $5253119.08        | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE D2 | 2041-04-15      | 7.6381%  | N/A     | $10340.00          | $9916.62           | Private Label Collateralized Mortgage Obligations |
| CARLYLE SECURED LENDI | 2031-02-15      | 5.7500%  | N/A     | $613000.00         | $611581.93         | Corporate Debt Securities                         |
| CHILE REPGLBL NT 2.55 | 2032-01-27      | 2.5500%  | N/A     | $4255000.00        | $3854338.56        | Other Instrument                                  |
| CITIGROUP INCJR SB GL | 2028-07-25      | 4.1250%  | N/A     | $16000.00          | $16294.80          | Corporate Debt Securities                         |
| CITIGROUP INCSR GLBL  | 2029-04-23      | 4.0750%  | N/A     | $1000.00           | $1007.51           | Corporate Debt Securities                         |
| CONOCOPHILLIPS SR GLB | 2047-10-01      | 4.8750%  | N/A     | $1000.00           | $908.19            | Corporate Debt Securities                         |
| CVS HEALTH CORPSR GLB | 2035-09-15      | 5.4500%  | N/A     | $255000.00         | $267061.22         | Corporate Debt Securities                         |
| CVS HEALTH CORPSR SEC | 2028-01-10      | 5.8800%  | N/A     | $2000.00           | $319.61            | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW | 2041-07-15      | 5.6000%  | N/A     | $2000.00           | $1996.68           | Corporate Debt Securities                         |
| DOMINION ENERGY INCSR | 2032-08-15      | 4.3500%  | N/A     | $2097000.00        | $2096671.47        | Corporate Debt Securities                         |
| DOW CHEMICAL COSR GLB | 2029-11-01      | 7.3750%  | N/A     | $129000.00         | $143920.36         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW  | 2054-09-01      | 6.4500%  | N/A     | $1704000.00        | $1823535.60        | Corporate Debt Securities                         |
| EBAY INC.SR GLBL NT 2 | 2029-03-06      | 4.2500%  | N/A     | $463000.00         | $467872.17         | Corporate Debt Securities                         |
| ENERGY TRANSFER L PSR | 2026-07-15      | 3.9000%  | N/A     | $1474000.00        | $1499077.65        | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI L | 2051-06-01      | 3.5000%  | N/A     | $23000.00          | $16201.12          | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KO | 2032-09-15      | 4.5000%  | N/A     | $3000000.00        | $3095505.00        | Other Instrument                                  |
| EXPORT IMPORT BANK KO | 2028-09-18      | 5.1250%  | N/A     | $14872000.00       | $15612340.55       | Other Instrument                                  |
| EXPORT-IMPORT BK INDI | 2028-02-01      | 3.8750%  | N/A     | $144000.00         | $145395.10         | Other Instrument                                  |
| GC TREAS CTR CO LTDFR | 2031-03-18      | 2.9800%  | N/A     | $4790000.00        | $4399487.27        | Corporate Debt Securities                         |
| GLOBAL PMTS INCSR GLB | 2028-11-15      | 4.5000%  | N/A     | $2482000.00        | $2503183.87        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2035-04-25      | 5.8510%  | N/A     | $48000.00          | $51714.57          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $3362000.00        | $3340326.31        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $17000.00          | $17269.56          | Corporate Debt Securities                         |
| HANWHA FUTUREPROOF CO | 2028-04-30      | 4.7500%  | N/A     | $8699000.00        | $8933757.01        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2029-06-25      | 4.7500%  | N/A     | $2240000.00        | $2301536.53        | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2035-09-15      | 4.6500%  | N/A     | $4997000.00        | $5037184.21        | Corporate Debt Securities                         |
| HSBC HLDGS PLC ALT TI | 2099-01-01      | 6.8750%  | N/A     | $10050000.00       | $10604217.02       | Corporate Debt Securities                         |
| INDONESIA REPGLBL BD  | 2070-04-15      | 4.4500%  | N/A     | $5100000.00        | $4188787.25        | Other Instrument                                  |
| INDONESIA REPGLBL BD  | 2053-01-11      | 5.6500%  | N/A     | $1050000.00        | $1093809.79        | Other Instrument                                  |
| INDONESIA REPGLBL BD  | 2031-03-12      | 1.8500%  | N/A     | $2150000.00        | $1904620.50        | Other Instrument                                  |
| INTEL CORP SR GLBL NT | 2030-02-10      | 5.1250%  | N/A     | $3375000.00        | $3532554.84        | Corporate Debt Securities                         |
| ISRAEL ST$SR GLBL BD  | 2048-01-17      | 4.1250%  | N/A     | $7680000.00        | $6159491.20        | Other Instrument                                  |
| JAPAN BK FOR INTL COO | 2034-04-17      | 4.6250%  | N/A     | $2786000.00        | $2884954.46        | Other Instrument                                  |
| KOREA REPGLBL NT 1.75 | 2031-10-15      | 1.7500%  | N/A     | $4645000.00        | $4174813.75        | Other Instrument                                  |
| LLOYDS BANKING GROUP  | 2099-01-01      | 6.6570%  | N/A     | $448.00            | $478.67            | Corporate Debt Securities                         |
| LOWES COS INCSR GLBL  | 2033-07-01      | 5.1500%  | N/A     | $2220000.00        | $2356174.80        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW | 2026-06-15      | 3.1250%  | N/A     | $71000.00          | $70840.17          | Corporate Debt Securities                         |
| MASCO CORP SR NT 6.5% | 2032-08-15      | 6.5000%  | N/A     | $509000.00         | $569833.42         | Corporate Debt Securities                         |
| MASS INST TECH MTN BE | 2116-07-01      | 3.8850%  | N/A     | $10000.00          | $7133.65           | Corporate Debt Securities                         |
| MCDONALDS CORP FR 5.1 | 2052-09-09      | 5.1500%  | N/A     | $1000.00           | $949.25            | Corporate Debt Securities                         |
| MERCK & CO INC CR SEN | 2033-12-01      | 6.5000%  | N/A     | $19000.00          | $21637.14          | Corporate Debt Securities                         |
| MERCK & CO INC SR GLB | 2065-12-04      | 5.7000%  | N/A     | $1000.00           | $1000.68           | Corporate Debt Securities                         |
| MORGAN STAN CAP I 201 | 2049-12-17      | 4.0300%  | N/A     | $44400.00          | $41311.91          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FR 1.7 | 2032-02-13      | 1.7940%  | N/A     | $9000.00           | $7985.76           | Corporate Debt Securities                         |
| MORGAN STANLEY FR 2.2 | 2032-07-21      | 2.2390%  | N/A     | $1000.00           | $900.36            | Corporate Debt Securities                         |
| MORGAN STANLEY FR 3.9 | 2027-04-23      | 3.9500%  | N/A     | $4000.00           | $4027.32           | Corporate Debt Securities                         |
| NORDEA BK ABP MED TER | 2099-01-01      | 6.7500%  | N/A     | $142000.00         | $147291.63         | Corporate Debt Securities                         |
| ORACLE CORPSR GLBL NT | 2035-08-03      | 5.5000%  | N/A     | $2359000.00        | $2372095.07        | Corporate Debt Securities                         |
| PEOPLE REP OF CHINASR | 2030-11-13      | 3.7500%  | N/A     | $1000.00           | $1017.18           | Other Instrument                                  |
| PEPSICO INCSR GLBL NT | 2030-02-07      | 4.6000%  | N/A     | $319000.00         | $332567.07         | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2030-12-01      | 4.5000%  | N/A     | $1110000.00        | $1114639.80        | Other Instrument                                  |
| PFIZER INC SR GLBL NT | 2040-05-28      | 2.5500%  | N/A     | $242000.00         | $179132.64         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP I | 2079-12-31      | 3.4000%  | N/A     | $1000.00           | $982.07            | Corporate Debt Securities                         |
| POLAND REP GLBL NT 4. | 2030-02-12      | 4.8750%  | N/A     | $1389000.00        | $1458029.83        | Other Instrument                                  |
| PRESIDENT&FELLOW HARV | 2046-07-15      | 3.1500%  | N/A     | $1000.00           | $743.40            | Corporate Debt Securities                         |
| PROCTER & GAMBLE COSR | 2030-10-29      | 1.2000%  | N/A     | $38000.00          | $33594.15          | Corporate Debt Securities                         |
| PT FREEPORT INDONESIA | 2032-04-14      | 5.3150%  | N/A     | $222000.00         | $228930.96         | Corporate Debt Securities                         |
| REPUBLIC OF THE PHILI | 2040-01-20      | 3.9500%  | N/A     | $208000.00         | $187556.84         | Other Instrument                                  |
| REPUBLIC OF THE PHILI | 2041-03-01      | 3.7000%  | N/A     | $2495000.00        | $2119878.14        | Other Instrument                                  |
| ROPER TECHNOLOGIES IN | 2030-06-30      | 2.0000%  | N/A     | $3928000.00        | $3561203.36        | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES IN | 2029-10-15      | 4.5000%  | N/A     | $1373000.00        | $1400995.47        | Corporate Debt Securities                         |
| ROYAL BK CDA FR 5%091 | 2036-09-17      | 5.0000%  | N/A     | $15000.00          | $14863.88          | Corporate Debt Securities                         |
| RTX CORPORATIONGLBL N | 2040-10-15      | 4.8750%  | N/A     | $87000.00          | $85276.68          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS US | 2027-07-13      | 4.4000%  | N/A     | $2000.00           | $2047.09           | Corporate Debt Securities                         |
| SEMPRA 3.4%28         | 2028-02-01      | 3.4000%  | N/A     | $2512000.00        | $2511137.55        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS COSR | 2027-06-01      | 3.4500%  | N/A     | $37000.00          | $36841.82          | Corporate Debt Securities                         |
| SINOPEC GRP OVSEAS DE | 2045-04-28      | 4.1000%  | N/A     | $21080000.00       | $18984882.22       | Corporate Debt Securities                         |
| SMUCKER J M CO 3.375% | 2027-12-15      | 3.3750%  | N/A     | $66000.00          | $65491.14          | Corporate Debt Securities                         |
| SMUCKER J M CO GLBL N | 2053-11-15      | 6.5000%  | N/A     | $1806000.00        | $1974112.51        | Corporate Debt Securities                         |
| SOUTHERN PWR COSR -20 | 2043-07-15      | 5.2500%  | N/A     | $1000.00           | $982.24            | Corporate Debt Securities                         |
| STARBUCKS CORP SR GLB | 2030-11-15      | 2.5500%  | N/A     | $15000.00          | $13938.57          | Corporate Debt Securities                         |
| TEMASEK FINL LTD VR 0 | 2027-08-20      | 4.2110%  | N/A     | $3330000.00        | $3347715.22        | Other Instrument                                  |
| TORONTO DOMINION BK O | 2032-03-10      | 3.2000%  | N/A     | $12000.00          | $11323.29          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES | 2067-05-15      | 6.3234%  | N/A     | $329000.00         | $294002.91         | Corporate Debt Securities                         |
| TSMC GLOBAL LTDSR GLB | 2028-04-23      | 1.7500%  | N/A     | $200000.00         | $191465.39         | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $11902000.00       | $11848606.31       | Corporate Debt Securities                         |
| UNION PAC CORP SR GLB | 2032-02-14      | 2.8000%  | N/A     | $1853000.00        | $1723337.35        | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2031-03-22      | 4.7500%  | N/A     | $24000.00          | $23966.65          | Other Instrument                                  |
| UNITED MEXICAN STATES | 2048-02-10      | 4.6000%  | N/A     | $700000.00         | $551501.22         | Other Instrument                                  |
| UNITED MEXICAN STATES | 2033-03-22      | 5.3750%  | N/A     | $5171000.00        | $5197537.28        | Other Instrument                                  |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $11.65             | $7.12              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $1307200.00        | $1570046.07        | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2049-02-15      | 0.0000%  | N/A     | $28000.00          | $8890.64           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $100.00            | $59.02             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2027-05-15      | 0.0000%  | N/A     | $72.31             | $68.91             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2032-11-30      | 3.7500%  | N/A     | $200.00            | $198.95            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $11196240.01       | $6384084.86        | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2032-08-15      | 0.0000%  | N/A     | $0.39              | $0.30              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2054-11-15      | 0.0000%  | N/A     | $182500.00         | $44589.31          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2041-11-15      | 0.0000%  | N/A     | $100.00            | $47.43             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2039-02-15      | 0.0000%  | N/A     | $200.00            | $112.82            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2042-11-15      | 0.0000%  | N/A     | $400.00            | $178.59            | U.S. Treasuries (including strips)                |
| US BANCORP FR 2.491%1 | 2036-11-03      | 2.4910%  | N/A     | $1000.00           | $878.63            | Corporate Debt Securities                         |
| US BANCORP FR 3.1%042 | 2026-04-27      | 3.1000%  | N/A     | $1000.00           | $1002.54           | Corporate Debt Securities                         |
| VALERO ENERGY CORP 4% | 2029-04-01      | 4.0000%  | N/A     | $132000.00         | $132410.52         | Corporate Debt Securities                         |
| VERIZON COMMUNICATION | 2055-11-30      | 5.8750%  | N/A     | $3175000.00        | $3172867.02        | Corporate Debt Securities                         |
| WALMART INC3.95%38    | 2038-06-28      | 3.9500%  | N/A     | $1940000.00        | $1807535.18        | Corporate Debt Securities                         |
| WELLS FARGO & CO FR 6 | 2034-10-23      | 6.4910%  | N/A     | $5000.00           | $5611.50           | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2 | 2052-01-18      | 3.0000%  | N/A     | $22300.00          | $18493.21          | Private Label Collateralized Mortgage Obligations |

