# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001145549-25-038790
**Filing Date:** 2025-6
**Character Count:** 991533
**Document Hash:** 289fb14e13ef060f968c000a6644655c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038790.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038790

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 251029279

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 29 days

- **WAL:** 82 days

- **Total Value of Portfolio Securities:** $75372208681.63

- **Amortized Cost of Portfolio Securities:** $33042905000.00

- **Cash:** $3033635108.57

- **Total Other Assets:** $241648522.11

- **Total Liabilities:** $672751483.82

- **Net Assets of Series:** $77974740828.49

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $30410087524.43           | $41038245851.98            | 39.7900%                  | 53.6900%                   |
| 2025-05-02 | $30909299914.60           | $41337667883.51            | 40.2700%                  | 53.8600%                   |
| 2025-05-05 | $30522198933.00           | $41574491674.76            | 39.6100%                  | 53.9500%                   |
| 2025-05-06 | $31228313328.58           | $40047458461.11            | 40.9300%                  | 52.4900%                   |
| 2025-05-07 | $30630076700.37           | $39826663459.29            | 40.1000%                  | 52.1300%                   |
| 2025-05-08 | $30952228866.48           | $40731273769.16            | 40.0000%                  | 52.6400%                   |
| 2025-05-09 | $32315562688.87           | $41715081029.06            | 41.1700%                  | 53.1400%                   |
| 2025-05-12 | $32789017363.61           | $42674438025.87            | 41.2300%                  | 53.6600%                   |
| 2025-05-13 | $32728015865.67           | $41915992283.22            | 41.3800%                  | 52.9900%                   |
| 2025-05-14 | $33431408723.97           | $42507176260.75            | 41.6400%                  | 52.9500%                   |
| 2025-05-15 | $30848558010.24           | $40638982984.17            | 39.3600%                  | 51.8500%                   |
| 2025-05-16 | $29587063942.08           | $39241866034.98            | 38.6300%                  | 51.2400%                   |
| 2025-05-19 | $32274564029.15           | $42500026811.56            | 40.7600%                  | 53.6700%                   |
| 2025-05-20 | $33732871156.90           | $43714819951.49            | 41.9800%                  | 54.4000%                   |
| 2025-05-21 | $33242418322.86           | $43490893126.13            | 41.4900%                  | 54.2800%                   |
| 2025-05-22 | $32534612666.72           | $43053110622.82            | 40.6100%                  | 53.7400%                   |
| 2025-05-23 | $33150889751.40           | $42441401881.23            | 41.3600%                  | 52.9500%                   |
| 2025-05-27 | $31418655265.91           | $40764819128.67            | 39.6300%                  | 51.4200%                   |
| 2025-05-28 | $30413891767.87           | $40621319253.58            | 38.5900%                  | 51.5400%                   |
| 2025-05-29 | $29814672524.23           | $40825992572.53            | 37.9900%                  | 52.0200%                   |
| 2025-05-30 | $30500907349.33           | $41209243897.60            | 38.7900%                  | 52.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%             |
| 2025-05-02 | 0.0000%             |
| 2025-05-05 | 0.0000%             |
| 2025-05-06 | 0.0000%             |
| 2025-05-07 | 0.0000%             |
| 2025-05-08 | 0.0000%             |
| 2025-05-09 | 0.0000%             |
| 2025-05-12 | 0.0000%             |
| 2025-05-13 | 0.0000%             |
| 2025-05-14 | 0.0000%             |
| 2025-05-15 | 0.0000%             |
| 2025-05-16 | 0.0000%             |
| 2025-05-19 | 0.0000%             |
| 2025-05-20 | 0.0000%             |
| 2025-05-21 | 0.0000%             |
| 2025-05-22 | 0.0000%             |
| 2025-05-23 | 0.0000%             |
| 2025-05-27 | 0.0000%             |
| 2025-05-28 | 0.0000%             |
| 2025-05-29 | 0.0000%             |
| 2025-05-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0005                      |
|  |  |
| 2025-05-02 | 1.0009                      |
|  |  |
| 2025-05-05 | 1.0010                      |
|  |  |
| 2025-05-06 | 1.0011                      |
|  |  |
| 2025-05-07 | 1.0012                      |
|  |  |
| 2025-05-08 | 1.0014                      |
|  |  |
| 2025-05-09 | 1.0017                      |
|  |  |
| 2025-05-12 | 1.0018                      |
|  |  |
| 2025-05-13 | 1.0019                      |
|  |  |
| 2025-05-14 | 1.0021                      |
|  |  |
| 2025-05-15 | 1.0022                      |
|  |  |
| 2025-05-16 | 1.0026                      |
|  |  |
| 2025-05-19 | 1.0027                      |
|  |  |
| 2025-05-20 | 1.0028                      |
|  |  |
| 2025-05-21 | 1.0029                      |
|  |  |
| 2025-05-22 | 1.0030                      |
|  |  |
| 2025-05-23 | 1.0035                      |
|  |  |
| 2025-05-27 | 1.0037                      |
|  |  |
| 2025-05-28 | 1.0038                      |
|  |  |
| 2025-05-29 | 1.0039                      |
|  |  |
| 2025-05-30 | 1.0043                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $77974740828.49

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2008211.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0005          |
|  |  |
| 2025-05-02 | 1.0009          |
|  |  |
| 2025-05-05 | 1.0010          |
|  |  |
| 2025-05-06 | 1.0011          |
|  |  |
| 2025-05-07 | 1.0012          |
|  |  |
| 2025-05-08 | 1.0014          |
|  |  |
| 2025-05-09 | 1.0017          |
|  |  |
| 2025-05-12 | 1.0018          |
|  |  |
| 2025-05-13 | 1.0019          |
|  |  |
| 2025-05-14 | 1.0021          |
|  |  |
| 2025-05-15 | 1.0022          |
|  |  |
| 2025-05-16 | 1.0026          |
|  |  |
| 2025-05-19 | 1.0027          |
|  |  |
| 2025-05-20 | 1.0028          |
|  |  |
| 2025-05-21 | 1.0029          |
|  |  |
| 2025-05-22 | 1.0030          |
|  |  |
| 2025-05-23 | 1.0035          |
|  |  |
| 2025-05-27 | 1.0037          |
|  |  |
| 2025-05-28 | 1.0038          |
|  |  |
| 2025-05-29 | 1.0039          |
|  |  |
| 2025-05-30 | 1.0043          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: AMERICAN HONDA FINANCE CORPORATION

- **C.1 - Title:** AMERICAN HONDA FINANCE CORPORATION 4.623000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665JTR1, C.4 - ISIN: US02665JTR13, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $66776280.30
- **C.18.a - Value (excl. sponsor support):** $66776280.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 4.387000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LT57, C.4 - ISIN: US03843LT577, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $999268800.00
- **C.18.a - Value (excl. sponsor support):** $999268800.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MWZ3, C.4 - ISIN: US05253MWZ30, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100026610.00
- **C.18.a - Value (excl. sponsor support):** $100026610.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MXP4, C.4 - ISIN: US05253MXP49, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $150043290.00
- **C.18.a - Value (excl. sponsor support):** $150043290.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GR 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYN8, C.4 - ISIN: US05253MYN81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $99975680.00
- **C.18.a - Value (excl. sponsor support):** $99975680.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.329000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BTD5, C.4 - ISIN: US05571BTD54, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $184688534.00
- **C.18.a - Value (excl. sponsor support):** $184688534.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-13
- **C.12 - Maturity Date (WAL):** 2025-06-13
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.354000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BU35, C.4 - ISIN: US05571BU357, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $161333839.80
- **C.18.a - Value (excl. sponsor support):** $161333839.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BPCE SA

- **C.1 - Title:** BPCE SA 144A 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BVD2, C.4 - ISIN: US05571BVD27, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $148628130.00
- **C.18.a - Value (excl. sponsor support):** $148628130.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DCX9, C.4 - ISIN: US05593DCX93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171049077.00
- **C.18.a - Value (excl. sponsor support):** $171049077.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DDX8, C.4 - ISIN: US05593DDX84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194003666.60
- **C.18.a - Value (excl. sponsor support):** $194003666.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFS7, C.4 - ISIN: US05593DFS71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149975205.00
- **C.18.a - Value (excl. sponsor support):** $149975205.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFY4, C.4 - ISIN: US05593DFY40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139947192.00
- **C.18.a - Value (excl. sponsor support):** $139947192.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGG2, C.4 - ISIN: US05593DGG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99977300.00
- **C.18.a - Value (excl. sponsor support):** $99977300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGH0, C.4 - ISIN: US05593DGH08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99959200.00
- **C.18.a - Value (excl. sponsor support):** $99959200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDE9, C.4 - ISIN: US05973RDE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175025830.00
- **C.18.a - Value (excl. sponsor support):** $175025830.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDF6, C.4 - ISIN: US05973RDF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190000532.00
- **C.18.a - Value (excl. sponsor support):** $190000532.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDQ2, C.4 - ISIN: US05973RDQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188917161.30
- **C.18.a - Value (excl. sponsor support):** $188917161.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDY5, C.4 - ISIN: US05973RDY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62944812.00
- **C.18.a - Value (excl. sponsor support):** $62944812.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REF5, C.4 - ISIN: US05973REF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226085066.40
- **C.18.a - Value (excl. sponsor support):** $226085066.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REH1, C.4 - ISIN: US05973REH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $219990496.00
- **C.18.a - Value (excl. sponsor support):** $219990496.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REL2, C.4 - ISIN: US05973REL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175009870.00
- **C.18.a - Value (excl. sponsor support):** $175009870.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973REV0, C.4 - ISIN: US05973REV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200116240.00
- **C.18.a - Value (excl. sponsor support):** $200116240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMN9, C.4 - ISIN: US06050FMN95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $124011904.00
- **C.18.a - Value (excl. sponsor support):** $124011904.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMZ2, C.4 - ISIN: US06050FMZ26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100023680.00
- **C.18.a - Value (excl. sponsor support):** $100023680.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FNE8, C.4 - ISIN: US06050FNE87, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150039090.00
- **C.18.a - Value (excl. sponsor support):** $150039090.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNM0, C.4 - ISIN: US06050TNM08, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $93002385.45
- **C.18.a - Value (excl. sponsor support):** $93002385.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $169983775.20
- **C.18.a - Value (excl. sponsor support):** $169983775.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WQY3, C.4 - ISIN: US06051WQY39, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143954409.60
- **C.18.a - Value (excl. sponsor support):** $143954409.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051WSB18, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149999430.00
- **C.18.a - Value (excl. sponsor support):** $149999430.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSW5, C.4 - ISIN: US06051WSW54, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $158021361.60
- **C.18.a - Value (excl. sponsor support):** $158021361.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVN1, C.4 - ISIN: US06051WVN19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $128974999.80
- **C.18.a - Value (excl. sponsor support):** $128974999.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100040170.00
- **C.18.a - Value (excl. sponsor support):** $100040170.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200084900.00
- **C.18.a - Value (excl. sponsor support):** $200084900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.4 - ISIN: US06054RAD44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $165071435.10
- **C.18.a - Value (excl. sponsor support):** $165071435.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 5.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DKQ7, C.4 - ISIN: US06367DKQ78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100030590.00
- **C.18.a - Value (excl. sponsor support):** $100030590.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DMQ5, C.4 - ISIN: US06367DMQ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150000240.00
- **C.18.a - Value (excl. sponsor support):** $150000240.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNN1, C.4 - ISIN: US06367DNN11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150035895.00
- **C.18.a - Value (excl. sponsor support):** $150035895.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DNT8, C.4 - ISIN: US06367DNT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155001209.00
- **C.18.a - Value (excl. sponsor support):** $155001209.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2T3, C.4 - ISIN: US06367L2T34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $159098656.32
- **C.18.a - Value (excl. sponsor support):** $159098656.32
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2C7, C.4 - ISIN: US06370B2C79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $287068851.30
- **C.18.a - Value (excl. sponsor support):** $287068851.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2E3, C.4 - ISIN: US06370B2E36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192175776.00
- **C.18.a - Value (excl. sponsor support):** $192175776.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2J2, C.4 - ISIN: US06370B2J23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169098139.99
- **C.18.a - Value (excl. sponsor support):** $169098139.99
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2P8, C.4 - ISIN: US06370B2P82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200188780.00
- **C.18.a - Value (excl. sponsor support):** $200188780.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B2X1, C.4 - ISIN: US06370B2X17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132086882.40
- **C.18.a - Value (excl. sponsor support):** $132086882.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3G7, C.4 - ISIN: US06370B3G74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126017724.42
- **C.18.a - Value (excl. sponsor support):** $126017724.42
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3K8, C.4 - ISIN: US06370B3K86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110167068.00
- **C.18.a - Value (excl. sponsor support):** $110167068.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDT3, C.4 - ISIN: US06373LDT35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $124898275.00
- **C.18.a - Value (excl. sponsor support):** $124898275.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.639000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFR8, C.4 - ISIN: US06418NFR89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177995923.80
- **C.18.a - Value (excl. sponsor support):** $177995923.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.685000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGF3, C.4 - ISIN: US06418NGF33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100034890.00
- **C.18.a - Value (excl. sponsor support):** $100034890.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.691000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200056460.00
- **C.18.a - Value (excl. sponsor support):** $200056460.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCF6, C.4 - ISIN: US06745GCF63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250080600.00
- **C.18.a - Value (excl. sponsor support):** $250080600.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCH2, C.4 - ISIN: US06745GCH20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129041589.60
- **C.18.a - Value (excl. sponsor support):** $129041589.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154098529.20
- **C.18.a - Value (excl. sponsor support):** $154098529.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150030915.00
- **C.18.a - Value (excl. sponsor support):** $150030915.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDT5, C.4 - ISIN: US06745GDT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119992932.00
- **C.18.a - Value (excl. sponsor support):** $119992932.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFE0, C.4 - ISIN: US0727MDFE00, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200039640.00
- **C.18.a - Value (excl. sponsor support):** $200039640.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFF7, C.4 - ISIN: US0727MDFF74, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $73016293.60
- **C.18.a - Value (excl. sponsor support):** $73016293.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAF9, C.4 - ISIN: US13606DAF96, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $163105819.60
- **C.18.a - Value (excl. sponsor support):** $163105819.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAY8, C.4 - ISIN: US13606DAY85, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $135953868.80
- **C.18.a - Value (excl. sponsor support):** $135953868.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DBU5, C.4 - ISIN: US13606DBU54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $166007735.60
- **C.18.a - Value (excl. sponsor support):** $166007735.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFC1, C.4 - ISIN: US13606DFC11, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $160106768.00
- **C.18.a - Value (excl. sponsor support):** $160106768.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125026925.00
- **C.18.a - Value (excl. sponsor support):** $125026925.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJF0, C.4 - ISIN: US13606DJF06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $132247531.68
- **C.18.a - Value (excl. sponsor support):** $132247531.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJM5, C.4 - ISIN: US13606DJM56, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $109218967.92
- **C.18.a - Value (excl. sponsor support):** $109218967.92
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJT0, C.4 - ISIN: US13606DJT00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100200309.00
- **C.18.a - Value (excl. sponsor support):** $100200309.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175261644.25
- **C.18.a - Value (excl. sponsor support):** $175261644.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606K4E3, C.4 - ISIN: US13606K4E33, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150021840.00
- **C.18.a - Value (excl. sponsor support):** $150021840.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AT21, C.4 - ISIN: US16537AT219, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169938392.00
- **C.18.a - Value (excl. sponsor support):** $169938392.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537AT62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169855874.00
- **C.18.a - Value (excl. sponsor support):** $169855874.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HT26, C.4 - ISIN: US16537HT263, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1002136694.00
- **C.18.a - Value (excl. sponsor support):** $1002136694.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HT67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156923244.27
- **C.18.a - Value (excl. sponsor support):** $156923244.27
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AT20, C.4 - ISIN: US16538AT209, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339876784.00
- **C.18.a - Value (excl. sponsor support):** $339876784.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AT61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338834266.29
- **C.18.a - Value (excl. sponsor support):** $338834266.29
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538KT28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $312384062.50
- **C.18.a - Value (excl. sponsor support):** $312384062.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QGW1, C.4 - ISIN: US17330QGW15, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $100028860.00
- **C.18.a - Value (excl. sponsor support):** $100028860.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QGY7, C.4 - ISIN: US17330QGY70, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $100010700.00
- **C.18.a - Value (excl. sponsor support):** $100010700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHH3, C.4 - ISIN: US17330QHH39, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $111991656.00
- **C.18.a - Value (excl. sponsor support):** $111991656.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHJ9, C.4 - ISIN: US17330QHJ94, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102993562.50
- **C.18.a - Value (excl. sponsor support):** $102993562.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHP5, C.4 - ISIN: US17330QHP54, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $102031079.40
- **C.18.a - Value (excl. sponsor support):** $102031079.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US17330QHU40, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $110059290.00
- **C.18.a - Value (excl. sponsor support):** $110059290.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $165066957.00
- **C.18.a - Value (excl. sponsor support):** $165066957.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2E5, C.4 - ISIN: US19765V2E55, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $150015937.50
- **C.18.a - Value (excl. sponsor support):** $150015937.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CAQ0, C.4 - ISIN: US20632CAQ06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $117024110.19
- **C.18.a - Value (excl. sponsor support):** $117024110.19
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBV8, C.4 - ISIN: US20632CBV81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $167152638.00
- **C.18.a - Value (excl. sponsor support):** $167152638.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC 144A 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PCT1, C.4 - ISIN: US20634PCT12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173022144.00
- **C.18.a - Value (excl. sponsor support):** $173022144.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC S 144A 4.404000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CPYE1, C.4 - ISIN: US2063CPYE11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133204928.00
- **C.18.a - Value (excl. sponsor support):** $133204928.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC 144A 4.384000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VT45, C.4 - ISIN: US21038VT456, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $149908665.00
- **C.18.a - Value (excl. sponsor support):** $149908665.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: CONSTELLATION FUNDING COMPANY LLC

- **C.1 - Title:** CONSTELLATION FUNDING COMPANY LLC 144A 4.387000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038VT52, C.4 - ISIN: US21038VT522, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $113916643.20
- **C.18.a - Value (excl. sponsor support):** $113916643.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684LJZ6, C.4 - ISIN: US21684LJZ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148586976.45
- **C.18.a - Value (excl. sponsor support):** $148586976.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZF8, C.4 - ISIN: US22532XZF85, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100011640.00
- **C.18.a - Value (excl. sponsor support):** $100011640.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XZT8, C.4 - ISIN: US22532XZT89, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $114041667.00
- **C.18.a - Value (excl. sponsor support):** $114041667.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HYP8, C.4 - ISIN: US22536HYP80, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $125015687.50
- **C.18.a - Value (excl. sponsor support):** $125015687.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAG0, C.4 - ISIN: US22536JAG04, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $236973266.40
- **C.18.a - Value (excl. sponsor support):** $236973266.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JAZ8, C.4 - ISIN: US22536JAZ84, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $78978448.80
- **C.18.a - Value (excl. sponsor support):** $78978448.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJU0, C.4 - ISIN: US22536JJU07, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $134995261.50
- **C.18.a - Value (excl. sponsor support):** $134995261.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JJY2, C.4 - ISIN: US22536JJY29, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100010130.00
- **C.18.a - Value (excl. sponsor support):** $100010130.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPA7, C.4 - ISIN: US22536JPA78, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $200037760.00
- **C.18.a - Value (excl. sponsor support):** $200037760.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JPG4, C.4 - ISIN: US22536JPG49, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $236048096.80
- **C.18.a - Value (excl. sponsor support):** $236048096.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WJD9, C.4 - ISIN: US22536WJD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172022944.80
- **C.18.a - Value (excl. sponsor support):** $172022944.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLD6, C.4 - ISIN: US22536WLD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199965140.00
- **C.18.a - Value (excl. sponsor support):** $199965140.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WLN4, C.4 - ISIN: US22536WLN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150009465.00
- **C.18.a - Value (excl. sponsor support):** $150009465.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: DZ BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JD51, C.4 - ISIN: US23344JD513, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188988074.10
- **C.18.a - Value (excl. sponsor support):** $188988074.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQG6, C.4 - ISIN: US23345HQG64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154997256.50
- **C.18.a - Value (excl. sponsor support):** $154997256.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: DANSKE BANK A/S

- **C.1 - Title:** DANSKE BANK A/S 144A 4.354000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23636QT22, C.4 - ISIN: US23636QT224, C.3 - LEI: MAES062Z21O4RZ2U7M96
- **C.18 - Value (incl. sponsor support):** $192929960.30
- **C.18.a - Value (excl. sponsor support):** $192929960.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: DANSKE BANK A/S

- **C.1 - Title:** DANSKE BANK A/S 144A 4.356000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23636QT30, C.4 - ISIN: US23636QT307, C.3 - LEI: MAES062Z21O4RZ2U7M96
- **C.18 - Value (incl. sponsor support):** $182611573.20
- **C.18.a - Value (excl. sponsor support):** $182611573.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.695000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XWR7, C.4 - ISIN: US25152XWR78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40003184.00
- **C.18.a - Value (excl. sponsor support):** $40003184.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XXQ8, C.4 - ISIN: US25152XXQ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130009217.00
- **C.18.a - Value (excl. sponsor support):** $130009217.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $88900000.00
- **C.18.a - Value (excl. sponsor support):** $88900000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 4.331000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E2T29, C.4 - ISIN: US2960E2T294, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48982311.00
- **C.18.a - Value (excl. sponsor support):** $48982311.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 110: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.302000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HU18, C.4 - ISIN: US31849HU188, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $196246672.00
- **C.18.a - Value (excl. sponsor support):** $196246672.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 4.340000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849HUV2, C.4 - ISIN: US31849HUV22, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $105233270.20
- **C.18.a - Value (excl. sponsor support):** $105233270.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 4.547000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790AT52, C.4 - ISIN: US37790AT524, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $266797640.70
- **C.18.a - Value (excl. sponsor support):** $266797640.70
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVK2, C.4 - ISIN: US40433FVK29, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $141070020.60
- **C.18.a - Value (excl. sponsor support):** $141070020.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVL0, C.4 - ISIN: US40433FVL02, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $129980123.00
- **C.18.a - Value (excl. sponsor support):** $129980123.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVM8, C.4 - ISIN: US40433FVM84, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $99963120.00
- **C.18.a - Value (excl. sponsor support):** $99963120.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFH6, C.4 - ISIN: US44988GFH65, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100020850.00
- **C.18.a - Value (excl. sponsor support):** $100020850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFU7, C.4 - ISIN: US44988GFU76, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $150022950.00
- **C.18.a - Value (excl. sponsor support):** $150022950.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLJ6, C.4 - ISIN: US44988KLJ69, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $140031640.00
- **C.18.a - Value (excl. sponsor support):** $140031640.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLN7, C.4 - ISIN: US44988KLN71, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $130027742.00
- **C.18.a - Value (excl. sponsor support):** $130027742.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.630000%
- **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):** $165035937.00
- **C.18.a - Value (excl. sponsor support):** $165035937.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $51837000.00
- **C.18.a - Value (excl. sponsor support):** $51837000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AJ0, C.4 - ISIN: US477181AJ00, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $37555000.00
- **C.18.a - Value (excl. sponsor support):** $37555000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $2300000.00
- **C.18.a - Value (excl. sponsor support):** $2300000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: JETS STADIUM DEVELOPMENT LLC

- **C.1 - Title:** JETS STADIUM DEVELOPMENT LLC 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $32400000.00
- **C.18.a - Value (excl. sponsor support):** $32400000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: JETS STADIUM FINANCE ISSUER 2015 LLC

- **C.1 - Title:** JETS STADIUM FINANCE ISSUER 2015 L 144A 4.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477182AA7, C.4 - ISIN: US477182AA73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114180000.00
- **C.18.a - Value (excl. sponsor support):** $114180000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: KBC BANK NV

- **C.1 - Title:** KBC BANK NV 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDZC8, C.4 - ISIN: US4823TDZC89, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53
- **C.18 - Value (incl. sponsor support):** $141981256.00
- **C.18.a - Value (excl. sponsor support):** $141981256.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: KEURIG DR PEPPER INC

- **C.1 - Title:** KEURIG DR PEPPER INC 144A 4.590000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 49271JT64, C.4 - ISIN: US49271JT647, C.3 - LEI: DYTQ8KRTKO7Y2BVU5K74
- **C.18 - Value (incl. sponsor support):** $236788477.50
- **C.18.a - Value (excl. sponsor support):** $236788477.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YD41, C.4 - ISIN: US51501YD413, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50002795.00
- **C.18.a - Value (excl. sponsor support):** $50002795.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG48, C.4 - ISIN: US51501YG481, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154979664.00
- **C.18.a - Value (excl. sponsor support):** $154979664.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501YG71, C.4 - ISIN: US51501YG713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $157954180.00
- **C.18.a - Value (excl. sponsor support):** $157954180.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEH2, C.4 - ISIN: US52473GEH20, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $86008514.00
- **C.18.a - Value (excl. sponsor support):** $86008514.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEJ8, C.4 - ISIN: US52473GEJ85, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $83008964.00
- **C.18.a - Value (excl. sponsor support):** $83008964.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEL3, C.4 - ISIN: US52473GEL32, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $189068051.34
- **C.18.a - Value (excl. sponsor support):** $189068051.34
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEN9, C.4 - ISIN: US52473GEN97, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $95020330.00
- **C.18.a - Value (excl. sponsor support):** $95020330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.418000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943FXV2, C.4 - ISIN: US53943FXV20, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $127575006.00
- **C.18.a - Value (excl. sponsor support):** $127575006.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBC7, C.4 - ISIN: US53944TBC71, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $231062370.00
- **C.18.a - Value (excl. sponsor support):** $231062370.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBD5, C.4 - ISIN: US53944TBD54, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $218021647.40
- **C.18.a - Value (excl. sponsor support):** $218021647.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B2Z2, C.4 - ISIN: US53947B2Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115036179.00
- **C.18.a - Value (excl. sponsor support):** $115036179.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3J7, C.4 - ISIN: US53947B3J78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170947280.70
- **C.18.a - Value (excl. sponsor support):** $170947280.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204228888.00
- **C.18.a - Value (excl. sponsor support):** $204228888.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55380U6K8, C.4 - ISIN: US55380U6K82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100008750.00
- **C.18.a - Value (excl. sponsor support):** $100008750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BBS6, C.4 - ISIN: US55381BBS60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175026565.00
- **C.18.a - Value (excl. sponsor support):** $175026565.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDN5, C.4 - ISIN: US55381BDN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192030662.40
- **C.18.a - Value (excl. sponsor support):** $192030662.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEP9, C.4 - ISIN: US55381BEP94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125007937.50
- **C.18.a - Value (excl. sponsor support):** $125007937.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFP8, C.4 - ISIN: US55381BFP85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158940629.40
- **C.18.a - Value (excl. sponsor support):** $158940629.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJK5, C.4 - ISIN: US55381BJK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200055820.00
- **C.18.a - Value (excl. sponsor support):** $200055820.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.429000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607KXV3, C.4 - ISIN: US55607KXV33, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $98129840.00
- **C.18.a - Value (excl. sponsor support):** $98129840.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA91, C.4 - ISIN: US55607NA918, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $123108855.00
- **C.18.a - Value (excl. sponsor support):** $123108855.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NWX4, C.4 - ISIN: US55607NWX47, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $120048612.00
- **C.18.a - Value (excl. sponsor support):** $120048612.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYB0, C.4 - ISIN: US55607NYB09, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $100018040.00
- **C.18.a - Value (excl. sponsor support):** $100018040.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYM6, C.4 - ISIN: US55607NYM63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $168102328.80
- **C.18.a - Value (excl. sponsor support):** $168102328.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NYZ7, C.4 - ISIN: US55607NYZ76, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $97995590.00
- **C.18.a - Value (excl. sponsor support):** $97995590.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZP8, C.4 - ISIN: US55607NZP85, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $149975400.00
- **C.18.a - Value (excl. sponsor support):** $149975400.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 4.448000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UUP6, C.4 - ISIN: US55608UUP64, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $70526288.00
- **C.18.a - Value (excl. sponsor support):** $70526288.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 4.452000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608UUQ4, C.4 - ISIN: US55608UUQ48, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $99319880.00
- **C.18.a - Value (excl. sponsor support):** $99319880.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4S5, C.4 - ISIN: US60683D4S58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399999800.00
- **C.18.a - Value (excl. sponsor support):** $399999800.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DB32, C.4 - ISIN: US60683DB325, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $192093523.20
- **C.18.a - Value (excl. sponsor support):** $192093523.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DK99, C.4 - ISIN: US60683DK995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170130543.00
- **C.18.a - Value (excl. sponsor support):** $170130543.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DYL7, C.4 - ISIN: US60683DYL71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150039120.00
- **C.18.a - Value (excl. sponsor support):** $150039120.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB42, C.4 - ISIN: US60710TB421, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100055770.00
- **C.18.a - Value (excl. sponsor support):** $100055770.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TVT5, C.4 - ISIN: US60710TVT59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169021564.40
- **C.18.a - Value (excl. sponsor support):** $169021564.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TWG2, C.4 - ISIN: US60710TWG20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120009684.00
- **C.18.a - Value (excl. sponsor support):** $120009684.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TYD7, C.4 - ISIN: US60710TYD70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200032320.00
- **C.18.a - Value (excl. sponsor support):** $200032320.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZR5, C.4 - ISIN: US60710TZR57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193111573.30
- **C.18.a - Value (excl. sponsor support):** $193111573.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 4.450000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49190000.00
- **C.18.a - Value (excl. sponsor support):** $49190000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.335000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LTC5, C.4 - ISIN: US63307LTC53, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $78876325.50
- **C.18.a - Value (excl. sponsor support):** $78876325.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.379000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LXX4, C.4 - ISIN: US63307LXX45, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $254595148.40
- **C.18.a - Value (excl. sponsor support):** $254595148.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.272000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB24, C.4 - ISIN: US63307MB246, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $156262124.20
- **C.18.a - Value (excl. sponsor support):** $156262124.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NLL9, C.4 - ISIN: US63307NLL90, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $134062913.00
- **C.18.a - Value (excl. sponsor support):** $134062913.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NMN4, C.4 - ISIN: US63307NMN48, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $161999676.00
- **C.18.a - Value (excl. sponsor support):** $161999676.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100059790.00
- **C.18.a - Value (excl. sponsor support):** $100059790.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 4.520000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TBL1, C.4 - ISIN: US63873TBL17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $157962791.00
- **C.18.a - Value (excl. sponsor support):** $157962791.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCF3, C.4 - ISIN: US63873TCF30, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $99993660.00
- **C.18.a - Value (excl. sponsor support):** $99993660.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200159560.00
- **C.18.a - Value (excl. sponsor support):** $200159560.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WKM9, C.4 - ISIN: US65558WKM90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $163014653.70
- **C.18.a - Value (excl. sponsor support):** $163014653.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34700000.00
- **C.18.a - Value (excl. sponsor support):** $34700000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: NORTHERN TRUST COMPANY (THE)