### Security 357: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02UJ9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DISH DBS CORPORATION  | 2028-12-01      | 5.7500%  | N/A     | $49278000.00       | $48571435.61       | Corporate Debt Securities |
| GOL FINSR SEC GLBL 30 | 2030-06-05      | 14.3750% | N/A     | $36903000.00       | $37779446.25       | Corporate Debt Securities |
| JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  | N/A     | $25796000.00       | $26058277.25       | Corporate Debt Securities |
| LCPR SR SECD FING DES | 2027-10-15      | 6.7500%  | N/A     | $54167000.00       | $37053613.44       | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF | 2030-03-15      | 9.8750%  | N/A     | $36697000.00       | $38818688.02       | Corporate Debt Securities |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $49383000.00       | $36214367.42       | Corporate Debt Securities |
| PETROLEOS MEXICANOSGL | 2032-02-16      | 6.7000%  | N/A     | $47158000.00       | $48226547.88       | Corporate Debt Securities |

### Security 358: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02W73, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AES GENER S ASR REGS  | 2029-03-15      | 6.3000%  | N/A     | $7516000.00        | $7912581.74        | Corporate Debt Securities |
| AIA GROUP LTD HONG KO | 2040-09-16      | 3.2000%  | N/A     | $9959000.00        | $7978896.29        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  | N/A     | $7464000.00        | $7978228.13        | Corporate Debt Securities |
| BP CAP MKTS P L CPERP | 2099-01-01      | 6.4500%  | N/A     | $7800000.00        | $8461290.50        | Corporate Debt Securities |
| CARNIVAL CORP1LIEN GL | 2028-08-01      | 4.0000%  | N/A     | $7883000.00        | $7895025.95        | Corporate Debt Securities |
| CITIBANK N A SR NT 4. | 2027-11-19      | 4.8760%  | N/A     | $6625000.00        | $6712639.92        | Corporate Debt Securities |
| CITIGROUP INCJR SB GL | 2035-02-13      | 5.8270%  | N/A     | $7370000.00        | $7844825.76        | Corporate Debt Securities |
| CITIGROUP INCSR GLBL  | 2032-11-03      | 2.5200%  | N/A     | $8556000.00        | $7718282.04        | Corporate Debt Securities |
| CNPC OVERSEAS CAPITAL | 2041-04-28      | 5.9500%  | N/A     | $7500000.00        | $8325204.17        | Corporate Debt Securities |
| CROWN CASTLE INC SR G | 2026-06-15      | 3.7000%  | N/A     | $7580000.00        | $7577987.09        | Corporate Debt Securities |
| DOMINION ENERGY INCSR | 2027-03-15      | 3.6000%  | N/A     | $7499000.00        | $7542794.16        | Corporate Debt Securities |
| EATON CORP OHIOGLBL N | 2033-03-15      | 4.1500%  | N/A     | $6856000.00        | $6848111.79        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER | 2041-02-01      | 5.9500%  | N/A     | $7291000.00        | $7894706.95        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2028-04-04      | 5.0500%  | N/A     | $7396000.00        | $7626712.06        | Corporate Debt Securities |
| GENERAL MTRS FINL CO  | 2026-03-01      | 5.2500%  | N/A     | $7180000.00        | $7311106.80        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  | N/A     | $6965000.00        | $6920098.97        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2031-10-21      | 4.3690%  | N/A     | $9939000.00        | $10020055.31       | Corporate Debt Securities |
| HEWLETT PACKARD ENTER | 2027-09-15      | 4.0500%  | N/A     | $7993000.00        | $8091993.31        | Corporate Debt Securities |
| HSBC HLDGS PLC SR GLB | 2031-05-13      | 5.4199%  | N/A     | $6842000.00        | $7030369.11        | Corporate Debt Securities |
| INTESA SANPAOLO S P A | 2054-06-20      | 7.7780%  | N/A     | $6682000.00        | $7991675.71        | Corporate Debt Securities |
| KEB HANA BANKFR 5.75% | 2028-10-24      | 5.7500%  | N/A     | $10000000.00       | $10599016.67       | Corporate Debt Securities |
| KOREA ELEC PWR CORPSR | 2027-01-31      | 4.8750%  | N/A     | $13300000.00       | $13698501.25       | Corporate Debt Securities |
| LEGGETT & PLATT INC3. | 2027-11-15      | 3.5000%  | N/A     | $8198000.00        | $8109233.88        | Corporate Debt Securities |
| LEIGHTON FINANCE (USA | 2034-03-25      | 7.0000%  | N/A     | $6387000.00        | $7078917.90        | Corporate Debt Securities |
| LG CHEM LTDGLBL REGS  | 2031-07-07      | 2.3750%  | N/A     | $8640000.00        | $7806613.20        | Corporate Debt Securities |
| LIBERTY UTILS FIN GP1 | 2030-09-15      | 2.0500%  | N/A     | $7325000.00        | $6700588.51        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROU | 2029-07-06      | 5.7780%  | N/A     | $10195000.00       | $10893938.62       | Corporate Debt Securities |
| MIZUHO FINANCIAL GROU | 2030-05-26      | 5.3760%  | N/A     | $7800000.00        | $8120247.20        | Corporate Debt Securities |
| RADIAN GROUP INC SR G | 2029-05-15      | 6.2000%  | N/A     | $13398000.00       | $14169218.65       | Corporate Debt Securities |
| RTX CORPORATIONSR NT  | 2034-03-15      | 6.1000%  | N/A     | $7173000.00        | $8005075.97        | Corporate Debt Securities |
| STANDARD CHARTERED PL | 2030-02-08      | 7.0180%  | N/A     | $6623000.00        | $7316971.92        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN G | 2026-10-19      | 3.0100%  | N/A     | $12457000.00       | $12444248.88       | Corporate Debt Securities |
| TENCENT HLDGS LTDFR 3 | 2050-06-03      | 3.2400%  | N/A     | $14100000.00       | $10177521.00       | Corporate Debt Securities |
| TSMC GLOBAL LTDSR GLB | 2028-04-23      | 1.7500%  | N/A     | $6235000.00        | $5968933.50        | Corporate Debt Securities |
| UBS GROUP AG ALT TIER | 2099-01-01      | 6.8500%  | N/A     | $7102000.00        | $7410443.81        | Corporate Debt Securities |
| UBS GROUP AG SR 87 RE | 2034-09-22      | 6.3010%  | N/A     | $6000000.00        | $6667936.33        | Corporate Debt Securities |
| UBS GROUP AG SR REGS  | 2029-09-22      | 6.2460%  | N/A     | $6247000.00        | $6688993.99        | Corporate Debt Securities |
| WILLIAMS COS INC SR G | 2030-11-15      | 3.5000%  | N/A     | $7972000.00        | $7697302.60        | Corporate Debt Securities |