- **C.1 - Title:** NORTHERN TRUST COMPANY (THE) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 66585QDT0, C.4 - ISIN: US66585QDT04, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $185003071.00
- **C.18.a - Value (excl. sponsor support):** $185003071.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 144A 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFF6, C.4 - ISIN: US67985FFF62, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $145011791.40
- **C.18.a - Value (excl. sponsor support):** $145011791.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFB6, C.4 - ISIN: US69033NFB64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170034646.00
- **C.18.a - Value (excl. sponsor support):** $170034646.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGJ8, C.4 - ISIN: US69033NGJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85119425.00
- **C.18.a - Value (excl. sponsor support):** $85119425.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 4.349000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039TT22, C.4 - ISIN: US69039TT220, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $252908312.80
- **C.18.a - Value (excl. sponsor support):** $252908312.80
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 144A 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDC1, C.4 - ISIN: US73044BDC19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99010484.10
- **C.18.a - Value (excl. sponsor support):** $99010484.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 4.446000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432JT35, C.4 - ISIN: US74432JT353, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246877982.00
- **C.18.a - Value (excl. sponsor support):** $246877982.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 4.441000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300AW44, C.4 - ISIN: US75300AW446, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $163025527.50
- **C.18.a - Value (excl. sponsor support):** $163025527.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 144A 4.399000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYK4, C.4 - ISIN: US76582JYK41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150342312.85
- **C.18.a - Value (excl. sponsor support):** $150342312.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.340000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY71, C.4 - ISIN: US78013VY717, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $49029530.00
- **C.18.a - Value (excl. sponsor support):** $49029530.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.183000%
- **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):** $95794230.00
- **C.18.a - Value (excl. sponsor support):** $95794230.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPE1, C.4 - ISIN: US78014XPE12, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $159076924.20
- **C.18.a - Value (excl. sponsor support):** $159076924.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.710000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170097818.00
- **C.18.a - Value (excl. sponsor support):** $170097818.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2L0, C.4 - ISIN: US78015J2L00, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $165012012.00
- **C.18.a - Value (excl. sponsor support):** $165012012.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J6U6, C.4 - ISIN: US78015J6U62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $117059237.10
- **C.18.a - Value (excl. sponsor support):** $117059237.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $139974100.00
- **C.18.a - Value (excl. sponsor support):** $139974100.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150084690.00
- **C.18.a - Value (excl. sponsor support):** $150084690.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSF5, C.4 - ISIN: US78015JSF56, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $173037990.80
- **C.18.a - Value (excl. sponsor support):** $173037990.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWX1, C.4 - ISIN: US78015JWX17, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $99977410.00
- **C.18.a - Value (excl. sponsor support):** $99977410.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNX8, C.4 - ISIN: US83050WNX82, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $144051408.00
- **C.18.a - Value (excl. sponsor support):** $144051408.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 144A 4.510000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WPF5, C.4 - ISIN: US83050WPF58, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $29002685.40
- **C.18.a - Value (excl. sponsor support):** $29002685.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YDZ0, C.4 - ISIN: US83050YDZ07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200004720.00
- **C.18.a - Value (excl. sponsor support):** $200004720.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 4.424000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BX76, C.4 - ISIN: US83369BX769, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $196805220.00
- **C.18.a - Value (excl. sponsor support):** $196805220.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPA2, C.4 - ISIN: US85325VPA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172008754.80
- **C.18.a - Value (excl. sponsor support):** $172008754.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VPH7, C.4 - ISIN: US85325VPH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $203312620.00
- **C.18.a - Value (excl. sponsor support):** $203312620.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQD5, C.4 - ISIN: US85325VQD54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200085780.00
- **C.18.a - Value (excl. sponsor support):** $200085780.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQF0, C.4 - ISIN: US85325VQF03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199940420.00
- **C.18.a - Value (excl. sponsor support):** $199940420.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQM5, C.4 - ISIN: US85325VQM53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175295750.00
- **C.18.a - Value (excl. sponsor support):** $175295750.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQQ6, C.4 - ISIN: US85325VQQ67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152165619.20
- **C.18.a - Value (excl. sponsor support):** $152165619.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PH3, C.4 - ISIN: US8574P1PH36, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $200053020.00
- **C.18.a - Value (excl. sponsor support):** $200053020.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GGT1, C.4 - ISIN: US86565GGT13, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $96004214.40
- **C.18.a - Value (excl. sponsor support):** $96004214.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GHC7, C.4 - ISIN: US86565GHC78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $100002720.00
- **C.18.a - Value (excl. sponsor support):** $100002720.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJA9, C.4 - ISIN: US86565GJA94, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200028240.00
- **C.18.a - Value (excl. sponsor support):** $200028240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJC5, C.4 - ISIN: US86565GJC50, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150020310.00
- **C.18.a - Value (excl. sponsor support):** $150020310.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKJ8, C.4 - ISIN: US86565GKJ84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $163075224.50
- **C.18.a - Value (excl. sponsor support):** $163075224.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKU3, C.4 - ISIN: US86565GKU30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $61006893.00
- **C.18.a - Value (excl. sponsor support):** $61006893.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLB4, C.4 - ISIN: US86565GLB40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200096200.00
- **C.18.a - Value (excl. sponsor support):** $200096200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLC2, C.4 - ISIN: US86565GLC23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $132893666.50
- **C.18.a - Value (excl. sponsor support):** $132893666.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLV0, C.4 - ISIN: US86565GLV04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $156877948.20
- **C.18.a - Value (excl. sponsor support):** $156877948.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMD9, C.4 - ISIN: US86565GMD96, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149938425.00
- **C.18.a - Value (excl. sponsor support):** $149938425.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TGN0, C.4 - ISIN: US86959TGN00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137070883.80
- **C.18.a - Value (excl. sponsor support):** $137070883.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKE5, C.4 - ISIN: US86959TKE54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222145299.00
- **C.18.a - Value (excl. sponsor support):** $222145299.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLF1, C.4 - ISIN: US86959TLF11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74995785.00
- **C.18.a - Value (excl. sponsor support):** $74995785.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLM6, C.4 - ISIN: US86959TLM61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159959616.00
- **C.18.a - Value (excl. sponsor support):** $159959616.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMU7, C.4 - ISIN: US86959TMU78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100098180.00
- **C.18.a - Value (excl. sponsor support):** $100098180.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100098300.00
- **C.18.a - Value (excl. sponsor support):** $100098300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNL6, C.4 - ISIN: US86959TNL60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100079250.00
- **C.18.a - Value (excl. sponsor support):** $100079250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.405000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNM4, C.4 - ISIN: US86959TNM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149998020.00
- **C.18.a - Value (excl. sponsor support):** $149998020.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.435000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNX0, C.4 - ISIN: US86959TNX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175013107.50
- **C.18.a - Value (excl. sponsor support):** $175013107.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 144A 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LKR0, C.4 - ISIN: US86960LKR05, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $100020420.00
- **C.18.a - Value (excl. sponsor support):** $100020420.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YDP0, C.4 - ISIN: US87020YDP07, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $125082750.00
- **C.18.a - Value (excl. sponsor support):** $125082750.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFB9, C.4 - ISIN: US87020YFB92, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97086873.20
- **C.18.a - Value (excl. sponsor support):** $97086873.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 4.510000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BUR9, C.4 - ISIN: US89115BUR94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186203651.40
- **C.18.a - Value (excl. sponsor support):** $186203651.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D3C8, C.4 - ISIN: US89115D3C81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125190587.50
- **C.18.a - Value (excl. sponsor support):** $125190587.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5L6, C.4 - ISIN: US89115D5L62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109185581.22
- **C.18.a - Value (excl. sponsor support):** $109185581.22
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125141275.00
- **C.18.a - Value (excl. sponsor support):** $125141275.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAT3, C.4 - ISIN: US89115DAT37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139951854.00
- **C.18.a - Value (excl. sponsor support):** $139951854.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.445000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DDT0, C.4 - ISIN: US89115DDT00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100025100.00
- **C.18.a - Value (excl. sponsor support):** $100025100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DL38, C.4 - ISIN: US89115DL381, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200059680.00
- **C.18.a - Value (excl. sponsor support):** $200059680.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRX6, C.4 - ISIN: US89115DRX65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120038736.00
- **C.18.a - Value (excl. sponsor support):** $120038736.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUF1, C.4 - ISIN: US89115DUF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124958300.00
- **C.18.a - Value (excl. sponsor support):** $124958300.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DZE9, C.4 - ISIN: US89115DZE92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200153260.00
- **C.18.a - Value (excl. sponsor support):** $200153260.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DZS8, C.4 - ISIN: US89115DZS88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139066108.40
- **C.18.a - Value (excl. sponsor support):** $139066108.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 5.090000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEH6, C.4 - ISIN: US89233BEH69, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $175014350.00
- **C.18.a - Value (excl. sponsor support):** $175014350.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 4.345000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GU79, C.4 - ISIN: US89233GU790, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $99541330.00
- **C.18.a - Value (excl. sponsor support):** $99541330.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 4.670000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMG7, C.4 - ISIN: US89236TMG75, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $167004819.62
- **C.18.a - Value (excl. sponsor support):** $167004819.62
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.983000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMM4, C.4 - ISIN: US89236TMM44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $157226728.72
- **C.18.a - Value (excl. sponsor support):** $157226728.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.983000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMX0, C.4 - ISIN: US89236TMX09, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $131000226.63
- **C.18.a - Value (excl. sponsor support):** $131000226.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.877000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $120545308.97
- **C.18.a - Value (excl. sponsor support):** $120545308.97
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: TOYOTA FINANCE AUSTRALIA LTD

- **C.1 - Title:** TOYOTA FINANCE AUSTRALIA LTD 4.347000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89237DT41, C.4 - ISIN: US89237DT410, C.3 - LEI: 3UKPTDP5PGQRH8AUK042
- **C.18 - Value (incl. sponsor support):** $72955922.60
- **C.18.a - Value (excl. sponsor support):** $72955922.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.665000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JWZ5, C.4 - ISIN: US90276JWZ55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $219067938.18
- **C.18.a - Value (excl. sponsor support):** $219067938.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXT8, C.4 - ISIN: US90276JXT86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193009555.43
- **C.18.a - Value (excl. sponsor support):** $193009555.43
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.652000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYB6, C.4 - ISIN: US90276JYB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149989867.50
- **C.18.a - Value (excl. sponsor support):** $149989867.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.646000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYD2, C.4 - ISIN: US90276JYD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106992391.23
- **C.18.a - Value (excl. sponsor support):** $106992391.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.775000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYF7, C.4 - ISIN: US90276JYF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $142105182.24
- **C.18.a - Value (excl. sponsor support):** $142105182.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.701000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYH3, C.4 - ISIN: US90276JYH30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125042381.25
- **C.18.a - Value (excl. sponsor support):** $125042381.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 144A 4.354000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TT22, C.4 - ISIN: US91058TT222, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $308887863.90
- **C.18.a - Value (excl. sponsor support):** $308887863.90
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 144A 4.409000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TTG1, C.4 - ISIN: US91058TTG12, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $299375430.00
- **C.18.a - Value (excl. sponsor support):** $299375430.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.426000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182017766.84
- **C.18.a - Value (excl. sponsor support):** $182017766.84
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304154039.84
- **C.18.a - Value (excl. sponsor support):** $304154039.84
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.451000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182119786.94
- **C.18.a - Value (excl. sponsor support):** $182119786.94
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: VW CREDIT INC

- **C.1 - Title:** VW CREDIT INC 144A 4.610000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91842JTS8, C.4 - ISIN: US91842JTS86, C.3 - LEI: 549300UUPJ2NXDB68M19
- **C.18 - Value (incl. sponsor support):** $145495248.80
- **C.18.a - Value (excl. sponsor support):** $145495248.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VT28, C.4 - ISIN: US92543VT285, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $419847792.00
- **C.18.a - Value (excl. sponsor support):** $419847792.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 4.405000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543VVM1, C.4 - ISIN: US92543VVM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226674115.70
- **C.18.a - Value (excl. sponsor support):** $226674115.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.405000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544KVL6, C.4 - ISIN: US92544KVL69, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $181163979.30
- **C.18.a - Value (excl. sponsor support):** $181163979.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2A8, C.4 - ISIN: US92544M2A81, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $572048276.80
- **C.18.a - Value (excl. sponsor support):** $572048276.80
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY 144A 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3D9, C.4 - ISIN: US93930N3D93, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $76001444.00
- **C.18.a - Value (excl. sponsor support):** $76001444.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 144A 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3F4, C.4 - ISIN: US93930N3F42, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $200007000.00
- **C.18.a - Value (excl. sponsor support):** $200007000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAP 144A 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N3G2, C.4 - ISIN: US93930N3G25, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $129057147.00
- **C.18.a - Value (excl. sponsor support):** $129057147.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100044200.00
- **C.18.a - Value (excl. sponsor support):** $100044200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYM4, C.4 - ISIN: US96130AYM43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173060048.30
- **C.18.a - Value (excl. sponsor support):** $173060048.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AYU6, C.4 - ISIN: US96130AYU68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100015110.00
- **C.18.a - Value (excl. sponsor support):** $100015110.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| DISTRICT COLUMBIA INCOME TAX R SECD REF BDS             2025 | 2050-06-01      | 5.0000%  | 0.0000% | $25000000.00       | $25699333.33       | Other Instrument |
| DISTRICT COLUMBIA INCOME TAX R SECD REF BDS             2025 | 2050-06-01      | 5.2500%  | 0.0000% | $22720000.00       | $23918877.60       | Other Instrument |
| CALIFORNIA ST                  VAR PURP GO BDS               | 2055-03-01      | 5.0000%  | 0.0000% | $34900000.00       | $36587221.11       | Other Instrument |
| CALIFORNIA ST PUB WKS BRD LEAS BDS                      2025 | 2050-04-01      | 5.0000%  | 0.0000% | $23655000.00       | $24689485.72       | Other Instrument |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2025 | 2054-03-15      | 5.0000%  | 0.0000% | $6630000.00        | $6805628.70        | Other Instrument |

### Security 274: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1439000000.00
- **C.18.a - Value (excl. sponsor support):** $1439000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| STRYKER CORP                                     | 2035-02-10      | 5.2000%  | 0.0000% | $5016000.00        | $5086268.59        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                      | 2026-01-12      | 0.9480%  | 0.0000% | $300000.00         | $294391.20         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                      | 2028-01-13      | 5.5200%  | 0.0000% | $2467000.00        | $2584149.61        | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST BANK LTD                   | 2027-03-07      | 5.2000%  | 0.0000% | $365000.00         | $373613.59         | Corporate Debt Securities |
| SUNTORY HOLDINGS                                 | 2029-06-11      | 5.1240%  | 0.0000% | $200000.00         | $207894.87         | Corporate Debt Securities |
| SWEDBANK AB                                      | 2026-09-12      | 6.1360%  | 0.0000% | $216000.00         | $223208.93         | Corporate Debt Securities |
| TD SYNNEX CORP                                   | 2028-08-09      | 2.3750%  | 0.0000% | $86000.00          | $80060.23          | Corporate Debt Securities |
| SYSCO CORP                                       | 2035-03-23      | 5.4000%  | 0.0000% | $538000.00         | $544515.18         | Corporate Debt Securities |
| STATE STREET CORP                                | 2033-08-04      | 4.1640%  | 0.0000% | $6000.00           | $5762.86           | Corporate Debt Securities |
| EQUINOR ASA                                      | 2041-11-23      | 4.2500%  | 0.0000% | $295000.00         | $252501.23         | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                        | 2035-03-18      | 6.4500%  | 0.0000% | $3755000.00        | $3757365.65        | Corporate Debt Securities |
| SHELL FINANCE US INC                             | 2045-05-11      | 4.3750%  | 0.0000% | $546000.00         | $452944.69         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                        | 2035-05-14      | 5.2500%  | 0.0000% | $32000.00          | $32051.63          | Corporate Debt Securities |
| US BANCORP                                       | 2031-02-12      | 5.0460%  | 0.0000% | $4000.00           | $4084.03           | Corporate Debt Securities |
| EQUIFAX INC                                      | 2028-06-01      | 5.1000%  | 0.0000% | $1400000.00        | $1450775.67        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                       | 2030-09-06      | 5.3530%  | 0.0000% | $4566000.00        | $4640655.62        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                              | 2029-05-19      | 5.6430%  | 0.0000% | $5248000.00        | $5427189.02        | Corporate Debt Securities |
| ALPEK SAB DE CV                                  | 2031-02-25      | 3.2500%  | 0.0000% | $1100000.00        | $951111.03         | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY              | 2033-04-01      | 5.3000%  | 0.0000% | $79000.00          | $78840.11          | Corporate Debt Securities |
| EXPAND ENERGY CORP                               | 2030-03-15      | 5.3750%  | 0.0000% | $5349000.00        | $5373968.69        | Corporate Debt Securities |
| EXPAND ENERGY CORP                               | 2030-03-15      | 5.3750%  | 0.0000% | $6988000.00        | $7020619.40        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                           | 2029-01-09      | 6.3010%  | 0.0000% | $2118000.00        | $2239465.01        | Corporate Debt Securities |
| STARBUCKS CORP                                   | 2028-03-01      | 3.5000%  | 0.0000% | $1881000.00        | $1851943.78        | Corporate Debt Securities |
| STARBUCKS CORP                                   | 2033-02-15      | 4.8000%  | 0.0000% | $557000.00         | $554526.92         | Corporate Debt Securities |
| STARBUCKS CORP                                   | 2027-02-08      | 4.8500%  | 0.0000% | $90000.00          | $91880.90          | Corporate Debt Securities |
| STARBUCKS CORP                                   | 2030-05-15      | 4.8000%  | 0.0000% | $100000.00         | $100505.33         | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION)    | 2050-07-15      | 3.8000%  | 0.0000% | $3505000.00        | $2562785.90        | Corporate Debt Securities |
| SKANDINAVISKA ENSKILDA BANKEN AB                 | 2025-06-09      | 4.3300%  | 0.0000% | $500000.00         | $506156.67         | Corporate Debt Securities |
| NORTHWEST NATURAL HOLDING CO                     | 2055-09-15      | 7.0000%  | 0.0000% | $28988000.00       | $29426298.56       | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO            | 2040-03-30      | 6.0630%  | 0.0000% | $4250000.00        | $4416876.25        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FUNDING               | 2031-05-28      | 5.1600%  | 0.0000% | $300000.00         | $304688.00         | Corporate Debt Securities |
| SIERRA PACIFIC POWER COMPANY                     | 2054-03-15      | 5.9000%  | 0.0000% | $1290000.00        | $1266601.55        | Corporate Debt Securities |
| SONOCO PRODUCTS COMPANY                          | 2026-09-01      | 4.4500%  | 0.0000% | $16616000.00       | $16716383.72       | Corporate Debt Securities |
| SNAP-ON INC                                      | 2048-03-01      | 4.1000%  | 0.0000% | $200000.00         | $157679.22         | Corporate Debt Securities |
| SOCIETE GENERALE SA                              | 2028-01-19      | 2.7970%  | 0.0000% | $200000.00         | $194857.59         | Corporate Debt Securities |
| SOCIETE GENERALE SA                              | 2053-01-10      | 7.3670%  | 0.0000% | $300000.00         | $315347.83         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY               | 2029-04-01      | 6.6500%  | 0.0000% | $2500000.00        | $2624846.53        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY               | 2026-03-01      | 5.3500%  | 0.0000% | $130000.00         | $132286.23         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY               | 2054-04-15      | 5.7500%  | 0.0000% | $502000.00         | $444499.67         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY               | 2035-03-01      | 5.4500%  | 0.0000% | $24329000.00       | $24076120.31       | Corporate Debt Securities |
| ELI LILLY AND COMPANY                            | 2027-02-09      | 4.5000%  | 0.0000% | $80000.00          | $81527.60          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY          | 2034-03-01      | 5.2000%  | 0.0000% | $4000.00           | $4088.06           | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED     | 2031-04-15      | 8.6250%  | 0.0000% | $1796000.00        | $2107374.77        | Corporate Debt Securities |
| PUBLIC STORAGE OPERATING CO                      | 2025-07-25      | 4.9165%  | 0.0000% | $307000.00         | $308614.54         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                     | 2045-02-01      | 4.5000%  | 0.0000% | $38000.00          | $32333.25          | Corporate Debt Securities |
| METLIFE INC                                      | 2068-04-08      | 9.2500%  | 0.0000% | $1690000.00        | $2001130.88        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                 | 2029-05-15      | 4.6880%  | 0.0000% | $1000000.00        | $972513.33         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                 | 2052-02-15      | 6.2640%  | 0.0000% | $1000000.00        | $864580.00         | Corporate Debt Securities |
| NATIONWIDE BUILDING SOCIETY                      | 2028-02-16      | 2.9720%  | 0.0000% | $300000.00         | $293953.73         | Corporate Debt Securities |
| BROADCOM INC                                     | 2029-04-15      | 4.0000%  | 0.0000% | $285000.00         | $280750.65         | Corporate Debt Securities |
| SUZANO INTERNATIONAL FINANCE BV                  | 2027-01-17      | 5.5000%  | 0.0000% | $15000.00          | $15394.94          | Corporate Debt Securities |
| ROCHE HOLDINGS INC                               | 2030-11-13      | 5.4890%  | 0.0000% | $8779000.00        | $9201551.07        | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP                    | 2028-12-04      | 6.3190%  | 0.0000% | $136000.00         | $146665.51         | Corporate Debt Securities |
| ST MARYS CEMENT INC                              | 2034-04-02      | 5.7500%  | 0.0000% | $279000.00         | $279871.57         | Corporate Debt Securities |
| NUTRIEN LTD                                      | 2027-06-21      | 5.2000%  | 0.0000% | $50000.00          | $51704.33          | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                     | 2030-05-20      | 2.8230%  | 0.0000% | $95000.00          | $86838.95          | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                     | 2034-02-08      | 5.1100%  | 0.0000% | $19665000.00       | $19683441.40       | Corporate Debt Securities |
| BAXALTA INC                                      | 2025-06-23      | 4.0000%  | 0.0000% | $24511000.00       | $24920932.85       | Corporate Debt Securities |
| BAYER US FINANCE LLC                             | 2029-01-21      | 6.2500%  | 0.0000% | $8903000.00        | $9444443.36        | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION         | 2033-09-15      | 5.7500%  | 0.0000% | $400000.00         | $415959.67         | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY              | 2045-04-01      | 3.9000%  | 0.0000% | $225000.00         | $165269.63         | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                     | 2032-03-01      | 3.4000%  | 0.0000% | $1113000.00        | $991199.46         | Corporate Debt Securities |
| DH EUROPE FINANCE II SARL                        | 2049-11-15      | 3.4000%  | 0.0000% | $786000.00         | $543555.68         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                              | 2033-11-09      | 5.4910%  | 0.0000% | $98000.00          | $98547.14          | Corporate Debt Securities |
| MACQUARIE BANK LTD                               | 2027-07-02      | 5.2720%  | 0.0000% | $910000.00         | $945238.64         | Corporate Debt Securities |
| MPLX LP                                          | 2027-12-01      | 4.2500%  | 0.0000% | $5446000.00        | $5512125.03        | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC          | 2031-12-14      | 2.5000%  | 0.0000% | $1132000.00        | $981158.48         | Corporate Debt Securities |
| HF SINCLAIR CORP                                 | 2030-10-01      | 4.5000%  | 0.0000% | $13900000.00       | $13396194.50       | Corporate Debt Securities |
| HF SINCLAIR CORP                                 | 2035-01-15      | 6.2500%  | 0.0000% | $500000.00         | $500734.31         | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                            | 2031-04-01      | 5.4500%  | 0.0000% | $932000.00         | $955404.33         | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                | 2029-07-15      | 3.5000%  | 0.0000% | $64000.00          | $61844.80          | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2030-05-22      | 3.9730%  | 0.0000% | $671000.00         | $646557.41         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2036-03-03      | 5.4500%  | 0.0000% | $4138000.00        | $4126044.63        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2031-05-13      | 5.2400%  | 0.0000% | $398000.00         | $400421.61         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2036-05-13      | 5.7900%  | 0.0000% | $3000000.00        | $3024852.50        | Corporate Debt Securities |
| HP INC                                           | 2030-04-25      | 5.4000%  | 0.0000% | $2940000.00        | $2992978.80        | Corporate Debt Securities |
| LOWES COMPANIES INC                              | 2026-04-01      | 4.8000%  | 0.0000% | $269000.00         | $271672.96         | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                        | 2047-07-31      | 5.5000%  | 0.0000% | $424000.00         | $345913.33         | Corporate Debt Securities |
| OGLETHORPE POWER CORP                            | 2047-04-01      | 4.5000%  | 0.0000% | $2290000.00        | $1834209.85        | Corporate Debt Securities |
| OGLETHORPE POWER CORP                            | 2055-02-01      | 5.9000%  | 0.0000% | $369000.00         | $361901.47         | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                            | 2035-01-15      | 5.8000%  | 0.0000% | $2345000.00        | $2407210.24        | Corporate Debt Securities |
| MID-AMERICA APARTMENTS LP                        | 2028-06-15      | 4.2000%  | 0.0000% | $10483000.00       | $10590031.43       | Corporate Debt Securities |
| D R HORTON INC                                   | 2030-10-15      | 4.8500%  | 0.0000% | $3500000.00        | $3503283.20        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                             | 2048-05-15      | 4.0500%  | 0.0000% | $1250000.00        | $982596.88         | Corporate Debt Securities |
| HEALTH CARE SERVICE CORP MUT LEG RES CO          | 2054-06-15      | 5.8750%  | 0.0000% | $51000.00          | $49372.44          | Corporate Debt Securities |
| HELMERICH AND PAYNE INC                          | 2029-12-01      | 4.8500%  | 0.0000% | $5000.00           | $4880.87           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                    | 2031-10-15      | 4.8500%  | 0.0000% | $475000.00         | $474055.94         | Corporate Debt Securities |
| HIGHWOODS REALTY LP                              | 2029-04-15      | 4.2000%  | 0.0000% | $94000.00          | $90114.04          | Corporate Debt Securities |
| HOLCIM FINANCE US LLC                            | 2030-04-07      | 4.9500%  | 0.0000% | $2003000.00        | $2029134.14        | Corporate Debt Securities |
| HOME DEPOT INC                                   | 2026-09-30      | 4.9500%  | 0.0000% | $4009000.00        | $4075389.04        | Corporate Debt Securities |
| T-MOBILE USA INC                                 | 2027-04-15      | 3.7500%  | 0.0000% | $10000000.00       | $9914075.00        | Corporate Debt Securities |
| T-MOBILE USA INC                                 | 2035-01-15      | 4.7000%  | 0.0000% | $95000.00          | $92354.72          | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE INC.               | 2028-03-28      | 4.9500%  | 0.0000% | $771000.00         | $784997.51         | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                      | 2030-03-01      | 5.5000%  | 0.0000% | $1623000.00        | $1655942.39        | Corporate Debt Securities |
| AT&T INC                                         | 2049-03-09      | 4.5500%  | 0.0000% | $282000.00         | $232217.84         | Corporate Debt Securities |
| AT&T INC                                         | 2034-11-15      | 6.0000%  | 0.0000% | $510000.00         | $513386.40         | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                        | 2028-03-10      | 6.5000%  | 0.0000% | $2482000.00        | $2566150.83        | Corporate Debt Securities |
| AEP TEXAS INC                                    | 2049-05-01      | 4.1500%  | 0.0000% | $1242000.00        | $913258.82         | Corporate Debt Securities |
| AEP TEXAS INC                                    | 2029-05-15      | 5.4500%  | 0.0000% | $818000.00         | $838172.56         | Corporate Debt Securities |
| AEP TEXAS INC                                    | 2034-05-15      | 5.7000%  | 0.0000% | $11128000.00       | $11186366.36       | Corporate Debt Securities |
| MARUBENI CORP                                    | 2035-04-01      | 5.3830%  | 0.0000% | $2200000.00        | $2209948.71        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                           | 2028-04-02      | 5.2500%  | 0.0000% | $7000000.00        | $7044578.33        | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV              | 2035-05-13      | 7.5000%  | 0.0000% | $200000.00         | $202208.33         | Corporate Debt Securities |
| AKER BP ASA                                      | 2028-06-13      | 5.6000%  | 0.0000% | $196000.00         | $203790.56         | Corporate Debt Securities |
| AKER BP ASA                                      | 2033-06-13      | 6.0000%  | 0.0000% | $3551000.00        | $3668301.37        | Corporate Debt Securities |
| AIR LIQUIDE FINANCE SA                           | 2026-09-27      | 2.5000%  | 0.0000% | $1000000.00        | $980925.00         | Corporate Debt Securities |
| ABBOTT LABORATORIES                              | 2040-05-27      | 5.3000%  | 0.0000% | $2100000.00        | $2094165.50        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                       | 2029-01-19      | 5.1000%  | 0.0000% | $200000.00         | $205453.67         | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                       | 2051-05-18      | 3.0000%  | 0.0000% | $75000.00          | $43916.25          | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                       | 2035-04-15      | 4.7500%  | 0.0000% | $2323000.00        | $2169118.67        | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CORP                 | 2026-06-15      | 5.3650%  | 0.0000% | $4000000.00        | $4064668.33        | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                        | 2035-05-26      | 5.2500%  | 0.0000% | $6434000.00        | $6446053.02        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP              | 2025-08-11      | 4.3300%  | 0.0000% | $83000.00          | $83244.20          | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP              | 2029-08-16      | 4.3750%  | 0.0000% | $10000.00          | $10116.19          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC          | 2051-04-01      | 3.3500%  | 0.0000% | $100000.00         | $68133.03          | Corporate Debt Securities |
| CARDINAL HEALTH INC                              | 2026-11-15      | 4.7000%  | 0.0000% | $245000.00         | $245697.84         | Corporate Debt Securities |
| CARDINAL HEALTH INC                              | 2029-11-15      | 5.0000%  | 0.0000% | $7000000.00        | $7085913.33        | Corporate Debt Securities |
| CARNIVAL CORP                                    | 2028-08-01      | 4.0000%  | 0.0000% | $21621000.00       | $21096522.58       | Corporate Debt Securities |
| CARNIVAL CORP                                    | 2029-08-15      | 7.0000%  | 0.0000% | $7700000.00        | $8239821.34        | Corporate Debt Securities |
| EXPAND ENERGY CORP                               | 2035-01-15      | 5.7000%  | 0.0000% | $16275000.00       | $16504368.99       | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                      | 2032-02-01      | 4.7500%  | 0.0000% | $6806000.00        | $6874818.11        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                            | 2035-08-01      | 5.5000%  | 0.0000% | $1606000.00        | $1621836.05        | Corporate Debt Securities |
| WALMART INC                                      | 2035-09-01      | 5.2500%  | 0.0000% | $3241000.00        | $3403533.45        | Corporate Debt Securities |
| HUMANA INC                                       | 2035-05-01      | 5.5500%  | 0.0000% | $13200000.00       | $13116499.00       | Corporate Debt Securities |
| HYATT HOTELS CORP                                | 2031-12-15      | 5.3750%  | 0.0000% | $2228000.00        | $2266339.55        | Corporate Debt Securities |
| HYATT HOTELS CORP                                | 2028-03-30      | 5.0500%  | 0.0000% | $1496000.00        | $1514816.36        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                          | 2031-06-24      | 5.4000%  | 0.0000% | $3600000.00        | $3709800.00        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                          | 2031-06-24      | 5.4000%  | 0.0000% | $12850000.00       | $13241925.00       | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                          | 2028-01-07      | 5.0000%  | 0.0000% | $528000.00         | $538349.97         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                              | 2025-10-15      | 5.3500%  | 0.0000% | $290000.00         | $292362.78         | Corporate Debt Securities |
| AON NORTH AMERICA INC                            | 2027-03-01      | 5.1250%  | 0.0000% | $3000.00           | $3068.55           | Corporate Debt Securities |
| APA CORP (US)                                    | 2029-12-15      | 7.7500%  | 0.0000% | $100000.00         | $111064.08         | Corporate Debt Securities |
| APOLLO GLOBAL MANAGEMENT INC                     | 2033-11-15      | 6.3750%  | 0.0000% | $1170000.00        | $1259641.01        | Corporate Debt Securities |
| APPALACHIAN POWER CO                             | 2033-05-15      | 5.9500%  | 0.0000% | $4500000.00        | $4587926.25        | Corporate Debt Securities |
| APPLE INC                                        | 2043-05-04      | 3.8500%  | 0.0000% | $301000.00         | $247136.22         | Corporate Debt Securities |
| APPLE INC                                        | 2043-05-04      | 3.8500%  | 0.0000% | $855000.00         | $701998.23         | Corporate Debt Securities |
| APPLE INC                                        | 2041-02-08      | 2.3750%  | 0.0000% | $3782000.00        | $2614416.76        | Corporate Debt Securities |
| APPLE INC                                        | 2032-05-12      | 4.5000%  | 0.0000% | $31416000.00       | $31290021.84       | Corporate Debt Securities |
| SALESFORCE INC                                   | 2041-07-15      | 2.7000%  | 0.0000% | $138000.00         | $97815.09          | Corporate Debt Securities |
| WEC ENERGY GROUP INC                             | 2027-10-01      | 5.1500%  | 0.0000% | $6000.00           | $6127.50           | Corporate Debt Securities |
| WASHINGTON UNIVERSITY                            | 2054-04-15      | 3.5240%  | 0.0000% | $30000.00          | $21121.65          | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                          | 2028-04-04      | 3.9500%  | 0.0000% | $1457000.00        | $1440338.39        | Corporate Debt Securities |
| FARMERS EXCHANGE CAP                             | 2048-07-15      | 7.2000%  | 0.0000% | $70000.00          | $69507.20          | Corporate Debt Securities |
| CVS HEALTH CORP                                  | 2028-01-10      | 5.8800%  | 0.0000% | $98000.00          | $19771.69          | Corporate Debt Securities |
| CVS HEALTH CORP                                  | 2025-07-20      | 3.8750%  | 0.0000% | $27000.00          | $27334.34          | Corporate Debt Securities |
| CVS HEALTH CORP                                  | 2029-08-15      | 3.2500%  | 0.0000% | $3536000.00        | $3352584.73        | Corporate Debt Securities |
| CAMERON LNG LLC                                  | 2035-01-15      | 3.3020%  | 0.0000% | $6460000.00        | $5482941.15        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                 | 2029-03-30      | 4.8570%  | 0.0000% | $2466000.00        | $2498341.59        | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                             | 2050-05-01      | 2.4500%  | 0.0000% | $4558000.00        | $2608559.86        | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                             | 2053-11-01      | 6.1250%  | 0.0000% | $2858000.00        | $3033578.45        | Corporate Debt Securities |
| MIDMICHIGAN HEALTH                               | 2050-06-01      | 3.4090%  | 0.0000% | $7449000.00        | $5086402.95        | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                           | 2029-01-12      | 5.0160%  | 0.0000% | $2067000.00        | $2123416.70        | Corporate Debt Securities |
| CANTOR FITZGERALD LP                             | 2028-12-12      | 7.2000%  | 0.0000% | $3310000.00        | $3588536.50        | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                           | 2032-02-12      | 5.6250%  | 0.0000% | $11600000.00       | $11654230.00       | Corporate Debt Securities |
| MOHAWK IND INC                                   | 2028-09-18      | 5.8500%  | 0.0000% | $3122000.00        | $3255590.38        | Corporate Debt Securities |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                | 2032-04-30      | 5.2500%  | 0.0000% | $360000.00         | $360965.40         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                   | 2027-02-22      | 3.6770%  | 0.0000% | $721000.00         | $718829.51         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                   | 2025-07-17      | 1.4120%  | 0.0000% | $851000.00         | $851737.44         | Corporate Debt Securities |
| MORGAN STANLEY                                   | 2045-01-27      | 4.3000%  | 0.0000% | $203000.00         | $171545.49         | Corporate Debt Securities |
| MORGAN STANLEY                                   | 2034-07-21      | 5.4240%  | 0.0000% | $283000.00         | $290427.62         | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC                    | 2030-04-28      | 5.0000%  | 0.0000% | $6322000.00        | $6316085.41        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                            | 2040-03-01      | 6.2000%  | 0.0000% | $50000.00          | $53791.89          | Corporate Debt Securities |
| REPUBLIC SERVICES INC                            | 2030-03-01      | 2.3000%  | 0.0000% | $7000.00           | $6366.26           | Corporate Debt Securities |
| RELX CAPITAL INC                                 | 2035-03-27      | 5.2500%  | 0.0000% | $8875000.00        | $8981389.06        | Corporate Debt Securities |
| RTX CORP                                         | 2028-11-01      | 7.0000%  | 0.0000% | $9517000.00        | $10258268.56       | Corporate Debt Securities |
| REALTY INCOME CORP                               | 2031-02-15      | 3.2000%  | 0.0000% | $271000.00         | $250936.06         | Corporate Debt Securities |
| REYNOLDS AMERICAN INC                            | 2041-08-04      | 7.0000%  | 0.0000% | $10000.00          | $10485.86          | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                           | 2029-03-15      | 4.9000%  | 0.0000% | $1886000.00        | $1919982.58        | Corporate Debt Securities |
| 3M CO                                            | 2030-03-15      | 4.8000%  | 0.0000% | $4112000.00        | $4180245.49        | Corporate Debt Securities |
| QUALCOMM INC                                     | 2045-05-20      | 4.8000%  | 0.0000% | $555000.00         | $493535.60         | Corporate Debt Securities |
| QUEBEC (PROVINCE OF)                             | 2036-07-22      | 7.9700%  | 0.0000% | $1139000.00        | $1439534.01        | Corporate Debt Securities |
| DOMINION ENERGY INC                              | 2025-10-01      | 3.9000%  | 0.0000% | $4000.00           | $4014.81           | Corporate Debt Securities |
| DOMINION ENERGY INC                              | 2030-04-01      | 3.3750%  | 0.0000% | $117000.00         | $110215.32         | Corporate Debt Securities |
| DOMINION ENERGY INC                              | 2030-04-01      | 3.3750%  | 0.0000% | $812000.00         | $764913.14         | Corporate Debt Securities |
| DOW CHEMICAL CO                                  | 2049-05-15      | 4.8000%  | 0.0000% | $200000.00         | $159062.00         | Corporate Debt Securities |
| DUPONT DE NEMOURS INC                            | 2025-11-15      | 4.4930%  | 0.0000% | $1329000.00        | $1330876.66        | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC                         | 2034-10-04      | 6.2500%  | 0.0000% | $14651000.00       | $14289006.34       | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                           | 2035-01-15      | 5.3500%  | 0.0000% | $23000.00          | $23095.28          | Corporate Debt Securities |
| EXXON MOBIL CORP                                 | 2045-03-06      | 3.5670%  | 0.0000% | $62000.00          | $46776.09          | Corporate Debt Securities |
| FMC CORP                                         | 2033-05-18      | 5.6500%  | 0.0000% | $774000.00         | $742972.92         | Corporate Debt Securities |
| META PLATFORMS INC                               | 2054-08-15      | 5.4000%  | 0.0000% | $4805000.00        | $4643119.55        | Corporate Debt Securities |
| FACTSET RESEARCH SYST INC                        | 2032-03-01      | 3.4500%  | 0.0000% | $16567000.00       | $15057069.82       | Corporate Debt Securities |
| TOLL BROS FIN                                    | 2027-03-15      | 4.8750%  | 0.0000% | $202000.00         | $204055.60         | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                        | 2028-01-10      | 5.1560%  | 0.0000% | $53000.00          | $54890.04          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC              | 2041-10-01      | 5.7500%  | 0.0000% | $1686000.00        | $1651544.25        | Corporate Debt Securities |
| FEDEX CORP                                       | 2028-10-17      | 4.2000%  | 0.0000% | $1204000.00        | $1193930.55        | Corporate Debt Securities |
| FEDEX CORP                                       | 2028-10-17      | 4.2000%  | 0.0000% | $18883000.00       | $18725075.18       | Corporate Debt Securities |
| FELLS POINT FUNDING TRUST                        | 2027-01-31      | 3.0460%  | 0.0000% | $144000.00         | $141287.52         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                               | 2031-03-08      | 4.9090%  | 0.0000% | $3084000.00        | $3166841.21        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                        | 2044-03-15      | 5.0000%  | 0.0000% | $1768000.00        | $1554119.15        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                        | 2042-03-15      | 4.5000%  | 0.0000% | $65000.00          | $54671.83          | Corporate Debt Securities |
| ROLLINS INC                                      | 2035-02-24      | 5.2500%  | 0.0000% | $155000.00         | $155601.40         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                           | 2029-10-15      | 4.5000%  | 0.0000% | $1390000.00        | $1387546.65        | Corporate Debt Securities |
| NATWEST GROUP PLC                                | 2030-05-08      | 4.4450%  | 0.0000% | $212000.00         | $208757.75         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                 | 2026-11-24      | 2.1290%  | 0.0000% | $9000000.00        | $8874403.50        | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                 | 2032-01-14      | 3.7290%  | 0.0000% | $200000.00         | $182863.47         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                 | 2026-07-14      | 6.1190%  | 0.0000% | $200000.00         | $204839.24         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                          | 2027-09-08      | 2.8000%  | 0.0000% | $82000.00          | $79978.52          | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                           | 2029-10-01      | 5.3000%  | 0.0000% | $8666000.00        | $8904887.92        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                           | 2032-04-01      | 5.3000%  | 0.0000% | $7969000.00        | $8062923.52        | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                           | 2029-10-15      | 4.5500%  | 0.0000% | $1656000.00        | $1649090.34        | Corporate Debt Securities |
| NMI HOLDINGS INC                                 | 2029-08-15      | 6.0000%  | 0.0000% | $5000.00           | $5183.60           | Corporate Debt Securities |
| NXP BV                                           | 2027-06-01      | 4.4000%  | 0.0000% | $255000.00         | $260504.88         | Corporate Debt Securities |
| NASDAQ INC                                       | 2040-12-21      | 2.5000%  | 0.0000% | $3849000.00        | $2622407.10        | Corporate Debt Securities |
| NASDAQ INC                                       | 2025-06-28      | 5.6500%  | 0.0000% | $40000.00          | $40954.62          | Corporate Debt Securities |
| GATX CORP                                        | 2027-03-30      | 3.8500%  | 0.0000% | $537000.00         | $532245.76         | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                          | 2040-04-01      | 5.6500%  | 0.0000% | $50000.00          | $50638.49          | Corporate Debt Securities |
| FOX CORP                                         | 2030-04-08      | 3.5000%  | 0.0000% | $341000.00         | $324224.69         | Corporate Debt Securities |
| FISERV INC                                       | 2033-08-21      | 5.6250%  | 0.0000% | $832000.00         | $859646.32         | Corporate Debt Securities |
| FIRSTENERGY CORP                                 | 2047-07-15      | 4.8500%  | 0.0000% | $4540000.00        | $3810773.85        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                             | 2028-06-16      | 6.4500%  | 0.0000% | $325000.00         | $352033.77         | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                              | 2031-12-01      | 5.2050%  | 0.0000% | $448000.00         | $463801.15         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                   | 2048-01-10      | 4.3160%  | 0.0000% | $500000.00         | $395682.22         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE          | 2035-09-21      | 5.6250%  | 0.0000% | $348000.00         | $344029.75         | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV              | 2044-09-17      | 5.8750%  | 0.0000% | $2580000.00        | $2140092.44        | Corporate Debt Securities |
| TEACHERS INS & ANN ASSOC OF AMER                 | 2047-05-15      | 4.2700%  | 0.0000% | $380000.00         | $301096.48         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                             | 2027-10-27      | 3.8750%  | 0.0000% | $66000.00          | $64860.32          | Corporate Debt Securities |
| VICI PROPERTIES LP                               | 2029-12-01      | 4.6250%  | 0.0000% | $88000.00          | $87419.77          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                        | 2037-10-15      | 6.2000%  | 0.0000% | $5654000.00        | $5806940.70        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                         | 2053-03-15      | 5.3500%  | 0.0000% | $2000.00           | $1861.57           | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                          | 2033-11-15      | 5.8750%  | 0.0000% | $4000.00           | $4201.39           | Corporate Debt Securities |
| ALTA WIND HOLDINGS LLC                           | 2035-06-30      | 7.0000%  | 0.0000% | $2000.00           | $689.07            | Corporate Debt Securities |
| TRACTOR SUPPLY CO                                | 2033-05-15      | 5.2500%  | 0.0000% | $19193000.00       | $19190073.07       | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                         | 2030-01-09      | 4.9500%  | 0.0000% | $4529000.00        | $4672150.37        | Corporate Debt Securities |
| EQM MIDSTREAM PARTNERS LP                        | 2027-06-01      | 7.5000%  | 0.0000% | $58000.00          | $61204.60          | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                  | 2054-10-15      | 5.6500%  | 0.0000% | $818000.00         | $764243.09         | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                         | 2034-02-20      | 5.6250%  | 0.0000% | $1467000.00        | $1485095.45        | Corporate Debt Securities |
| EDISON INTL                                      | 2032-03-15      | 5.2500%  | 0.0000% | $928000.00         | $887592.56         | Corporate Debt Securities |
| EL PASO NATURAL GAS CO LLC                       | 2032-06-15      | 8.3750%  | 0.0000% | $6000.00           | $7115.31           | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP                    | 2028-12-04      | 6.3190%  | 0.0000% | $11853000.00       | $12782546.50       | Corporate Debt Securities |
| KOREA DEVELOPMENT BANK (THE)                     | 2025-09-08      | 4.0000%  | 0.0000% | $261000.00         | $262897.76         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                             | 2032-03-15      | 5.2000%  | 0.0000% | $16277000.00       | $16513703.75       | Corporate Debt Securities |
| KEURIG DR PEPPER INC                             | 2028-05-15      | 4.3500%  | 0.0000% | $7895000.00        | $7881348.23        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC                        | 2029-10-30      | 3.0000%  | 0.0000% | $3160000.00        | $2942212.80        | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC                        | 2030-07-30      | 5.3500%  | 0.0000% | $8697000.00        | $8919732.59        | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                       | 2025-08-15      | 3.0500%  | 0.0000% | $230000.00         | $231316.94         | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                       | 2029-04-25      | 3.2000%  | 0.0000% | $100000.00         | $96642.11          | Corporate Debt Securities |
| KIMCO REALTY OP LLC                              | 2035-03-01      | 4.8500%  | 0.0000% | $337000.00         | $326714.85         | Corporate Debt Securities |
| KINDER MORGAN INC                                | 2030-06-01      | 5.1500%  | 0.0000% | $4262000.00        | $4312754.50        | Corporate Debt Securities |
| WASTE CONNECTIONS INC                            | 2032-01-15      | 2.2000%  | 0.0000% | $503000.00         | $431795.32         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                             | 2031-03-15      | 1.5000%  | 0.0000% | $714000.00         | $604168.95         | Corporate Debt Securities |
| KELLANOVA                                        | 2033-03-01      | 5.2500%  | 0.0000% | $1647000.00        | $1685670.19        | Corporate Debt Securities |
| KELLANOVA                                        | 2054-05-16      | 5.7500%  | 0.0000% | $6000000.00        | $5813436.67        | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP         | 2028-09-15      | 4.7000%  | 0.0000% | $100000.00         | $101166.17         | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP         | 2030-05-29      | 4.9000%  | 0.0000% | $800000.00         | $803196.89         | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP         | 2035-05-29      | 5.5000%  | 0.0000% | $12305000.00       | $12321522.88       | Corporate Debt Securities |
| WHISTLER PIPELINE LLC                            | 2031-09-30      | 5.7000%  | 0.0000% | $13015000.00       | $13180030.20       | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                           | 2043-11-15      | 5.8000%  | 0.0000% | $332000.00         | $318121.29         | Corporate Debt Securities |
| WIPRO IT SERVICES LLC                            | 2026-06-23      | 1.5000%  | 0.0000% | $445000.00         | $432625.29         | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER COMPANY                 | 2044-06-01      | 4.2500%  | 0.0000% | $2000.00           | $1633.12           | Corporate Debt Securities |
| WORKDAY INC                                      | 2029-04-01      | 3.7000%  | 0.0000% | $1073000.00        | $1044537.48        | Corporate Debt Securities |
| XCEL ENERGY INC                                  | 2028-03-21      | 4.7500%  | 0.0000% | $109000.00         | $110418.54         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                       | 2026-01-15      | 3.0500%  | 0.0000% | $18000.00          | $18036.86          | Corporate Debt Securities |
| SANDS CHINA LTD                                  | 2028-08-08      | 5.4000%  | 0.0000% | $1023000.00        | $1035920.49        | Corporate Debt Securities |
| APTIV SWISS HOLDINGS LTD                         | 2049-03-15      | 5.4000%  | 0.0000% | $8727000.00        | $7333123.56        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                   | 2029-07-16      | 5.9500%  | 0.0000% | $6000.00           | $6182.44           | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                      | 2030-03-15      | 5.8000%  | 0.0000% | $600000.00         | $600374.00         | Corporate Debt Securities |
| BNP PARIBAS SA                                   | 2030-11-19      | 5.2830%  | 0.0000% | $300000.00         | $302974.28         | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                       | 2034-02-16      | 5.4610%  | 0.0000% | $4000.00           | $4071.62           | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                         | 2045-11-15      | 4.1000%  | 0.0000% | $2276000.00        | $1786861.05        | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                         | 2032-08-15      | 3.6000%  | 0.0000% | $50000.00          | $46181.00          | Corporate Debt Securities |
| CONTINENTAL RESOURCES INC                        | 2044-06-01      | 4.9000%  | 0.0000% | $100000.00         | $79098.39          | Corporate Debt Securities |
| CORNING INC                                      | 2048-11-15      | 5.3500%  | 0.0000% | $33000.00          | $30007.20          | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) | 2026-11-27      | 4.5770%  | 0.0000% | $1221000.00        | $1226325.29        | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                      | 2045-11-15      | 4.3500%  | 0.0000% | $405000.00         | $333093.26         | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                      | 2055-06-01      | 5.9500%  | 0.0000% | $705000.00         | $707021.98         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                         | 2027-06-15      | 2.8750%  | 0.0000% | $8000.00           | $7783.26           | Corporate Debt Securities |
| CINTAS NO 2 CORP                                 | 2028-05-01      | 4.2000%  | 0.0000% | $2525000.00        | $2528072.08        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                | 2031-02-26      | 4.9500%  | 0.0000% | $3610000.00        | $3724021.85        | Corporate Debt Securities |
| CITIGROUP INC                                    | 2036-08-25      | 6.1250%  | 0.0000% | $275000.00         | $282989.63         | Corporate Debt Securities |
| CITIGROUP INC                                    | 2026-03-09      | 4.6000%  | 0.0000% | $97000.00          | $97880.76          | Corporate Debt Securities |
| CITIGROUP INC                                    | 2046-05-18      | 4.7500%  | 0.0000% | $323000.00         | $268620.80         | Corporate Debt Securities |
| CITIGROUP INC                                    | 2031-05-07      | 4.3300%  | 0.0000% | $17300000.00       | $17443024.03       | Corporate Debt Securities |
| CREDIT AGRICOLE SA                               | 2026-07-05      | 4.3300%  | 0.0000% | $1320000.00        | $1338918.01        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                               | 2027-01-26      | 1.2470%  | 0.0000% | $465000.00         | $456051.18         | Corporate Debt Securities |
| ENERGY TRANSFER LP                               | 2027-05-01      | 5.6250%  | 0.0000% | $225000.00         | $226062.28         | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                     | 2037-05-21      | 5.6410%  | 0.0000% | $85000.00          | $82587.72          | Corporate Debt Securities |
| CUMMINS INC                                      | 2025-09-01      | 0.7500%  | 0.0000% | $1850000.00        | $1835300.21        | Corporate Debt Securities |
| JONES LANG LASALLE INC                           | 2028-12-01      | 6.8750%  | 0.0000% | $700000.00         | $769743.82         | Corporate Debt Securities |
| AT&T INC                                         | 2040-09-01      | 5.3500%  | 0.0000% | $678000.00         | $648260.47         | Corporate Debt Securities |
| EQUITABLE HOLDINGS INC                           | 2028-04-20      | 4.3500%  | 0.0000% | $17406000.00       | $17361672.71       | Corporate Debt Securities |
| BAT CAPITAL CORP                                 | 2029-09-06      | 3.4620%  | 0.0000% | $2900000.00        | $2779847.20        | Corporate Debt Securities |
| BAT INTL FIN PLC                                 | 2028-03-16      | 4.4480%  | 0.0000% | $26949000.00       | $27099728.75       | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                   | 2033-09-08      | 5.2500%  | 0.0000% | $906000.00         | $922659.83         | Corporate Debt Securities |
| BMW US CAPITAL LLC                               | 2033-08-11      | 5.1500%  | 0.0000% | $10386000.00       | $10476701.52       | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                         | 2027-01-15      | 2.5000%  | 0.0000% | $900000.00         | $875722.50         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                              | 2033-01-18      | 6.1810%  | 0.0000% | $788000.00         | $842855.57         | Corporate Debt Securities |
| NORDEA BANK ABP                                  | 2033-09-13      | 4.6250%  | 0.0000% | $470000.00         | $467900.21         | Corporate Debt Securities |
| NORDSON CORP                                     | 2029-12-15      | 4.5000%  | 0.0000% | $12315000.00       | $12417029.78       | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                     | 2053-03-15      | 3.7000%  | 0.0000% | $3000000.00        | $2133925.00        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                     | 2034-03-15      | 5.5500%  | 0.0000% | $3000.00           | $3118.27           | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC              | 2030-02-28      | 5.0000%  | 0.0000% | $986000.00         | $1014986.21        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                              | 2025-07-15      | 3.9000%  | 0.0000% | $396000.00         | $401355.90         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                              | 2035-10-22      | 4.9460%  | 0.0000% | $7281000.00        | $7099490.33        | Corporate Debt Securities |
| VALE SA                                          | 2042-09-11      | 5.6250%  | 0.0000% | $5000.00           | $4798.07           | Corporate Debt Securities |
| ING GROEP NV                                     | 2035-03-19      | 5.5500%  | 0.0000% | $475000.00         | $482370.02         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                 | 2026-03-21      | 3.5000%  | 0.0000% | $30000.00          | $29980.45          | Corporate Debt Securities |
| INTEL CORP                                       | 2033-02-10      | 5.2000%  | 0.0000% | $1075000.00        | $1079040.81        | Corporate Debt Securities |
| INTL PAPER CO                                    | 2041-11-15      | 6.0000%  | 0.0000% | $1900000.00        | $1877029.00        | Corporate Debt Securities |
| INTESA SANPAOLO SPA                              | 2048-01-12      | 4.3750%  | 0.0000% | $54945000.00       | $40404400.99       | Corporate Debt Securities |
| INTESA SANPAOLO SPA                              | 2054-06-20      | 7.7780%  | 0.0000% | $2038000.00        | $2300777.46        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                           | 2029-08-15      | 2.8750%  | 0.0000% | $255000.00         | $239729.43         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                  | 2031-11-01      | 4.7500%  | 0.0000% | $9086000.00        | $9084149.99        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                       | 2031-03-17      | 2.8750%  | 0.0000% | $695000.00         | $618153.75         | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC                    | 2032-01-15      | 2.6500%  | 0.0000% | $180000.00         | $151120.35         | Corporate Debt Securities |
| LINDE INC                                        | 2042-11-07      | 3.5500%  | 0.0000% | $1291000.00        | $996791.50         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC               | 2042-01-15      | 4.9500%  | 0.0000% | $73000.00          | $68940.65          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC               | 2038-04-15      | 4.3750%  | 0.0000% | $1315000.00        | $1200527.61        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO               | 2054-05-15      | 5.7500%  | 0.0000% | $1500000.00        | $1434563.75        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                       | 2050-03-22      | 4.0000%  | 0.0000% | $104000.00         | $78022.42          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                       | 2030-10-30      | 1.6800%  | 0.0000% | $8621000.00        | $7383972.71        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                       | 2033-05-09      | 5.0500%  | 0.0000% | $8685000.00        | $8710671.41        | Corporate Debt Securities |
| PROLOGIS LP                                      | 2030-04-15      | 2.2500%  | 0.0000% | $236000.00         | $212176.39         | Corporate Debt Securities |
| PROLOGIS LP                                      | 2050-04-15      | 3.0000%  | 0.0000% | $24201000.00       | $15359164.65       | Corporate Debt Securities |
| BOOKING HOLDINGS INC                             | 2026-06-01      | 3.6000%  | 0.0000% | $15032000.00       | $15185627.04       | Corporate Debt Securities |
| EVERSOURCE ENERGY                                | 2026-08-15      | 1.4000%  | 0.0000% | $70000.00          | $67578.23          | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                          | 2051-05-20      | 3.5000%  | 0.0000% | $1025000.00        | $691006.03         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | 2028-03-27      | 5.0500%  | 0.0000% | $2366000.00        | $2383407.85        | Corporate Debt Securities |
| VULCAN MATERIALS COMPANY                         | 2029-12-01      | 4.9500%  | 0.0000% | $7000.00           | $7263.31           | Corporate Debt Securities |
| WEA FINANCE LLC                                  | 2027-01-15      | 2.8750%  | 0.0000% | $8980000.00        | $8784875.82        | Corporate Debt Securities |
| ENTERGY CORP                                     | 2030-06-15      | 2.8000%  | 0.0000% | $204000.00         | $187866.32         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                            | 2041-06-15      | 3.1000%  | 0.0000% | $3080000.00        | $2232224.87        | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                            | 2052-09-15      | 4.7500%  | 0.0000% | $9500000.00        | $8051400.41        | Corporate Debt Securities |
| Entergy Tx                                       | 2053-09-01      | 5.8000%  | 0.0000% | $190000.00         | $186047.79         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                | 2042-02-15      | 5.7000%  | 0.0000% | $100000.00         | $99105.50          | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                         | 2050-10-15      | 3.9510%  | 0.0000% | $25000.00          | $17786.72          | Corporate Debt Securities |
| LIBERTY UTILITIES CO                             | 2034-01-31      | 5.8690%  | 0.0000% | $919000.00         | $940415.76         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                        | 2054-08-15      | 5.5000%  | 0.0000% | $102000.00         | $97440.77          | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE BV                     | 2043-07-15      | 5.2500%  | 0.0000% | $313000.00         | $277523.80         | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.             | 2030-03-01      | 2.3000%  | 0.0000% | $3054000.00        | $2747030.58        | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.             | 2050-03-01      | 3.2500%  | 0.0000% | $82000.00          | $52383.63          | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.             | 2032-11-01      | 5.9500%  | 0.0000% | $105000.00         | $109821.92         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                         | 2025-11-06      | 4.2000%  | 0.0000% | $976000.00         | $977424.96         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                         | 2026-11-04      | 1.6500%  | 0.0000% | $249000.00         | $239859.63         | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                         | 2027-05-03      | 3.3000%  | 0.0000% | $3729000.00        | $3668422.40        | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                         | 2028-07-26      | 0.0000%  | 0.0000% | $100000.00         | $100950.47         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2026-09-09      | 2.3000%  | 0.0000% | $309000.00         | $301749.32         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2025-10-03      | 5.8000%  | 0.0000% | $559000.00         | $566179.42         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2030-10-04      | 5.8500%  | 0.0000% | $5640000.00        | $5947380.00        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2027-10-22      | 4.4500%  | 0.0000% | $65000.00          | $65103.82          | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2031-10-23      | 4.8500%  | 0.0000% | $35991000.00       | $35806536.12       | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION               | 2030-03-05      | 4.8000%  | 0.0000% | $424000.00         | $428873.17         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                         | 2032-04-15      | 3.6250%  | 0.0000% | $269000.00         | $245037.82         | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                      | 2031-06-01      | 2.3000%  | 0.0000% | $2260000.00        | $1985853.21        | Corporate Debt Securities |
| AMERIPRISE FINANCIAL INC                         | 2028-12-15      | 5.7000%  | 0.0000% | $46000.00          | $49119.95          | Corporate Debt Securities |
| AMGEN INC                                        | 2051-06-15      | 4.6630%  | 0.0000% | $5136000.00        | $4376242.22        | Corporate Debt Securities |
| AMGEN INC                                        | 2028-08-15      | 1.6500%  | 0.0000% | $456000.00         | $420109.38         | Corporate Debt Securities |
| AMPHENOL CORP                                    | 2027-04-05      | 5.0500%  | 0.0000% | $2000.00           | $2040.45           | Corporate Debt Securities |
| ANALOG DEVICES INC                               | 2034-04-01      | 5.0500%  | 0.0000% | $680000.00         | $689932.34         | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2079-12-31      | 4.3750%  | 0.0000% | $15663000.00       | $15220996.67       | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2044-01-21      | 5.0000%  | 0.0000% | $2099000.00        | $1965979.37        | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2041-06-19      | 2.6760%  | 0.0000% | $20879000.00       | $14766624.04       | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2031-10-24      | 1.9220%  | 0.0000% | $11000000.00       | $9475312.00        | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2035-01-23      | 5.4680%  | 0.0000% | $1486000.00        | $1526285.30        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                 | 2079-12-31      | 3.7500%  | 0.0000% | $12077000.00       | $11718333.23       | Corporate Debt Securities |
| BANK OF NEW YORK MELLON/THE                      | 2027-04-20      | 4.3300%  | 0.0000% | $1500000.00        | $1512086.90        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                 | 2026-05-04      | 2.8000%  | 0.0000% | $890000.00         | $879019.38         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                 | 2033-10-25      | 5.8340%  | 0.0000% | $19235000.00       | $20210251.89       | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                              | 2079-12-31      | 4.9000%  | 0.0000% | $635000.00         | $641988.53         | Corporate Debt Securities |
| BANK OF AMERICA NA                               | 2025-08-18      | 5.6500%  | 0.0000% | $7075000.00        | $7197810.21        | Corporate Debt Securities |
| PT FREEPORT INDONESIA                            | 2027-04-14      | 4.7630%  | 0.0000% | $220000.00         | $220419.33         | Corporate Debt Securities |
| HALEON US CAPITAL LLC                            | 2027-03-24      | 3.3750%  | 0.0000% | $2713000.00        | $2682390.58        | Corporate Debt Securities |
| MASCO CORP                                       | 2028-02-15      | 1.5000%  | 0.0000% | $229000.00         | $211512.42         | Corporate Debt Securities |
| MASSACHUSETTS ELEC CO                            | 2030-11-24      | 1.7290%  | 0.0000% | $2565000.00        | $2156519.05        | Corporate Debt Securities |
| MCDONALDS CORP                                   | 2025-09-01      | 1.4500%  | 0.0000% | $353000.00         | $351402.58         | Corporate Debt Securities |
| MCDONALDS CORP                                   | 2030-07-01      | 3.6000%  | 0.0000% | $514000.00         | $500373.86         | Corporate Debt Securities |
| MCDONALDS CORP                                   | 2032-09-09      | 4.6000%  | 0.0000% | $51000.00          | $50882.19          | Corporate Debt Securities |
| MCKESSON CORP                                    | 2028-07-15      | 4.9000%  | 0.0000% | $40000.00          | $41292.60          | Corporate Debt Securities |
| MAREX GROUP PLC                                  | 2028-05-08      | 5.8290%  | 0.0000% | $204000.00         | $205554.92         | Corporate Debt Securities |
| MARS INC                                         | 2045-05-01      | 5.6500%  | 0.0000% | $3675000.00        | $3644025.88        | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC                   | 2054-03-15      | 5.4500%  | 0.0000% | $656000.00         | $622750.09         | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                       | 2032-04-15      | 5.1000%  | 0.0000% | $2050000.00        | $2067315.67        | Corporate Debt Securities |
| MARTIN MARIETTA MATERIALS INC                    | 2031-07-15      | 2.4000%  | 0.0000% | $45000.00          | $39503.25          | Corporate Debt Securities |
| MARTIN MARIETTA MATERIALS INC                    | 2054-12-01      | 5.5000%  | 0.0000% | $52000.00          | $50277.36          | Corporate Debt Securities |
| ENERGY TRANSFER LP                               | 2028-12-01      | 6.1000%  | 0.0000% | $185000.00         | $198475.50         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                    | 2026-07-12      | 1.6250%  | 0.0000% | $765000.00         | $744000.11         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                    | 2052-10-14      | 7.7500%  | 0.0000% | $1022000.00        | $1207904.64        | Corporate Debt Securities |
| MAIN STREET CAPITAL CORP                         | 2029-03-01      | 6.9500%  | 0.0000% | $4444000.00        | $4648432.64        | Corporate Debt Securities |
| CIGNA GROUP                                      | 2028-10-15      | 4.3750%  | 0.0000% | $26000.00          | $25976.83          | Corporate Debt Securities |
| CIGNA GROUP                                      | 2030-03-15      | 2.4000%  | 0.0000% | $30000.00          | $27152.70          | Corporate Debt Securities |
| CIGNA GROUP                                      | 2026-03-15      | 1.2500%  | 0.0000% | $62000.00          | $60549.46          | Corporate Debt Securities |
| CDW LLC                                          | 2031-12-01      | 3.5690%  | 0.0000% | $1602000.00        | $1480353.51        | Corporate Debt Securities |
| CGI INC                                          | 2030-03-14      | 4.9500%  | 0.0000% | $200000.00         | $201760.00         | Corporate Debt Securities |
| CGI INC                                          | 2030-03-14      | 4.9500%  | 0.0000% | $522000.00         | $526593.60         | Corporate Debt Securities |
| CCL INDS INC                                     | 2030-06-01      | 3.0500%  | 0.0000% | $4000000.00        | $3699661.11        | Corporate Debt Securities |
| ARROW ELECTRONICS INC                            | 2028-01-12      | 3.8750%  | 0.0000% | $195000.00         | $193583.16         | Corporate Debt Securities |
| BROADCOM INC                                     | 2030-02-15      | 4.3500%  | 0.0000% | $3400000.00        | $3395367.50        | Corporate Debt Securities |
| BROADCOM INC                                     | 2028-04-15      | 4.8000%  | 0.0000% | $10627000.00       | $10798200.97       | Corporate Debt Securities |
| BROOKFIELD FINANCE INC                           | 2028-01-25      | 3.9000%  | 0.0000% | $15630000.00       | $15528274.76       | Corporate Debt Securities |
| BROOKFIELD ASSET MANAGEMENT LTD                  | 2035-04-24      | 5.7950%  | 0.0000% | $6527000.00        | $6638644.33        | Corporate Debt Securities |
| BUNGE LIMITED FINANCE CORP                       | 2029-09-17      | 4.2000%  | 0.0000% | $21000000.00       | $20878550.01       | Corporate Debt Securities |
| BUNGE LIMITED FINANCE CORP                       | 2034-09-17      | 4.6500%  | 0.0000% | $16935000.00       | $16433371.19       | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                 | 2043-03-15      | 4.4500%  | 0.0000% | $1746000.00        | $1518829.39        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                 | 2051-09-15      | 3.3000%  | 0.0000% | $1018000.00        | $689781.53         | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                 | 2051-09-15      | 3.3000%  | 0.0000% | $4145000.00        | $2808589.83        | Corporate Debt Securities |
| NATIONAL SECURITIES CLEARING CORP                | 2027-11-21      | 5.1000%  | 0.0000% | $250000.00         | $255123.75         | Corporate Debt Securities |
| NATIONAL SECURITIES CLEARING CORP                | 2026-06-26      | 5.1500%  | 0.0000% | $1785000.00        | $1839961.14        | Corporate Debt Securities |
| NATWEST MARKETS PLC                              | 2030-03-21      | 5.0220%  | 0.0000% | $900000.00         | $912388.95         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)   | 2025-12-10      | 4.7500%  | 0.0000% | $825000.00         | $844750.96         | Corporate Debt Securities |
| CMS ENERGY CORP                                  | 2026-05-15      | 3.0000%  | 0.0000% | $27746000.00       | $27352006.80       | Corporate Debt Securities |
| NEW MOUNTAIN FINANCE CORP                        | 2029-02-01      | 6.8750%  | 0.0000% | $3802000.00        | $3925586.65        | Corporate Debt Securities |
| NEW MOUNTAIN FINANCE CORP                        | 2027-10-15      | 6.2000%  | 0.0000% | $224000.00         | $226593.92         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                      | 2029-10-24      | 6.4840%  | 0.0000% | $81000.00          | $85912.16          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                      | 2030-07-23      | 5.0490%  | 0.0000% | $856000.00         | $878154.78         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                      | 2027-03-09      | 4.3300%  | 0.0000% | $389000.00         | $392994.67         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                      | 2032-10-21      | 2.6500%  | 0.0000% | $6326000.00        | $5511342.99        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                      | 2028-08-23      | 4.4820%  | 0.0000% | $9953000.00        | $10039257.67       | Corporate Debt Securities |
| GENERAL ELECTRIC CO                              | 2038-01-14      | 5.8750%  | 0.0000% | $799000.00         | $852376.75         | Corporate Debt Securities |
| GENERAL ELECTRIC CO                              | 2032-03-15      | 6.7500%  | 0.0000% | $1955000.00        | $2204013.24        | Corporate Debt Securities |
| GENERAL MOTORS CO                                | 2030-04-15      | 5.6250%  | 0.0000% | $8130000.00        | $8220923.89        | Corporate Debt Securities |
| GENERAL MOTORS CO                                | 2035-04-15      | 6.2500%  | 0.0000% | $2153000.00        | $2187389.99        | Corporate Debt Securities |
| GEORGETOWN UNIVERSITY                            | 2049-04-01      | 4.3150%  | 0.0000% | $38000.00          | $30394.37          | Corporate Debt Securities |
| GEORGIA POWER COMPANY                            | 2042-03-15      | 4.3000%  | 0.0000% | $464000.00         | $392125.63         | Corporate Debt Securities |
| GLAXOSK CAP INC                                  | 2030-04-15      | 4.5000%  | 0.0000% | $54000.00          | $54424.17          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                             | 2027-03-27      | 4.0000%  | 0.0000% | $960000.00         | $955056.00         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                             | 2027-04-04      | 5.3380%  | 0.0000% | $3085000.00        | $3141805.82        | Corporate Debt Securities |
| TRANSURBAN FINANCE COMPANY PTY LTD               | 2027-03-22      | 3.3750%  | 0.0000% | $1526000.00        | $1505513.45        | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2046-09-16      | 3.8750%  | 0.0000% | $5392000.00        | $3898228.78        | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2029-02-14      | 4.8000%  | 0.0000% | $7881000.00        | $8018076.86        | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2028-02-04      | 4.8750%  | 0.0000% | $60000.00          | $61420.05          | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2035-02-06      | 5.6250%  | 0.0000% | $19807000.00       | $20230919.32       | Corporate Debt Securities |
| AMAZON.COM INC                                   | 2029-12-01      | 4.6500%  | 0.0000% | $24000.00          | $24973.70          | Corporate Debt Securities |
| AMDOCS LTD                                       | 2030-06-15      | 2.5380%  | 0.0000% | $11137000.00       | $10073332.97       | Corporate Debt Securities |
| TYCO ELECTRONICS                                 | 2031-02-09      | 4.5000%  | 0.0000% | $15236000.00       | $15037398.74       | Corporate Debt Securities |
| TYSON FOODS INC                                  | 2029-03-15      | 5.4000%  | 0.0000% | $62000.00          | $64276.64          | Corporate Debt Securities |
| UBS GROUP AG                                     | 2026-04-17      | 4.5500%  | 0.0000% | $10628000.00       | $10680590.88       | Corporate Debt Securities |
| UBS AG (LONDON BRANCH)                           | 2025-09-11      | 5.8000%  | 0.0000% | $3275000.00        | $3325525.97        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                          | 2042-03-15      | 3.5500%  | 0.0000% | $5267000.00        | $4090804.28        | Corporate Debt Securities |
| BRIXMOR OPERATING PARTNERSHIP LP                 | 2029-05-15      | 4.1250%  | 0.0000% | $120000.00         | $116804.25         | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC               | 2029-12-01      | 2.9000%  | 0.0000% | $196000.00         | $183840.05         | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC               | 2031-05-01      | 2.6000%  | 0.0000% | $1840000.00        | $1618619.38        | Corporate Debt Securities |
| ONEOK INC                                        | 2050-03-15      | 4.5000%  | 0.0000% | $105000.00         | $80228.93          | Corporate Debt Securities |
| ONEOK INC                                        | 2026-11-01      | 5.5500%  | 0.0000% | $558000.00         | $566738.74         | Corporate Debt Securities |
| ORACLE CORPORATION                               | 2045-05-15      | 4.1250%  | 0.0000% | $60000.00          | $46363.13          | Corporate Debt Securities |
| ORACLE CORPORATION                               | 2025-11-10      | 5.8000%  | 0.0000% | $18000.00          | $18149.08          | Corporate Debt Securities |
| ORACLE CORPORATION                               | 2032-02-03      | 5.2500%  | 0.0000% | $8203000.00        | $8459610.35        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                       | 2027-07-01      | 4.4000%  | 0.0000% | $218000.00         | $220485.44         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                       | 2028-02-01      | 5.7000%  | 0.0000% | $9000.00           | $9376.94           | Corporate Debt Securities |
| ENERGY TRANSFER LP                               | 2029-09-15      | 4.1500%  | 0.0000% | $4166000.00        | $4088161.76        | Corporate Debt Securities |
| OVINTIV INC                                      | 2037-08-15      | 6.6250%  | 0.0000% | $2399000.00        | $2399150.94        | Corporate Debt Securities |
| ENBRIDGE INC                                     | 2034-04-05      | 5.6250%  | 0.0000% | $3270000.00        | $3321416.66        | Corporate Debt Securities |
| SOMPO INTERNATIONAL HOLDINGS LTD                 | 2034-07-15      | 7.0000%  | 0.0000% | $15000.00          | $16785.60          | Corporate Debt Securities |
| OVINTIV INC                                      | 2053-07-15      | 7.1000%  | 0.0000% | $2942000.00        | $2948075.23        | Corporate Debt Securities |
| OWENS CORNING                                    | 2030-02-15      | 3.5000%  | 0.0000% | $625000.00         | $596273.96         | Corporate Debt Securities |
| CARNIVAL PLC                                     | 2027-06-01      | 7.8750%  | 0.0000% | $4000.00           | $4345.47           | Corporate Debt Securities |
| PSEG POWER LLC                                   | 2030-05-15      | 5.2000%  | 0.0000% | $25914000.00       | $26153963.64       | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                 | 2034-03-15      | 6.9500%  | 0.0000% | $6621000.00        | $7136770.38        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                 | 2029-05-15      | 5.5500%  | 0.0000% | $74000.00          | $75092.43          | Corporate Debt Securities |
| PACIFICORP                                       | 2038-07-15      | 6.3500%  | 0.0000% | $1225000.00        | $1303305.06        | Corporate Debt Securities |
| PACKAGING CORP OF AMERICA                        | 2029-12-15      | 3.0000%  | 0.0000% | $612000.00         | $578841.84         | Corporate Debt Securities |
| PAYCHEX INC                                      | 2032-04-15      | 5.3500%  | 0.0000% | $26580000.00       | $27115070.18       | Corporate Debt Securities |