### Security 359: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02V41, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITE | 2029-06-15      | 6.1250%  | N/A     | $5000.00           | $5149.36           | Corporate Debt Securities                         |
| ALBERTSONS COS INC /  | 2028-02-15      | 5.8750%  | N/A     | $6000.00           | $6151.05           | Corporate Debt Securities                         |
| ALBERTSONS INC SR DEB | 2031-05-01      | 8.0000%  | N/A     | $253000.00         | $277488.71         | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC1L | 2029-02-15      | 7.5000%  | N/A     | $114000.00         | $102992.54         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GRO | 2055-12-01      | 7.0000%  | N/A     | $3000.00           | $3021.34           | Corporate Debt Securities                         |
| AMERIQUEST MTG SECS 2 | 2036-01-25      | 5.0012%  | N/A     | $3497055.00        | $2327704.28        | Asset-Backed Securities                           |
| ATI INCSR GLBL NT 31  | 2031-10-01      | 5.1250%  | N/A     | $433000.00         | $438682.04         | Corporate Debt Securities                         |
| BAIN CAPCREDIT LTD 20 | 2031-07-21      | 5.4344%  | N/A     | $250000.00         | $252957.22         | Asset-Backed Securities                           |
| BANCO SANTANDER S.A.  | 2099-01-01      | 9.6250%  | N/A     | $200000.00         | $242141.42         | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 4 | 2027-02-24      | 4.7000%  | N/A     | $19345000.00       | $20233333.15       | Corporate Debt Securities                         |
| BARCLAYS BANK PLCFR 4 | 2027-06-15      | 4.4000%  | N/A     | $49701000.00       | $51175131.66       | Corporate Debt Securities                         |
| BPCE FR 5.389%052831  | 2031-05-28      | 5.3890%  | N/A     | $364000.00         | $376226.84         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP | 2033-02-04      | 5.5000%  | N/A     | $52000.00          | $51655.64          | Other Instrument                                  |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $467000.00         | $475141.37         | Other Instrument                                  |
| BSTN COML MTG TR 2025 | 2041-04-15      | 6.1615%  | N/A     | $364000.00         | $372068.62         | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-C | 2039-06-15      | 9.0088%  | N/A     | $34625220.00       | $34691905.40       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR  | 2042-08-15      | 7.2501%  | N/A     | $2500000.00        | $2398657.08        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7 D2 | 2044-07-15      | 7.0001%  | N/A     | $10000.00          | $10062.25          | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA RES CORPSR | 2034-01-15      | 7.0000%  | N/A     | $107000.00         | $107110.09         | Corporate Debt Securities                         |
| CARNIVAL CORPSR 144A  | 2030-03-15      | 5.7500%  | N/A     | $50000.00          | $52316.04          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS | 2027-08-12      | 3.6000%  | N/A     | $1000.00           | $1012.67           | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET  | 2028-02-01      | 5.1250%  | N/A     | $2000.00           | $2045.07           | Corporate Debt Securities                         |
| CHART INDS INC SR SEC | 2031-01-01      | 9.5000%  | N/A     | $4000.00           | $4435.84           | Corporate Debt Securities                         |
| CHORD ENERGY CORPORAT | 2030-10-01      | 6.0000%  | N/A     | $184000.00         | $188723.28         | Corporate Debt Securities                         |
| CITGO PETE CORPSR SEC | 2029-01-15      | 8.3750%  | N/A     | $1000.00           | $1078.73           | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2 | 2037-05-25      | 4.2962%  | N/A     | $192798.00         | $101107.83         | Asset-Backed Securities                           |
| CIVITAS RESOURCES INC | 2026-10-15      | 5.0000%  | N/A     | $3817000.00        | $3851908.59        | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRAN | 2029-01-15      | 6.1250%  | N/A     | $75000.00          | $39762.98          | Corporate Debt Securities                         |
| CWABS INC 2006-13MV-2 | 2037-01-25      | 4.0646%  | N/A     | $3652899.00        | $1850983.23        | Asset-Backed Securities                           |
| CWABS INC 2006-9 MV-1 | 2034-11-25      | 4.2362%  | N/A     | $640399.00         | $434566.71         | Asset-Backed Securities                           |
| DANA INC SR GLBL NT 3 | 2030-09-01      | 4.2500%  | N/A     | $1526000.00        | $1499152.57        | Corporate Debt Securities                         |
| DISH DBS CORPORATION  | 2028-12-01      | 5.7500%  | N/A     | $3000.00           | $2956.99           | Corporate Debt Securities                         |
| DISH NETWORK CORPORAT | 2027-11-15      | 11.7500% | N/A     | $403000.00         | $425420.46         | Corporate Debt Securities                         |
| EBAY INC.SR GLBL NT 2 | 2029-03-06      | 4.2500%  | N/A     | $2000.00           | $2021.05           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORPPE | 2099-01-01      | 7.0625%  | N/A     | $5000.00           | $4994.80           | Corporate Debt Securities                         |
| FIRST QUANTUM MINERAL | 2034-02-15      | 7.2500%  | N/A     | $13000.00          | $14018.17          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO1S | 2038-02-01      | 5.9500%  | N/A     | $27000.00          | $30061.04          | Corporate Debt Securities                         |
| GOL FINSR SEC GLBL 30 | 2030-06-05      | 14.3750% | N/A     | $1000.00           | $1023.75           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2099-12-31      | 5.3000%  | N/A     | $1000.00           | $1008.08           | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B  | 2040-01-15      | 6.6250%  | N/A     | $2000.00           | $1806.65           | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERA | 2029-09-01      | 6.7500%  | N/A     | $2000.00           | $2108.66           | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDING | 2028-08-01      | 5.3750%  | N/A     | $5000.00           | $5129.68           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS  | 2029-05-01      | 9.1250%  | N/A     | $1724481.00        | $1724637.64        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL G | 2035-11-25      | 5.5000%  | N/A     | $39000.00          | $38674.35          | Corporate Debt Securities                         |
| JONES DESLAURIERS INS | 2030-03-15      | 8.5000%  | N/A     | $59000.00          | $63248.33          | Corporate Debt Securities                         |
| KENNEDY WILSON INC SR | 2030-02-01      | 4.7500%  | N/A     | $10000.00          | $9634.53           | Corporate Debt Securities                         |
| LCPR SR SECD FING DES | 2027-10-15      | 6.7500%  | N/A     | $3152000.00        | $2156165.00        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES IN | 2032-10-15      | 10.0000% | N/A     | $8576.00           | $8789.21           | Corporate Debt Securities                         |
| M & T BK CORPPERP JR  | 2079-12-31      | 3.5000%  | N/A     | $37000.00          | $36147.77          | Corporate Debt Securities                         |
| MATADOR RES CO SR GLB | 2033-04-15      | 6.2500%  | N/A     | $17000.00          | $17235.87          | Corporate Debt Securities                         |
| MS HEQ LN TR 2007-2A- | 2037-04-25      | 4.0762%  | N/A     | $15774306.00       | $3706983.32        | Asset-Backed Securities                           |
| NATIONAL RURAL UTILS  | 2027-05-06      | 5.1000%  | N/A     | $3000.00           | $3068.92           | Corporate Debt Securities                         |
| NAVIENT CORPORATIONSR | 2028-03-15      | 4.8750%  | N/A     | $281000.00         | $281939.71         | Corporate Debt Securities                         |
| NCL CORP LTD SR REGS  | 2032-02-01      | 6.7500%  | N/A     | $183000.00         | $192325.22         | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC2L | 2030-07-01      | 9.2500%  | N/A     | $3318000.00        | $3738340.83        | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2029-09-13      | 5.5500%  | N/A     | $19000.00          | $19249.09          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO L | 2028-09-15      | 2.4500%  | N/A     | $104000.00         | $96609.12          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP SR G | 2028-09-15      | 3.8750%  | N/A     | $10000.00          | $9854.90           | Corporate Debt Securities                         |
| ORLANDO HEALTH OBLIGA | 2048-10-01      | 4.0890%  | N/A     | $1000.00           | $827.60            | Corporate Debt Securities                         |
| PACIFICORP JR SB GLBL | 2055-09-15      | 7.3750%  | N/A     | $50000.00          | $52039.76          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL SR G | 2031-01-15      | 4.9500%  | N/A     | $222000.00         | $218944.17         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF | 2030-03-15      | 9.8750%  | N/A     | $5000.00           | $5289.08           | Corporate Debt Securities                         |
| PERU LNG S.R.L.SR GLB | 2030-03-22      | 5.3750%  | N/A     | $4273000.00        | $3133547.82        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2047-09-21      | 6.7500%  | N/A     | $580000.00         | $484748.05         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOSFR | 2029-06-02      | 8.7500%  | N/A     | $13400989.00       | $14469926.33       | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC | 2029-09-01      | 5.6250%  | N/A     | $14000.00          | $10692.50          | Corporate Debt Securities                         |
| PROCTER & GAMBLE COSR | 2032-11-03      | 4.1000%  | N/A     | $3822000.00        | $3835207.13        | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIA | 2029-09-15      | 9.7500%  | N/A     | $639000.00         | $692936.92         | Corporate Debt Securities                         |
| QVC INC1LIEN GLBL NT  | 2027-02-15      | 4.7500%  | N/A     | $16000.00          | $6994.63           | Corporate Debt Securities                         |
| RAMP SERIES TRUST 200 | 2036-02-25      | 4.4162%  | N/A     | $100000.00         | $50900.26          | Asset-Backed Securities                           |
| REPUBLIC OF TURKEY SR | 2033-01-19      | 9.3750%  | N/A     | $200000.00         | $244685.42         | Other Instrument                                  |
| SEALED AIR CORP NEWSR | 2027-12-01      | 4.0000%  | N/A     | $316000.00         | $315151.01         | Corporate Debt Securities                         |
| SEALED AIR CORP NEWSR | 2029-04-15      | 5.0000%  | N/A     | $40000.00          | $40683.82          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INCSR | 2031-09-01      | 3.8750%  | N/A     | $37000.00          | $34546.78          | Corporate Debt Securities                         |
| SPA HLDGS 3 OY SR SEC | 2028-02-04      | 4.8750%  | N/A     | $200000.00         | $199626.42         | Corporate Debt Securities                         |
| STAPLES INC2LIEN GLBL | 2030-01-15      | 12.7500% | N/A     | $136701.00         | $121907.45         | Corporate Debt Securities                         |
| STEELE CREEK CLO 2019 | 2032-07-15      | 5.4245%  | N/A     | $796985.00         | $788032.86         | Asset-Backed Securities                           |
| SUNOCO LP/SUNOCO FIN  | 2034-03-15      | 5.8750%  | N/A     | $1074000.00        | $1091945.50        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN  | 2028-09-15      | 7.0000%  | N/A     | $84000.00          | $88401.69          | Corporate Debt Securities                         |
| TRANSCANADA TRUSTJR S | 2076-08-15      | 5.8750%  | N/A     | $24000.00          | $24586.11          | Corporate Debt Securities                         |
| TXNM ENERGY INCJR SB  | 2056-07-31      | 7.0000%  | N/A     | $62000.00          | $62369.73          | Corporate Debt Securities                         |
| UNITED STATES TREASUR | 2028-10-15      | 2.3750%  | N/A     | $100.00            | $110.10            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2037-02-15      | 0.0000%  | N/A     | $81.91             | $50.04             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2044-11-15      | 0.0000%  | N/A     | $1600.00           | $636.02            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $911.19            | $882.91            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2039-11-15      | 0.0000%  | N/A     | $800.00            | $428.05            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2030-07-15      | 0.1250%  | N/A     | $177800.00         | $213551.25         | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2053-11-15      | 4.7500%  | N/A     | $2000.00           | $1988.95           | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $700.00            | $253.95            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $55.95             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2055-05-15      | 0.0000%  | N/A     | $14.40             | $3.42              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2026-11-15      | 0.0000%  | N/A     | $400.00            | $388.58            | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2055-02-15      | 0.0000%  | N/A     | $14.89             | $3.56              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2055-08-15      | 0.0000%  | N/A     | $100.00            | $23.70             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2043-02-15      | 0.0000%  | N/A     | $59800.00          | $26296.21          | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2054-08-15      | 0.0000%  | N/A     | $200.00            | $49.32             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2042-05-15      | 0.0000%  | N/A     | $100.00            | $45.99             | U.S. Treasuries (including strips)                |
| UNIVISION COMMUNICATI | 2028-08-15      | 8.0000%  | N/A     | $9000.00           | $9583.67           | Corporate Debt Securities                         |
| US FOODS INC SR GLBL  | 2029-02-15      | 4.7500%  | N/A     | $475000.00         | $480939.61         | Corporate Debt Securities                         |
| VIATRIS INCSR GLBL NT | 2050-06-22      | 4.0000%  | N/A     | $22000.00          | $14763.32          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC PE | 2099-01-01      | 7.7580%  | N/A     | $14000.00          | $15087.15          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES L | 2029-02-15      | 6.5000%  | N/A     | $2000.00           | $1970.69           | Corporate Debt Securities                         |

### Security 360: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02VX7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS BANK PLCFR 4 | 2027-02-24      | 4.7000%  | N/A     | $80130000.00       | $83809614.12       | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR | 2056-05-17      | 6.5330%  | N/A     | $10030.00          | $10624.89          | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW SR G | 2028-10-15      | 4.1500%  | N/A     | $79000.00          | $80130.58          | Corporate Debt Securities                         |
| CVS HEALTH CORP4.78%3 | 2038-03-25      | 4.7800%  | N/A     | $28000000.00       | $26920786.67       | Corporate Debt Securities                         |
| EBAY INC.SR GLBL NT 2 | 2029-03-06      | 4.2500%  | N/A     | $174000.00         | $175831.01         | Corporate Debt Securities                         |
| FISERV INC SR GLBL NT | 2026-07-01      | 3.2000%  | N/A     | $68000.00          | $68781.32          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  | N/A     | $27400000.00       | $27834465.06       | Corporate Debt Securities                         |
| HOME DEPOT INC SR GLB | 2035-09-15      | 4.6500%  | N/A     | $1000.00           | $1008.04           | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC  | 2026-02-08      | 1.2500%  | N/A     | $15935000.00       | $15963373.15       | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP  | 2099-01-01      | 6.6570%  | N/A     | $551.00            | $588.72            | Corporate Debt Securities                         |
| MORGAN STAN CAP I 201 | 2049-12-17      | 4.0300%  | N/A     | $11860.00          | $11035.12          | Private Label Collateralized Mortgage Obligations |
| NTT FINANCE CORP GLBL | 2028-04-03      | 1.5910%  | N/A     | $45488000.00       | $43265679.97       | Corporate Debt Securities                         |
| PERUSAHAAN PENERBIT S | 2030-12-01      | 4.5000%  | N/A     | $5089000.00        | $5110272.02        | Other Instrument                                  |
| PERUSAHAAN PENERBIT S | 2030-12-01      | 4.5000%  | N/A     | $2415000.00        | $2425094.70        | Other Instrument                                  |
| POLAND REP GLBL NT 4. | 2030-02-12      | 4.8750%  | N/A     | $6000.00           | $6298.19           | Other Instrument                                  |
| SYSCO CORP SR GLBL NT | 2046-04-01      | 4.5000%  | N/A     | $26000.00          | $22720.62          | Corporate Debt Securities                         |
| UBS GROUP AG ALT TIER | 2099-01-01      | 3.8750%  | N/A     | $200000.00         | $199102.78         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES | 2032-04-27      | 4.7500%  | N/A     | $1379000.00        | $1356636.07        | Other Instrument                                  |
| UNITED STATES TREASUR | 2040-02-15      | 0.0000%  | N/A     | $5316100.00        | $2801435.85        | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2038-05-15      | 0.0000%  | N/A     | $128.64            | $73.35             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2045-08-15      | 0.0000%  | N/A     | $1.04              | $0.39              | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2045-11-15      | 0.0000%  | N/A     | $98.54             | $36.15             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASUR | 2046-08-15      | 0.0000%  | N/A     | $500.00            | $181.39            | U.S. Treasuries (including strips)                |
| WELLS FARGO COM MTG 2 | 2052-01-18      | 3.0000%  | N/A     | $11900.00          | $9868.57           | Private Label Collateralized Mortgage Obligations |