### Security 275: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $280812800.00      | $279480061.05      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $641000000.00
- **C.18.a - Value (excl. sponsor support):** $641000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 4.65 FHOR 25-28 MD                              | 2028-04-25      | 4.6500%  | 0.0000% | $20250000.00       | $20304914.62       | Agency Debentures and Agency Strips |
| 5.00 FHOR 25-29 IE                              | 2029-11-20      | 5.0000%  | 0.0000% | $14565000.00       | $14571814.80       | Agency Debentures and Agency Strips |
| GNII SF MB0311 M                                | 2055-03-20      | 7.0000%  | 0.0000% | $34252819.00       | $35440688.12       | Agency Mortgage-Backed Securities   |
| GNII SF DI2392 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $9193241.00        | $9385818.31        | Agency Mortgage-Backed Securities   |
| GNII SF DI5993 C                                | 2055-04-20      | 7.0000%  | 0.0000% | $15803659.00       | $16332719.76       | Agency Mortgage-Backed Securities   |
| GNII SF DI8072 C                                | 2055-05-20      | 6.0000%  | 0.0000% | $3778702.00        | $3827815.05        | Agency Mortgage-Backed Securities   |
| GNII SF DI8443 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $4394945.00        | $4443643.80        | Agency Mortgage-Backed Securities   |
| GNII SF DI9873 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $6021831.00        | $6094595.30        | Agency Mortgage-Backed Securities   |
| GNII SF DI9677 C                                | 2055-05-20      | 6.0000%  | 0.0000% | $7676553.00        | $7770670.10        | Agency Mortgage-Backed Securities   |
| GNII SF MA9783 M                                | 2054-06-20      | 7.5000%  | 0.0000% | $16574712.00       | $10010919.59       | Agency Mortgage-Backed Securities   |
| GNII SF MA9855 M                                | 2054-08-20      | 7.5000%  | 0.0000% | $20085617.00       | $12068276.60       | Agency Mortgage-Backed Securities   |
| GNII SF MA9729 M                                | 2054-06-20      | 7.5000%  | 0.0000% | $3811048.00        | $1880772.46        | Agency Mortgage-Backed Securities   |
| GNII SF MA9910 M                                | 2054-09-20      | 7.5000%  | 0.0000% | $29999535.00       | $28403381.58       | Agency Mortgage-Backed Securities   |
| GNCL CL CS8167                                  | 2065-06-15      | 5.3500%  | 0.0000% | $3281856.00        | $3397871.98        | Agency Mortgage-Backed Securities   |
| GNII SF DJ1743 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $6334586.00        | $6411768.21        | Agency Mortgage-Backed Securities   |
| GNII SF DJ1744 C                                | 2055-04-20      | 6.5000%  | 0.0000% | $1622156.00        | $1660875.19        | Agency Mortgage-Backed Securities   |
| GNII SF DJ1498 C                                | 2055-05-20      | 6.0000%  | 0.0000% | $3433953.00        | $3475635.47        | Agency Mortgage-Backed Securities   |
| GNII SF DJ2800 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $4852515.00        | $4911611.06        | Agency Mortgage-Backed Securities   |
| GNII SF DJ5523 C                                | 2055-04-20      | 6.0000%  | 0.0000% | $11644522.00       | $11786223.99       | Agency Mortgage-Backed Securities   |
| GNII SF DK3340 C                                | 2055-05-20      | 6.5000%  | 0.0000% | $7836471.00        | $7970687.11        | Agency Mortgage-Backed Securities   |
| SEASPAN CORP                   SR GLBL 144A 29  | 2029-08-01      | 5.5000%  | 0.0000% | $400000.00         | $376164.22         | Corporate Debt Securities           |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $90000.00          | $80926.88          | Corporate Debt Securities           |
| BARCLAYS PLC                   SR GLBL NT 45    | 2045-08-17      | 5.2500%  | 0.0000% | $210000.00         | $199395.17         | Corporate Debt Securities           |
| SOCIETE GENERALE               SUB COCO 55      | 2055-01-19      | 7.1320%  | 0.0000% | $201000.00         | $204745.14         | Corporate Debt Securities           |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47 | 2047-04-01      | 4.0000%  | 0.0000% | $100000.00         | $70633.56          | Corporate Debt Securities           |
| BARRICK PD AUSTRALIA FIN PTY   GLBL NT 5.95%39  | 2039-10-15      | 5.9500%  | 0.0000% | $50000.00          | $50658.38          | Corporate Debt Securities           |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 51    | 2051-05-15      | 2.8500%  | 0.0000% | $103000.00         | $60872.74          | Corporate Debt Securities           |
| MERCK & CO INC                 SR GLBL NT 63    | 2063-05-17      | 5.1500%  | 0.0000% | $100000.00         | $89983.97          | Corporate Debt Securities           |
| BELL CDA                       SR GLBL-US8 NT33 | 2033-05-11      | 5.1000%  | 0.0000% | $50000.00          | $49002.08          | Corporate Debt Securities           |
| BELL CDA                       SR US-10 NT 54   | 2054-02-15      | 5.5500%  | 0.0000% | $100000.00         | $93493.75          | Corporate Debt Securities           |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28   | 2028-09-30      | 11.0000% | 0.0000% | $4100000.00        | $3975291.67        | Corporate Debt Securities           |
| BAXTER INTL INC                SR GLBL NT 51    | 2051-12-01      | 3.1320%  | 0.0000% | $50000.00          | $31583.15          | Corporate Debt Securities           |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 29  | 2029-04-15      | 4.1250%  | 0.0000% | $234775.00         | $230847.51         | Corporate Debt Securities           |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $70000.00          | $69133.99          | Corporate Debt Securities           |
| MADISON IAQ LLC                SR 144A NT 29    | 2029-06-30      | 5.8750%  | 0.0000% | $172000.00         | $169388.90         | Corporate Debt Securities           |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30   | 2030-12-31      | 5.7500%  | 0.0000% | $78029.00          | $63797.03          | Corporate Debt Securities           |
| MPLX LP                        SR GLBL NT5.2%47 | 2047-03-01      | 5.2000%  | 0.0000% | $50000.00          | $43237.78          | Corporate Debt Securities           |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $50000.00          | $44847.08          | Corporate Debt Securities           |
| MPLX LP                        SR GLBL NT 52    | 2052-03-14      | 4.9500%  | 0.0000% | $41296000.00       | $33735528.32       | Corporate Debt Securities           |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29    | 2029-08-01      | 4.6250%  | 0.0000% | $70000.00          | $54305.17          | Corporate Debt Securities           |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29  | 2029-06-01      | 4.8750%  | 0.0000% | $78000.00          | $65335.11          | Corporate Debt Securities           |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $50000.00          | $32785.25          | Corporate Debt Securities           |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $100000.00         | $78975.54          | Corporate Debt Securities           |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $50000.00          | $48383.81          | Corporate Debt Securities           |
| HCA INC.                       SR GLBL NT 54    | 2054-09-15      | 5.9500%  | 0.0000% | $50000.00          | $47788.29          | Corporate Debt Securities           |
| INNOVATE CORP                  SR SEC GLBL 26   | 2026-02-01      | 8.5000%  | 0.0000% | $230000.00         | $208862.36         | Corporate Debt Securities           |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $100000.00         | $94447.12          | Corporate Debt Securities           |
| ELI LILLY & CO                 GLBL NT 5.2%64   | 2064-08-14      | 5.2000%  | 0.0000% | $50000.00          | $46390.06          | Corporate Debt Securities           |
| OLYMPUS WTR US HLDG CORP       SR 144A NT 29    | 2029-10-01      | 6.2500%  | 0.0000% | $429000.00         | $400339.82         | Corporate Debt Securities           |
| MICROSOFT CORP                 SR GLBL NT 52    | 2052-03-17      | 2.9210%  | 0.0000% | $50000.00          | $32928.16          | Corporate Debt Securities           |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29  | 2029-08-15      | 5.6250%  | 0.0000% | $142000.00         | $136105.05         | Corporate Debt Securities           |
| HALLIBURTON CO                 SR GLBL NT 5%45  | 2045-11-15      | 5.0000%  | 0.0000% | $50000.00          | $43031.67          | Corporate Debt Securities           |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29  | 2029-02-01      | 5.7500%  | 0.0000% | $60000.00          | $58574.82          | Corporate Debt Securities           |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $51000.00          | $47957.00          | Corporate Debt Securities           |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | 0.0000% | $50000.00          | $34794.15          | Corporate Debt Securities           |
| FEL ENERGY VI S A R L          SR SEC GLBL 40   | 2040-12-01      | 5.7500%  | 0.0000% | $203000.00         | $163784.75         | Corporate Debt Securities           |
| ALPEK SA DE CV                 SR GLBL REGS 31  | 2031-02-25      | 3.2500%  | 0.0000% | $206000.00         | $178117.16         | Corporate Debt Securities           |
| BANCO INBURSA S.A.             SR GLBL REGS 27  | 2027-04-11      | 4.3750%  | 0.0000% | $210000.00         | $207802.32         | Corporate Debt Securities           |
| BRASKEM IDESA S A P I          SR SEC GLBL 29   | 2029-11-15      | 7.4500%  | 0.0000% | $314000.00         | $252981.69         | Corporate Debt Securities           |
| BUF ENE MEX HLD S A DE C V     SR SEC REGS 39   | 2039-02-15      | 7.8750%  | 0.0000% | $350000.00         | $359862.56         | Corporate Debt Securities           |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 29  | 2029-11-19      | 5.4500%  | 0.0000% | $247000.00         | $247213.72         | Corporate Debt Securities           |
| EMPRESA NACIONAL DEL PETROLEO  SR GLBL REGS 34  | 2034-07-30      | 5.9500%  | 0.0000% | $230000.00         | $235203.37         | Corporate Debt Securities           |
| INRETAIL SHOPPING MALLS        SR GLBL REGS 28  | 2028-04-03      | 5.7500%  | 0.0000% | $193000.00         | $193666.65         | Corporate Debt Securities           |
| NIAGARA ENERGY S A C           SR REGS NT 34    | 2034-10-03      | 5.7460%  | 0.0000% | $94000.00          | $93034.42          | Corporate Debt Securities           |
| TRUST 1401                     SR REGS NT7.7%32 | 2032-01-23      | 7.7000%  | 0.0000% | $390000.00         | $407738.72         | Corporate Debt Securities           |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28  | 2028-02-15      | 6.5000%  | 0.0000% | $80000.00          | $83110.27          | Corporate Debt Securities           |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31   | 2031-02-15      | 7.8750%  | 0.0000% | $85000.00          | $89961.34          | Corporate Debt Securities           |
| CEMEX SA EURO MTN BE 144A      SR GLBL 144A 30  | 2030-09-17      | 5.2000%  | 0.0000% | $337000.00         | $335764.71         | Corporate Debt Securities           |
| CENOVUS ENERGY INC             GLBL NT 3.75%52  | 2052-02-15      | 3.7500%  | 0.0000% | $100000.00         | $66247.75          | Corporate Debt Securities           |
| CAPITAL PWR US HLDGS INC       SR 144A NT 28    | 2028-06-01      | 5.2570%  | 0.0000% | $44915000.00       | $45171556.98       | Corporate Debt Securities           |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 35     | 2035-10-23      | 6.3840%  | 0.0000% | $50000.00          | $51652.07          | Corporate Debt Securities           |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $100000.00         | $99373.28          | Corporate Debt Securities           |
| ITT HOLDINGS LLC               SR 144A NT6.5%29 | 2029-08-01      | 6.5000%  | 0.0000% | $138000.00         | $131448.60         | Corporate Debt Securities           |
| ELEVANCE HEALTH INC            GLBL NT 4.55%48  | 2048-03-01      | 4.5500%  | 0.0000% | $100000.00         | $81908.86          | Corporate Debt Securities           |
| ELEVANCE HEALTH INC            SR GLBL NT3.7%49 | 2049-09-15      | 3.7000%  | 0.0000% | $50000.00          | $35178.92          | Corporate Debt Securities           |
| ELEVANCE HEALTH INC            SR GLBL NT3.6%51 | 2051-03-15      | 3.6000%  | 0.0000% | $50000.00          | $34530.50          | Corporate Debt Securities           |
| ELEVANCE HEALTH INC            GLBL NT 5.65%54  | 2054-06-15      | 5.6500%  | 0.0000% | $50000.00          | $48014.79          | Corporate Debt Securities           |
| ELEVANCE HEALTH INC            GLBL NT 5.85%64  | 2064-11-01      | 5.8500%  | 0.0000% | $50000.00          | $47290.62          | Corporate Debt Securities           |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32  | 2032-02-01      | 6.6250%  | 0.0000% | $60000.00          | $62713.16          | Corporate Debt Securities           |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $50000.00          | $48558.26          | Corporate Debt Securities           |
| APPLE INC                      SR GLBL NT4.1%62 | 2062-08-08      | 4.1000%  | 0.0000% | $50000.00          | $39260.78          | Corporate Debt Securities           |
| W. R. GRACE HOLDINGS LLC       SR SEC GLBL 27   | 2027-06-15      | 4.8750%  | 0.0000% | $90000.00          | $90570.04          | Corporate Debt Securities           |
| SABRE GLBL INC                 SR SEC GLBL 27   | 2027-06-01      | 8.6250%  | 0.0000% | $61000.00          | $64359.45          | Corporate Debt Securities           |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 29  | 2029-03-30      | 5.3798%  | 0.0000% | $51481000.00       | $51981962.47       | Corporate Debt Securities           |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38    | 2038-03-15      | 6.2500%  | 0.0000% | $50000.00          | $50725.04          | Corporate Debt Securities           |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | 0.0000% | $75000.00          | $54187.75          | Corporate Debt Securities           |
| MOLSON COORS BEVERAGE CO       SR GLBL NT4.2%46 | 2046-07-15      | 4.2000%  | 0.0000% | $50000.00          | $39833.00          | Corporate Debt Securities           |
| RTX CORPORATION                GLBL NT 4.35%47  | 2047-04-15      | 4.3500%  | 0.0000% | $100000.00         | $81771.75          | Corporate Debt Securities           |
| REYNOLDS AMERICAN INC          SR GLBL NT 25    | 2025-06-12      | 4.4500%  | 0.0000% | $31577000.00       | $32225170.56       | Corporate Debt Securities           |
| QUIKRETE HLDGS INC             SR 144A NT 33    | 2033-03-01      | 6.7500%  | 0.0000% | $150000.00         | $155192.25         | Corporate Debt Securities           |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $50000.00          | $44470.00          | Corporate Debt Securities           |
| DUPONT DE NEMOURS INC          5.419%48         | 2048-11-15      | 5.4190%  | 0.0000% | $50000.00          | $49285.90          | Corporate Debt Securities           |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31    | 2031-04-01      | 4.3750%  | 0.0000% | $132000.00         | $121859.78         | Corporate Debt Securities           |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32    | 2032-04-15      | 6.1250%  | 0.0000% | $110000.00         | $110307.59         | Corporate Debt Securities           |
| META PLATFORMS INC             SR GLBL NT 62    | 2062-08-15      | 4.6500%  | 0.0000% | $50000.00          | $41912.12          | Corporate Debt Securities           |
| SPX FLOW INCORPORATION         SR 144A NT 30    | 2030-04-01      | 8.7500%  | 0.0000% | $103000.00         | $107790.56         | Corporate Debt Securities           |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40 | 2040-09-02      | 3.3000%  | 0.0000% | $100000.00         | $73433.67          | Corporate Debt Securities           |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $95000.00          | $115037.80         | Corporate Debt Securities           |
| DEVON ENERGY CORP NEW          SR NT 5%45       | 2045-06-15      | 5.0000%  | 0.0000% | $100000.00         | $83047.67          | Corporate Debt Securities           |
| DISNEY WALT CO                 SR GLBL NT 49    | 2049-09-01      | 2.7500%  | 0.0000% | $100000.00         | $62043.86          | Corporate Debt Securities           |
| DANAHER CORP DEL               SR GLBL NT2.6%50 | 2050-10-01      | 2.6000%  | 0.0000% | $50000.00          | $29521.06          | Corporate Debt Securities           |
| DANONE SA                      SR 144A NT 26    | 2026-11-02      | 2.9470%  | 0.0000% | $1338000.00        | $1311497.04        | Corporate Debt Securities           |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $58000.00          | $54467.20          | Corporate Debt Securities           |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $50000.00          | $29449.75          | Corporate Debt Securities           |
| FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27   | 2027-10-15      | 5.8750%  | 0.0000% | $112000.00         | $113162.98         | Corporate Debt Securities           |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $57000.00          | $53262.00          | Corporate Debt Securities           |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29    | 2029-02-01      | 9.2500%  | 0.0000% | $156000.00         | $164634.04         | Corporate Debt Securities           |
| FERTITTA ENTMT LLC / FERTITTA  SR 144A NT 30    | 2030-01-15      | 6.7500%  | 0.0000% | $144000.00         | $134541.00         | Corporate Debt Securities           |
| FIESTA PURCHASER INC           SR GLBL 144A 32  | 2032-09-15      | 9.6250%  | 0.0000% | $1734000.00        | $1857082.93        | Corporate Debt Securities           |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45 | 2045-06-01      | 5.8000%  | 0.0000% | $89000.00          | $87020.54          | Corporate Debt Securities           |
| COCA COLA CO                   SR GLBL NT2.6%50 | 2050-06-01      | 2.6000%  | 0.0000% | $50000.00          | $30667.39          | Corporate Debt Securities           |
| COCA COLA CO                   SR GLBL NT5.4%64 | 2064-05-13      | 5.4000%  | 0.0000% | $78000.00          | $74120.28          | Corporate Debt Securities           |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 28   | 2028-12-31      | 10.5000% | 0.0000% | $989000.00         | $946957.61         | Corporate Debt Securities           |
| COMCAST CORP NEW               SR GLBL NT2.8%51 | 2051-01-15      | 2.8000%  | 0.0000% | $820000.00         | $488597.00         | Corporate Debt Securities           |
| COMCAST CORP NEW               GLBL NT 2.45%52  | 2052-08-15      | 2.4500%  | 0.0000% | $50000.00          | $26844.29          | Corporate Debt Securities           |
| COMCAST CORP NEW               GLBL NT 2.65%62  | 2062-08-15      | 2.6500%  | 0.0000% | $50000.00          | $25856.46          | Corporate Debt Securities           |
| COMCAST CORP NEW               GLBL NT 2.987%63 | 2063-11-01      | 2.9870%  | 0.0000% | $50000.00          | $27665.81          | Corporate Debt Securities           |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49    | 2049-10-01      | 4.8750%  | 0.0000% | $50000.00          | $42141.98          | Corporate Debt Securities           |
| KROGER CO                      SR NT 4.45%47    | 2047-02-01      | 4.4500%  | 0.0000% | $50000.00          | $41088.49          | Corporate Debt Securities           |
| WAYFAIR LLC                    SR SEC GLBL 29   | 2029-10-31      | 7.2500%  | 0.0000% | $114000.00         | $113079.16         | Corporate Debt Securities           |
| WAYFAIR LLC                    SR SEC GLBL 30   | 2030-09-15      | 7.7500%  | 0.0000% | $66000.00          | $66347.58          | Corporate Debt Securities           |
| KENNEDY WILSON INC             SR GLBL NT 5%31  | 2031-03-01      | 5.0000%  | 0.0000% | $60000.00          | $52924.87          | Corporate Debt Securities           |
| WESCO DISTR INC                GLBL 144A NT 29  | 2029-03-15      | 6.3750%  | 0.0000% | $61000.00          | $63068.59          | Corporate Debt Securities           |
| APPLIED MATLS INC              SR GLBL NT 50    | 2050-06-01      | 2.7500%  | 0.0000% | $50000.00          | $31166.68          | Corporate Debt Securities           |
| BIOGEN INC                     SR GLBL NT 50    | 2050-05-01      | 3.1500%  | 0.0000% | $50000.00          | $30575.88          | Corporate Debt Securities           |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52 | 2052-04-05      | 4.4000%  | 0.0000% | $50000.00          | $39069.11          | Corporate Debt Securities           |
| CONAGRA BRANDS INC             SR GLBL NT5.4%48 | 2048-11-01      | 5.4000%  | 0.0000% | $50000.00          | $44175.50          | Corporate Debt Securities           |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $50000.00          | $30469.96          | Corporate Debt Securities           |
| CITIGROUP INC                  4.125%28         | 2028-07-25      | 4.1250%  | 0.0000% | $100000.00         | $99902.29          | Corporate Debt Securities           |
| CITIGROUP INC                  SUB GLBL NT 34   | 2034-11-19      | 5.5920%  | 0.0000% | $38132000.00       | $38243294.61       | Corporate Debt Securities           |
| CITIGROUP INC                  SR GLBL FL NT 28 | 2028-05-07      | 5.4863%  | 0.0000% | $36856000.00       | $37074292.19       | Corporate Debt Securities           |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 26  | 2026-09-15      | 3.3500%  | 0.0000% | $34658000.00       | $34231677.72       | Corporate Debt Securities           |
| COX COMMUNICATIONS INC NEW     SR 144A NT 28    | 2028-09-15      | 5.4500%  | 0.0000% | $35233000.00       | $36435649.09       | Corporate Debt Securities           |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62    | 2062-03-15      | 4.0250%  | 0.0000% | $50000.00          | $35105.27          | Corporate Debt Securities           |
| JOHNSON & JOHNSON              SR GLBL NT 50    | 2050-09-01      | 2.2500%  | 0.0000% | $50000.00          | $28746.12          | Corporate Debt Securities           |
| JOHNSON & JOHNSON              SR GLBL NT 60    | 2060-09-01      | 2.4500%  | 0.0000% | $101000.00         | $54429.60          | Corporate Debt Securities           |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 54    | 2054-08-21      | 5.0120%  | 0.0000% | $100000.00         | $88676.30          | Corporate Debt Securities           |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31 | 2031-08-15      | 4.1250%  | 0.0000% | $63000.00          | $57696.74          | Corporate Debt Securities           |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30 | 2030-01-15      | 6.2500%  | 0.0000% | $84000.00          | $87117.03          | Corporate Debt Securities           |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48  | 2048-04-20      | 5.0000%  | 0.0000% | $50000.00          | $43067.28          | Corporate Debt Securities           |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 33    | 2033-04-01      | 5.7500%  | 0.0000% | $50000.00          | $51058.18          | Corporate Debt Securities           |
| UNITED NAT FOODS INC           SR GLBL 144A 28  | 2028-10-15      | 6.7500%  | 0.0000% | $1832000.00        | $1834505.26        | Corporate Debt Securities           |
| JPMORGAN CHASE & CO            SUB NT 5.625%43  | 2043-08-16      | 5.6250%  | 0.0000% | $50000.00          | $49970.50          | Corporate Debt Securities           |
| JPMORGAN CHASE & CO            SR GLBL NT 51    | 2051-04-22      | 3.1090%  | 0.0000% | $50000.00          | $32662.09          | Corporate Debt Securities           |
| IMPERIAL TOB FIN PLC           FR 5.875%070134  | 2034-07-01      | 5.8750%  | 0.0000% | $46665000.00       | $48001764.28       | Corporate Debt Securities           |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $180000.00         | $173134.18         | Corporate Debt Securities           |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $50000.00          | $29130.50          | Corporate Debt Securities           |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60  | 2060-09-15      | 3.0000%  | 0.0000% | $50000.00          | $27245.45          | Corporate Debt Securities           |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 5%48  | 2048-09-26      | 5.0000%  | 0.0000% | $76000.00          | $63333.76          | Corporate Debt Securities           |
| GRAY MEDIA INC                 SR GLBL 144A 31  | 2031-11-15      | 5.3750%  | 0.0000% | $108000.00         | $77748.07          | Corporate Debt Securities           |
| GRAY MEDIA INC                 SR GLBL 144A 30  | 2030-10-15      | 4.7500%  | 0.0000% | $59000.00          | $42907.01          | Corporate Debt Securities           |
| PETROLEOS MEXICANOS            GLBL NT 6.875%25 | 2025-10-16      | 6.8750%  | 0.0000% | $1000000.00        | $1008132.78        | Corporate Debt Securities           |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61 | 2061-03-22      | 3.7000%  | 0.0000% | $100000.00         | $68089.89          | Corporate Debt Securities           |
| TK ELEVATOR HOLDCO GMBH        SR GLBL 144A 28  | 2028-07-15      | 7.6250%  | 0.0000% | $317000.00         | $326853.55         | Corporate Debt Securities           |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $50000.00          | $32446.25          | Corporate Debt Securities           |
| UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 29  | 2029-02-15      | 6.5000%  | 0.0000% | $126000.00         | $120196.23         | Corporate Debt Securities           |
| BANCO DE CREDITO DEL PERU      FR 3.125%070130  | 2030-07-01      | 3.1250%  | 0.0000% | $200000.00         | $201840.81         | Corporate Debt Securities           |
| BANCO DE CREDITO DEL PERU      LW TIER II 35    | 2035-07-30      | 6.4500%  | 0.0000% | $449000.00         | $457587.12         | Corporate Debt Securities           |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43    | 2043-07-15      | 5.2500%  | 0.0000% | $50000.00          | $44332.88          | Corporate Debt Securities           |
| AMERICAN INTL GROUP INC        SR NT 4.75%48    | 2048-04-01      | 4.7500%  | 0.0000% | $50000.00          | $43062.74          | Corporate Debt Securities           |
| MANULIFE FINL CORP             SB NT FXD/FLT 32 | 2032-02-24      | 4.0610%  | 0.0000% | $41623000.00       | $41429841.53       | Corporate Debt Securities           |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-05-15      | 5.9500%  | 0.0000% | $50000.00          | $45805.46          | Corporate Debt Securities           |
| ENERGY TRANSFER L P            SR GLBL NT 6%48  | 2048-06-15      | 6.0000%  | 0.0000% | $100000.00         | $95357.00          | Corporate Debt Securities           |
| ENERGY TRANSFER L P            SR GLBL NT 5%50  | 2050-05-15      | 5.0000%  | 0.0000% | $50000.00          | $40416.67          | Corporate Debt Securities           |
| ENERGY TRANSFER L P            SR GLBL NT 49    | 2049-04-15      | 6.2500%  | 0.0000% | $50000.00          | $48124.12          | Corporate Debt Securities           |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $100000.00         | $85554.46          | Corporate Debt Securities           |
| THE CIGNA GROUP                SR GLBL NT4.9%48 | 2048-12-15      | 4.9000%  | 0.0000% | $75000.00          | $65078.87          | Corporate Debt Securities           |
| MERCK & CO INC                 SR GLBL NT 50    | 2050-06-24      | 2.4500%  | 0.0000% | $50000.00          | $28968.83          | Corporate Debt Securities           |
| MERCK & CO INC                 SR GLBL NT2.9%61 | 2061-12-10      | 2.9000%  | 0.0000% | $100000.00         | $57765.44          | Corporate Debt Securities           |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | 0.0000% | $50000.00          | $50717.28          | Corporate Debt Securities           |
| BROADCOM INC                   SR GLBL 144A 51  | 2051-02-15      | 3.7500%  | 0.0000% | $50000.00          | $36660.38          | Corporate Debt Securities           |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34 | 2034-02-15      | 6.3450%  | 0.0000% | $50000.00          | $52286.31          | Corporate Debt Securities           |
| GENERAL MTRS CO                SR GLBL NT 46    | 2046-04-01      | 6.7500%  | 0.0000% | $50000.00          | $50313.12          | Corporate Debt Securities           |
| GENERAL MTRS CO                SR GLBL NT 49    | 2049-04-01      | 5.9500%  | 0.0000% | $50000.00          | $45624.57          | Corporate Debt Securities           |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $50000.00          | $36148.26          | Corporate Debt Securities           |
| AMAZON COM INC                 SR GLBL NT 61    | 2061-05-12      | 3.2500%  | 0.0000% | $50000.00          | $31856.75          | Corporate Debt Securities           |
| AMAZON COM INC                 SR GLBL NT4.1%62 | 2062-04-13      | 4.1000%  | 0.0000% | $50000.00          | $38455.14          | Corporate Debt Securities           |
| BP CAP MKTS AMER INC           GLBL NT 2.772%50 | 2050-11-10      | 2.7720%  | 0.0000% | $50000.00          | $29660.50          | Corporate Debt Securities           |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52 | 2052-03-17      | 3.0010%  | 0.0000% | $50000.00          | $30864.27          | Corporate Debt Securities           |
| BRAND INDL SVCS INC            SR SEC 144A NT30 | 2030-08-01      | 10.3750% | 0.0000% | $235000.00         | $218342.06         | Corporate Debt Securities           |
| BRASKEM IDESA S A P I          SR SEC GLBL 32   | 2032-02-20      | 6.9900%  | 0.0000% | $4077000.00        | $3098791.80        | Corporate Debt Securities           |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50    | 2050-11-13      | 2.5500%  | 0.0000% | $50000.00          | $28249.21          | Corporate Debt Securities           |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT6.4%63 | 2063-11-15      | 6.4000%  | 0.0000% | $50000.00          | $52750.83          | Corporate Debt Securities           |
| 1011778 B.C. UNLIMITED LIABILI SR SEC 144A NT29 | 2029-06-15      | 6.1250%  | 0.0000% | $244000.00         | $255793.23         | Corporate Debt Securities           |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $205000.00         | $217018.38         | Corporate Debt Securities           |
| ONESKY FLIGHT LLC              SR 144A NT 29    | 2029-12-15      | 8.8750%  | 0.0000% | $90000.00          | $94417.88          | Corporate Debt Securities           |
| ORACLE CORP                    SR GLBL NT5.5%64 | 2064-09-27      | 5.5000%  | 0.0000% | $100000.00         | $88976.50          | Corporate Debt Securities           |
| ENBRIDGE INC                   GLBL NT 3.4%51   | 2051-08-01      | 3.4000%  | 0.0000% | $50000.00          | $32442.94          | Corporate Debt Securities           |
| ENBRIDGE INC                   GLBL NT 5.3%29   | 2029-04-05      | 5.3000%  | 0.0000% | $100000.00         | $102907.72         | Corporate Debt Securities           |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30 | 2030-04-15      | 9.5000%  | 0.0000% | $978000.00         | $799735.05         | Corporate Debt Securities           |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-03-15      | 9.8750%  | 0.0000% | $130000.00         | $128055.76         | Corporate Debt Securities           |
| PANAMA REP                     GLBL AMRTZ BD 63 | 2063-01-19      | 4.5000%  | 0.0000% | $1250000.00        | $774906.25         | Corporate Debt Securities           |
| PETROLEOS MEXICANOS            FR 6.625%061535  | 2035-06-15      | 6.6250%  | 0.0000% | $5500000.00        | $4601765.21        | Corporate Debt Securities           |
| LSEGA FING PLC DISC COML PAPER 4/A2 YRS 1&2     | 2025-06-05      | 0.0000%  | 0.0000% | $5999911.00        | $5969911.44        | Money Market                        |
| GTA FDG LLC DISC COML PAPER                     | 2025-11-26      | 0.0000%  | 0.0000% | $17771282.00       | $17374680.30       | Money Market                        |
| LSEGA FINANCING PLC                             | 2025-06-16      | 0.0000%  | 0.0000% | $1775000.00        | $1771041.75        | Money Market                        |

### Security 277: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SPIRIT IP CAYMAN LTD             | 2030-03-06      | 8.0000%  | 0.0000% | $49.00             | $38.82             | Corporate Debt Securities |
| TARGA RESOURCES CORP             | 2052-04-15      | 4.9500%  | 0.0000% | $130000.00         | $104517.08         | Corporate Debt Securities |
| CSC HOLDINGS LLC                 | 2027-04-15      | 5.5000%  | 0.0000% | $19914000.00       | $18869411.13       | Corporate Debt Securities |
| CSC HOLDINGS LLC                 | 2031-11-15      | 4.5000%  | 0.0000% | $683000.00         | $462271.48         | Corporate Debt Securities |
| CALUMET SPE                      | 2027-01-15      | 8.1250%  | 0.0000% | $12884000.00       | $12824459.82       | Corporate Debt Securities |
| MILEAGE PLUS HOLDINGS LLC        | 2027-06-20      | 6.5000%  | 0.0000% | $5853.00           | $2672.51           | Corporate Debt Securities |
| F-BRASILE SPA                    | 2026-08-15      | 7.3750%  | 0.0000% | $17925000.00       | $18243355.47       | Corporate Debt Securities |
| KFW                              | 2028-02-15      | 3.7500%  | 0.0000% | $4000.00           | $4025.87           | Corporate Debt Securities |
| LABL INC                         | 2027-07-15      | 10.5000% | 0.0000% | $447000.00         | $442442.84         | Corporate Debt Securities |
| COOPER-STANDARD AUTOMOTIVE INC   | 2027-03-31      | 13.5000% | 0.0000% | $4821000.00        | $5354323.13        | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY   | 2034-03-15      | 5.2000%  | 0.0000% | $324000.00         | $326145.96         | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC | 2027-03-15      | 5.6250%  | 0.0000% | $18041000.00       | $17985230.76       | Corporate Debt Securities |
| TRANSOCEAN INC                   | 2027-02-01      | 8.0000%  | 0.0000% | $16498000.00       | $16644245.60       | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)        | 2029-01-15      | 5.1250%  | 0.0000% | $2890000.00        | $2457242.97        | Corporate Debt Securities |
| UNITED AIRLINES 2014-2 PASS THRO | 2028-03-03      | 3.7500%  | 0.0000% | $2000.00           | $933.56            | Corporate Debt Securities |
| 1261229 BC LTD                   | 2032-04-15      | 10.0000% | 0.0000% | $3962000.00        | $3987176.31        | Corporate Debt Securities |

### Security 278: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BRITANNIA FUNDING COMPANY LLC    | 2025-08-28      | 0.0000%  | 0.0000% | $97499959.00       | $96413029.46       | Money Market |
| ATLANTIC ASSET SECURITIZATION LL | 2025-06-02      | 0.0000%  | 0.0000% | $61819095.00       | $61086971.46       | Money Market |

### Security 279: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| LENDBUZZ SEC TR 2025-1         B      20301115 5.47000 | 2030-11-15      | 5.4700%  | 0.0000% | $1121000.00        | $1140638.99        | Asset-Backed Securities                           |
| MILFORD PK CLO,LTD 2022-R      A-R    20380120 FLT     | 2038-01-20      | 5.4295%  | 0.0000% | $9600000.00        | $9658674.49        | Asset-Backed Securities                           |
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.31100 | 2051-11-20      | 2.3110%  | 0.0000% | $100801524.00      | $96561604.65       | Asset-Backed Securities                           |
| OHA CREDIT PRTNS LTD 2018-10R2 A-R2   20380420 FLT     | 2038-04-20      | 5.3995%  | 0.0000% | $2210111.00        | $2220055.23        | Asset-Backed Securities                           |
| A&D MTG TR 2023-NQM2           M-1    20680525 FLT     | 2068-05-25      | 8.2810%  | 0.0000% | $7000000.00        | $7153424.64        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES4     A-2    20550425 FLT     | 2055-04-25      | 6.1310%  | 0.0000% | $951000.00         | $965602.47         | Private Label Collateralized Mortgage Obligations |

### Security 280: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| IMPRL_22-NQM4                                             | 2067-06-25      | 4.9927%  | 0.0000% | $100000.00         | $75888.92          | Asset-Backed Securities                           |
| STAR_21-1                                                 | 2065-05-25      | 2.3630%  | 0.0000% | $2250000.00        | $1956682.19        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1                                             | 2052-02-26      | 9.2537%  | 0.0000% | $2910000.00        | $2451006.63        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1-M3                                          | 2052-02-26      | 10.2037% | 0.0000% | $3122000.00        | $2467468.01        | Private Label Collateralized Mortgage Obligations |
| SEMT_20-MC1                                               | 2050-05-25      | 4.1611%  | 0.0000% | $8221000.00        | $7617767.64        | Private Label Collateralized Mortgage Obligations |
| SEMT_20-MC1                                               | 2050-05-25      | 4.1611%  | 0.0000% | $5892000.00        | $5210272.00        | Private Label Collateralized Mortgage Obligations |
| SEMT_20-MC1                                               | 2050-05-25      | 4.1611%  | 0.0000% | $3700000.00        | $3219170.18        | Private Label Collateralized Mortgage Obligations |
| SEMT_20-MC1                                               | 2050-05-25      | 4.1611%  | 0.0000% | $1781000.00        | $1460514.38        | Private Label Collateralized Mortgage Obligations |
| MFRA_20-NQM1                                              | 2065-03-25      | 6.4204%  | 0.0000% | $8210000.00        | $8010118.92        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR ADMT_23-NQM5                                   | 2068-11-25      | 7.0490%  | 0.0000% | $670000.00         | $550956.10         | Private Label Collateralized Mortgage Obligations |
| RCKT_21-6                                                 | 2051-12-26      | 0.0942%  | 0.0000% | $601784000.00      | $2668166.67        | Private Label Collateralized Mortgage Obligations |
| FSMT_21-12                                                | 2051-11-27      | 0.2158%  | 0.0000% | $339992840.00      | $3436466.25        | Private Label Collateralized Mortgage Obligations |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02 | 2044-02-25      | 6.1220%  | 0.0000% | $10000000.00       | $10096191.64       | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                                | 2051-10-25      | 0.1339%  | 0.0000% | $312572452.00      | $1726097.68        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                  | 2067-08-25      | 5.8087%  | 0.0000% | $4150000.00        | $4133048.15        | Private Label Collateralized Mortgage Obligations |
| CIM_19-R5                                                 | 2059-09-25      | 5.0477%  | 0.0000% | $7242000.00        | $6646308.77        | Private Label Collateralized Mortgage Obligations |
| CIM_21-INV1                                               | 2051-07-01      | 3.1330%  | 0.0000% | $9562000.00        | $6679410.59        | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                             | 2052-04-25      | 0.1744%  | 0.0000% | $270647993.00      | $1932600.13        | Private Label Collateralized Mortgage Obligations |
| CSMC_19-RPL1                                              | 2058-07-25      | 4.1579%  | 0.0000% | $5927050.00        | $3848801.53        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV5                                               | 2052-01-25      | 0.2298%  | 0.0000% | $144305995.00      | $1369068.02        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM4                                             | 2065-02-25      | 0.0000%  | 0.0000% | $3800000.00        | $3790533.27        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-INV1                                              | 2070-03-25      | 6.4890%  | 0.0000% | $898978.00         | $903462.32         | Private Label Collateralized Mortgage Obligations |

### Security 281: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| DALLAS AREA RAPID TRANSIT                           | 2047-12-01      | 5.0000%  | 0.0000% | $9750000.00        | $10162923.33       | Other Instrument |
| DENVER COLO CITY & CNTY SCH DIST NO 1               | 2037-12-01      | 5.2500%  | 0.0000% | $2520000.00        | $2870280.00        | Other Instrument |
| CALIFORNIA (STATE OF)                               | 2039-04-01      | 7.5500%  | 0.0000% | $2895000.00        | $3439646.80        | Other Instrument |
| HOUSTON CITY OF                                     | 2049-03-01      | 5.2500%  | 0.0000% | $5975000.00        | $6266754.27        | Other Instrument |
| TRUSSVILLE ALA                                      | 2033-10-01      | 1.9520%  | 0.0000% | $480000.00         | $384906.77         | Other Instrument |
| BRENTWOOD CALIF UN SCH DIST                         | 2052-08-01      | 5.2500%  | 0.0000% | $3755000.00        | $3971716.70        | Other Instrument |
| ENERGY NORTHWEST                                    | 2039-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $5459650.00        | Other Instrument |
| MARYLAND ST TRANSN AUTH                             | 2046-07-01      | 5.0000%  | 0.0000% | $7085000.00        | $7384514.44        | Other Instrument |
| MASSACHUSETTS (COMMONWEALTH OF)                     | 2039-05-01      | 5.0000%  | 0.0000% | $4000000.00        | $4338111.11        | Other Instrument |
| NEW JERSEY STATE EDUCATIONAL FACILITIES AUTHORITY   | 2027-03-01      | 5.0000%  | 0.0000% | $4765000.00        | $5006876.69        | Other Instrument |
| NEW ORLEANS LA AVIATION BRD                         | 2045-01-01      | 5.2500%  | 0.0000% | $12960000.00       | $13434584.40       | Other Instrument |
| NEW YORK CITY OF                                    | 2041-12-01      | 5.0000%  | 0.0000% | $4595000.00        | $4788730.31        | Other Instrument |
| NEW YORK N Y CITY HSG DEV CORP                      | 2054-11-01      | 4.5000%  | 0.0000% | $6290000.00        | $5911121.85        | Other Instrument |
| ATLANTA GA (CITY OF)                                | 2035-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5631.49           | Other Instrument |
| BALTIMORE CNTY MD                                   | 2041-07-01      | 5.0000%  | 0.0000% | $5060000.00        | $5532980.69        | Other Instrument |
| JEA FLA WTR & SWR SYS                               | 2038-10-01      | 4.0000%  | 0.0000% | $6000000.00        | $5896593.33        | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP            | 2034-07-01      | 5.0000%  | 0.0000% | $2500000.00        | $2552086.11        | Other Instrument |
| LAKELAND FLA                                        | 2036-10-01      | 5.2500%  | 0.0000% | $95000.00          | $106307.30         | Other Instrument |
| UNIVERSITY OF CALIFORNIA                            | 2031-05-15      | 5.0000%  | 0.0000% | $7575000.00        | $8426834.00        | Other Instrument |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH               | 2042-11-01      | 5.2500%  | 0.0000% | $6575000.00        | $6733254.77        | Other Instrument |
| UNIVERSITY OF CINCINNATI                            | 2042-06-01      | 3.9490%  | 0.0000% | $900000.00         | $782824.78         | Other Instrument |
| NUVEEN NEW JERSEY PREMIUM INCOME MUNICIPAL FUND INC | 2045-08-15      | 4.0000%  | 0.0000% | $105000.00         | $90973.75          | Other Instrument |
| POMONA CALIF PUB FING AUTH                          | 2045-04-01      | 4.0920%  | 0.0000% | $195000.00         | $157268.73         | Other Instrument |
| VIRGINIA COMWLTH TRANSN BRD                         | 2040-05-15      | 3.0000%  | 0.0000% | $105000.00         | $84973.35          | Other Instrument |
| SAVANNAH GA HOSP AUTH DEV                           | 2038-07-01      | 3.9890%  | 0.0000% | $475000.00         | $419857.26         | Other Instrument |
| MIAMI-DADE CNTY FLA                                 | 2052-10-01      | 5.2500%  | 0.0000% | $1885000.00        | $1877939.10        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER       | 2037-07-01      | 5.0000%  | 0.0000% | $4140000.00        | $4262355.40        | Other Instrument |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH              | 2029-07-01      | 5.0000%  | 0.0000% | $40000.00          | $44466.98          | Other Instrument |
| HAYWARD CALIF AREA RECREATION AND PARK DISTRICT     | 2048-08-01      | 5.0000%  | 0.0000% | $8210000.00        | $8592403.56        | Other Instrument |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP          | 2041-12-01      | 5.0000%  | 0.0000% | $4000000.00        | $4263106.67        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                            | 2048-05-15      | 2.5000%  | 0.0000% | $68840000.00       | $68902386.25       | Money Market     |
| INDIANA FINANCE AUTHORITY                           | 2039-11-01      | 1.7500%  | 0.0000% | $100000.00         | $97489.85          | Money Market     |
| NEW YORK N Y CITY HSG DEV CORP                      | 2048-11-01      | 1.8000%  | 0.0000% | $100000.00         | $37343.10          | Money Market     |
| NEW YORK ST HSG FIN AGY                             | 2036-11-15      | 1.6500%  | 0.0000% | $300000.00         | $300193.36         | Money Market     |
| CONNECTICUT ST HEALTH & EDL FACS A                  | 2049-07-01      | 2.8000%  | 0.0000% | $59675000.00       | $59738093.88       | Money Market     |
| MISSOURI ST HEALTH & EDL FACS AUTH                  | 2040-03-01      | 2.8500%  | 0.0000% | $500000.00         | $500604.17         | Money Market     |
| APPLETON WIS REDEV AUTH                             | 2036-06-01      | 2.2000%  | 0.0000% | $22700000.00       | $22737715.10       | Money Market     |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP          | 2050-11-15      | 2.8000%  | 0.0000% | $41160000.00       | $41206626.56       | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                       | 2050-07-01      | 0.0000%  | 0.0000% | $16000000.00       | $16313231.11       | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                       | 2055-07-01      | 0.0000%  | 0.0000% | $6000000.00        | $6000000.00        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                       | 2050-06-01      | 0.0000%  | 0.0000% | $8000000.00        | $8040444.44        | Money Market     |
| HARRIS CNTY TEX HEALTH FACS DEV CORP                | 2041-12-01      | 3.0000%  | 0.0000% | $685000.00         | $629661.07         | Money Market     |

### Security 282: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| FUQUAY-VARINA N C                                                | 2049-02-01      | 4.0000%  | 0.0000% | $2410000.00        | $2267646.66        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2050-06-01      | 5.0000%  | 0.0000% | $5000000.00        | $5139866.67        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2060-04-01      | 0.0000%  | 0.0000% | $71015000.00       | $72486983.14       | Other Instrument |
| RED RIVER TEX ED FIN REV                                         | 2045-03-15      | 3.3970%  | 0.0000% | $11800000.00       | $8946725.58        | Other Instrument |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $12638383.16       | Other Instrument |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2046-08-15      | 4.0000%  | 0.0000% | $500000.00         | $453838.33         | Other Instrument |
| MONTGOMERY CNTY PA INDL DEV AUTH                                 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1160457.33        | Other Instrument |
| MONROE CNTY N Y INDL DEV CORP                                    | 2037-07-01      | 5.0000%  | 0.0000% | $1000000.00        | $1021264.44        | Other Instrument |
| CHICAGO (CITY OF)                                                | 2045-01-01      | 5.0000%  | 0.0000% | $320000.00         | $310366.22         | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $5869000.00        | $4546257.17        | Other Instrument |
| WASHINGTON SUBN SAN DIST MD                                      | 2050-06-01      | 4.0000%  | 0.0000% | $7395000.00        | $6717552.27        | Other Instrument |
| WASHOE CNTY NEV SCH DIST                                         | 2048-10-01      | 4.0000%  | 0.0000% | $2390000.00        | $2119786.60        | Other Instrument |
| SACRAMENTO CNTY CALIF                                            | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $2546832.87        | Other Instrument |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6895000.00        | $7499192.57        | Other Instrument |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1283695.29        | Other Instrument |
| WAYNE CNTY MICH ARPT AUTH                                        | 2038-12-01      | 5.0000%  | 0.0000% | $3655000.00        | $3741664.11        | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2055000.00        | $2144600.28        | Other Instrument |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $825058.89         | Other Instrument |
| COLORADO ST BLDG EXCELLENT SCHS TODAY PARTN                      | 2042-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $4552116.67        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 5.0000%  | 0.0000% | $10430000.00       | $11061258.37       | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2052-05-15      | 4.1250%  | 0.0000% | $1600000.00        | $1392462.00        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-05-15      | 5.2500%  | 0.0000% | $115000.00         | $119317.96         | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2054-11-15      | 4.0000%  | 0.0000% | $10000000.00       | $8629766.67        | Other Instrument |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2241138.67        | Other Instrument |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2042-08-15      | 4.0000%  | 0.0000% | $8000000.00        | $7798426.67        | Other Instrument |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2183014.86        | Other Instrument |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5185279.03        | Other Instrument |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $970798.89         | Other Instrument |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2050-04-01      | 5.0000%  | 0.0000% | $5000000.00        | $5148772.22        | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2054-07-01      | 4.5000%  | 0.0000% | $3530000.00        | $3213923.80        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $2585000.00        | $2556195.56        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1379131.62        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2051-03-15      | 5.0000%  | 0.0000% | $7010000.00        | $7214388.23        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3891362.28        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2053-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5136600.00        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2055-03-15      | 5.0000%  | 0.0000% | $5000000.00        | $5128350.00        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2050-07-15      | 5.0000%  | 0.0000% | $4830000.00        | $4746779.10        | Other Instrument |
| GRAND FORKS N D                                                  | 2047-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $4178794.44        | Other Instrument |
| INDIANA HEALTH FAC FING AUTH                                     | 2049-03-01      | 4.2500%  | 0.0000% | $2800000.00        | $2369295.44        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2051-02-01      | 5.0000%  | 0.0000% | $7250000.00        | $7432756.39        | Other Instrument |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2051-06-15      | 5.0000%  | 0.0000% | $11145000.00       | $11657075.60       | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2053-05-01      | 4.0000%  | 0.0000% | $1365000.00        | $1181833.68        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2042-08-01      | 4.0000%  | 0.0000% | $2025000.00        | $1889046.00        | Other Instrument |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $40000.00          | $34229.19          | Other Instrument |
| JEA FLA WTR & SWR SYS REV FO                                     | 2036-10-01      | 4.0000%  | 0.0000% | $2000000.00        | $1985191.11        | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2054-06-30      | 5.0000%  | 0.0000% | $4250000.00        | $4261489.17        | Other Instrument |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2853850.69        | Other Instrument |
| LAFAYETTE PARISH LA SCH BRD                                      | 2048-04-01      | 4.0000%  | 0.0000% | $7660000.00        | $6756392.36        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2891662.94        | Other Instrument |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1249364.38        | Other Instrument |
| ANCHORAGE ALASKA                                                 | 2055-02-01      | 4.2500%  | 0.0000% | $3485000.00        | $3026558.90        | Other Instrument |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $10000.00          | $10463.69          | Other Instrument |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2040-06-01      | 4.7500%  | 0.0000% | $2600000.00        | $2417518.28        | Other Instrument |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3173377.72        | Other Instrument |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1681349.03        | Other Instrument |
| SEGUIN TEX                                                       | 2049-09-01      | 5.5000%  | 0.0000% | $7275000.00        | $7863802.13        | Other Instrument |
| SONOMA CNTY CALIF PENSION OBLIG                                  | 2029-12-01      | 6.0000%  | 0.0000% | $1260000.00        | $974438.57         | Other Instrument |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3288610.80        | Other Instrument |
| BASTROP TEX INDPT SCH DIST                                       | 2053-02-15      | 5.0000%  | 0.0000% | $9530000.00        | $9832895.17        | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $10485000.00       | $8564420.61        | Other Instrument |
| OKLAHOMA TURNPIKE AUTHORITY                                      | 2054-01-01      | 5.5000%  | 0.0000% | $13000000.00       | $14071878.89       | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD    | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1312178.33        | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1736321.75        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2050-07-01      | 6.6030%  | 0.0000% | $595000.00         | $627260.35         | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2031-07-01      | 5.0000%  | 0.0000% | $2205000.00        | $2435035.40        | Other Instrument |
| LOUISIANA PUB FACS AUTH                                          | 2066-09-01      | 5.0000%  | 0.0000% | $350000.00         | $336178.89         | Other Instrument |

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

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.460000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRY3VV1K9
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K-159       | 2033-07-25      | 4.5000%  | 0.0000% | $4229696.00        | $4194910.98        | Agency Collateralized Mortgage Obligation         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | 0.0000% | $179859.00         | $164389.97         | Agency Mortgage-Backed Securities                 |
| NELNET STUDENT LOAN TRUST NSLT_21-A                              | 2062-04-20      | 2.8500%  | 0.0000% | $682633.00         | $594822.28         | Asset-Backed Securities                           |
| PUBLIC SERVICE NEW HAMPSHIRE FUNDING LLC PSNH_18-1               | 2035-02-01      | 3.8140%  | 0.0000% | $166000.00         | $162977.54         | Asset-Backed Securities                           |
| BSPRT_23-FL10-B                                                  | 2035-09-15      | 7.5937%  | 0.0000% | $3474000.00        | $3495622.34        | Asset-Backed Securities                           |
| KAMOT_24-1A                                                      | 2027-11-15      | 0.0000%  | 0.0000% | $767000.00         | $771418.88         | Asset-Backed Securities                           |
| WFLF_23-1                                                        | 2038-04-19      | 6.8500%  | 0.0000% | $2109000.00        | $2077175.89        | Asset-Backed Securities                           |
| TPMT_17-6                                                        | 2057-10-25      | 3.3283%  | 0.0000% | $4356479.00        | $3591586.34        | Asset-Backed Securities                           |
| HOTWIRE FUNDING LLC HWIRE_21-1                                   | 2051-11-20      | 2.3110%  | 0.0000% | $1781843.00        | $1706895.02        | Asset-Backed Securities                           |
| LBMLT_03-2                                                       | 2033-06-25      | 5.6692%  | 0.0000% | $1956003.00        | $122457.22         | Asset-Backed Securities                           |
| STORE MASTER FUNDING LLC STR_18-1A                               | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $180388.29         | Asset-Backed Securities                           |
| POLAND  (REPUBLIC OF)                                            | 2027-11-16      | 5.5000%  | 0.0000% | $1000.00           | $1032.17           | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                            | 2032-11-16      | 5.7500%  | 0.0000% | $70000.00          | $73027.93          | Corporate Debt Securities                         |
| SHELL FINANCE US INC                                             | 2030-04-06      | 2.7500%  | 0.0000% | $3109000.00        | $2897106.11        | Corporate Debt Securities                         |
| EQUINOR ASA                                                      | 2028-09-10      | 3.6250%  | 0.0000% | $3950000.00        | $3906966.95        | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                              | 2034-05-19      | 5.8530%  | 0.0000% | $2198000.00        | $2291345.58        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2079-12-31      | 4.7500%  | 0.0000% | $9217000.00        | $9034482.92        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $2452000.00        | $2420098.80        | Corporate Debt Securities                         |
| LG CHEM LTD                                                      | 2026-07-07      | 1.3750%  | 0.0000% | $200000.00         | $193486.36         | Corporate Debt Securities                         |
| NESTLE HLDGS INC.                                                | 2031-09-14      | 1.8750%  | 0.0000% | $665000.00         | $573614.59         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                           | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2726291.67        | Corporate Debt Securities                         |
| BARCLAYS PLC                                                     | 2079-12-31      | 6.1250%  | 0.0000% | $307000.00         | $310309.59         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2030-01-19      | 5.6340%  | 0.0000% | $513000.00         | $531571.37         | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                        | 2042-12-31      | 5.1383%  | 0.0000% | $12300000.00       | $3501676.83        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 4.8750%  | 0.0000% | $2341000.00        | $2288620.13        | Corporate Debt Securities                         |
| FWD GROUP HOLDINGS LTD                                           | 2029-04-05      | 8.4000%  | 0.0000% | $200000.00         | $210116.67         | Corporate Debt Securities                         |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE | 2041-01-31      | 7.2500%  | 0.0000% | $1215000.00        | $1216671.60        | Corporate Debt Securities                         |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | 2029-03-15      | 5.7500%  | 0.0000% | $5000.00           | $5263.25           | Corporate Debt Securities                         |
| HANOVER INSURANCE GROUP INC                                      | 2026-04-15      | 4.5000%  | 0.0000% | $13959000.00       | $13995084.02       | Corporate Debt Securities                         |
| ABN AMRO BANK NV                                                 | 2026-04-18      | 4.8000%  | 0.0000% | $2600000.00        | $2607930.00        | Corporate Debt Securities                         |
| AEP TEXAS INC                                                    | 2051-05-15      | 3.4500%  | 0.0000% | $947000.00         | $615064.66         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                              | 2028-02-06      | 3.2400%  | 0.0000% | $3474000.00        | $3387879.54        | Corporate Debt Securities                         |
| MORGAN STANLEY BANK NA                                           | 2028-05-26      | 4.3300%  | 0.0000% | $9032000.00        | $9042677.83        | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC                                            | 2025-06-12      | 4.4500%  | 0.0000% | $81000.00          | $82662.66          | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF KOREA                                      | 2027-09-11      | 4.0000%  | 0.0000% | $485000.00         | $484426.62         | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF INDIA                                      | 2031-01-13      | 2.2500%  | 0.0000% | $1901000.00        | $1662486.28        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC                                            | 2039-09-30      | 5.7500%  | 0.0000% | $3776000.00        | $3632826.67        | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                                | 2026-04-05      | 4.8000%  | 0.0000% | $589000.00         | $594456.10         | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                                | 2079-12-31      | 6.0000%  | 0.0000% | $3102000.00        | $3123620.94        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                                           | 2052-03-15      | 4.2500%  | 0.0000% | $1881000.00        | $1389953.98        | Corporate Debt Securities                         |
| FORD MOTOR COMPANY                                               | 2097-05-15      | 7.7000%  | 0.0000% | $1440000.00        | $1430810.40        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2030-04-25      | 7.3750%  | 0.0000% | $3989000.00        | $4134559.16        | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES                                 | 2029-07-18      | 4.2500%  | 0.0000% | $317000.00         | $294880.80         | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 20 LTD                                | 2030-05-08      | 2.5000%  | 0.0000% | $970000.00         | $875519.84         | Corporate Debt Securities                         |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                          | 2030-05-15      | 5.4500%  | 0.0000% | $4961000.00        | $4991861.55        | Corporate Debt Securities                         |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)                           | 2025-10-21      | 0.5500%  | 0.0000% | $2653000.00        | $2615661.23        | Corporate Debt Securities                         |
| KOREA (REPUBLIC OF)                                              | 2031-10-15      | 1.7500%  | 0.0000% | $840000.00         | $718021.50         | Corporate Debt Securities                         |
| KOREA GAS CORP                                                   | 2026-07-18      | 2.2500%  | 0.0000% | $5027000.00        | $4941591.27        | Corporate Debt Securities                         |
| KIMCO REALTY OP LLC                                              | 2032-04-01      | 3.2000%  | 0.0000% | $5040000.00        | $4515560.00        | Corporate Debt Securities                         |
| YINSON BORONIA PRODUCTION BV                                     | 2042-07-31      | 8.9470%  | 0.0000% | $950000.00         | $1007047.97        | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA                                   | 2027-03-14      | 4.3300%  | 0.0000% | $2000.00           | $2037.66           | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                              | 2027-01-31      | 2.7500%  | 0.0000% | $2036000.00        | $1990122.13        | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                              | 2037-01-13      | 5.6500%  | 0.0000% | $8594000.00        | $8894801.94        | Corporate Debt Securities                         |
| CITIGROUP INC                                                    | 2079-12-31      | 6.2500%  | 0.0000% | $5361000.00        | $5518716.15        | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2026-07-15      | 6.3730%  | 0.0000% | $1755000.00        | $1799294.01        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2043-09-15      | 6.5500%  | 0.0000% | $60000.00          | $65454.95          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | 2079-12-31      | 9.3750%  | 0.0000% | $200000.00         | $223041.92         | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                                              | 2027-07-02      | 5.5940%  | 0.0000% | $2276000.00        | $2364667.40        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP                                          | 2054-01-17      | 5.6640%  | 0.0000% | $199000.00         | $189413.24         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                              | 2032-11-08      | 2.5450%  | 0.0000% | $1980000.00        | $1716215.05        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                              | 2030-10-22      | 4.6030%  | 0.0000% | $1060000.00        | $1057550.05        | Corporate Debt Securities                         |
| ISRAEL (STATE OF)                                                | 2035-02-19      | 5.6250%  | 0.0000% | $356000.00         | $356950.97         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                          | 2034-09-10      | 4.7500%  | 0.0000% | $1244000.00        | $1215108.79        | Corporate Debt Securities                         |
| ING GROEP NV                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $3489000.00        | $3208578.41        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC                                    | 2030-06-15      | 2.1000%  | 0.0000% | $957000.00         | $856615.49         | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                               | 2031-01-23      | 2.7830%  | 0.0000% | $56000.00          | $49902.60          | Corporate Debt Securities                         |
| PERU (REPUBLIC OF)                                               | 2034-01-15      | 3.0000%  | 0.0000% | $4516000.00        | $3818729.60        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                              | 2028-03-01      | 4.1010%  | 0.0000% | $379000.00         | $379196.54         | Corporate Debt Securities                         |
| PUBLIC SERVICE COMPANY OF COLORADO                               | 2042-09-15      | 3.6000%  | 0.0000% | $2777000.00        | $2112630.52        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                       | 2029-12-03      | 4.0160%  | 0.0000% | $1162000.00        | $1158252.94        | Corporate Debt Securities                         |
| VERMILION ENERGY INC                                             | 2033-02-15      | 7.2500%  | 0.0000% | $183000.00         | $164306.80         | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2044-03-15      | 4.8500%  | 0.0000% | $4000.00           | $3547.90           | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2079-12-31      | 3.8750%  | 0.0000% | $1131000.00        | $1116285.38        | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2037-05-13      | 6.8750%  | 0.0000% | $3402000.00        | $3450636.79        | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2025-06-02      | 0.0000%  | 0.0000% | $16.00             | $15.79             | Money Market                                      |
| AMERICAN CRYSTAL SUGAR CO                                        | 2025-06-02      | 0.0000%  | 0.0000% | $16.00             | $15.92             | Money Market                                      |
| CBRE SERVICES INC                                                | 2025-06-12      | 0.0000%  | 0.0000% | $268142.00         | $267645.13         | Money Market                                      |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 2.9086%  | 0.0000% | $36190.00          | $29372.85          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                                      | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3115975.87        | Private Label Collateralized Mortgage Obligations |
| BSST_21-1818                                                     | 2036-03-17      | 5.4932%  | 0.0000% | $862000.00         | $776590.60         | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                         | 2037-11-20      | 6.3487%  | 0.0000% | $19097000.00       | $19103108.82       | Private Label Collateralized Mortgage Obligations |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | 2036-12-10      | 3.7910%  | 0.0000% | $906536.00         | $880442.14         | Private Label Collateralized Mortgage Obligations |
| OBXT_20-EXP1                                                     | 2060-02-25      | 3.5000%  | 0.0000% | $1854948.00        | $387838.06         | Private Label Collateralized Mortgage Obligations |
| STARWOOD COMMERCIAL MORTGAGE TRUST STWD_22-FL3                   | 2038-11-18      | 5.6823%  | 0.0000% | $1226000.00        | $1014251.41        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-02-15      | 5.7502%  | 0.0000% | $1413000.00        | $1404034.28        | Private Label Collateralized Mortgage Obligations |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                         | 2041-08-15      | 0.0000%  | 0.0000% | $2104000.00        | $2112081.99        | Private Label Collateralized Mortgage Obligations |
| TPMT_19-1                                                        | 2058-03-25      | 3.7500%  | 0.0000% | $139834.00         | $112573.62         | Private Label Collateralized Mortgage Obligations |
| KREF LTD KREF_22-FL3                                             | 2039-02-17      | 5.7744%  | 0.0000% | $182500.00         | $139861.93         | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM                      | 2036-11-15      | 6.1257%  | 0.0000% | $1391014.00        | $1352834.14        | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C19                                                     | 2047-04-11      | 3.7500%  | 0.0000% | $4130000.00        | $3054538.92        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-4                                                       | 2054-10-26      | 6.5000%  | 0.0000% | $573962.00         | $274361.20         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_22-8                            | 2067-09-25      | 6.1270%  | 0.0000% | $2218963.00        | $1725082.95        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST CIM_23-R4                                              | 2062-05-25      | 5.0000%  | 0.0000% | $151348.00         | $114473.00         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_16-DC2                                  | 2049-02-10      | 3.5500%  | 0.0000% | $341354.00         | $13999.56          | Private Label Collateralized Mortgage Obligations |
| UNITED STATES TREASURY                                           | 2049-02-15      | 1.0000%  | 0.0000% | $154000.00         | $139261.52         | U.S. Treasuries (including strips)                |