### Security 361: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02W57, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BBCMS MTG TR 2019-C5  | 2052-11-18      | 3.3660%  | N/A     | $4000000.00        | $3799992.00        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2020-C6  | 2053-02-18      | 3.0450%  | N/A     | $1400000.00        | $1162692.30        | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13D203 | 2039-09-20      | 7.4193%  | N/A     | $1000000.00        | $984400.34         | Private Label Collateralized Mortgage Obligations |
| BDS LLC 2024-FL13E203 | 2039-09-20      | 8.1683%  | N/A     | $1228236.00        | $1229108.02        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR | 2056-05-17      | 6.5330%  | N/A     | $6989970.00        | $7404553.51        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STR PT CLO LT | 2038-01-25      | 5.2080%  | N/A     | $24554860.00       | $24825781.06       | Asset-Backed Securities                           |
| BLACK DIAMOND CLO 202 | 2035-10-25      | 6.3580%  | N/A     | $25269356.00       | $25566515.69       | Asset-Backed Securities                           |
| BX COML MTG TR 2024-M | 2039-02-15      | 5.4414%  | N/A     | $7000000.00        | $6218904.73        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE D2 | 2041-04-15      | 7.6381%  | N/A     | $23895170.00       | $22916752.87       | Private Label Collateralized Mortgage Obligations |
| CIFC FDG 2025-1 LTDA2 | 2038-04-23      | 5.0098%  | N/A     | $15000000.00       | $15128371.76       | Asset-Backed Securities                           |
| CITIGROUP COML MTG TR | 2049-12-10      | 4.1482%  | N/A     | $5000000.00        | $4750484.28        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2 | 2053-02-18      | 3.5540%  | N/A     | $1200000.00        | $1019428.40        | Private Label Collateralized Mortgage Obligations |
| CSMC COML MTG TR 2016 | 2049-12-17      | 4.3967%  | N/A     | $3753000.00        | $3579505.96        | Private Label Collateralized Mortgage Obligations |
| DWIGHT 2025-FL1A20420 | 2042-06-20      | 5.3965%  | N/A     | $16163000.00       | $16223355.50       | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2020 | 2037-10-22      | 5.2573%  | N/A     | $20000000.00       | $20234892.50       | Asset-Backed Securities                           |
| GOLUB CAPITAL PARTNER | 2039-05-09      | 5.2249%  | N/A     | $29238000.00       | $29175489.51       | Asset-Backed Securities                           |
| JACKCON PK TR 2019-LI | 2039-10-14      | 3.2424%  | N/A     | $29589000.00       | $26238371.23       | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR  | 2037-01-16      | 3.0648%  | N/A     | $5610000.00        | $4530377.94        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR | 2051-06-16      | 4.7554%  | N/A     | $1142000.00        | $1044067.58        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017 | 2050-07-12      | 4.7060%  | N/A     | $1000000.00        | $940845.67         | Private Label Collateralized Mortgage Obligations |
| MADISON PK FD 0.01 22 | 2030-10-22      | 5.3574%  | N/A     | $5124022.00        | $5187801.06        | Asset-Backed Securities                           |
| MORGAN STAN CAP I 201 | 2049-12-17      | 4.0300%  | N/A     | $9193740.00        | $8554300.07        | Private Label Collateralized Mortgage Obligations |
| OAKTREE CLO LTD 2024- | 2038-01-15      | 5.2445%  | N/A     | $20000000.00       | $20254409.76       | Asset-Backed Securities                           |
| OBX TRUST 2021-INV2B- | 2051-10-25      | 3.0578%  | N/A     | $2500000.00        | $1905837.75        | Private Label Collateralized Mortgage Obligations |
| RCKT MRTG TR 2022-2B- | 2052-02-25      | 2.7995%  | N/A     | $8350000.00        | $6360363.56        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR | 2059-09-25      | 4.0780%  | N/A     | $5098000.00        | $4893046.80        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-12-17      | 3.8100%  | N/A     | $5150000.00        | $4620162.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2 | 2052-01-18      | 3.0000%  | N/A     | $10748800.00       | $8913893.85        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2 | 2060-01-16      | 3.2500%  | N/A     | $2480000.00        | $2263325.71        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERICA | 2037-06-11      | 6.3228%  | N/A     | $24978000.00       | $24113161.93       | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022 | 2035-11-15      | 7.8331%  | N/A     | $19749999.00       | $17380193.79       | Private Label Collateralized Mortgage Obligations |

### Security 362: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 0SOC02VW9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **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:** 3.8100%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS BANK PLCFR 4 | 2027-06-15      | 4.4000%  | N/A     | $59734000.00       | $61505710.44       | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  | N/A     | $200000.00         | $203486.67         | Other Instrument          |
| CITIGROUP MTG LN TR 2 | 2037-05-25      | 4.2962%  | N/A     | $64669.00          | $33913.95          | Asset-Backed Securities   |
| CWABS INC 2005-4 MF-2 | 2035-08-25      | 5.1360%  | N/A     | $185000.00         | $171408.98         | Asset-Backed Securities   |
| CWABS INC 2006-9 MV-1 | 2034-11-25      | 4.2362%  | N/A     | $20832.00          | $14136.33          | Asset-Backed Securities   |
| HOLOGIC INCSR GLBL 14 | 2028-02-01      | 4.6250%  | N/A     | $2000.00           | $2038.36           | Corporate Debt Securities |
| REPUBLIC OF TURKEY SR | 2033-01-19      | 9.3750%  | N/A     | $200000.00         | $244685.42         | Other Instrument          |
| REPUBLIC OF TURKEY SR | 2026-10-09      | 4.8750%  | N/A     | $200000.00         | $203389.75         | Other Instrument          |
| REPUBLIC OF TURKEY SR | 2041-01-14      | 6.0000%  | N/A     | $18238000.00       | $16958725.89       | Other Instrument          |

### Security 363: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTD2, C.4 - ISIN: US85325VTD28, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $115026461.50
- **C.18.a - Value (excl. sponsor support):** $115026461.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: STANDARD CHARTERED BANK - NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK - NEW YORK
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTQ3, C.4 - ISIN: US85325VTQ31, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $75000770.25
- **C.18.a - Value (excl. sponsor support):** $75000770.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 365: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PPD2, C.4 - ISIN: US85520PPD23, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $83020268.60
- **C.18.a - Value (excl. sponsor support):** $83020268.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: STARBIRD FUNDING CORPORATION

- **C.1 - Title:** STARBIRD FUNDING CORPORATION
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.4 - ISIN: US85520PNX05, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100008060.00
- **C.18.a - Value (excl. sponsor support):** $100008060.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 367: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCS9, C.4 - ISIN: US86564KCS96, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $100011050.00
- **C.18.a - Value (excl. sponsor support):** $100011050.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86562LC91, C.4 - ISIN: US86562LC918, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $173729570.00
- **C.18.a - Value (excl. sponsor support):** $173729570.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCL4, C.4 - ISIN: US86564KCL44, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $120023904.00
- **C.18.a - Value (excl. sponsor support):** $120023904.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCE0, C.4 - ISIN: US86564KCE01, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $175040810.00
- **C.18.a - Value (excl. sponsor support):** $175040810.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: SUMITOMO MITSUI BANKING CORPORATION

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564KCF7, C.4 - ISIN: US86564KCF75, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $67015611.00
- **C.18.a - Value (excl. sponsor support):** $67015611.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTS9, C.4 - ISIN: US86565GTS92, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $100022930.00
- **C.18.a - Value (excl. sponsor support):** $100022930.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRA0, C.4 - ISIN: US86565GRA03, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $89002225.00
- **C.18.a - Value (excl. sponsor support):** $89002225.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 374: SUMITOMO MITSUI BANKING CORPORATION-NY

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORPORATION-NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRG7, C.4 - ISIN: US86565GRG72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $121007610.90
- **C.18.a - Value (excl. sponsor support):** $121007610.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEA7, C.4 - ISIN: US86564TEA79, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $124004278.00
- **C.18.a - Value (excl. sponsor support):** $124004278.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XC51, C.4 - ISIN: US86564XC513, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $193709802.00
- **C.18.a - Value (excl. sponsor support):** $193709802.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 377: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XCW2, C.4 - ISIN: US86564XCW20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99058050.00
- **C.18.a - Value (excl. sponsor support):** $99058050.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XC69, C.4 - ISIN: US86564XC695, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $77475356.40
- **C.18.a - Value (excl. sponsor support):** $77475356.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XBK9, C.4 - ISIN: US86564XBK90, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $122364889.50
- **C.18.a - Value (excl. sponsor support):** $122364889.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XB37, C.4 - ISIN: US86564XB374, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $92379063.02
- **C.18.a - Value (excl. sponsor support):** $92379063.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TFZ1, C.4 - ISIN: US86564TFZ12, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $185033836.50
- **C.18.a - Value (excl. sponsor support):** $185033836.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEQ2, C.4 - ISIN: US86564TEQ22, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $228152463.60
- **C.18.a - Value (excl. sponsor support):** $228152463.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBN2, C.4 - ISIN: US86564TBN28, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $120004716.00
- **C.18.a - Value (excl. sponsor support):** $120004716.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED- NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TGM9, C.4 - ISIN: US86564TGM99, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $50011525.00
- **C.18.a - Value (excl. sponsor support):** $50011525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: SUMITOMO MITSUI TRUST BANK LIMITED

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LIMITED
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3181510671, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: P2049F7
- **C.18 - Value (incl. sponsor support):** $101260163.40
- **C.18.a - Value (excl. sponsor support):** $101260163.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: A-; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: SUTTER HEALTH

- **C.1 - Title:** SUTTER HEALTH
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 86944FBK9, C.4 - ISIN: US86944FBK93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44760208.50
- **C.18.a - Value (excl. sponsor support):** $44760208.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNH9, C.4 - ISIN: US86960LNH95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $45992230.60
- **C.18.a - Value (excl. sponsor support):** $45992230.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMN7, C.4 - ISIN: US86960LMN72, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300021570.00
- **C.18.a - Value (excl. sponsor support):** $300021570.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEU2, C.4 - ISIN: US86960KEU25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $119135462.60
- **C.18.a - Value (excl. sponsor support):** $119135462.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KG71, C.4 - ISIN: US86960KG719, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $112753567.00
- **C.18.a - Value (excl. sponsor support):** $112753567.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFV9, C.4 - ISIN: US86960KFV98, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $107938182.00
- **C.18.a - Value (excl. sponsor support):** $107938182.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KCH3, C.4 - ISIN: US86960KCH32, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $128991200.00
- **C.18.a - Value (excl. sponsor support):** $128991200.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LKZ2, C.4 - ISIN: US86960LKZ21, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $100007830.00
- **C.18.a - Value (excl. sponsor support):** $100007830.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEK4, C.4 - ISIN: US86960KEK43, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $96585879.60
- **C.18.a - Value (excl. sponsor support):** $96585879.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KF15, C.4 - ISIN: US86960KF158, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $98416430.00
- **C.18.a - Value (excl. sponsor support):** $98416430.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 396: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KB35, C.4 - ISIN: US86960KB355, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $92668362.00
- **C.18.a - Value (excl. sponsor support):** $92668362.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 397: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KEB4, C.4 - ISIN: US86960KEB44, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $197287260.00
- **C.18.a - Value (excl. sponsor support):** $197287260.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 398: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KFA5, C.4 - ISIN: US86960KFA51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $121920433.20
- **C.18.a - Value (excl. sponsor support):** $121920433.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 399: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TPX8, C.4 - ISIN: US86959TPX80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $55088335.50
- **C.18.a - Value (excl. sponsor support):** $55088335.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRN8, C.4 - ISIN: US86959TRN80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $74986890.00
- **C.18.a - Value (excl. sponsor support):** $74986890.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 401: SVENSKA HANDELSBANKEN/NEW YORK NY

- **C.1 - Title:** SVENSKA HANDELSBANKEN/NEW YORK NY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSL1, C.4 - ISIN: US86959TSL16, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $75000225.00
- **C.18.a - Value (excl. sponsor support):** $75000225.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 402: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XED8, C.4 - ISIN: US87020XED84, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $59184042.00
- **C.18.a - Value (excl. sponsor support):** $59184042.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 403: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XES5, C.4 - ISIN: US87020XES53, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $71914190.70
- **C.18.a - Value (excl. sponsor support):** $71914190.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XF39, C.4 - ISIN: US87020XF393, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125009122.60
- **C.18.a - Value (excl. sponsor support):** $125009122.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFN3, C.4 - ISIN: US87020YFN31, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $92016146.00
- **C.18.a - Value (excl. sponsor support):** $92016146.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $210355818.00
- **C.18.a - Value (excl. sponsor support):** $210355818.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XEB2, C.4 - ISIN: US87020XEB29, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $48343287.30
- **C.18.a - Value (excl. sponsor support):** $48343287.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03SF2
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ASTRAZENECA PLCSR GLB | 2037-09-15      | 6.4500%  | N/A     | $750000.00         | $871089.38         | Corporate Debt Securities |
| FIRST CASH INC SR GLB | 2032-03-01      | 6.8750%  | N/A     | $213000.00         | $226535.44         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 L | 2038-03-31      | 4.1250%  | N/A     | $6607000.00        | $4728799.51        | Corporate Debt Securities |
| FLORIDA PWR & LT CO1M | 2037-02-01      | 5.6500%  | N/A     | $29551000.00       | $32392377.90       | Corporate Debt Securities |
| FORTITUDE GROUP HOLDI | 2030-04-01      | 6.2500%  | N/A     | $5928000.00        | $6275351.16        | Corporate Debt Securities |
| GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  | N/A     | $11998000.00       | $8451704.48        | Corporate Debt Securities |
| GATX CORPSR GLBL NT 5 | 2054-06-05      | 6.0500%  | N/A     | $702000.00         | $717078.57         | Corporate Debt Securities |
| GATX CORPSR GLBL NT3. | 2051-06-01      | 3.1000%  | N/A     | $2429000.00        | $1553669.37        | Corporate Debt Securities |
| GATX CORPSR GLBL NT6. | 2034-05-01      | 6.9000%  | N/A     | $5000.00           | $5681.35           | Corporate Debt Securities |
| GLOBAL NET LEASE INC  | 2028-09-30      | 4.5000%  | N/A     | $69000.00          | $68500.44          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP I | 2029-10-21      | 4.8613%  | N/A     | $466000.00         | $470764.61         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR  | 2031-04-30      | 5.2500%  | N/A     | $2918000.00        | $2829467.88        | Corporate Debt Securities |
| HCA INC. SR SEC GLBL  | 2039-06-15      | 5.1250%  | N/A     | $16853000.00       | $16388325.34       | Corporate Debt Securities |
| HF SINCLAIR CORP SR G | 2035-01-15      | 6.2500%  | N/A     | $604000.00         | $649106.38         | Corporate Debt Securities |
| HNI CORP SR SEC GLBL  | 2029-01-18      | 5.1250%  | N/A     | $1000.00           | $1003.76           | Corporate Debt Securities |
| LCM INVESTMENTS HOLDI | 2031-08-01      | 8.2500%  | N/A     | $4000.00           | $4364.06           | Corporate Debt Securities |
| MORGAN STANLEY VR 102 | 2029-10-18      | 4.8532%  | N/A     | $6000.00           | $6073.90           | Corporate Debt Securities |
| POWHATAN CNTY VA ECON | 2060-09-01      | 6.1250%  | N/A     | $3900000.00        | $3858874.50        | Other Instrument          |
| VODAFONE GROUP PLC SR | 2049-06-19      | 4.8750%  | N/A     | $7000.00           | $6126.33           | Corporate Debt Securities |
| WEYERHAEUSER COGLBL N | 2052-03-09      | 4.0000%  | N/A     | $21000.00          | $16489.50          | Corporate Debt Securities |

### Security 409: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03SN5
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIANT HLDGS INTER L | 2027-10-15      | 6.7500%  | N/A     | $4015000.00        | $4083977.70        | Corporate Debt Securities |
| ALTICE FRANCE S ASR S | 2029-11-01      | 9.5000%  | N/A     | $5000000.00        | $5255580.56        | Corporate Debt Securities |
| AMERIGAS PARTNERS L P | 2030-06-01      | 9.5000%  | N/A     | $3133000.00        | $3370470.96        | Corporate Debt Securities |
| AMYNTA AGY BORROWER I | 2033-07-15      | 7.5000%  | N/A     | $3856000.00        | $4049635.47        | Corporate Debt Securities |
| ARKO CORPSR 144A NT 2 | 2029-11-15      | 5.1250%  | N/A     | $3599000.00        | $3110502.73        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTDSR | 2030-02-14      | 9.6250%  | N/A     | $4038000.00        | $4197667.01        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM  | 2032-07-15      | 7.2500%  | N/A     | $2888000.00        | $3158202.88        | Corporate Debt Securities |
| BOMBARDIER INC GLBL 1 | 2034-05-01      | 7.4500%  | N/A     | $1099000.00        | $1245009.48        | Corporate Debt Securities |
| CALIFORNIA RES CORPSR | 2034-01-15      | 7.0000%  | N/A     | $3529000.00        | $3532630.95        | Corporate Debt Securities |
| CHART INDS INC SR SEC | 2031-01-01      | 9.5000%  | N/A     | $3500000.00        | $3881360.00        | Corporate Debt Securities |
| CIVITAS RESOURCES INC | 2026-10-15      | 5.0000%  | N/A     | $4340000.00        | $4379691.71        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR | 2028-04-15      | 7.7500%  | N/A     | $3814000.00        | $3879605.04        | Corporate Debt Securities |
| COMMSCOPE LLCSR GLBL  | 2028-07-01      | 7.1250%  | N/A     | $3191000.00        | $3319900.45        | Corporate Debt Securities |
| FMC CORP SR GLBL NT3. | 2026-10-01      | 3.2000%  | N/A     | $1680000.00        | $1676253.60        | Corporate Debt Securities |
| GEO GROUP INCSR GLBL  | 2031-04-15      | 10.2500% | N/A     | $3000000.00        | $3348296.67        | Corporate Debt Securities |
| GOTO GROUP INC SR SEC | 2028-05-01      | 5.5000%  | N/A     | $5000000.00        | $4291666.67        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L | 2032-05-15      | 7.5000%  | N/A     | $3709000.00        | $3899729.14        | Corporate Debt Securities |
| HILTON GRAND VACATION | 2029-06-01      | 5.0000%  | N/A     | $3700000.00        | $3608856.67        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENER | 2034-01-15      | 6.6250%  | N/A     | $2990000.00        | $3148129.06        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/ | 2029-01-15      | 9.7500%  | N/A     | $3060000.00        | $3188208.90        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS  | 2030-08-15      | 7.7500%  | N/A     | $5000000.00        | $4473838.89        | Corporate Debt Securities |
| ION PLATFORM FINANCE  | 2028-05-15      | 5.7500%  | N/A     | $4000000.00        | $3771560.00        | Corporate Debt Securities |
| KAISER ALUMINIUM CORP | 2031-06-01      | 4.5000%  | N/A     | $3800000.00        | $3675170.00        | Corporate Debt Securities |
| MAGIC MERGECO INC1LIE | 2028-05-01      | 5.2500%  | N/A     | $5000000.00        | $4839300.00        | Corporate Debt Securities |
| NEW ENTERPRISE STONE  | 2028-07-15      | 5.2500%  | N/A     | $3500000.00        | $3580669.17        | Corporate Debt Securities |
| NGL ENERGY OPERATING  | 2029-02-15      | 8.1250%  | N/A     | $3022000.00        | $3160625.02        | Corporate Debt Securities |
| ODEON FINCO PLC1LIEN  | 2027-11-01      | 12.7500% | N/A     | $3000000.00        | $3155357.50        | Corporate Debt Securities |
| ONEMAIN FIN CORP SR G | 2033-09-15      | 6.7500%  | N/A     | $2613000.00        | $2662091.74        | Corporate Debt Securities |
| PATRICK INDS INC SR G | 2029-05-01      | 4.7500%  | N/A     | $3300000.00        | $3289759.00        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF | 2028-02-15      | 6.0000%  | N/A     | $4973000.00        | $5039074.59        | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2033-02-15      | 6.8750%  | N/A     | $400000.00         | $427904.89         | Corporate Debt Securities |
| PENNYMAC FINL SVCS IN | 2030-11-15      | 7.1250%  | N/A     | $148000.00         | $156935.38         | Corporate Debt Securities |
| SABRE GLBL INC SR SEC | 2029-11-15      | 10.7500% | N/A     | $4418000.00        | $3805382.94        | Corporate Debt Securities |
| SCRIPPS E W CO OHIO2L | 2030-08-15      | 9.8750%  | N/A     | $5000000.00        | $5205671.53        | Corporate Debt Securities |
| SUBURBAN PROPANE PART | 2035-12-15      | 6.5000%  | N/A     | $4645000.00        | $4664160.63        | Corporate Debt Securities |
| TRANSDIGM INCSR SEC G | 2029-03-01      | 6.3750%  | N/A     | $870000.00         | $908734.07         | Corporate Debt Securities |
| UNIVISION COMMUNICATI | 2032-08-01      | 9.3750%  | N/A     | $3675000.00        | $4095847.22        | Corporate Debt Securities |
| VICTORIAS SECRET AND  | 2029-07-15      | 4.6250%  | N/A     | $4451000.00        | $4401622.34        | Corporate Debt Securities |
| VITAL ENERGY INC SR G | 2032-04-15      | 7.8750%  | N/A     | $3950000.00        | $3957011.25        | Corporate Debt Securities |

### Security 410: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03SO3
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| LOUISIANA PUB FACS AU | 2064-09-01      | 5.7500%  | N/A     | $44440000.00       | $46625855.47       | Other Instrument |
| METROPOLITAN GOVT NAS | 2043-07-01      | 7.4310%  | N/A     | $35105000.00       | $40834311.53       | Other Instrument |
| OHIO ST WTR DEV AUTH  | 2035-12-01      | 5.0000%  | N/A     | $120395000.00      | $143222560.86      | Other Instrument |
| SALT RIV PROJ AGRIC I | 2055-01-01      | 5.2500%  | N/A     | $215040000.00      | $230927692.80      | Other Instrument |
| TEXAS WTR DEV BRD REV | 2050-10-15      | 4.7500%  | N/A     | $100000000.00      | $102760750.00      | Other Instrument |
| TEXAS WTR DEV BRD REV | 2055-10-15      | 4.7500%  | N/A     | $16690000.00       | $16939974.48       | Other Instrument |