### Security 284: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NELNET STUDENT LOAN TRUST NSLT_0                 | 2037-01-26      | 5.2049%  | 0.0000% | $215600000.00      | $81798966.47       | Asset-Backed Securities                           |
| PART_24-1                                        | 2030-02-15      | 6.2100%  | 0.0000% | $1543000.00        | $1573740.42        | Asset-Backed Securities                           |
| PART_25-1                                        | 2030-02-15      | 5.5200%  | 0.0000% | $2057000.00        | $2062014.97        | Asset-Backed Securities                           |
| AOMT_22-3                                        | 2067-01-10      | 4.0000%  | 0.0000% | $470000.00         | $341630.85         | Asset-Backed Securities                           |
| ATCLO_22A                                        | 2036-01-20      | 6.2495%  | 0.0000% | $1905000.00        | $1880286.93        | Asset-Backed Securities                           |
| TRALEE CDO LTD TRAL_13-1A                        | 2029-07-20      | 8.7111%  | 0.0000% | $6500000.00        | $6568165.52        | Asset-Backed Securities                           |
| FIRST HELP FINANCIAL LLC FHF_24-3                | 2030-11-15      | 4.9400%  | 0.0000% | $7000000.00        | $6478542.09        | Asset-Backed Securities                           |
| TKO_23-1A                                        | 2034-07-15      | 12.6661% | 0.0000% | $5725000.00        | $5792587.21        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2A   | 2031-07-15      | 5.1600%  | 0.0000% | $5935000.00        | $5973494.41        | Asset-Backed Securities                           |
| CWHEL_05-B                                       | 2035-05-15      | 4.6232%  | 0.0000% | $394287000.00      | $347131.55         | Asset-Backed Securities                           |
| SLMA_04-1                                        | 2039-07-25      | 5.3749%  | 0.0000% | $1000000.00        | $974446.64         | Asset-Backed Securities                           |
| SLMA_06-7                                        | 2042-01-27      | 4.7849%  | 0.0000% | $7355000.00        | $2579439.83        | Asset-Backed Securities                           |
| SLM STUDENT LOAN TRUST SLMA_09-3                 | 2045-01-25      | 5.1864%  | 0.0000% | $211541000.00      | $37238473.67       | Asset-Backed Securities                           |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B        | 2035-10-15      | 5.1932%  | 0.0000% | $380000.00         | $29520.99          | Asset-Backed Securities                           |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-A         | 2043-08-17      | 1.0300%  | 0.0000% | $2330000.00        | $811722.29         | Asset-Backed Securities                           |
| HILTON DOMESTIC OPERATING COMPANY INC            | 2032-04-01      | 6.1250%  | 0.0000% | $1032000.00        | $1057911.66        | Corporate Debt Securities                         |
| PERMIAN RESOURCES OPERATING LLC                  | 2026-01-15      | 5.3750%  | 0.0000% | $2810000.00        | $2857956.16        | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO                       | 2041-07-22      | 7.1250%  | 0.0000% | $4794000.00        | $3856980.74        | Corporate Debt Securities                         |
| BIOCEANICO SOVEREIGN CTF LTD                     | 2034-06-05      | 0.0000%  | 0.0000% | $150000.00         | $91748.40          | Corporate Debt Securities                         |
| GLP CAPITAL LP                                   | 2026-04-15      | 5.3750%  | 0.0000% | $2150000.00        | $2159994.81        | Corporate Debt Securities                         |
| ITAU UNIBANCO HOLDING SA (CAYMAN ISLANDS BRANCH) | 2031-04-15      | 3.8750%  | 0.0000% | $500000.00         | $497171.88         | Corporate Debt Securities                         |
| NISSAN MTR CO LTD                                | 2025-09-17      | 3.5220%  | 0.0000% | $1760000.00        | $1755040.03        | Corporate Debt Securities                         |
| IRON MOUNTAIN INC                                | 2027-09-15      | 4.8750%  | 0.0000% | $1812000.00        | $1809891.29        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV                      | 2051-06-10      | 5.5000%  | 0.0000% | $448000.00         | $351179.24         | Corporate Debt Securities                         |
| NYC_25-3BP                                       | 2042-02-15      | 0.0000%  | 0.0000% | $3790000.00        | $3768714.44        | Private Label Collateralized Mortgage Obligations |
| CSMC_21-RPL2                                     | 2060-01-25      | 2.0000%  | 0.0000% | $1700000.00        | $757828.52         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE TRUST MCMLT_18-4              | 2066-04-25      | 3.4851%  | 0.0000% | $1558000.00        | $1435215.93        | Private Label Collateralized Mortgage Obligations |
| MCMLT_19-1                                       | 2069-10-25      | 0.9015%  | 0.0000% | $1021000.00        | $806846.16         | Private Label Collateralized Mortgage Obligations |
| WOODWARD CAPITAL MANAGEMENT RCKT_25-CES2         | 2055-02-25      | 5.5030%  | 0.0000% | $10000000.00       | $9720903.02        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-CRM1                                     | 2065-01-25      | 6.7500%  | 0.0000% | $13120200.00       | $13345296.71       | Private Label Collateralized Mortgage Obligations |
| COLT_22-5                                        | 2067-04-25      | 4.6735%  | 0.0000% | $4900000.00        | $4568592.10        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-HE1                                     | 2025-06-02      | 6.4944%  | 0.0000% | $1055000.00        | $1029359.83        | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-HE1                                     | 2053-10-27      | 7.3244%  | 0.0000% | $7115000.00        | $6693870.01        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-1                                       | 2055-06-25      | 0.2915%  | 0.0000% | $435523004.00      | $2642035.12        | Private Label Collateralized Mortgage Obligations |
| PROG_24-SFR2                                     | 2041-04-17      | 3.4000%  | 0.0000% | $2200000.00        | $2022202.36        | Private Label Collateralized Mortgage Obligations |
| VERUS_24-6                                       | 2069-07-25      | 6.1540%  | 0.0000% | $320000.00         | $269398.36         | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV1                                    | 2052-03-25      | 3.3159%  | 0.0000% | $389000.00         | $294309.71         | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ1                                     | 2053-02-25      | 0.5000%  | 0.0000% | $49999900.00       | $1321936.93        | Private Label Collateralized Mortgage Obligations |
| OPENT_23-AIR                                     | 2040-11-15      | 9.5646%  | 0.0000% | $2035000.00        | $1634488.01        | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV2                                      | 2051-09-25      | 0.0000%  | 0.0000% | $843740.00         | $544726.05         | Private Label Collateralized Mortgage Obligations |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8UB2
- **C.18 - Value (incl. sponsor support):** $143000000.00
- **C.18.a - Value (excl. sponsor support):** $143000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TEXAS WATER DEV BRD                                              | 2026-10-15      | 5.0000%  | 0.0000% | $310000.00         | $321085.60         | Other Instrument                                  |
| MISSOURI JT MUN ELEC UTIL COMMN                                  | 2027-06-01      | 5.0000%  | 0.0000% | $50000.00          | $51245.56          | Other Instrument                                  |
| CARMEL IND                                                       | 2032-07-15      | 1.9810%  | 0.0000% | $365000.00         | $307216.39         | Other Instrument                                  |
| WEST BLOOMFIELD MICH SCH DIST                                    | 2043-05-01      | 5.0000%  | 0.0000% | $135000.00         | $141283.95         | Other Instrument                                  |
| WEST CONTRA COSTA CALIF UNI SCH DIST                             | 2027-08-01      | 0.0000%  | 0.0000% | $15000.00          | $14080.35          | Other Instrument                                  |
| CLEAR CREEK TEX INDPT SCH DIST                                   | 2032-02-15      | 5.0000%  | 0.0000% | $30000.00          | $33796.30          | Other Instrument                                  |
| COMAL TEX INDPT SCH DIST                                         | 2031-02-15      | 5.0000%  | 0.0000% | $45000.00          | $50248.05          | Other Instrument                                  |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2026-01-01      | 5.2500%  | 0.0000% | $40000.00          | $36593.26          | Other Instrument                                  |
| NEW YORK ST MORTGAGE AGENCY                                      | 2040-10-01      | 2.3000%  | 0.0000% | $155000.00         | $111485.21         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2034-07-01      | 5.0000%  | 0.0000% | $155000.00         | $160408.64         | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2027-08-15      | 5.0000%  | 0.0000% | $95000.00          | $100732.62         | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST                                        | 2032-08-01      | 5.0000%  | 0.0000% | $40000.00          | $42783.51          | Other Instrument                                  |
| JEA FLA WTR & SWR SYS                                            | 2044-10-01      | 5.0000%  | 0.0000% | $65000.00          | $68142.39          | Other Instrument                                  |
| SEATTLE WASHINGTON PORT OF                                       | 2030-08-01      | 5.0000%  | 0.0000% | $40000.00          | $44317.51          | Other Instrument                                  |
| OAKRIDGE MICH PUB SCHS                                           | 2032-05-01      | 5.0000%  | 0.0000% | $135000.00         | $146575.95         | Other Instrument                                  |
| OHIO STATE UNIVERSITY                                            | 2025-12-01      | 5.0000%  | 0.0000% | $30000.00          | $31043.43          | Other Instrument                                  |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                             | 2027-08-01      | 5.0000%  | 0.0000% | $75000.00          | $80060.08          | Other Instrument                                  |
| SAIL_05-4                                                        | 2035-05-25      | 5.3392%  | 0.0000% | $200000.00         | $71067.57          | Asset-Backed Securities                           |
| BANCO DO BRASIL SA (CAYMAN ISLANDS BRANCH)                       | 2026-09-30      | 3.2500%  | 0.0000% | $373000.00         | $367728.27         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN SYSTEMS CORPORATION                             | 2031-02-15      | 7.7500%  | 0.0000% | $5612000.00        | $6520774.55        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2030-01-19      | 5.9580%  | 0.0000% | $500000.00         | $518100.75         | Corporate Debt Securities                         |
| CT TRUST                                                         | 2032-02-03      | 5.1250%  | 0.0000% | $8878000.00        | $8289887.99        | Corporate Debt Securities                         |
| BPCE SA                                                          | 2035-05-30      | 5.9360%  | 0.0000% | $5050000.00        | $5109337.50        | Corporate Debt Securities                         |
| DTE ELECTRIC COMPANY                                             | 2034-03-01      | 5.2000%  | 0.0000% | $78000.00          | $79152.49          | Corporate Debt Securities                         |
| CARLISLE CO INC                                                  | 2030-03-01      | 2.7500%  | 0.0000% | $33000.00          | $30457.30          | Corporate Debt Securities                         |
| AON NORTH AMERICA INC                                            | 2029-03-01      | 5.1500%  | 0.0000% | $37000.00          | $38190.36          | Corporate Debt Securities                         |
| RIO TINTO FINANCE (USA) PLC                                      | 2027-03-12      | 4.3750%  | 0.0000% | $399000.00         | $403746.55         | Corporate Debt Securities                         |
| REPUBLIC SERVICES INC                                            | 2029-04-01      | 4.8750%  | 0.0000% | $243000.00         | $248744.42         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2045-11-20      | 4.1250%  | 0.0000% | $655000.00         | $540981.42         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2060-09-10      | 5.2500%  | 0.0000% | $220000.00         | $195977.47         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                                  | 2034-02-15      | 5.1500%  | 0.0000% | $247000.00         | $244841.43         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC                                     | 2040-04-15      | 6.8750%  | 0.0000% | $12000.00          | $11548.61          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC                                           | 2025-12-15      | 3.8500%  | 0.0000% | $80000.00          | $81096.47          | Corporate Debt Securities                         |
| DAVITA INC                                                       | 2031-02-15      | 3.7500%  | 0.0000% | $967000.00         | $867338.56         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY LLC                                    | 2028-11-07      | 6.7980%  | 0.0000% | $356000.00         | $364929.61         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | 2053-11-15      | 6.5440%  | 0.0000% | $4442000.00        | $4490980.45        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2037-09-18      | 7.3750%  | 0.0000% | $1000000.00        | $960790.00         | Corporate Debt Securities                         |
| KROGER CO                                                        | 2064-09-15      | 5.6500%  | 0.0000% | $50000.00          | $46552.04          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD                                                 | 2035-05-19      | 6.0000%  | 0.0000% | $8728000.00        | $8687443.89        | Corporate Debt Securities                         |
| COSTA RICA (REPUBLIC OF)                                         | 2034-04-03      | 6.5500%  | 0.0000% | $1199000.00        | $1246733.19        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                      | 2047-08-15      | 3.7500%  | 0.0000% | $765000.00         | $569854.24         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2029-11-01      | 2.7500%  | 0.0000% | $91000.00          | $84261.93          | Corporate Debt Securities                         |
| INVESCO FINANCE PLC                                              | 2026-01-15      | 3.7500%  | 0.0000% | $945000.00         | $953025.41         | Corporate Debt Securities                         |
| VITALITY RE XV LTD                                               | 2028-01-07      | 6.7423%  | 0.0000% | $3822000.00        | $3888120.60        | Corporate Debt Securities                         |
| VORNADO REALTY LP                                                | 2026-06-01      | 2.1500%  | 0.0000% | $5431000.00        | $5314126.39        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                            | 2027-05-13      | 5.0000%  | 0.0000% | $85000.00          | $86390.69          | Corporate Debt Securities                         |
| MASTERCARD INC                                                   | 2028-01-15      | 4.1000%  | 0.0000% | $5092000.00        | $5171715.26        | Corporate Debt Securities                         |
| ARIZONA PUBLIC SERVICE COMPANY                                   | 2027-09-15      | 2.9500%  | 0.0000% | $20000.00          | $19362.12          | Corporate Debt Securities                         |
| ORACLE CORPORATION                                               | 2029-11-09      | 6.1500%  | 0.0000% | $8000.00           | $8511.18           | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC.                                             | 2025-06-12      | 0.0000%  | 0.0000% | $3921600.00        | $3914082.29        | Money Market                                      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2025-06-02      | 0.0000%  | 0.0000% | $1097000.00        | $1093556.52        | Money Market                                      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2025-06-02      | 0.0000%  | 0.0000% | $8100000.00        | $8060698.80        | Money Market                                      |
| MOSAIC CO/THE                                                    | 2025-06-05      | 0.0000%  | 0.0000% | $250000.00         | $249776.00         | Money Market                                      |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP         | 2054-07-01      | 1.6000%  | 0.0000% | $31915000.00       | $31953563.96       | Money Market                                      |
| LIME FUNDING LLC                                                 | 2025-08-15      | 0.0000%  | 0.0000% | $10865400.00       | $10761581.10       | Money Market                                      |
| OBX_21-NQM3                                                      | 2061-07-25      | 3.1890%  | 0.0000% | $6950690.00        | $3367038.78        | Private Label Collateralized Mortgage Obligations |
| CHASE_19-ATR1                                                    | 2049-04-26      | 0.1469%  | 0.0000% | $217382730.00      | $25262.06          | Private Label Collateralized Mortgage Obligations |
| RCKT_21-6                                                        | 2051-12-26      | 0.6780%  | 0.0000% | $44143800.00       | $1171765.67        | Private Label Collateralized Mortgage Obligations |
| CIM_23-R2                                                        | 2064-08-25      | 5.7640%  | 0.0000% | $4285000.00        | $3838542.53        | Private Label Collateralized Mortgage Obligations |
| BANC OF AMERICA MERRILL LYNCH LA                                 | 2037-07-14      | 4.0200%  | 0.0000% | $1520000.00        | $1431285.71        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-2                                                       | 2025-06-02      | 0.0000%  | 0.0000% | $468314880.00      | $3352862.03        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST TRUST JPMCC | 2049-01-15      | 4.7208%  | 0.0000% | $1243000.00        | $1167853.05        | Private Label Collateralized Mortgage Obligations |
| BMP TRUST BMP_24-MF23                                            | 2041-06-15      | 5.9703%  | 0.0000% | $470000.00         | $471462.93         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_21-LTV2                           | 2052-05-25      | 2.5195%  | 0.0000% | $27642000.00       | $16416343.83       | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV2                                                    | 2052-04-25      | 3.0000%  | 0.0000% | $3157920.00        | $2153687.44        | Private Label Collateralized Mortgage Obligations |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV2                  | 2051-08-25      | 2.5000%  | 0.0000% | $7473000.00        | $4526458.97        | Private Label Collateralized Mortgage Obligations |
| MELLO_21-INV2                                                    | 2051-08-25      | 2.5000%  | 0.0000% | $1316000.00        | $849841.07         | Private Label Collateralized Mortgage Obligations |
| MELLO_21-INV4                                                    | 2051-12-25      | 0.5500%  | 0.0000% | $1391983.00        | $30896.86          | Private Label Collateralized Mortgage Obligations |

### Security 286: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ECMC GROUP STUDENT LOAN TRUST EC                                 | 2067-05-25      | 5.4864%  | 0.0000% | $48650000.00       | $20247272.94       | Asset-Backed Securities                           |
| ACAR_25-1                                                        | 2031-08-12      | 5.5400%  | 0.0000% | $25000000.00       | $25103000.00       | Asset-Backed Securities                           |
| GCAR_24-3A                                                       | 2029-01-16      | 5.0800%  | 0.0000% | $1421000.00        | $1427355.66        | Asset-Backed Securities                           |
| SLMA_06-7                                                        | 2042-01-27      | 4.7849%  | 0.0000% | $92032000.00       | $32276139.55       | Asset-Backed Securities                           |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_24-E                        | 2056-10-16      | 5.0900%  | 0.0000% | $630000.00         | $569555.73         | Asset-Backed Securities                           |
| SPCSL_3                                                          | 2036-07-15      | 0.0000%  | 0.0000% | $26067000.00       | $25811742.17       | Asset-Backed Securities                           |
| SUMITOMO MITSUI FIN GRP INC                                      | 2079-12-31      | 6.4500%  | 0.0000% | $979000.00         | $964149.39         | Corporate Debt Securities                         |
| TUPY NETHERLANDS FINANCE BV                                      | 2031-02-16      | 4.5000%  | 0.0000% | $300000.00         | $262275.00         | Corporate Debt Securities                         |
| CEMEX SAB DE CV                                                  | 2079-12-31      | 5.1250%  | 0.0000% | $9052000.00        | $9058731.17        | Corporate Debt Securities                         |
| RUMO LUXEMBOURG SARL                                             | 2032-01-18      | 4.2000%  | 0.0000% | $970000.00         | $867568.00         | Corporate Debt Securities                         |
| BANCO INTERNACIONAL DEL PERU SAA - INTERBANK                     | 2034-01-16      | 7.6250%  | 0.0000% | $2038000.00        | $2194787.30        | Corporate Debt Securities                         |
| MINSUR SA                                                        | 2031-10-28      | 4.5000%  | 0.0000% | $1545000.00        | $1423161.30        | Corporate Debt Securities                         |
| INTERCORP FINANCIAL SERVICES INC                                 | 2027-10-19      | 4.1250%  | 0.0000% | $730000.00         | $711040.38         | Corporate Debt Securities                         |
| RIO OIL FINANCE TRUST                                            | 2028-04-06      | 8.2000%  | 0.0000% | $1950000.00        | $1118981.14        | Corporate Debt Securities                         |
| ECOPETROL SA                                                     | 2045-05-28      | 5.8750%  | 0.0000% | $2269000.00        | $1529978.51        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH                                              | 2031-01-12      | 3.2000%  | 0.0000% | $645000.00         | $567185.05         | Corporate Debt Securities                         |
| AXALTA COATING SYSTEMS LLC                                       | 2027-06-15      | 4.7500%  | 0.0000% | $4755000.00        | $4810066.86        | Corporate Debt Securities                         |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | 2055-11-25      | 3.2570%  | 0.0000% | $5734000.00        | $5093109.06        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_19-B15                            | 2072-12-15      | 2.7500%  | 0.0000% | $1350000.00        | $714559.42         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B19                            | 2053-09-15      | 3.2110%  | 0.0000% | $12400000.00       | $9091142.32        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV2                                                      | 2051-10-25      | 2.0000%  | 0.0000% | $20000000.00       | $1690459.98        | Private Label Collateralized Mortgage Obligations |
| NXPT COMMERICAL MORTGAGE TRUST NXPT_24-STOR                      | 2041-11-05      | 5.1498%  | 0.0000% | $1144000.00        | $1129975.27        | Private Label Collateralized Mortgage Obligations |
| HITT_22-HI32                                                     | 2039-07-15      | 9.9638%  | 0.0000% | $18450000.00       | $16893060.55       | Private Label Collateralized Mortgage Obligations |
| OBX_23-INV1                                                      | 2052-01-25      | 3.0000%  | 0.0000% | $16020495.00       | $11961939.95       | Private Label Collateralized Mortgage Obligations |
| TRK_22-INV1                                                      | 2057-02-25      | 3.9940%  | 0.0000% | $2187000.00        | $1671490.01        | Private Label Collateralized Mortgage Obligations |
| DK TRUST DK_24-SPBX                                              | 2034-03-15      | 0.0000%  | 0.0000% | $990000.00         | $992714.33         | Private Label Collateralized Mortgage Obligations |
| ALEN 2021-ACEN MORTGAGE TRUST ALEN_21-ACEN                       | 2038-04-15      | 5.5940%  | 0.0000% | $30281000.00       | $28988934.98       | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                      | 2027-11-15      | 7.1177%  | 0.0000% | $95000000.00       | $95281742.74       | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                      | 2027-11-15      | 8.4117%  | 0.0000% | $103000000.00      | $103264491.54      | Private Label Collateralized Mortgage Obligations |
| MCMLT_18-4                                                       | 2066-04-25      | 3.4851%  | 0.0000% | $1396950.00        | $1235490.78        | Private Label Collateralized Mortgage Obligations |
| MCMLT_19-1                                                       | 2069-10-25      | 3.5000%  | 0.0000% | $1010000.00        | $846405.14         | Private Label Collateralized Mortgage Obligations |
| REAL ESTATE ASSET LIQUIDITY TRUST REALT_20-1                     | 2035-12-15      | 6.0260%  | 0.0000% | $1786000.00        | $1712550.45        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST CROSS_25-H3                                 | 2070-05-25      | 5.8830%  | 0.0000% | $2000000.00        | $2008461.64        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 5.4432%  | 0.0000% | $2300000.00        | $843760.50         | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                                    | 2025-06-02      | 0.2500%  | 0.0000% | $294030933.00      | $2560167.74        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-INV4                                                    | 2052-01-25      | 0.2051%  | 0.0000% | $484281000.00      | $4132604.24        | Private Label Collateralized Mortgage Obligations |
| VEGAS TRUST VEGAS_24-TI                                          | 2039-11-10      | 5.5183%  | 0.0000% | $260000.00         | $263255.28         | Private Label Collateralized Mortgage Obligations |
| CD COMMERCIAL MORTGAGE TRUST CD_18-CD7                           | 2051-08-15      | 3.0895%  | 0.0000% | $1250000.00        | $996440.97         | Private Label Collateralized Mortgage Obligations |
| MELLO_22-INV1                                                    | 2052-03-25      | 5.0000%  | 0.0000% | $1184220.00        | $885631.40         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-CIP                           | 2038-12-15      | 6.1140%  | 0.0000% | $3000000.00        | $2639060.59        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_22-NQM1                                            | 2067-08-25      | 5.5000%  | 0.0000% | $50000000.00       | $38265320.53       | Private Label Collateralized Mortgage Obligations |
| NRZT_19-RPL3                                                     | 2059-07-25      | 3.2500%  | 0.0000% | $4500000.00        | $3985366.75        | Private Label Collateralized Mortgage Obligations |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIBANK NA                                       | 2028-05-30      | 4.2500%  | 0.0000% | $212000.00         | $211361.88         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2025-06-02      | 0.0000%  | 0.0000% | $54522600.00       | $54351453.56       | Money Market              |
| AMERICAN UNIVERSITY                               | 2025-06-26      | 0.0000%  | 0.0000% | $15000000.00       | $14925000.00       | Money Market              |
| AMERICAN UNIVERSITY                               | 2025-07-16      | 0.0000%  | 0.0000% | $15000000.00       | $14925000.00       | Money Market              |
| AMERICAN UNIVERSITY                               | 2025-07-29      | 0.0000%  | 0.0000% | $8017100.00        | $7977014.50        | Money Market              |
| VERTO CAPITAL I-A LLC                             | 2025-07-29      | 0.0000%  | 0.0000% | $44510700.00       | $44179540.39       | Money Market              |
| VERTO CAPITAL I-A LLC                             | 2025-08-13      | 0.0000%  | 0.0000% | $25000000.00       | $24767750.00       | Money Market              |
| CONCORD MINUTEMEN CAPITAL CO LLC SERIES D         | 2025-06-27      | 0.0000%  | 0.0000% | $652982.00         | $650563.35         | Money Market              |
| HQLA FUNDING LLC (SERIES TAHOE)                   | 2025-06-05      | 0.0000%  | 0.0000% | $40079100.00       | $40044792.29       | Money Market              |
| LMA AMERICAS LLC                                  | 2025-06-02      | 0.0000%  | 0.0000% | $1200000.00        | $1182451.20        | Money Market              |
| BENNINGTON STARK CAPITAL COMPANY LLC              | 2025-06-02      | 0.0000%  | 0.0000% | $3867000.00        | $3824366.33        | Money Market              |

### Security 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| FRISCO TEX INDPT SCH DIST                                       | 2042-08-15      | 3.0000%  | 0.0000% | $200000.00         | $159612.00         | Other Instrument          |
| MUNICIPAL ELEC AUTH GA                                          | 2028-01-01      | 5.0000%  | 0.0000% | $115000.00         | $119840.86         | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                       | 2034-02-15      | 5.0000%  | 0.0000% | $1580000.00        | $1777268.27        | Other Instrument          |
| DALLAS TEX                                                      | 2036-10-01      | 5.0000%  | 0.0000% | $1090000.00        | $1216379.44        | Other Instrument          |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                       | 2041-04-01      | 5.1690%  | 0.0000% | $2140000.00        | $2139532.23        | Other Instrument          |
| TEXAS PUBLIC FINANCE AUTHORITY                                  | 2034-02-01      | 2.0400%  | 0.0000% | $700000.00         | $562648.33         | Other Instrument          |
| MILWAUKEE WIS REDEV AUTH                                        | 2033-04-01      | 0.0000%  | 0.0000% | $1405000.00        | $928901.70         | Other Instrument          |
| MONTEREY PK CA PENSN OBLIG                                      | 2043-06-01      | 3.0210%  | 0.0000% | $340000.00         | $251131.17         | Other Instrument          |
| CHARLOTTE N C                                                   | 2036-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $2283068.89        | Other Instrument          |
| WASHINGTON (STATE OF)                                           | 2038-08-01      | 5.0000%  | 0.0000% | $690000.00         | $754354.77         | Other Instrument          |
| WASHINGTON (STATE OF)                                           | 2025-07-01      | 5.0000%  | 0.0000% | $450000.00         | $460059.50         | Other Instrument          |
| WASHINGTON (STATE OF)                                           | 2033-08-01      | 5.0000%  | 0.0000% | $500000.00         | $565243.89         | Other Instrument          |
| SANTA MONICA-MALIBU UNI SCH DIST CALIF                          | 2032-08-01      | 1.7940%  | 0.0000% | $1960000.00        | $1615765.53        | Other Instrument          |
| CHICAGO SALES TAX SECURITIZATION CORPORATION                    | 2040-01-01      | 4.6370%  | 0.0000% | $9175000.00        | $7983147.24        | Other Instrument          |
| SALT LAKE CITY UTAH                                             | 2053-07-01      | 5.2500%  | 0.0000% | $1675000.00        | $1732183.10        | Other Instrument          |
| SAN ANTONIO TX                                                  | 2036-02-01      | 5.0000%  | 0.0000% | $975000.00         | $1087366.58        | Other Instrument          |
| SAN FRANCISCO CALIF CITY & CNTY                                 | 2028-04-01      | 5.0000%  | 0.0000% | $150000.00         | $152231.17         | Other Instrument          |
| CLAY CNTY MO LIBERTY PUBLIC SCHOOLS NO 53                       | 2029-03-01      | 4.0000%  | 0.0000% | $35000.00          | $35589.71          | Other Instrument          |
| CONROE TEX INDPT SCH DIST                                       | 2036-02-15      | 5.0000%  | 0.0000% | $250000.00         | $280808.33         | Other Instrument          |
| CONNELLSVILLE PA AREA SCH DIST                                  | 2039-08-15      | 3.1250%  | 0.0000% | $820000.00         | $696044.36         | Other Instrument          |
| COVENTRY OHIO LOC SCH DIST                                      | 2047-11-01      | 3.9600%  | 0.0000% | $1605000.00        | $1219896.30        | Other Instrument          |
| KANSAS MUN ENERGY AGY                                           | 2044-07-01      | 3.2780%  | 0.0000% | $600000.00         | $431548.37         | Other Instrument          |
| WYANDOTTE CNTY KANS UNI SCH DIST NO 500                         | 2040-09-01      | 3.0000%  | 0.0000% | $6900000.00        | $5238595.00        | Other Instrument          |
| ENERGY NORTHWEST                                                | 2035-07-01      | 5.0000%  | 0.0000% | $900000.00         | $1020807.00        | Other Instrument          |
| MARYLAND (STATE OF)                                             | 2028-08-01      | 5.0000%  | 0.0000% | $55000.00          | $59618.78          | Other Instrument          |
| OREGON ST FACS AUTH                                             | 2041-10-01      | 4.1000%  | 0.0000% | $1020000.00        | $642619.83         | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                 | 2035-05-01      | 5.0000%  | 0.0000% | $2445000.00        | $2713993.47        | Other Instrument          |
| ARIZONA INDUSTRIAL DEV AUTH                                     | 2045-02-01      | 3.0000%  | 0.0000% | $2280000.00        | $1677388.40        | Other Instrument          |
| NEW HAVEN MICH CMNTY SCHS                                       | 2032-05-01      | 5.0000%  | 0.0000% | $275000.00         | $294395.14         | Other Instrument          |
| NEW JERSEY HEALTH CARE FACS FING AUTH                           | 2027-07-01      | 5.0000%  | 0.0000% | $410000.00         | $426389.52         | Other Instrument          |
| NEW JERSEY ST TURNPIKE AUTHORITY                                | 2040-01-01      | 7.4140%  | 0.0000% | $11816000.00       | $14225468.17       | Other Instrument          |
| NEW MEXICO (STATE OF)                                           | 2025-07-01      | 5.0000%  | 0.0000% | $430000.00         | $439578.01         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2034-07-01      | 4.0000%  | 0.0000% | $740000.00         | $676415.91         | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2036-10-01      | 5.0000%  | 0.0000% | $220000.00         | $239532.58         | Other Instrument          |
| INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY               | 2044-07-01      | 4.5500%  | 0.0000% | $10470000.00       | $10524903.52       | Other Instrument          |
| UNIVERSITY OF UTAH                                              | 2027-08-01      | 5.0000%  | 0.0000% | $425000.00         | $451880.31         | Other Instrument          |
| UTAH (STATE OF)                                                 | 2026-07-01      | 5.0000%  | 0.0000% | $180000.00         | $187953.20         | Other Instrument          |
| NEW YORK ST URBAN DEV CORP                                      | 2033-03-15      | 5.0000%  | 0.0000% | $4820000.00        | $5436124.53        | Other Instrument          |
| LAREDO TEX                                                      | 2041-03-15      | 3.0300%  | 0.0000% | $5975000.00        | $4492736.94        | Other Instrument          |
| UNIVERSITY NEB FACS CORP                                        | 2039-10-01      | 3.1920%  | 0.0000% | $2390000.00        | $1943933.59        | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                        | 2120-05-15      | 3.7060%  | 0.0000% | $13145000.00       | $7887054.77        | Other Instrument          |
| GARLAND TEX INDPT SCH DIST                                      | 2035-02-15      | 5.0000%  | 0.0000% | $395000.00         | $445284.82         | Other Instrument          |
| NORTH AUGUSTA S C PUB FACS CORP                                 | 2048-11-01      | 4.9870%  | 0.0000% | $905000.00         | $776650.46         | Other Instrument          |
| MIDLAND TEX INDPT SCH DIST                                      | 2034-02-15      | 5.0000%  | 0.0000% | $290000.00         | $327251.47         | Other Instrument          |
| OHIO ST WTR DEV AUTH                                            | 2038-12-01      | 5.0000%  | 0.0000% | $5165000.00        | $5755313.59        | Other Instrument          |
| OHIO ST WTR DEV AUTH                                            | 2040-12-01      | 5.0000%  | 0.0000% | $3325000.00        | $3664984.94        | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                   | 2033-07-01      | 5.0000%  | 0.0000% | $300000.00         | $333037.33         | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                   | 2034-07-01      | 5.0000%  | 0.0000% | $350000.00         | $387703.56         | Other Instrument          |
| LOS ANGELES CALIF                                               | 2029-06-01      | 5.0000%  | 0.0000% | $250000.00         | $276700.28         | Other Instrument          |
| POLAND  (REPUBLIC OF)                                           | 2030-02-12      | 4.8750%  | 0.0000% | $500000.00         | $512147.50         | Corporate Debt Securities |
| SAUDI ARABIA KINGDOM OF (GOVERNMENT)                            | 2033-02-02      | 2.2500%  | 0.0000% | $492000.00         | $408982.38         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2029-07-02      | 5.1000%  | 0.0000% | $200000.00         | $207635.33         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2054-07-02      | 5.5000%  | 0.0000% | $200000.00         | $194712.22         | Corporate Debt Securities |
| EXPORT-IMPORT BANK OF INDIA                                     | 2035-01-13      | 5.5000%  | 0.0000% | $550000.00         | $563425.81         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2046-07-06      | 3.2000%  | 0.0000% | $330000.00         | $230217.90         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2033-04-13      | 5.6090%  | 0.0000% | $900000.00         | $938432.57         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-05-14      | 5.2500%  | 0.0000% | $750000.00         | $757585.00         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2035-03-05      | 4.7500%  | 0.0000% | $1035000.00        | $1011697.26        | Corporate Debt Securities |
| HUNGARY (GOVERNMENT)                                            | 2041-03-29      | 7.6250%  | 0.0000% | $1046000.00        | $1169281.71        | Corporate Debt Securities |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | 2036-03-21      | 7.6250%  | 0.0000% | $657000.00         | $779967.13         | Corporate Debt Securities |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | 2034-10-28      | 5.7500%  | 0.0000% | $1050847.00        | $1099565.44        | Corporate Debt Securities |
| EXPORT-IMPORT BANK OF INDIA                                     | 2028-02-01      | 3.8750%  | 0.0000% | $225000.00         | $222140.03         | Corporate Debt Securities |
| ROMANIA (REPUBLIC OF)                                           | 2044-01-22      | 6.1250%  | 0.0000% | $862000.00         | $751472.44         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2044-01-15      | 6.7500%  | 0.0000% | $445000.00         | $500630.56         | Corporate Debt Securities |
| MALAYSIA SOVEREIGN SUKUK BHD                                    | 2045-04-22      | 4.2360%  | 0.0000% | $200000.00         | $172544.27         | Corporate Debt Securities |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) | 2025-10-14      | 4.3750%  | 0.0000% | $1187000.00        | $1189955.96        | Corporate Debt Securities |
| MALAYSIA SUKUK GLOBAL BHD                                       | 2026-04-27      | 3.1790%  | 0.0000% | $450000.00         | $446068.84         | Corporate Debt Securities |
| BERMUDA                                                         | 2030-08-20      | 2.3750%  | 0.0000% | $398000.00         | $350238.89         | Corporate Debt Securities |
| KNOC                                                            | 2029-09-30      | 4.2500%  | 0.0000% | $200000.00         | $198434.67         | Corporate Debt Securities |
| KFW                                                             | 2036-04-18      | 0.0000%  | 0.0000% | $479000.00         | $292170.84         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2050-01-25      | 3.5000%  | 0.0000% | $351000.00         | $247227.83         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2032-01-27      | 2.5500%  | 0.0000% | $451000.00         | $394531.42         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2041-05-07      | 3.1000%  | 0.0000% | $332000.00         | $241025.54         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2033-07-27      | 2.5500%  | 0.0000% | $248000.00         | $207715.50         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2071-09-21      | 3.2500%  | 0.0000% | $1900000.00        | $1129795.42        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2042-03-07      | 4.3400%  | 0.0000% | $1686000.00        | $1439264.20        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2037-01-13      | 5.6500%  | 0.0000% | $4905000.00        | $5076681.81        | Corporate Debt Securities |
| ISRAEL (STATE OF)                                               | 2034-03-12      | 5.5000%  | 0.0000% | $500000.00         | $498353.33         | Corporate Debt Securities |
| ISRAEL (STATE OF)                                               | 2054-03-12      | 5.7500%  | 0.0000% | $500000.00         | $448479.17         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2048-01-11      | 4.3500%  | 0.0000% | $1185000.00        | $986057.26         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2030-02-14      | 2.8500%  | 0.0000% | $700000.00         | $652821.17         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2031-07-28      | 2.1500%  | 0.0000% | $260000.00         | $224862.59         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2052-03-31      | 4.3000%  | 0.0000% | $200000.00         | $160335.33         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2037-03-14      | 6.5500%  | 0.0000% | $376000.00         | $406534.12         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2050-11-18      | 5.6250%  | 0.0000% | $206000.00         | $192038.35         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2027-08-25      | 4.1250%  | 0.0000% | $762000.00         | $764732.09         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2060-12-01      | 2.7800%  | 0.0000% | $2118000.00        | $1142328.00        | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2051-03-10      | 3.5500%  | 0.0000% | $260000.00         | $176511.11         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2072-01-15      | 3.6000%  | 0.0000% | $80000.00          | $49356.00          | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2035-02-08      | 5.3750%  | 0.0000% | $215000.00         | $215230.53         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2029-02-20      | 4.4500%  | 0.0000% | $200000.00         | $201994.22         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2050-06-23      | 3.8000%  | 0.0000% | $200000.00         | $147536.44         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2026-06-09      | 1.5000%  | 0.0000% | $2660000.00        | $2585852.50        | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2031-06-09      | 2.5500%  | 0.0000% | $200000.00         | $175435.50         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2032-06-06      | 4.7000%  | 0.0000% | $619000.00         | $620737.33         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2033-11-15      | 5.6000%  | 0.0000% | $200000.00         | $206602.67         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $281388.99         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-10-23      | 6.3750%  | 0.0000% | $337000.00         | $368452.91         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2040-01-20      | 3.9500%  | 0.0000% | $1410000.00        | $1207585.88        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2042-02-02      | 3.7000%  | 0.0000% | $220000.00         | $173854.51         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2033-10-04      | 4.8750%  | 0.0000% | $1326000.00        | $1307374.12        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2031-08-15      | 8.3000%  | 0.0000% | $315000.00         | $375514.12         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2033-04-08      | 7.5000%  | 0.0000% | $424000.00         | $467813.33         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2040-01-11      | 6.0500%  | 0.0000% | $200000.00         | $190091.94         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2046-01-23      | 4.6000%  | 0.0000% | $200000.00         | $147983.56         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2027-03-28      | 4.1500%  | 0.0000% | $850000.00         | $845577.64         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2028-01-11      | 3.7500%  | 0.0000% | $300000.00         | $297323.75         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2029-04-22      | 4.5000%  | 0.0000% | $700000.00         | $686805.00         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2050-01-31      | 4.5000%  | 0.0000% | $500000.00         | $354575.00         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2031-05-24      | 2.6590%  | 0.0000% | $1867000.00        | $1585536.99        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2061-05-24      | 3.7710%  | 0.0000% | $6463000.00        | $3623342.00        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2041-08-14      | 4.2800%  | 0.0000% | $1417000.00        | $1063957.60        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2035-02-09      | 6.3500%  | 0.0000% | $732000.00         | $744223.79         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2053-05-04      | 6.3380%  | 0.0000% | $500000.00         | $441038.72         | Corporate Debt Securities |
| ABU DHABI (EMIRATE OF)                                          | 2051-09-15      | 3.0000%  | 0.0000% | $484000.00         | $311846.04         | Corporate Debt Securities |
| MASSACHUSETTS ST HEALTH & EDL FACS AUTH                         | 2049-11-01      | 2.1000%  | 0.0000% | $1390000.00        | $867717.47         | Money Market              |
| UNIVERSITY WIS HOSPS & CLINICS AUTH                             | 2048-04-01      | 2.8500%  | 0.0000% | $17840000.00       | $13733617.62       | Money Market              |
| NEW YORK ST ENERGY RESH & DEV                                   | 2039-11-01      | 1.6500%  | 0.0000% | $10600000.00       | $10613208.59       | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                      | 2046-02-15      | 0.0000%  | 0.0000% | $380000.00         | $382195.56         | Money Market              |
| OHIO HOUSING FINANCE AGENCY                                     | 2058-02-01      | 0.0000%  | 0.0000% | $3400000.00        | $3412188.06        | Money Market              |
| GREEN LAKE TWP MICH ECONOMIC DEV CORP                           | 2034-06-01      | 3.0000%  | 0.0000% | $600000.00         | $580233.51         | Money Market              |
| NORTH CAROLINA EDL FACS FIN AGY                                 | 2027-06-01      | 1.7000%  | 0.0000% | $950000.00         | $575947.15         | Money Market              |
| SHELBY CNTY HLTH & ED VILLAGE AT GERMANTOWN                     | 2042-06-01      | 3.0000%  | 0.0000% | $1785000.00        | $1323969.69        | Money Market              |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| FLORIDA ST BRD ED                                           | 2031-06-01      | 5.0000%  | 0.0000% | $25000.00          | $26491.53          | Other Instrument |
| DEER PARK TEX                                               | 2036-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11144.10          | Other Instrument |
| DEER PARK TEX                                               | 2037-03-15      | 5.0000%  | 0.0000% | $280000.00         | $309299.20         | Other Instrument |
| DENVER COLO CITY & CNTY SCH DIST NO 1                       | 2026-12-01      | 5.0000%  | 0.0000% | $1050000.00        | $1101383.50        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2044-10-15      | 5.0000%  | 0.0000% | $380000.00         | $387189.60         | Other Instrument |
| DOWNEY CALIF UNI SCH DIST                                   | 2042-08-01      | 3.6250%  | 0.0000% | $355000.00         | $314726.19         | Other Instrument |
| TEXAS TRANSPORTATION COMMISSION                             | 2037-04-01      | 5.0000%  | 0.0000% | $55000.00          | $60553.59          | Other Instrument |
| FAIRFAX CNTY VA                                             | 2032-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22591.89          | Other Instrument |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY                 | 2042-04-01      | 5.0000%  | 0.0000% | $3825000.00        | $3934641.50        | Other Instrument |
| CALIFORNIA SCH FIN AUTH                                     | 2025-07-01      | 5.0000%  | 0.0000% | $210000.00         | $214448.73         | Other Instrument |
| CALIFORNIA (STATE OF)                                       | 2031-09-01      | 5.0000%  | 0.0000% | $25000.00          | $28206.53          | Other Instrument |
| CALIFORNIA (STATE OF)                                       | 2035-09-01      | 5.0000%  | 0.0000% | $25000.00          | $28284.03          | Other Instrument |
| MISSOURI JT MUN ELEC UTIL COMMN                             | 2034-12-01      | 5.0000%  | 0.0000% | $50000.00          | $56340.33          | Other Instrument |
| MINNEAPOLIS & ST PAUL MINN MET ARPTS COMMN                  | 2042-01-01      | 5.2500%  | 0.0000% | $1940000.00        | $2041305.18        | Other Instrument |
| CHICAGO (CITY OF)                                           | 2040-01-01      | 6.9000%  | 0.0000% | $1020000.00        | $1139440.30        | Other Instrument |
| CHICAGO (CITY OF)                                           | 2027-11-01      | 5.0000%  | 0.0000% | $355000.00         | $370590.81         | Other Instrument |
| CHESTER CNTY PA                                             | 2040-07-15      | 5.0000%  | 0.0000% | $55000.00          | $59510.55          | Other Instrument |
| IDAHO HOUSING AND FINANCE ASSOCIATION                       | 2034-08-15      | 5.0000%  | 0.0000% | $1500000.00        | $1700195.00        | Other Instrument |
| WASHINGTON (STATE OF)                                       | 2027-02-01      | 5.0000%  | 0.0000% | $25000.00          | $26306.19          | Other Instrument |
| WASHINGTON (STATE OF)                                       | 2047-02-01      | 5.0000%  | 0.0000% | $115000.00         | $119960.84         | Other Instrument |
| WASHOE CNTY NEV                                             | 2032-02-01      | 5.0000%  | 0.0000% | $80000.00          | $86124.62          | Other Instrument |
| WASHOE CNTY NEV SCH DIST                                    | 2040-10-01      | 3.1250%  | 0.0000% | $50000.00          | $41563.58          | Other Instrument |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2029-01-01      | 5.0000%  | 0.0000% | $50000.00          | $52548.22          | Other Instrument |
| SAN DIEGO CALIF PUB FACS FING AUTH                          | 2036-05-15      | 5.0000%  | 0.0000% | $80000.00          | $91001.07          | Other Instrument |
| CLARK COUNTY OF (NEVADA)                                    | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16703.62          | Other Instrument |
| KING CNTY WASH                                              | 2036-07-01      | 5.0000%  | 0.0000% | $90000.00          | $102095.60         | Other Instrument |
| CONNECTICUT (STATE OF)                                      | 2025-10-15      | 5.0000%  | 0.0000% | $25000.00          | $25341.50          | Other Instrument |
| KING CNTY WASH                                              | 2033-12-01      | 4.0000%  | 0.0000% | $20000.00          | $20407.38          | Other Instrument |
| COLORADO SPRINGS COLO                                       | 2034-11-15      | 5.0000%  | 0.0000% | $150000.00         | $168693.50         | Other Instrument |
| COLUMBIA FACILITIES CORPORATION INSTALLMENT                 | 2041-06-01      | 2.9610%  | 0.0000% | $1000000.00        | $741952.75         | Other Instrument |
| COMAL TEX INDPT SCH DIST                                    | 2032-02-15      | 5.0000%  | 0.0000% | $140000.00         | $157984.87         | Other Instrument |
| TROY UNIV ALA FACS REV                                      | 2027-11-01      | 5.0000%  | 0.0000% | $2115000.00        | $2221485.55        | Other Instrument |
| ORLANDO FLA UTILS COMMN                                     | 2035-10-01      | 5.0000%  | 0.0000% | $50000.00          | $56510.06          | Other Instrument |
| PENNSYLVANIA (COMMONWEALTH OF)                              | 2026-08-15      | 3.2500%  | 0.0000% | $50000.00          | $50493.96          | Other Instrument |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY          | 2028-06-15      | 5.0000%  | 0.0000% | $15000.00          | $15601.60          | Other Instrument |
| ENERGY NORTHWEST                                            | 2026-07-01      | 5.0000%  | 0.0000% | $175000.00         | $182543.28         | Other Instrument |
| MANATEE CNTY FLA SCH BRD                                    | 2033-07-01      | 5.0000%  | 0.0000% | $60000.00          | $68046.87          | Other Instrument |
| MARYLAND (STATE OF)                                         | 2032-08-01      | 5.0000%  | 0.0000% | $40000.00          | $44179.91          | Other Instrument |
| MARYLAND ST TRANSN AUTH                                     | 2030-07-01      | 5.0000%  | 0.0000% | $55000.00          | $61325.24          | Other Instrument |
| MASSACHUSETTS DEPARTMENT OF TRANSPORTATION                  | 2028-01-01      | 5.0000%  | 0.0000% | $50000.00          | $53785.72          | Other Instrument |
| MELISSA TEX INDPT SCH DIST                                  | 2046-08-01      | 4.0000%  | 0.0000% | $100000.00         | $91693.22          | Other Instrument |
| MEMPHIS-SHELBY CNTY TENN INDL DEV BRD                       | 2041-12-01      | 2.9070%  | 0.0000% | $2500000.00        | $1853010.63        | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY                                | 2032-07-01      | 5.0000%  | 0.0000% | $70000.00          | $77895.61          | Other Instrument |
| NEVADA HSG DIV SINGLE FAMILY MTG R                          | 2037-10-01      | 3.9500%  | 0.0000% | $240000.00         | $230035.33         | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2033-10-01      | 5.0000%  | 0.0000% | $8500000.00        | $9706442.78        | Other Instrument |
| GEISINGER AUTH PA                                           | 2043-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5342.17           | Other Instrument |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                    | 2028-06-01      | 2.0860%  | 0.0000% | $5000000.00        | $4702010.28        | Other Instrument |
| ILLINOIS FINANCE AUTHORITY                                  | 2036-04-01      | 5.0000%  | 0.0000% | $155000.00         | $173360.44         | Other Instrument |
| VANCOUVER WASH HSG AUTH                                     | 2038-02-01      | 4.2500%  | 0.0000% | $2140000.00        | $2063102.67        | Other Instrument |
| AUSTIN TX (CITY OF)                                         | 2034-11-15      | 5.0000%  | 0.0000% | $30000.00          | $33318.40          | Other Instrument |
| AUSTIN TEX INDPT SCH DIST                                   | 2034-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28204.19          | Other Instrument |
| AUSTIN TEX INDPT SCH DIST                                   | 2032-08-01      | 5.0000%  | 0.0000% | $40000.00          | $45396.71          | Other Instrument |
| AUSTIN TX (CITY OF)                                         | 2038-11-15      | 5.0000%  | 0.0000% | $1000000.00        | $1083383.33        | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                    | 2033-05-15      | 5.0000%  | 0.0000% | $35000.00          | $39631.32          | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                    | 2033-05-15      | 5.0000%  | 0.0000% | $65000.00          | $73601.02          | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                    | 2035-05-15      | 5.0000%  | 0.0000% | $17265000.00       | $19401083.35       | Other Instrument |
| PRIVATE COLLEGES & UNIVS AUTH GA                            | 2032-09-01      | 5.0000%  | 0.0000% | $710000.00         | $803365.79         | Other Instrument |
| VIRGINIA COMWLTH TRANSN BRD                                 | 2038-05-15      | 5.0000%  | 0.0000% | $135000.00         | $148138.65         | Other Instrument |
| VIRGINIA ST PUB BLDG AUTH                                   | 2030-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22310.36          | Other Instrument |
| GARLAND TEX INDPT SCH DIST                                  | 2038-02-15      | 5.0000%  | 0.0000% | $390000.00         | $426630.10         | Other Instrument |
| SEGUIN TEX                                                  | 2059-09-01      | 5.5000%  | 0.0000% | $70000.00          | $75287.45          | Other Instrument |
| SEMINOLE CNTY FLA                                           | 2036-10-01      | 4.0000%  | 0.0000% | $6155000.00        | $6080374.04        | Other Instrument |
| SOUTH CAROLINA PUBLIC SERVICE AUTHORITY                     | 2054-12-01      | 5.0000%  | 0.0000% | $500000.00         | $512795.56         | Other Instrument |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                  | 2035-07-01      | 5.0000%  | 0.0000% | $35000.00          | $38920.86          | Other Instrument |
| BEAVERTON ORE                                               | 2032-06-01      | 2.3760%  | 0.0000% | $500000.00         | $437637.00         | Other Instrument |
| BEDFORD CNTY TENN                                           | 2029-06-01      | 5.0000%  | 0.0000% | $100000.00         | $110322.11         | Other Instrument |
| MIDLAND TEX INDPT SCH DIST                                  | 2036-02-15      | 5.0000%  | 0.0000% | $95000.00          | $105674.52         | Other Instrument |
| MIAMI-DADE CNTY FLA EDL FACS AUTH                           | 2037-04-01      | 5.2500%  | 0.0000% | $60000.00          | $66492.25          | Other Instrument |
| MICHIGAN ST TRUNK LINE                                      | 2036-11-15      | 5.0000%  | 0.0000% | $6270000.00        | $6892381.10        | Other Instrument |
| MICHIGAN (STATE OF)                                         | 2030-11-15      | 5.0000%  | 0.0000% | $70000.00          | $77563.73          | Other Instrument |
| OHIO ST WTR DEV AUTH                                        | 2033-12-01      | 5.0000%  | 0.0000% | $55000.00          | $64034.30          | Other Instrument |
| METROPOLITAN ST LOUIS MO SWR DIST                           | 2039-05-01      | 5.8560%  | 0.0000% | $3075000.00        | $3160169.30        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2031-07-01      | 5.0000%  | 0.0000% | $230000.00         | $239019.32         | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2027-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5257.27           | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10852.44          | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2033-07-01      | 5.0000%  | 0.0000% | $410000.00         | $455151.02         | Other Instrument |
| LOS ANGELES CALIF MUN IMPT CORP                             | 2033-11-01      | 4.0000%  | 0.0000% | $3700000.00        | $3668521.22        | Other Instrument |
| LUBBOCK TEX                                                 | 2039-02-15      | 3.0000%  | 0.0000% | $100000.00         | $84151.00          | Other Instrument |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                        | 2036-02-15      | 5.0000%  | 0.0000% | $100000.00         | $110736.33         | Other Instrument |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                  | 2036-11-15      | 4.0000%  | 0.0000% | $120000.00         | $118668.80         | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY                                | 2042-10-01      | 2.6000%  | 0.0000% | $400000.00         | $400407.81         | Money Market     |
| IOWA FINANCE AUTHORITY                                      | 2041-02-15      | 2.7000%  | 0.0000% | $100000.00         | $65969.57          | Money Market     |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2045-08-01      | 3.0000%  | 0.0000% | $755000.00         | $755997.82         | Money Market     |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2054-08-15      | 0.0000%  | 0.0000% | $2475000.00        | $2491445.00        | Money Market     |
| WEST PALM BEACH FLA                                         | 2038-10-01      | 1.8500%  | 0.0000% | $200000.00         | $112823.97         | Money Market     |
| RED RIVER ED FIN CORP TEX                                   | 2030-03-01      | 1.8500%  | 0.0000% | $100000.00         | $60089.42          | Money Market     |
| TEXAS (STATE OF)                                            | 2050-12-01      | 1.8000%  | 0.0000% | $140000.00         | $99554.75          | Money Market     |
| ILLINOIS FINANCE AUTHORITY                                  | 2035-08-01      | 1.9000%  | 0.0000% | $175000.00         | $46703.93          | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                               | 2042-07-01      | 0.0000%  | 0.0000% | $3665000.00        | $3718091.60        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                               | 2058-12-01      | 0.0000%  | 0.0000% | $3500000.00        | $3536546.96        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                               | 2054-10-01      | 0.0000%  | 0.0000% | $8160000.00        | $8160087.43        | Money Market     |
| TENDER OPT BD TR RCPTS / CTFS                               | 2055-10-01      | 0.0000%  | 0.0000% | $8000000.00        | $8019885.71        | Money Market     |

### Security 290: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF 2022-K148 MRTG TR        X2-A   20590825 0.10000 | 2059-08-25      | 0.1000%  | 0.0000% | $999316000.00      | $5499597.17        | Agency Collateralized Mortgage Obligation         |
| GSAA HEQ TR 2006-1             A-4    20360125 FLT     | 2036-01-25      | 5.1992%  | 0.0000% | $9606000.00        | $523143.14         | Asset-Backed Securities                           |
| BARCLAYS MTG LN TR 2022-INV1   A-2    20620225 FLT     | 2062-02-25      | 4.5300%  | 0.0000% | $1510000.00        | $1058466.56        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2022-INV1   A-3    20620225 FLT     | 2062-02-25      | 4.5300%  | 0.0000% | $2002000.00        | $1395511.45        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2024-INV1  A-IO2  20541025 FLT     | 2054-10-25      | 1.0000%  | 0.0000% | $51333253.00       | $1190910.76        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR5                X-A    20570216 FLT     | 2057-02-16      | 1.3092%  | 0.0000% | $55370476.00       | $1999124.81        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR10               X-A    20571017 FLT     | 2057-10-17      | 1.1899%  | 0.0000% | $120844018.00      | $5550392.04        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12               X-D    20571217 FLT     | 2057-12-17      | 2.3026%  | 0.0000% | $28088000.00       | $2309589.17        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK  MORTGAGE TR 2024-12 X-A    20571217 FLT     | 2057-12-17      | 0.8468%  | 0.0000% | $41403000.00       | $1442981.51        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024-V11      X-A    20571119 FLT     | 2057-11-19      | 0.5603%  | 0.0000% | $134255000.00      | $3149127.97        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2020-IG2 X-A    20480917 FLT     | 2048-09-17      | 0.8261%  | 0.0000% | $3984272.00        | $56331.31          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B8       X-A    20520118 FLT     | 2052-01-18      | 0.6192%  | 0.0000% | $36047000.00       | $572024.41         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2023-NQM8            A-1    20630925 FLT     | 2063-09-25      | 7.0450%  | 0.0000% | $13507407.00       | $9611140.60        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2024-INV1          A-X1   20591025 FLT     | 2059-10-25      | 0.3177%  | 0.0000% | $229000000.00      | $1639935.11        | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               X-A    20500217 FLT     | 2050-02-17      | 1.4423%  | 0.0000% | $62590000.00       | $879904.07         | Private Label Collateralized Mortgage Obligations |
| BDS LTD 2022-FL12              A      20380819 FLT     | 2038-08-19      | 6.4609%  | 0.0000% | $4970000.00        | $2756714.76        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-J3              A-X-1  20511025 FLT     | 2051-10-25      | 0.3678%  | 0.0000% | $160231414.00      | $2668426.10        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM3               A-2    20641225 FLT     | 2064-12-25      | 5.8510%  | 0.0000% | $1603000.00        | $1558382.63        | Private Label Collateralized Mortgage Obligations |
| AG TRUST 2024-NLP              A      20410815 FLT     | 2041-08-15      | 6.3444%  | 0.0000% | $7500000.00        | $3573163.74        | Private Label Collateralized Mortgage Obligations |
| AJAX MTG LN TR 2023-A          A-3    20620725 2.50000 | 2062-07-25      | 2.5000%  | 0.0000% | $174650.00         | $149213.66         | Private Label Collateralized Mortgage Obligations |
| AJAX MTG LN TR 2023-C          A-2    20630525 3.00000 | 2063-05-25      | 3.0000%  | 0.0000% | $382469.00         | $333664.68         | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT     | 2035-11-15      | 7.1177%  | 0.0000% | $1251283.00        | $1254993.95        | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRE WD TR 2021-INV2   AX1    20511025 FLT     | 2051-10-25      | 0.2931%  | 0.0000% | $216993425.00      | $2637773.48        | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2021-OVA      X      20410717 FLT     | 2041-07-17      | 0.2580%  | 0.0000% | $180011850.00      | $2268839.30        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT     | 2042-02-18      | 5.7716%  | 0.0000% | $209000.00         | $207673.86         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT     | 2042-02-18      | 6.9699%  | 0.0000% | $3222000.00        | $3195109.63        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ASSET SEC 2007-A5  1-A-4  20370525 FLT     | 2037-05-25      | 1.6608%  | 0.0000% | $31915000.00       | $572193.55         | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2021-5     A-X-1  20511125 FLT     | 2051-11-25      | 0.2195%  | 0.0000% | $441454681.00      | $4435683.19        | Private Label Collateralized Mortgage Obligations |
| FIVE 2023-V1 MTG TR 2023-V1    X-A    20560211 FLT     | 2056-02-11      | 0.6747%  | 0.0000% | $82925000.00       | $1228962.20        | Private Label Collateralized Mortgage Obligations |
| WELLSFRG MRT BCK SEC TR 2021-2 A-IO1  20510625 FLT     | 2051-06-25      | 0.2889%  | 0.0000% | $303295000.00      | $3899768.36        | Private Label Collateralized Mortgage Obligations |
| WELLSFRG MRT BCK SEC TR 2021-2 A-IO2  20510625 FLT     | 2051-06-25      | 0.5000%  | 0.0000% | $16227000.00       | $390654.78         | Private Label Collateralized Mortgage Obligations |
| WELLS FRG MRT BCK TR 2022-2    A-IO2  20511225 FLT     | 2051-12-25      | 0.5000%  | 0.0000% | $57532000.00       | $1515065.07        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS TR 2021-INV1   A-IO1  20510825 FLT     | 2051-08-25      | 0.3090%  | 0.0000% | $256496099.00      | $3258901.64        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  A      20340615 FLT     | 2034-06-15      | 5.3760%  | 0.0000% | $2053074.00        | $1957265.26        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C7            X-A    20571119 FLT     | 2057-11-19      | 0.9309%  | 0.0000% | $88339408.00       | $3323819.79        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-C4  X-A    20501014 FLT     | 2050-10-14      | 0.9773%  | 0.0000% | $43124764.00       | $651145.70         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 X-A    20500916 FLT     | 2050-09-16      | 1.0181%  | 0.0000% | $51204841.00       | $611787.20         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      B      20380816 FLT     | 2038-08-16      | 5.7935%  | 0.0000% | $1505000.00        | $1170845.60        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C5            X-A    20570817 FLT     | 2057-08-17      | 1.1597%  | 0.0000% | $62628000.00       | $2635447.71        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2021-FPM            D      20380615 FLT     | 2038-06-15      | 9.0935%  | 0.0000% | $1457000.00        | $1463674.76        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-8       A-3-X  20550125 FLT     | 2055-01-25      | 0.5000%  | 0.0000% | $137220339.00      | $1133252.14        | Private Label Collateralized Mortgage Obligations |
| BANC AMERICA FDG 2014-R2       1-C    20361126 FLT     | 2036-11-26      | 0.0000%  | 0.0000% | $817942.00         | $171430.93         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM7   B-1    20671125 FLT     | 2067-11-25      | 7.5121%  | 0.0000% | $2571029.00        | $2570202.13        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR7                X-B    20570615 FLT     | 2057-06-15      | 0.3720%  | 0.0000% | $59173965.00       | $3410532.54        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2024-INV1          A-X2   20591025 FLT     | 2059-10-25      | 0.5000%  | 0.0000% | $117039606.00      | $1772673.60        | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2020-1             B-1    20550825 FLT     | 2055-08-25      | 5.5000%  | 0.0000% | $3584562.00        | $3385108.21        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED 0.5 25FEB55 144A FRN                     | 2055-02-25      | 0.5000%  | 0.0000% | $167000000.00      | $2090132.05        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2018-C14     X-A    20511117 FLT     | 2051-11-17      | 0.5070%  | 0.0000% | $73726000.00       | $880025.89         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C17     X-D    20520917 FLT     | 2052-09-17      | 1.7487%  | 0.0000% | $3470333.00        | $222683.21         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM4       B-1    20590925 FLT     | 2059-09-25      | 3.7372%  | 0.0000% | $5154000.00        | $4415686.83        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  A      20350716 FLT     | 2035-07-16      | 5.5760%  | 0.0000% | $1300000.00        | $849997.37         | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR 2021-HP1  A-X-1  20520125 FLT     | 2052-01-25      | 0.4015%  | 0.0000% | $98188000.00       | $1860566.64        | Private Label Collateralized Mortgage Obligations |

### Security 291: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYG3Q7P5
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category         |
|:---|:---|:---|:---|:---|:---|:---|
| DISTRICT OF COLUMBIA (WASHINGTON DC)     | 2060-04-01      | 0.0000%  | 0.0000% | $61755000.00       | $63035043.92       | Other Instrument |
| TEXAS WATER DEV BRD                      | 2047-10-15      | 4.1250%  | 0.0000% | $17320000.00       | $15711080.25       | Other Instrument |
| CHICAGO (CITY OF)                        | 2045-01-01      | 5.0000%  | 0.0000% | $1680000.00        | $1629422.67        | Other Instrument |
| CHESTER CNTY PA HEALTH & ED FACS AUTH    | 2040-06-01      | 3.1640%  | 0.0000% | $1167000.00        | $903984.00         | Other Instrument |
| WAXAHACHIE TEX INDPT SCH DIST            | 2053-02-15      | 4.0000%  | 0.0000% | $13515000.00       | $11949647.65       | Other Instrument |
| WISCONSIN ST HEALTH & EDL FACS AUTH      | 2035-12-01      | 5.0000%  | 0.0000% | $155000.00         | $161758.17         | Other Instrument |
| WYOMING OHIO CITY SCH DIST               | 2061-12-01      | 5.0000%  | 0.0000% | $6000000.00        | $6076360.00        | Other Instrument |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY     | 2054-05-15      | 5.2500%  | 0.0000% | $5000.00           | $5187.74           | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH      | 2050-05-01      | 5.0000%  | 0.0000% | $6125000.00        | $6269536.39        | Other Instrument |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP | 2060-06-30      | 5.0000%  | 0.0000% | $110000.00         | $105712.57         | Other Instrument |
| UNIVERSITY OF MICHIGAN                   | 2047-04-01      | 3.5990%  | 0.0000% | $4000.00           | $3244.15           | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY SLRF    | 2040-12-01      | 3.3840%  | 0.0000% | $1130000.00        | $923013.38         | Other Instrument |
| OHIO (STATE OF)                          | 2050-01-15      | 4.0000%  | 0.0000% | $5365000.00        | $4507565.70        | Other Instrument |