### Security 411: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0TSU03SW5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| ADAMS & ARAPAHOE CNTY | 2038-12-01      | 5.5000%  | N/A     | $5000000.00        | $6040616.67        | Other Instrument |
| ALASKA HSG FIN CORP M | 2053-12-01      | 6.2500%  | N/A     | $8715000.00        | $8033637.48        | Other Instrument |
| BURLESON TEX INDPT SC | 2033-08-01      | 5.0000%  | N/A     | $6515000.00        | $7550537.53        | Other Instrument |
| CALIFORNIA CMNTY CHOI | 2034-01-01      | 5.0000%  | N/A     | $4765000.00        | $5249632.27        | Other Instrument |
| CALIFORNIA ST ENTERPR | 2059-11-01      | 5.5000%  | N/A     | $5360000.00        | $5538041.33        | Other Instrument |
| CALIFORNIA STGO BDS   | 2039-04-01      | 7.5500%  | N/A     | $9035000.00        | $11181490.13       | Other Instrument |
| CALIFORNIA STGO BDS   | 2040-03-01      | 7.6250%  | N/A     | $8950000.00        | $11061096.17       | Other Instrument |
| CALIFORNIA STGO BDS   | 2039-11-01      | 7.3500%  | N/A     | $5000000.00        | $5926800.00        | Other Instrument |
| CALIFORNIA STTAXABLE  | 2041-10-01      | 5.8750%  | N/A     | $5000000.00        | $5315637.50        | Other Instrument |
| CHARLOTTE N CGEN OBLI | 2030-07-01      | 5.0000%  | N/A     | $7360000.00        | $8230516.27        | Other Instrument |
| CHATTANOOGA TENN ELEC | 2037-09-01      | 2.0000%  | N/A     | $8575000.00        | $7042275.92        | Other Instrument |
| CHATTANOOGA TENN ELEC | 2038-09-01      | 2.0000%  | N/A     | $8750000.00        | $7002070.83        | Other Instrument |
| CHICAGO ILL O HARE IN | 2055-01-01      | 5.5000%  | N/A     | $10000000.00       | $10472900.00       | Other Instrument |
| CHICAGO ILL WASTEWATE | 2040-01-01      | 6.9000%  | N/A     | $4000000.00        | $4576680.00        | Other Instrument |
| COLORADO HSG & FIN AU | 2043-10-01      | 2.3500%  | N/A     | $9070000.00        | $6506228.45        | Other Instrument |
| CONNECTICUT ST HSG FI | 2044-11-15      | 5.3670%  | N/A     | $6575000.00        | $6439080.50        | Other Instrument |
| DALLAS FORT WORTH TEX | 2050-11-01      | 2.9190%  | N/A     | $6500000.00        | $4606712.50        | Other Instrument |
| DALLAS FORT WORTH TEX | 2051-11-01      | 4.5070%  | N/A     | $6160000.00        | $5387238.27        | Other Instrument |
| DALLAS TEX CONVENTION | 2042-01-01      | 7.0880%  | N/A     | $9810000.00        | $11266196.40       | Other Instrument |
| DALLAS TEX WTRWKS & S | 2040-10-01      | 2.7720%  | N/A     | $7815000.00        | $6135087.60        | Other Instrument |
| DE SOTO TEX INDPT SCH | 2039-08-15      | 5.0000%  | N/A     | $6980000.00        | $7905400.64        | Other Instrument |
| DISTRICT COLUMBIA INC | 2032-12-01      | 1.8100%  | N/A     | $10750000.00       | $9262934.58        | Other Instrument |
| DOWNTOWN REVITALIZATI | 2055-06-01      | 5.5000%  | N/A     | $7000000.00        | $7450543.33        | Other Instrument |
| FLORIDA DEV FIN CORP  | 2052-02-01      | 4.0000%  | N/A     | $6000000.00        | $5412880.00        | Other Instrument |
| FORSYTH CNTY GA SCH D | 2029-02-01      | 5.0000%  | N/A     | $5055000.00        | $5455384.08        | Other Instrument |
| FORT WORTH TEX INDPT  | 2033-02-15      | 5.0000%  | N/A     | $4990000.00        | $5729418.20        | Other Instrument |
| FRANKLIN CNTY OHIO HO | 2050-11-01      | 2.8770%  | N/A     | $8900000.00        | $5859359.50        | Other Instrument |
| GOLDEN ST TOB SECURIT | 2041-06-01      | 3.7140%  | N/A     | $12500000.00       | $9795062.50        | Other Instrument |
| HARRIS CNTY TEX FLOOD | 2048-09-15      | 4.0000%  | N/A     | $8615000.00        | $8090327.36        | Other Instrument |
| HARRIS CNTY TEX TOLL  | 2054-08-15      | 4.0000%  | N/A     | $9175000.00        | $8299898.69        | Other Instrument |
| HAWAII ST ARPTS SYS R | 2041-07-01      | 4.0000%  | N/A     | $9795000.00        | $9712232.25        | Other Instrument |
| HORRY CNTY S C ARPT R | 2040-07-01      | 7.3280%  | N/A     | $5000000.00        | $6015150.00        | Other Instrument |
| IDAHO HSG & FIN ASSN  | 2044-01-01      | 6.0600%  | N/A     | $10750000.00       | $8607143.53        | Other Instrument |
| ILLINOIS STGO BDS 201 | 2035-07-01      | 7.3500%  | N/A     | $13410000.00       | $10804149.64       | Other Instrument |
| INDIANA ST FIN AUTH R | 2039-02-01      | 6.5960%  | N/A     | $7900000.00        | $9042682.33        | Other Instrument |
| JOBSOHIO BEVERAGE SYS | 2036-01-01      | 5.0000%  | N/A     | $5000000.00        | $5904033.33        | Other Instrument |
| JUDSON TEX INDPT SCH  | 2049-02-01      | 4.0000%  | N/A     | $5600000.00        | $5320149.33        | Other Instrument |
| LAMAR TEX CONS INDPT  | 2048-02-15      | 4.0000%  | N/A     | $4565000.00        | $4346615.47        | Other Instrument |
| LAS VEGAS NEV CONVENT | 2049-07-01      | 4.0000%  | N/A     | $12210000.00       | $11305483.20       | Other Instrument |
| LOS ANGELES CALIF DEP | 2039-05-15      | 5.5000%  | N/A     | $4400000.00        | $4895694.22        | Other Instrument |
| LOUISIANA LOC GOVT EN | 2039-12-01      | 5.1980%  | N/A     | $9750000.00        | $10122953.75       | Other Instrument |
| LOUISVILLE & JEFFERSO | 2044-05-15      | 2.6500%  | N/A     | $10000000.00       | $7280261.11        | Other Instrument |
| MASSACHUSETTS ST DEV  | 2030-10-01      | 6.6250%  | N/A     | $5000000.00        | $5369654.17        | Other Instrument |
| MELISSA TEX INDPT SCH | 2054-02-01      | 4.0000%  | N/A     | $6000000.00        | $5621560.00        | Other Instrument |
| MESA ARIZ UTIL SYS RE | 2042-07-01      | 5.0000%  | N/A     | $5000000.00        | $5628583.33        | Other Instrument |
| METROPOLITAN GOVT NAS | 2043-07-01      | 6.7310%  | N/A     | $7000000.00        | $7716765.00        | Other Instrument |
| METROPOLITAN TRANSN A | 2045-11-15      | 4.0000%  | N/A     | $10895000.00       | $9960003.21        | Other Instrument |
| METROPOLITAN TRANSN A | 2055-11-15      | 5.2500%  | N/A     | $5685000.00        | $5837860.18        | Other Instrument |
| METROPOLITAN WASH D C | 2047-10-01      | 8.0000%  | N/A     | $5750000.00        | $7262307.50        | Other Instrument |
| METROPOLITAN WASH D C | 2046-10-01      | 5.0000%  | N/A     | $5700000.00        | $5882742.00        | Other Instrument |
| METROPOLITAN WASH D C | 2046-10-01      | 7.4620%  | N/A     | $9505000.00        | $11528852.13       | Other Instrument |
| METROPOLITAN WASH D C | 2053-10-01      | 5.2500%  | N/A     | $5000000.00        | $5214075.00        | Other Instrument |
| MIAMI-DADE CNTY FLA W | 2055-10-01      | 5.0000%  | N/A     | $10000000.00       | $10385600.00       | Other Instrument |
| MICHIGAN ST UNIV REVS | 2050-02-15      | 6.1730%  | N/A     | $4790000.00        | $5046074.46        | Other Instrument |
| MINNESOTA ST GO TRUNK | 2034-08-01      | 5.0000%  | N/A     | $9990000.00        | $11836818.00       | Other Instrument |
| MINNESOTA ST GO TRUNK | 2033-08-01      | 5.0000%  | N/A     | $4990000.00        | $5854351.17        | Other Instrument |
| NEW CANEY TEX INDPT S | 2042-02-15      | 2.4040%  | N/A     | $7025000.00        | $5046983.24        | Other Instrument |
| NEW JERSEY INST TECHN | 2042-07-01      | 3.4150%  | N/A     | $7500000.00        | $6321562.50        | Other Instrument |
| NEW JERSEY ST TRANSN  | 2042-06-15      | 4.0000%  | N/A     | $9300000.00        | $9083010.33        | Other Instrument |
| NEW YORK N Y CITY HSG | 2049-08-01      | 5.3980%  | N/A     | $6550000.00        | $6451302.42        | Other Instrument |
| NEW YORK N Y CITY MUN | 2055-06-15      | 5.0000%  | N/A     | $5680000.00        | $5919285.78        | Other Instrument |
| NEW YORK N Y CITY MUN | 2050-06-15      | 5.2500%  | N/A     | $5000000.00        | $5317866.67        | Other Instrument |
| NEW YORK N Y CITY MUN | 2044-06-15      | 5.8820%  | N/A     | $7590000.00        | $7772040.25        | Other Instrument |
| NEW YORK N Y CITY TRA | 2053-05-01      | 5.5000%  | N/A     | $7500000.00        | $8057000.00        | Other Instrument |
| NEW YORK N Y CITY TRA | 2051-02-01      | 4.0000%  | N/A     | $12375000.00       | $11500417.50       | Other Instrument |
| NEW YORK N Y CITY TRA | 2047-05-01      | 5.0000%  | N/A     | $6350000.00        | $6659139.17        | Other Instrument |
| NEW YORK N Y CITY TRA | 2051-11-01      | 5.5000%  | N/A     | $5000000.00        | $5431033.33        | Other Instrument |
| NEW YORK N Y CITY TRA | 2055-05-01      | 5.2500%  | N/A     | $11000000.00       | $11646910.00       | Other Instrument |
| NEW YORK N Y CITY TRA | 2041-11-01      | 5.2500%  | N/A     | $4015000.00        | $4392329.70        | Other Instrument |
| NEW YORK N Y TAXABLE  | 2038-02-01      | 5.7500%  | N/A     | $10915000.00       | $11800079.16       | Other Instrument |
| NEW YORK ST DORM AUTH | 2047-03-15      | 4.0000%  | N/A     | $11000000.00       | $10243945.56       | Other Instrument |
| NEW YORK ST DORM AUTH | 2052-05-01      | 5.0000%  | N/A     | $10000000.00       | $10226033.33       | Other Instrument |
| NEW YORK ST DORM AUTH | 2047-03-15      | 4.0000%  | N/A     | $12745000.00       | $11869007.83       | Other Instrument |
| NEW YORK ST DORM AUTH | 2049-03-15      | 4.0000%  | N/A     | $5040000.00        | $4638250.40        | Other Instrument |
| NEW YORK ST DORM AUTH | 2055-03-15      | 5.0000%  | N/A     | $5000000.00        | $5231138.89        | Other Instrument |
| NEW YORK ST TWY AUTH  | 2049-01-01      | 4.0000%  | N/A     | $4695000.00        | $4531238.40        | Other Instrument |
| NEW YORK STGO BDS 202 | 2044-03-15      | 5.0000%  | N/A     | $9220000.00        | $10236894.29       | Other Instrument |
| NEW YORK TRANSN DEV C | 2060-06-30      | 5.1250%  | N/A     | $6000000.00        | $6023880.00        | Other Instrument |
| NEW YORK TRANSN DEV C | 2060-12-31      | 5.5000%  | N/A     | $5890000.00        | $5951962.80        | Other Instrument |
| OAKLAND CALIF UNI SCH | 2033-08-01      | 6.8770%  | N/A     | $7795000.00        | $8070585.73        | Other Instrument |
| OHIO STGEN OBLIG BDS2 | 2034-11-01      | 5.0000%  | N/A     | $4990000.00        | $5896849.33        | Other Instrument |
| OMAHA PUB PWR DIST NE | 2050-02-01      | 5.2500%  | N/A     | $9090000.00        | $9964230.75        | Other Instrument |
| ONONDAGA N Y CIVIC DE | 2056-12-01      | 5.5000%  | N/A     | $4500000.00        | $4931250.00        | Other Instrument |
| PHILADELPHIA PA SCH D | 2030-09-01      | 5.9950%  | N/A     | $10330000.00       | $11189829.46       | Other Instrument |
| PITTSBURGH PA SCH DIS | 2029-09-01      | 6.8500%  | N/A     | $6895000.00        | $7018163.54        | Other Instrument |
| PORT SEATTLE WASH REV | 2047-08-01      | 5.0000%  | N/A     | $4215000.00        | $4381843.75        | Other Instrument |
| PROSPER TEX INDPT SCH | 2054-02-15      | 4.0000%  | N/A     | $7265000.00        | $6676397.77        | Other Instrument |
| PUBLIC FIN AUTH WIS T | 2065-12-31      | 5.7500%  | N/A     | $4620000.00        | $4745109.60        | Other Instrument |
| SACRAMENTO CALIF CITY | 2054-08-01      | 5.5000%  | N/A     | $7625000.00        | $8364493.68        | Other Instrument |
| SALT RIVER PROJ ARIZ  | 2041-01-01      | 4.8390%  | N/A     | $7545000.00        | $7493505.72        | Other Instrument |
| SOUTH CAROLINA ST PUB | 2050-01-01      | 6.4540%  | N/A     | $4290000.00        | $4778502.30        | Other Instrument |
| SOUTH CAROLINA ST PUB | 2055-12-01      | 5.0000%  | N/A     | $5055000.00        | $5182015.30        | Other Instrument |
| TARRANT CNTY TEX CULT | 2050-09-01      | 3.4220%  | N/A     | $8000000.00        | $5910853.33        | Other Instrument |
| TEXAS CITY TEX INDPT  | 2053-08-15      | 4.0000%  | N/A     | $8500000.00        | $7957284.44        | Other Instrument |
| TEXAS NAT GAS SECURIT | 2041-04-01      | 5.1690%  | N/A     | $10000000.00       | $10360925.00       | Other Instrument |
| TEXAS TRANSN FIN CORP | 2055-10-01      | 5.2500%  | N/A     | $6200000.00        | $6612310.33        | Other Instrument |
| TEXAS TRANSN FIN CORP | 2055-10-01      | 5.5000%  | N/A     | $9150000.00        | $9978735.83        | Other Instrument |
| TEXAS TRANSN FIN CORP | 2050-10-01      | 5.0000%  | N/A     | $9990000.00        | $10487513.10       | Other Instrument |
| TEXAS WTR DEV BRD REV | 2047-10-15      | 4.1250%  | N/A     | $10860000.00       | $10465112.30       | Other Instrument |
| TRIBOROUGH BRDG & TUN | 2035-05-15      | 2.5110%  | N/A     | $10390000.00       | $8834601.41        | Other Instrument |
| TRIBOROUGH BRDG & TUN | 2054-11-15      | 4.0000%  | N/A     | $9450000.00        | $8596770.00        | Other Instrument |
| UNIVERSITY MASS BLDG  | 2033-11-01      | 2.2280%  | N/A     | $325000.00         | $282429.33         | Other Instrument |
| VIRGINIA COLLEGE BLDG | 2041-02-01      | 5.2500%  | N/A     | $5000000.00        | $5552725.00        | Other Instrument |
| WASHINGTON D C MET AR | 2060-07-15      | 5.0000%  | N/A     | $9950000.00        | $10423962.72       | Other Instrument |
| WASHOE CNTY NEV SCH D | 2049-10-01      | 4.0000%  | N/A     | $4745000.00        | $4463289.35        | Other Instrument |
| WEST VA HIGHER ED POL | 2040-04-01      | 7.6500%  | N/A     | $9640000.00        | $11377658.20       | Other Instrument |

### Security 412: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 413: TEXAS ST

- **C.1 - Title:** TEXAS ST
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aaa; Moody's Short Rating: VMIG1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 414: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LF36, C.4 - ISIN: US06417LF360, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $24999800.00
- **C.18.a - Value (excl. sponsor support):** $24999800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KBL2, C.4 - ISIN: US06417KBL26, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $69619179.00
- **C.18.a - Value (excl. sponsor support):** $69619179.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LB89, C.4 - ISIN: US06417LB898, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $70000931.00
- **C.18.a - Value (excl. sponsor support):** $70000931.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 417: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF95, C.4 - ISIN: US06417KF958, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $121942195.20
- **C.18.a - Value (excl. sponsor support):** $121942195.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KC31, C.4 - ISIN: US06417KC310, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $24833372.50
- **C.18.a - Value (excl. sponsor support):** $24833372.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LB97, C.4 - ISIN: US06417LB971, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $34001193.40
- **C.18.a - Value (excl. sponsor support):** $34001193.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 420: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE86, C.4 - ISIN: US06417LE868, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $117986099.60
- **C.18.a - Value (excl. sponsor support):** $117986099.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LE78, C.4 - ISIN: US06417LE785, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $109986987.00
- **C.18.a - Value (excl. sponsor support):** $109986987.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 422: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KF20, C.4 - ISIN: US06417KF206, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $122033186.40
- **C.18.a - Value (excl. sponsor support):** $122033186.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 423: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KLW7, C.4 - ISIN: US06417KLW70, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $79258846.60
- **C.18.a - Value (excl. sponsor support):** $79258846.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LC39, C.4 - ISIN: US06417LC391, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $210038220.00
- **C.18.a - Value (excl. sponsor support):** $210038220.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 425: THE BANK OF NOVA SCOTIA

- **C.1 - Title:** THE BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KM14, C.4 - ISIN: US06417KM145, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $140139063.50
- **C.18.a - Value (excl. sponsor support):** $140139063.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: THE BANK OF NOVA SCOTIA - NEW YORK AGENCY

- **C.1 - Title:** THE BANK OF NOVA SCOTIA - NEW YORK AGENCY
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFK3, C.4 - ISIN: US06418NFK37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $60010920.00
- **C.18.a - Value (excl. sponsor support):** $60010920.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BR78, C.4 - ISIN: US50066BR788, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50015295.00
- **C.18.a - Value (excl. sponsor support):** $50015295.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BT68, C.4 - ISIN: US50066BT685, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $20007624.00
- **C.18.a - Value (excl. sponsor support):** $20007624.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BT84, C.4 - ISIN: US50066BT842, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $25010357.50
- **C.18.a - Value (excl. sponsor support):** $25010357.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH

- **C.1 - Title:** THE KOREA DEVELOPMENT BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BR60, C.4 - ISIN: US50066BR606, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50021065.00
- **C.18.a - Value (excl. sponsor support):** $50021065.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: THE NORINCHUKIN BANK-NEW YORK BRANCH

- **C.1 - Title:** THE NORINCHUKIN BANK-NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BFC8, C.4 - ISIN: US65603BFC81, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $125000162.50
- **C.18.a - Value (excl. sponsor support):** $125000162.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 432: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FFS8, C.4 - ISIN: US89120FFS83, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $170041213.10
- **C.18.a - Value (excl. sponsor support):** $170041213.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FGN8, C.4 - ISIN: US89120FGN87, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $153065014.29
- **C.18.a - Value (excl. sponsor support):** $153065014.29
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FDS0, C.4 - ISIN: US89120FDS02, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $240070579.20
- **C.18.a - Value (excl. sponsor support):** $240070579.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BBK1, C.4 - ISIN: US89119BBK17, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99479530.00
- **C.18.a - Value (excl. sponsor support):** $99479530.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDE3, C.4 - ISIN: US89119BDE39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $211655030.80
- **C.18.a - Value (excl. sponsor support):** $211655030.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BA22, C.4 - ISIN: US89119BA224, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $999793500.00
- **C.18.a - Value (excl. sponsor support):** $999793500.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 438: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BE44, C.4 - ISIN: US89119BE440, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $98696220.00
- **C.18.a - Value (excl. sponsor support):** $98696220.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: THE TORONTO-DOMINION BANK

- **C.1 - Title:** THE TORONTO-DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BDG8, C.4 - ISIN: US89119BDG86, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $168101423.00
- **C.18.a - Value (excl. sponsor support):** $168101423.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: THE TORONTO-DOMINION BANK LONDON BRANCH

- **C.1 - Title:** THE TORONTO-DOMINION BANK LONDON BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3219375279, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: Y30A435
- **C.18 - Value (incl. sponsor support):** $24468555.00
- **C.18.a - Value (excl. sponsor support):** $24468555.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 441: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEE5, C.4 - ISIN: US88604GEE52, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $86033213.20
- **C.18.a - Value (excl. sponsor support):** $86033213.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 442: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UEF3, C.4 - ISIN: US88602UEF30, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $83807875.00
- **C.18.a - Value (excl. sponsor support):** $83807875.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603YJZ5, C.4 - ISIN: US88603YJZ51, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $46000450.34
- **C.18.a - Value (excl. sponsor support):** $46000450.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UA75, C.4 - ISIN: US88602UA758, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $49963640.00
- **C.18.a - Value (excl. sponsor support):** $49963640.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 445: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FDF9, C.4 - ISIN: US89152FDF99, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $39561332.00
- **C.18.a - Value (excl. sponsor support):** $39561332.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa3; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORPORATION DBA TOYOTA FINANCIAL SERVICES
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HES9, C.4 - ISIN: US89233HES94, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $36443094.50
- **C.18.a - Value (excl. sponsor support):** $36443094.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZA7, C.4 - ISIN: US90276JZA77, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $71999915.04
- **C.18.a - Value (excl. sponsor support):** $71999915.04
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XE58, C.4 - ISIN: US90351XE580, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $123369500.00
- **C.18.a - Value (excl. sponsor support):** $123369500.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 449: UBS AG LONDON BRANCH

- **C.1 - Title:** UBS AG LONDON BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XDH3, C.4 - ISIN: US90351XDH35, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $49437360.00
- **C.18.a - Value (excl. sponsor support):** $49437360.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: UBS AG-STAMFORD BRANCH

- **C.1 - Title:** UBS AG-STAMFORD BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVC1, C.4 - ISIN: US90275DVC19, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $240230232.00
- **C.18.a - Value (excl. sponsor support):** $240230232.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: A+; Fitch Short Rating: F1; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJF5, C.4 - ISIN: US91127RJF55, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $55007458.00
- **C.18.a - Value (excl. sponsor support):** $55007458.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 452: UNITED OVERSEAS BANK LIMITED

- **C.1 - Title:** UNITED OVERSEAS BANK LIMITED
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJM0, C.4 - ISIN: US91127RJM07, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $47003543.80
- **C.18.a - Value (excl. sponsor support):** $47003543.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $817987392.00
- **C.18.a - Value (excl. sponsor support):** $817987392.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924155125.00
- **C.18.a - Value (excl. sponsor support):** $924155125.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 455: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $465630499.30
- **C.18.a - Value (excl. sponsor support):** $465630499.30
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 456: US DEPARTMENT OF THE TREASURY

- **C.1 - Title:** US DEPARTMENT OF THE TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252404722.20
- **C.18.a - Value (excl. sponsor support):** $252404722.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch Long Rating: AA+; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 457: UTAH HSG CORP SF MTGE REVENUE

- **C.1 - Title:** UTAH HSG CORP SF MTGE REVENUE
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917437QM0, C.4 - ISIN: US917437QM04, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2055-07-01
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA+; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 458: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512MB24, C.4 - ISIN: US92512MB246, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24914040.00
- **C.18.a - Value (excl. sponsor support):** $24914040.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512MA58, C.4 - ISIN: US92512MA586, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49973860.00
- **C.18.a - Value (excl. sponsor support):** $49973860.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: NR; Fitch Short Rating: F1; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 460: VERTO CAPITAL I COMPARTMENT A

- **C.1 - Title:** VERTO CAPITAL I COMPARTMENT A
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LAN3, C.4 - ISIN: US92544LAN38, C.3 - LEI: 635400H24DGVN77S6U37
- **C.18 - Value (incl. sponsor support):** $79816128.00
- **C.18.a - Value (excl. sponsor support):** $79816128.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 Long Rating: NR; Fitch Short Rating: NR; Moody's Long Rating: NR; Moody's Short Rating: P-1; Standard & Poor's Long Rating: NR; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTE4, C.4 - ISIN: US95001KTE46, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $100050370.00
- **C.18.a - Value (excl. sponsor support):** $100050370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: WELLS FARGO BANK NATIONAL ASSOCIATION.

- **C.1 - Title:** WELLS FARGO BANK NATIONAL ASSOCIATION.
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KUU6, C.4 - ISIN: US95001KUU68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $70022449.00
- **C.18.a - Value (excl. sponsor support):** $70022449.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** Fitch Long Rating: AA; Fitch Short Rating: F1+; Moody's Long Rating: Aa2; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001MY3
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER CHILE | 2026-09-04      | 0.0000%  | N/A     | $30000000.00       | $29138490.00       | Money Market |
| EDISON INTL DISC COML | 2026-03-13      | 0.0000%  | N/A     | $46665492.00       | $46287921.50       | Money Market |
| HARLEY DAVIDSON FINL  | 2026-03-02      | 0.0000%  | N/A     | $15000000.00       | $14895030.00       | Money Market |
| PENSKE TRUCK LEASNG/P | 2026-05-04      | 0.0000%  | N/A     | $15557616.00       | $15344958.95       | Money Market |

### Security 464: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N22
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANK MONTREAL CHICAGO | 2026-08-28      | 4.1700%  | N/A     | $1700000.00        | $1702051.33        | Money Market |
| BANK MONTREAL CHICAGO | 2026-08-25      | 4.1700%  | N/A     | $930000.00         | $931169.73         | Money Market |
| BANK MONTREAL CHICAGO | 2026-08-18      | 4.1400%  | N/A     | $1650000.00        | $1653494.16        | Money Market |
| BANK NOVA SCOTIA B C  | 2026-06-16      | 4.0900%  | N/A     | $2900000.00        | $2905986.08        | Money Market |
| BANK NOVA SCOTIA B C  | 2026-07-01      | 4.1100%  | N/A     | $897000.00         | $907188.42         | Money Market |
| BMO BK NATL ASSN CHIC | 2030-05-02      | 0.0000%  | N/A     | $1000.00           | $1012.15           | Money Market |
| BMO BK NATL ASSN CHIC | 2030-08-06      | 0.0000%  | N/A     | $12000.00          | $12449.92          | Money Market |
| COOPERATIEVE CENTRALE | 2026-02-04      | 4.0900%  | N/A     | $375000.00         | $376241.88         | Money Market |
| CREDIT AGRICOLE CORP  | 2026-02-17      | 4.0800%  | N/A     | $2100000.00        | $2112425.00        | Money Market |
| CREDIT AGRICOLE CORP  | 2026-04-21      | 4.1100%  | N/A     | $5000000.00        | $5046180.56        | Money Market |
| DEUTSCHE BK AG N Y CD | 2026-04-23      | 4.2527%  | N/A     | $2510000.00        | $2531648.75        | Money Market |
| DEUTSCHE BK AG N Y CD | 2026-07-24      | 4.3700%  | N/A     | $4000000.00        | $4087488.89        | Money Market |
| GOLDMAN SACHS BK USA  | 2026-04-06      | 0.0000%  | N/A     | $160000.00         | $251312.64         | Money Market |
| GOLDMAN SACHS BK USA  | 2027-09-07      | 0.0000%  | N/A     | $367000.00         | $602983.57         | Money Market |
| GOLDMAN SACHS BK USA  | 2026-10-05      | 0.0000%  | N/A     | $246000.00         | $244770.00         | Money Market |
| GOLDMAN SACHS BK USA  | 2027-08-05      | 0.0000%  | N/A     | $170000.00         | $169150.00         | Money Market |
| GOLDMAN SACHS BK USA  | 2026-06-04      | 0.0000%  | N/A     | $65000.00          | $107548.74         | Money Market |
| GOLDMAN SACHS BK USA  | 2027-01-04      | 0.0000%  | N/A     | $639000.00         | $798362.13         | Money Market |
| GOLDMAN SACHS BK USA  | 2026-12-02      | 0.0000%  | N/A     | $545000.00         | $663344.03         | Money Market |
| GOLDMAN SACHS BK USA  | 2029-05-03      | 0.0000%  | N/A     | $75000.00          | $92504.33          | Money Market |
| KOOKMIN BK NEW YORK B | 2026-02-06      | 4.3600%  | N/A     | $1179000.00        | $1183188.03        | Money Market |
| LLOYDS BK CORPORATE M | 2026-05-27      | 4.2200%  | N/A     | $7000000.00        | $7035425.83        | Money Market |
| LLOYDS BK CORPORATE M | 2026-05-26      | 4.3300%  | N/A     | $104000.00         | $106894.38         | Money Market |
| MITSUBISHI TR & BKGCD | 2026-01-07      | 4.1400%  | N/A     | $700000.00         | $707256.67         | Money Market |
| MIZUHO BK LTD NEW YOR | 2026-06-02      | 4.0300%  | N/A     | $385000.00         | $385502.77         | Money Market |
| MIZUHO BK LTD NEW YOR | 2026-03-09      | 4.0800%  | N/A     | $750000.00         | $752099.79         | Money Market |
| MORGAN STANLEY BK N A | 2026-03-04      | 0.0000%  | N/A     | $481000.00         | $478595.00         | Money Market |
| MORGAN STANLEY PRIVAT | 2027-07-01      | 0.0000%  | N/A     | $50000.00          | $54526.30          | Money Market |
| NORDEA BK ABP NEW YOR | 2027-02-05      | 4.1500%  | N/A     | $3030000.00        | $3039594.16        | Money Market |
| NORDEA BK ABP NEW YOR | 2027-01-19      | 4.1300%  | N/A     | $75170000.00       | $75270285.02       | Money Market |
| OVERSEA CHINESE BK CD | 2026-04-02      | 3.9700%  | N/A     | $6350000.00        | $6350444.50        | Money Market |
| SHINHAN BK NEW YORK B | 2026-03-24      | 4.0300%  | N/A     | $50000000.00       | $50039180.56       | Money Market |
| SHINHAN BK NEW YORK B | 2026-02-20      | 4.0600%  | N/A     | $9000000.00        | $9009135.00        | Money Market |
| STANDARD CHARTERED BK | 2026-06-09      | 4.1700%  | N/A     | $6000000.00        | $6019560.00        | Money Market |

### Security 465: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N30
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO DE CREDITO E    | 2026-03-20      | 0.0000%  | N/A     | $26582579.00       | $26342937.05       | Money Market |
| COLUMBIA PIPELINES HL | 2026-01-30      | 0.0000%  | N/A     | $12475116.00       | $12433860.79       | Money Market |
| DUKE ENERGY CORP NEW  | 2026-02-02      | 0.0000%  | N/A     | $12472994.00       | $12428240.90       | Money Market |
| GENERAL MTRS FINL CO  | 2026-05-04      | 0.0000%  | N/A     | $9465719.00        | $9336493.00        | Money Market |
| GLOBE LIFE INC        | 2026-03-05      | 0.0000%  | N/A     | $12391098.00       | $12303505.33       | Money Market |
| HARLEY DAVIDSON FINL  | 2026-02-02      | 0.0000%  | N/A     | $20000000.00       | $19923620.00       | Money Market |
| PENSKE TRUCK LEASNG/P | 2026-04-20      | 0.0000%  | N/A     | $7222872.00        | $7134991.32        | Money Market |
| PENSKE TRUCK LEASNG/P | 2026-05-04      | 0.0000%  | N/A     | $12046790.00       | $11882122.43       | Money Market |
| WHIRLPOOL CORP DISC C | 2026-01-08      | 0.0000%  | N/A     | $72462312.00       | $72100000.44       | Money Market |

### Security 466: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N48
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 SANTANDER S A N | 2026-02-17      | 4.4100%  | N/A     | $267000.00         | $272518.22         | Money Market |
| BMO BK NATL ASSN CHIC | 2028-02-02      | 0.0000%  | N/A     | $365000.00         | $440431.63         | Money Market |
| CITIBANK N A CD 29    | 2029-01-04      | 0.0000%  | N/A     | $1275000.00        | $1275000.00        | Money Market |
| CREDIT AGRICOLE CORP  | 2026-06-10      | 4.0400%  | N/A     | $2010000.00        | $2015051.80        | Money Market |
| DEUTSCHE BK AG N Y CD | 2026-02-05      | 4.2204%  | N/A     | $305000.00         | $307041.66         | Money Market |
| GOLDMAN SACHS BK USA  | 2027-07-06      | 0.0000%  | N/A     | $250000.00         | $320499.00         | Money Market |
| HSBC BANK USA NA CD F | 2026-06-25      | 4.1200%  | N/A     | $623000.00         | $623816.22         | Money Market |
| LANDESBANK HESSEN-THU | 2026-03-12      | 4.3300%  | N/A     | $500000.00         | $518075.56         | Money Market |
| MIZUHO BK LTD NEW YOR | 2026-10-14      | 4.1600%  | N/A     | $211000.00         | $211609.20         | Money Market |
| MORGAN STANLEY BK N A | 2027-03-05      | 0.0000%  | N/A     | $133000.00         | $167871.27         | Money Market |
| NORDEA BK ABP NEW YOR | 2027-01-19      | 4.1300%  | N/A     | $124830000.00      | $124996536.90      | Money Market |
| SALLIE MAE BK MURRAY  | 2028-12-18      | 3.7500%  | N/A     | $200000.00         | $200145.67         | Money Market |

### Security 467: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N55
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| BECTON DICKINSON & CO | 2026-01-05      | 0.0000%  | N/A     | $25000000.00       | $24984025.00       | Money Market |
| BOSTON PPTYS LTD PART | 2026-02-25      | 0.0000%  | N/A     | $74997738.00       | $74533577.00       | Money Market |
| HSBC USA INC NEW      | 2026-12-23      | 0.0000%  | N/A     | $55110285.00       | $53064095.23       | Money Market |
| MONTANA-DAKOTA UTILS  | 2026-01-29      | 0.0000%  | N/A     | $10000000.00       | $9968000.00        | Money Market |
| VW CREDIT INC         | 2026-05-19      | 0.0000%  | N/A     | $16330496.00       | $16083235.96       | Money Market |

### Security 468: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N63
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER CHILE | 2026-07-13      | 0.0000%  | N/A     | $30000000.00       | $29303700.00       | Money Market |
| HARLEY DAVIDSON FINL  | 2026-03-23      | 0.0000%  | N/A     | $20000000.00       | $19806180.00       | Money Market |
| HSBC USA INC NEW      | 2026-12-23      | 0.0000%  | N/A     | $19874053.00       | $19136149.29       | Money Market |
| MCDONALDS CORP        | 2026-02-11      | 0.0000%  | N/A     | $38000918.00       | $37827595.81       | Money Market |

### Security 469: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0SX001N71
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: NR; Moody's Short Rating: NR; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     |
|:---|:---|:---|:---|:---|:---|:---|
| EDISON INTL DISC COML | 2026-03-13      | 0.0000%  | N/A     | $3334508.00        | $3307528.50        | Money Market |
| NUTRIEN LTD DISC COML | 2026-01-22      | 0.0000%  | N/A     | $49354166.00       | $49231570.25       | Money Market |

### Security 470: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1G27, C.4 - ISIN: US9612C1G276, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $118719960.70
- **C.18.a - Value (excl. sponsor support):** $118719960.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1F51, C.4 - ISIN: US9612C1F518, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $97417702.80
- **C.18.a - Value (excl. sponsor support):** $97417702.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46S5, C.4 - ISIN: US9612C46S52, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $25004020.00
- **C.18.a - Value (excl. sponsor support):** $25004020.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1MH7, C.4 - ISIN: US9612C1MH75, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $120605812.50
- **C.18.a - Value (excl. sponsor support):** $120605812.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46Q9, C.4 - ISIN: US9612C46Q96, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $15002191.50
- **C.18.a - Value (excl. sponsor support):** $15002191.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 475: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAP2, C.4 - ISIN: US9612CAAP22, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $179998848.00
- **C.18.a - Value (excl. sponsor support):** $179998848.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAF4, C.4 - ISIN: US9612CAAF40, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $50009315.00
- **C.18.a - Value (excl. sponsor support):** $50009315.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1LR6, C.4 - ISIN: US9612C1LR66, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $92835811.20
- **C.18.a - Value (excl. sponsor support):** $92835811.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612CAAL1, C.4 - ISIN: US9612CAAL18, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $40002796.00
- **C.18.a - Value (excl. sponsor support):** $40002796.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1B48, C.4 - ISIN: US9612C1B483, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $34872302.50
- **C.18.a - Value (excl. sponsor support):** $34872302.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: WESTPAC BANKING CORPORATION

- **C.1 - Title:** WESTPAC BANKING CORPORATION
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C46V8, C.4 - ISIN: US9612C46V81, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $70014483.00
- **C.18.a - Value (excl. sponsor support):** $70014483.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: WESTPAC BANKING CORPORATION - NEW YORK BRANCH

- **C.1 - Title:** WESTPAC BANKING CORPORATION - NEW YORK BRANCH
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYX0, C.4 - ISIN: US96130AYX08, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $85014688.00
- **C.18.a - Value (excl. sponsor support):** $85014688.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch Long Rating: AA-; Fitch Short Rating: F1+; Moody's Long Rating: Aa1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: AA-; Standard & Poor's Short Rating: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JX42, C.4 - ISIN: US98106JX423, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $125036825.00
- **C.18.a - Value (excl. sponsor support):** $125036825.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JXR1, C.4 - ISIN: US98106JXR12, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $100009170.00
- **C.18.a - Value (excl. sponsor support):** $100009170.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: WOORI BANK/LOS ANGELES

- **C.1 - Title:** WOORI BANK/LOS ANGELES
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 98106JWM3, C.4 - ISIN: US98106JWM34, C.3 - LEI: 549300VUVMRL6RE7R376
- **C.18 - Value (incl. sponsor support):** $30017433.00
- **C.18.a - Value (excl. sponsor support):** $30017433.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 Long Rating: A; Fitch Short Rating: F1; Moody's Long Rating: A1; Moody's Short Rating: P-1; Standard & Poor's Long Rating: A+; Standard & Poor's Short Rating: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** JPMORGAN TRUST II

**Date:** 2026-01-08

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

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

**Title of Signing Officer:** Treasurer