### Security 292: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SHELL FINANCE US INC                      | 2035-05-11      | 4.1250%  | 0.0000% | $2790000.00        | $2596003.16        | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC               | 2031-04-16      | 3.3500%  | 0.0000% | $6490000.00        | $5855955.84        | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA) | 2035-07-15      | 5.2500%  | 0.0000% | $3216000.00        | $3285779.16        | Corporate Debt Securities |
| SOCIETE GENERALE SA                       | 2034-01-10      | 6.6910%  | 0.0000% | $2648000.00        | $2856187.23        | Corporate Debt Securities |
| PHILLIPS 66                               | 2034-11-15      | 4.6500%  | 0.0000% | $4472000.00        | $4210466.26        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                     | 2039-06-15      | 5.1250%  | 0.0000% | $1910000.00        | $1791197.20        | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                     | 2042-03-15      | 4.3750%  | 0.0000% | $1666000.00        | $1355048.74        | Corporate Debt Securities |
| LOWES COMPANIES INC                       | 2040-04-15      | 5.0000%  | 0.0000% | $894000.00         | $828335.70         | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                    | 2040-06-01      | 5.8500%  | 0.0000% | $1998000.00        | $2046586.37        | Corporate Debt Securities |
| HALLIBURTON COMPANY                       | 2035-11-15      | 4.8500%  | 0.0000% | $3322000.00        | $3127931.53        | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                    | 2037-05-15      | 6.1500%  | 0.0000% | $369000.00         | $381041.39         | Corporate Debt Securities |
| TARGET CORPORATION                        | 2052-01-15      | 2.9500%  | 0.0000% | $2000.00           | $1258.17           | Corporate Debt Securities |
| AES CORP                                  | 2030-07-15      | 3.9500%  | 0.0000% | $2000.00           | $1901.99           | Corporate Debt Securities |
| AEP TEXAS INC                             | 2051-05-15      | 3.4500%  | 0.0000% | $6435000.00        | $4179452.06        | Corporate Debt Securities |
| HOWMET AEROSPACE INC                      | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1061.95           | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC              | 2041-05-13      | 3.4390%  | 0.0000% | $335000.00         | $243673.63         | Corporate Debt Securities |
| HYATT HOTELS CORP                         | 2030-04-23      | 5.7500%  | 0.0000% | $269000.00         | $275076.64         | Corporate Debt Securities |
| APPLE INC                                 | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1228.53           | Corporate Debt Securities |
| APPLE INC                                 | 2062-08-08      | 4.1000%  | 0.0000% | $2270000.00        | $1782439.31        | Corporate Debt Securities |
| MILEAGE PLUS HOLDINGS LLC                 | 2027-06-20      | 6.5000%  | 0.0000% | $513842.00         | $234623.09         | Corporate Debt Securities |
| REINSURANCE GROUP OF AMERICA INC          | 2030-06-15      | 3.1500%  | 0.0000% | $752000.00         | $705923.08         | Corporate Debt Securities |
| DOW CHEMICAL CO                           | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $385400.37         | Corporate Debt Securities |
| EXXON MOBIL CORP                          | 2040-03-19      | 4.2270%  | 0.0000% | $1686000.00        | $1488310.74        | Corporate Debt Securities |
| META PLATFORMS INC                        | 2033-05-15      | 4.9500%  | 0.0000% | $3397000.00        | $3444566.49        | Corporate Debt Securities |
| ROYALTY PHARMA PLC                        | 2051-09-02      | 3.3500%  | 0.0000% | $580000.00         | $366130.16         | Corporate Debt Securities |
| NBN CO LTD                                | 2031-05-05      | 2.6250%  | 0.0000% | $5945000.00        | $5287916.49        | Corporate Debt Securities |
| FIVE CORNERS FUNDING TRUST II             | 2030-05-15      | 2.8500%  | 0.0000% | $1000000.00        | $919037.50         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                   | 2038-03-31      | 4.1250%  | 0.0000% | $3127000.00        | $2226070.56        | Corporate Debt Securities |
| FLOWSERVE CORPORATION                     | 2030-10-01      | 3.5000%  | 0.0000% | $4383000.00        | $4062804.80        | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL CORP             | 2030-05-15      | 4.0000%  | 0.0000% | $91000.00          | $85434.14          | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                     | 2095-11-15      | 7.5000%  | 0.0000% | $1940000.00        | $2021392.70        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV             | 2027-05-25      | 3.6250%  | 0.0000% | $238000.00         | $233762.05         | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP             | 2030-06-05      | 2.6500%  | 0.0000% | $3801000.00        | $3470206.36        | Corporate Debt Securities |
| TRACTOR SUPPLY CO                         | 2033-05-15      | 5.2500%  | 0.0000% | $4323000.00        | $4322340.74        | Corporate Debt Securities |
| ERP OPERATING LP                          | 2047-08-01      | 4.0000%  | 0.0000% | $4088000.00        | $3140083.64        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                      | 2042-06-04      | 5.0000%  | 0.0000% | $2000.00           | $1809.87           | Corporate Debt Securities |
| KEMPER CORP                               | 2032-02-23      | 3.8000%  | 0.0000% | $2000.00           | $1805.50           | Corporate Debt Securities |
| WEYERHAEUSER COMPANY                      | 2033-12-15      | 6.8750%  | 0.0000% | $1098000.00        | $1224709.66        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                    | 2031-01-15      | 7.5000%  | 0.0000% | $1581000.00        | $1823343.59        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                     | 2034-07-25      | 5.5570%  | 0.0000% | $6334000.00        | $6517148.49        | Corporate Debt Securities |
| ARCELORMITTAL SA                          | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2181.78           | Corporate Debt Securities |
| BNP PARIBAS SA                            | 2028-01-20      | 2.5910%  | 0.0000% | $374000.00         | $364199.85         | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO               | 2030-10-01      | 1.7000%  | 0.0000% | $3000.00           | $2579.36           | Corporate Debt Securities |
| CITIGROUP INC                             | 2032-05-01      | 2.5610%  | 0.0000% | $2000.00           | $1747.85           | Corporate Debt Securities |
| CUBESMART LP                              | 2031-02-15      | 2.0000%  | 0.0000% | $1759000.00        | $1505604.32        | Corporate Debt Securities |
| JOHNSON & JOHNSON                         | 2035-03-01      | 5.0000%  | 0.0000% | $334000.00         | $340886.71         | Corporate Debt Securities |
| INTEL CORP                                | 2041-08-12      | 2.8000%  | 0.0000% | $2732000.00        | $1800442.64        | Corporate Debt Securities |
| INTEL CORP                                | 2032-08-05      | 4.1500%  | 0.0000% | $4998000.00        | $4706451.39        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP      | 2026-02-19      | 3.4500%  | 0.0000% | $5160000.00        | $5168922.50        | Corporate Debt Securities |
| INTERNATIONAL FLAVORS & FRAGRANCES INC    | 2040-11-15      | 3.2680%  | 0.0000% | $1500000.00        | $1061972.50        | Corporate Debt Securities |
| INTERPUBLIC GRP OF CO INC                 | 2041-03-01      | 3.3750%  | 0.0000% | $3000.00           | $2185.48           | Corporate Debt Securities |
| INTESA SANPAOLO SPA                       | 2033-11-28      | 7.2000%  | 0.0000% | $3500000.00        | $3862145.00        | Corporate Debt Securities |
| GREAT RIVER ENERGY                        | 2038-07-01      | 7.2330%  | 0.0000% | $2584000.00        | $2173468.90        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                    | 2041-11-15      | 4.6250%  | 0.0000% | $3875000.00        | $3354886.20        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                    | 2039-08-15      | 3.5000%  | 0.0000% | $3800000.00        | $3011265.67        | Corporate Debt Securities |
| PERSHING SQUARE HOLDINGS LTD              | 2032-07-15      | 3.0000%  | 0.0000% | $1250000.00        | $1021000.00        | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC              | 2046-02-01      | 4.9000%  | 0.0000% | $185000.00         | $169563.09         | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC               | 2027-06-15      | 5.0000%  | 0.0000% | $2000.00           | $2043.07           | Corporate Debt Securities |
| BANK OF AMERICA CORP                      | 2033-04-27      | 4.5710%  | 0.0000% | $990000.00         | $961369.28         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE          | 2079-12-31      | 3.7500%  | 0.0000% | $1736000.00        | $1684443.69        | Corporate Debt Securities |
| CIGNA GROUP                               | 2040-03-15      | 3.2000%  | 0.0000% | $1450000.00        | $1086335.17        | Corporate Debt Securities |
| NATIONAL SECURITIES CLEARING CORP         | 2028-05-30      | 5.0000%  | 0.0000% | $844000.00         | $857934.44         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE               | 2032-04-22      | 2.6150%  | 0.0000% | $254000.00         | $223065.41         | Corporate Debt Securities |
| GOODMAN US FINANCE FOUR LLC               | 2037-10-15      | 4.5000%  | 0.0000% | $1390000.00        | $1253230.95        | Corporate Debt Securities |
| HESS CORP                                 | 2031-08-15      | 7.3000%  | 0.0000% | $93000.00          | $105716.05         | Corporate Debt Securities |
| BOEING CO                                 | 2029-03-01      | 3.2000%  | 0.0000% | $3523000.00        | $3355309.11        | Corporate Debt Securities |
| BOEING CO                                 | 2040-05-01      | 5.7050%  | 0.0000% | $6032000.00        | $5823025.55        | Corporate Debt Securities |
| GALAXY PIPELINE ASSETS BIDCO LTD          | 2040-09-30      | 3.2500%  | 0.0000% | $5124000.00        | $3941005.04        | Corporate Debt Securities |
| DUKE ENERGY CORP                          | 2041-06-15      | 3.3000%  | 0.0000% | $5993000.00        | $4445397.65        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                 | 2052-03-15      | 3.5500%  | 0.0000% | $9242000.00        | $6490618.09        | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2036-07-15      | 3.8500%  | 0.0000% | $2000.00           | $1751.14           | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2031-03-25      | 2.8750%  | 0.0000% | $2357000.00        | $2133228.71        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY          | 2044-02-15      | 4.7500%  | 0.0000% | $446000.00         | $360267.28         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY          | 2031-02-01      | 2.5000%  | 0.0000% | $3052000.00        | $2642311.39        | Corporate Debt Securities |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BWCAP_20-1R                                             | 2031-01-15      | 9.7561%  | 0.0000% | $3000000.00        | $3034575.38        | Asset-Backed Securities                           |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3  | 2028-10-13      | 8.0800%  | 0.0000% | $7500000.00        | $7623491.67        | Asset-Backed Securities                           |
| NELNET STUDENT LOAN TRUST NSLT_04-4                     | 2041-01-25      | 4.9249%  | 0.0000% | $690000.00         | $194668.12         | Asset-Backed Securities                           |
| NELS_13-1                                               | 2041-06-25      | 5.0365%  | 0.0000% | $1950000.00        | $220872.27         | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-5           | 2031-02-18      | 5.3800%  | 0.0000% | $6688000.00        | $6628800.06        | Asset-Backed Securities                           |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_24-1            | 2036-07-15      | 5.8300%  | 0.0000% | $1300000.00        | $1330628.22        | Asset-Backed Securities                           |
| WACHOVIA STUDENT LOAN TRUST                             | 2040-04-25      | 4.7949%  | 0.0000% | $61128000.00       | $16130942.76       | Asset-Backed Securities                           |
| MONTANA HIGHER EDUCATION STUDENT                        | 2043-07-20      | 5.4928%  | 0.0000% | $47100000.00       | $29440669.47       | Asset-Backed Securities                           |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                 | 2028-05-15      | 5.0677%  | 0.0000% | $700000.00         | $704872.57         | Asset-Backed Securities                           |
| TESLA_24-B                                              | 2027-10-20      | 4.8200%  | 0.0000% | $9872000.00        | $9901782.73        | Asset-Backed Securities                           |
| SCUL_32                                                 | 2037-04-30      | 7.0996%  | 0.0000% | $12000000.00       | $12132916.50       | Asset-Backed Securities                           |
| SAIL_03-12                                              | 2033-11-25      | 5.1592%  | 0.0000% | $337411849.00      | $4039818.17        | Asset-Backed Securities                           |
| FSMT_20-1INV                                            | 2050-03-25      | 4.1899%  | 0.0000% | $4845950.00        | $3872325.91        | Private Label Collateralized Mortgage Obligations |
| DRMT_22-1                                               | 2067-01-25      | 2.2050%  | 0.0000% | $14657500.00       | $8579777.45        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_21-1 | 2050-12-25      | 0.2072%  | 0.0000% | $183874000.00      | $1436427.71        | Private Label Collateralized Mortgage Obligations |
| COMM_24-WCL1                                            | 2041-06-15      | 7.2177%  | 0.0000% | $7100000.00        | $7079186.35        | Private Label Collateralized Mortgage Obligations |
| AHPT_17-ATRM                                            | 2036-12-15      | 6.2757%  | 0.0000% | $1840000.00        | $1782711.60        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-NQM1                                           | 2065-06-25      | 5.9660%  | 0.0000% | $9000000.00        | $8878965.00        | Private Label Collateralized Mortgage Obligations |
| BXSC_22-WSS                                             | 2035-03-15      | 6.7197%  | 0.0000% | $2305000.00        | $2306412.97        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_21-6                     | 2051-10-25      | 2.5000%  | 0.0000% | $12019000.00       | $6007550.09        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3        | 2059-07-25      | 2.7500%  | 0.0000% | $10620000.00       | $3222090.34        | Private Label Collateralized Mortgage Obligations |
| NRZT_19-RPL3                                            | 2059-07-25      | 3.9912%  | 0.0000% | $9552000.00        | $8023145.46        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST UWM_21-INV1                          | 2051-08-25      | 2.5000%  | 0.0000% | $3948030.00        | $2440506.62        | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-RPL1                                           | 2059-05-26      | 4.3657%  | 0.0000% | $2000000.00        | $1953665.66        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5      | 2046-03-10      | 3.6487%  | 0.0000% | $6946864.00        | $2833198.01        | Private Label Collateralized Mortgage Obligations |

### Security 294: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-05
- **C.13 - Final Legal Maturity Date:** 2025-07-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF_24-K755                                             | 2064-02-25      | 0.1000%  | 0.0000% | $423211565.00      | $2049425.28        | Agency Collateralized Mortgage Obligation         |
| CMLTI_14-10                                               | 2036-11-25      | 3.4169%  | 0.0000% | $709932.00         | $475763.69         | Asset-Backed Securities                           |
| CHST_24-1                                                 | 2032-04-15      | 9.3100%  | 0.0000% | $2122000.00        | $2153503.56        | Asset-Backed Securities                           |
| AJAX MORTGAGE LOAN TRUST AJAXM_22-B                       | 2052-06-25      | 3.0000%  | 0.0000% | $149352.00         | $132758.94         | Asset-Backed Securities                           |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                 | 2063-10-25      | 7.3580%  | 0.0000% | $1282750.00        | $998245.38         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR8                                             | 2057-08-15      | 0.9003%  | 0.0000% | $37772093.00       | $1258263.17        | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR6                                             | 2057-05-15      | 0.7428%  | 0.0000% | $119622000.00      | $3138696.71        | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V9                                               | 2057-08-15      | 1.0396%  | 0.0000% | $77330000.00       | $3041086.39        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                      | 2051-10-10      | 0.3936%  | 0.0000% | $67161000.00       | $537124.56         | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B17                                              | 2053-03-15      | 1.3724%  | 0.0000% | $90930927.00       | $3623032.32        | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B23                                              | 2054-02-15      | 1.2040%  | 0.0000% | $2066000.00        | $122833.71         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 | 2057-12-15      | 0.0000%  | 0.0000% | $46026000.00       | $1982984.45        | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                                | 2037-02-15      | 8.2341%  | 0.0000% | $1500000.00        | $1204376.06        | Private Label Collateralized Mortgage Obligations |
| AJAXM_21-E                                                | 2060-12-27      | 3.7290%  | 0.0000% | $894187.00         | $563144.59         | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK               | 2027-11-15      | 7.1177%  | 0.0000% | $399926.00         | $401112.07         | Private Label Collateralized Mortgage Obligations |
| HAWT_21-INV2                                              | 2051-07-25      | 0.0000%  | 0.0000% | $40095000.00       | $4871259.18        | Private Label Collateralized Mortgage Obligations |
| CSMC_15-1                                                 | 2045-01-25      | 3.8912%  | 0.0000% | $3242000.00        | $1144250.96        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_21-INV1                                   | 2056-07-25      | 0.1882%  | 0.0000% | $116676856.00      | $917083.61         | Private Label Collateralized Mortgage Obligations |
| MSC_18-H3                                                 | 2051-07-17      | 0.8003%  | 0.0000% | $61148000.00       | $945600.96         | Private Label Collateralized Mortgage Obligations |
| FSMT_21-8INV                                              | 2051-09-25      | 0.5000%  | 0.0000% | $26510000.00       | $573286.14         | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-INV1                                             | 2051-08-25      | 0.3136%  | 0.0000% | $7740992.00        | $98352.88          | Private Label Collateralized Mortgage Obligations |
| WFCM_25-C64                                               | 2058-02-27      | 1.0238%  | 0.0000% | $27456723.00       | $2067511.16        | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                                | 2057-02-16      | 1.1200%  | 0.0000% | $93498000.00       | $3341639.93        | Private Label Collateralized Mortgage Obligations |
| AREIT CRE TRUST AREIT_23-CRE8                             | 2028-02-17      | 6.4385%  | 0.0000% | $17000000.00       | $16827729.97       | Private Label Collateralized Mortgage Obligations |
| KNDT_21-KD                                                | 2038-08-15      | 5.7932%  | 0.0000% | $860803.00         | $843048.02         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-13                                               | 2052-04-25      | 0.4381%  | 0.0000% | $162072000.00      | $3180327.40        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-2                                                | 2025-06-02      | 0.0000%  | 0.0000% | $143522325.00      | $1261673.52        | Private Label Collateralized Mortgage Obligations |
| BXMT_25-FL5                                               | 2042-10-20      | 6.8724%  | 0.0000% | $7213505.00        | $7193835.02        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                          | 2049-07-10      | 1.8884%  | 0.0000% | $46246773.00       | $521732.17         | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                             | 2051-08-15      | 1.5000%  | 0.0000% | $446136.00         | $18533.53          | Private Label Collateralized Mortgage Obligations |
| COMM_16-CCRE28                                            | 2049-02-10      | 0.6425%  | 0.0000% | $67674112.00       | $53732.52          | Private Label Collateralized Mortgage Obligations |
| GSMSCII_17-GS6                                            | 2050-05-10      | 1.1174%  | 0.0000% | $10586000.00       | $215140.33         | Private Label Collateralized Mortgage Obligations |
| GSMS_17-GS8                                               | 2050-11-10      | 1.6160%  | 0.0000% | $5952000.00        | $211967.23         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C11                | 2051-06-15      | 0.7267%  | 0.0000% | $82940000.00       | $1045705.68        | Private Label Collateralized Mortgage Obligations |
| LHOME_23-RTL4                                             | 2028-11-25      | 7.6280%  | 0.0000% | $8359000.00        | $8442334.58        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-11-15      | 1.5924%  | 0.0000% | $35050000.00       | $261513.49         | Private Label Collateralized Mortgage Obligations |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SEAGATE HDD CAYMAN                             | 2031-01-15      | 4.1250%  | 0.0000% | $847000.00         | $799465.30         | Corporate Debt Securities |
| SEAGATE HDD CAYMAN                             | 2031-07-15      | 8.5000%  | 0.0000% | $3137000.00        | $3447892.39        | Corporate Debt Securities |
| STILLWATER MINING CO                           | 2026-11-16      | 4.0000%  | 0.0000% | $399000.00         | $385695.57         | Corporate Debt Securities |
| SEMPRA                                         | 2079-12-31      | 4.8750%  | 0.0000% | $1360000.00        | $1359175.50        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2029-11-15      | 5.3750%  | 0.0000% | $1865000.00        | $1813226.82        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                         | 2079-12-31      | 4.3000%  | 0.0000% | $800000.00         | $727011.11         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                    | 2026-07-15      | 3.6250%  | 0.0000% | $1972000.00        | $1950808.40        | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC.                        | 2031-06-01      | 3.0000%  | 0.0000% | $1816000.00        | $1602196.27        | Corporate Debt Securities |
| BELO CORP                                      | 2027-06-01      | 7.7500%  | 0.0000% | $185000.00         | $197989.72         | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                            | 2026-06-01      | 6.0000%  | 0.0000% | $2929000.00        | $3032462.04        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP                            | 2032-03-01      | 3.5000%  | 0.0000% | $147000.00         | $131408.12         | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP                | 2079-12-31      | 8.6979%  | 0.0000% | $1520000.00        | $1516206.30        | Corporate Debt Securities |
| M&T BK CORP                                    | 2079-12-31      | 5.1250%  | 0.0000% | $2109000.00        | $2091449.90        | Corporate Debt Securities |
| MDC HOLDINGS INC                               | 2043-01-15      | 6.0000%  | 0.0000% | $319000.00         | $289291.53         | Corporate Debt Securities |
| MACYS RETAIL HOLDINGS LLC                      | 2042-01-15      | 5.1250%  | 0.0000% | $5355000.00        | $3699602.16        | Corporate Debt Securities |
| STILLWATER MINING CO                           | 2026-11-16      | 4.0000%  | 0.0000% | $1207000.00        | $1166753.26        | Corporate Debt Securities |
| GROUP 1 AUTO INC                               | 2028-08-15      | 4.0000%  | 0.0000% | $1965000.00        | $1905689.75        | Corporate Debt Securities |
| GRUPO NUTRESA SA                               | 2030-05-12      | 8.0000%  | 0.0000% | $240000.00         | $249240.00         | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2031-05-01      | 7.5000%  | 0.0000% | $149000.00         | $160938.13         | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2039-06-15      | 7.9500%  | 0.0000% | $1641000.00        | $1835602.09        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2040-03-15      | 6.2000%  | 0.0000% | $1500000.00        | $1424215.00        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION               | 2046-03-15      | 6.6000%  | 0.0000% | $1390000.00        | $1337624.80        | Corporate Debt Securities |
| TELECOM ITALIA CAPITAL SA                      | 2033-11-15      | 6.3750%  | 0.0000% | $1068000.00        | $1081709.12        | Corporate Debt Securities |
| TELECOM ITALIA CAPITAL SA                      | 2036-07-18      | 7.2000%  | 0.0000% | $3084000.00        | $3272679.12        | Corporate Debt Securities |
| TENET HEALTHCARE CORP                          | 2027-11-01      | 5.1250%  | 0.0000% | $489000.00         | $487913.67         | Corporate Debt Securities |
| TENET HEALTHCARE CORP                          | 2029-06-01      | 4.2500%  | 0.0000% | $949000.00         | $929357.54         | Corporate Debt Securities |
| NEW ALBERTSONS LP                              | 2029-08-01      | 7.4500%  | 0.0000% | $7000.00           | $7546.04           | Corporate Debt Securities |
| ADTALEM GLOBAL EDUCATION INC                   | 2028-03-01      | 5.5000%  | 0.0000% | $18000.00          | $18103.99          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV | 2028-03-01      | 6.7500%  | 0.0000% | $217000.00         | $227970.98         | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD                      | 2026-04-20      | 5.5000%  | 0.0000% | $8696000.00        | $2910699.35        | Corporate Debt Securities |
| CENTENE CORP                                   | 2028-07-15      | 2.4500%  | 0.0000% | $2226000.00        | $2068215.56        | Corporate Debt Securities |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC   | 2029-03-15      | 3.7500%  | 0.0000% | $8525000.00        | $7957597.31        | Corporate Debt Securities |
| SABRA HEALTH CARE LP                           | 2026-08-15      | 5.1250%  | 0.0000% | $13276000.00       | $13446701.70       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING               | 2047-05-01      | 5.3750%  | 0.0000% | $414000.00         | $349022.64         | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC                     | 2029-05-01      | 4.5000%  | 0.0000% | $4788000.00        | $4501557.90        | Corporate Debt Securities |
| SAFEWAY INC                                    | 2031-02-01      | 7.2500%  | 0.0000% | $219000.00         | $232662.38         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC                          | 2032-05-15      | 3.8750%  | 0.0000% | $2672000.00        | $2385039.45        | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                      | 2032-04-30      | 6.7500%  | 0.0000% | $1000000.00        | $1030692.50        | Corporate Debt Securities |
| FMC CORP                                       | 2055-11-01      | 8.4500%  | 0.0000% | $3000000.00        | $3023832.50        | Corporate Debt Securities |
| FAIR ISAAC CORP                                | 2033-05-15      | 6.0000%  | 0.0000% | $1032000.00        | $1034242.88        | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                   | 2038-07-15      | 7.5000%  | 0.0000% | $471000.00         | $477681.14         | Corporate Debt Securities |
| SBL HOLDINGS INC                               | 2079-12-31      | 9.5800%  | 0.0000% | $350000.00         | $345446.46         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                   | 2047-09-20      | 5.2000%  | 0.0000% | $33538000.00       | $23589995.70       | Corporate Debt Securities |
| MYLAN INC                                      | 2043-11-29      | 5.4000%  | 0.0000% | $1950000.00        | $1552668.00        | Corporate Debt Securities |
| NRG ENERGY INC                                 | 2029-06-15      | 5.2500%  | 0.0000% | $1450000.00        | $1464750.13        | Corporate Debt Securities |
| NRG ENERGY INC                                 | 2033-02-01      | 6.0000%  | 0.0000% | $2232000.00        | $2259505.68        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                          | 2031-01-15      | 6.7500%  | 0.0000% | $316000.00         | $335769.75         | Corporate Debt Securities |
| FORD MOTOR COMPANY                             | 2043-01-15      | 4.7500%  | 0.0000% | $10496000.00       | $8081106.56        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2025-06-16      | 5.1250%  | 0.0000% | $231000.00         | $236330.84         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2029-02-10      | 2.9000%  | 0.0000% | $244000.00         | $220324.95         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2028-05-12      | 6.8000%  | 0.0000% | $333000.00         | $340582.41         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2033-11-07      | 7.1220%  | 0.0000% | $6592000.00        | $6725291.34        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2028-03-20      | 5.9180%  | 0.0000% | $208000.00         | $210349.82         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2025-08-04      | 4.1340%  | 0.0000% | $7894000.00        | $7975629.23        | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2029-07-01      | 5.8750%  | 0.0000% | $2369000.00        | $2400877.20        | Corporate Debt Securities |
| JAGUAR LAND ROVER AUTOMOTIVE PLC               | 2027-10-01      | 4.5000%  | 0.0000% | $550000.00         | $542297.25         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                      | 2027-07-17      | 5.6250%  | 0.0000% | $360000.00         | $359820.45         | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                | 2027-04-15      | 8.0000%  | 0.0000% | $692000.00         | $713175.20         | Corporate Debt Securities |
| ECOPETROL SA                                   | 2031-11-02      | 4.6250%  | 0.0000% | $5635000.00        | $4699461.65        | Corporate Debt Securities |
| EDISON INTL                                    | 2053-06-15      | 8.1250%  | 0.0000% | $500000.00         | $512294.79         | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH                            | 2049-04-03      | 7.0000%  | 0.0000% | $348000.00         | $349615.88         | Corporate Debt Securities |
| BATH & BODY WORKS INC                          | 2035-11-01      | 6.8750%  | 0.0000% | $15974000.00       | $16177799.39       | Corporate Debt Securities |
| KINETIK HOLDINGS LP                            | 2028-12-15      | 6.6250%  | 0.0000% | $1919000.00        | $2014114.44        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                          | 2079-12-31      | 3.9000%  | 0.0000% | $1296000.00        | $1286986.32        | Corporate Debt Securities |
| WESTERN DIGITAL CORP                           | 2029-02-01      | 2.8500%  | 0.0000% | $85000.00          | $78245.12          | Corporate Debt Securities |
| WHIRLPOOL CORP                                 | 2046-06-01      | 4.5000%  | 0.0000% | $1186000.00        | $879496.09         | Corporate Debt Securities |
| WHIRLPOOL CORP                                 | 2050-05-15      | 4.6000%  | 0.0000% | $2244000.00        | $1584278.96        | Corporate Debt Securities |
| XEROX CORPORATION                              | 2030-10-15      | 10.2500% | 0.0000% | $10399000.00       | $10821733.79       | Corporate Debt Securities |
| FRONTIER CALIFORNIA INC                        | 2027-05-15      | 6.7500%  | 0.0000% | $1766000.00        | $1797456.88        | Corporate Debt Securities |
| FRONTIER NORTH INC                             | 2028-02-15      | 6.7300%  | 0.0000% | $6122000.00        | $6379914.76        | Corporate Debt Securities |
| COSTAR GRP INC                                 | 2030-07-15      | 2.8000%  | 0.0000% | $6532000.00        | $5883045.80        | Corporate Debt Securities |
| CITIGROUP INC                                  | 2079-12-31      | 6.2500%  | 0.0000% | $84000.00          | $86471.21          | Corporate Debt Securities |
| CITIGROUP INC                                  | 2079-12-31      | 7.3750%  | 0.0000% | $109000.00         | $112765.18         | Corporate Debt Securities |
| GLP CAPITAL LP                                 | 2028-06-01      | 5.7500%  | 0.0000% | $904000.00         | $945683.69         | Corporate Debt Securities |
| CROWN CORK & SEAL CO INC                       | 2026-12-15      | 7.3750%  | 0.0000% | $131000.00         | $139693.43         | Corporate Debt Securities |
| JAGUAR LAND ROVER AUTOMOTIVE PLC               | 2028-01-15      | 5.8750%  | 0.0000% | $234000.00         | $238865.15         | Corporate Debt Securities |
| JAMES HARDIE INTERNATIONAL FINANCE DAC         | 2028-01-15      | 5.0000%  | 0.0000% | $1140000.00        | $1135348.80        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2035-05-01      | 7.7500%  | 0.0000% | $3114000.00        | $3304065.58        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC              | 2033-11-01      | 3.8750%  | 0.0000% | $34142000.00       | $29289449.70       | Corporate Debt Securities |
| BNP PARIBAS SA                                 | 2079-12-31      | 9.2500%  | 0.0000% | $368000.00         | $392622.98         | Corporate Debt Securities |
| BANCO BRADESCO SA (CAYMAN ISLANDS BRANCH)      | 2030-01-22      | 6.5000%  | 0.0000% | $250000.00         | $265152.78         | Corporate Debt Securities |
| NORDSTROM INC                                  | 2044-01-15      | 5.0000%  | 0.0000% | $3759000.00        | $2701442.94        | Corporate Debt Securities |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP      | 2029-01-15      | 7.2500%  | 0.0000% | $6890000.00        | $7111082.88        | Corporate Debt Securities |
| GO DADDY OPERATING COMPANY LLC                 | 2029-03-01      | 3.5000%  | 0.0000% | $1477000.00        | $1391795.97        | Corporate Debt Securities |
| GOEASY LTD                                     | 2029-07-01      | 7.6250%  | 0.0000% | $691000.00         | $719689.65         | Corporate Debt Securities |
| PROSPECT CAPITAL CORP                          | 2026-11-15      | 3.3640%  | 0.0000% | $787000.00         | $742488.59         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2043-03-15      | 4.3750%  | 0.0000% | $8114000.00        | $5983706.49        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2050-05-19      | 4.9500%  | 0.0000% | $3692000.00        | $2787579.99        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2027-02-15      | 5.6250%  | 0.0000% | $259000.00         | $263174.11         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                  | 2031-10-15      | 7.7500%  | 0.0000% | $1515000.00        | $1619167.61        | Corporate Debt Securities |
| ENTEGRIS ESCROW CORP                           | 2029-04-15      | 4.7500%  | 0.0000% | $4108000.00        | $4009274.49        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA                        | 2030-04-15      | 7.8750%  | 0.0000% | $8546000.00        | $8664308.69        | Corporate Debt Securities |
| BANCO DE CREDITO DEL PERU                      | 2030-07-01      | 3.1250%  | 0.0000% | $1893000.00        | $1910423.23        | Corporate Debt Securities |
| ORGANON & CO                                   | 2028-04-30      | 4.1250%  | 0.0000% | $3376000.00        | $3172047.40        | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                       | 2032-03-15      | 4.2790%  | 0.0000% | $5213000.00        | $4459953.91        | Corporate Debt Securities |
| WARNERMEDIA HOLDINGS INC                       | 2062-03-15      | 5.3910%  | 0.0000% | $11641000.00       | $7593555.26        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                    | 2079-12-31      | 5.3000%  | 0.0000% | $23000.00          | $23004.47          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                    | 2079-12-31      | 7.4130%  | 0.0000% | $43000.00          | $44155.02          | Corporate Debt Securities |
| GETTY IMAGES INC                               | 2030-02-21      | 11.2500% | 0.0000% | $44877347.00       | $44680896.41       | Corporate Debt Securities |
| GLOBAL AIRCRAFT LEASING CO LTD                 | 2027-09-01      | 8.7500%  | 0.0000% | $107835000.00      | $111292399.78      | Corporate Debt Securities |
| TRANSCANADA TRUST                              | 2082-03-07      | 5.6000%  | 0.0000% | $3986000.00        | $3791726.79        | Corporate Debt Securities |
| TRANSDIGM INC                                  | 2028-08-15      | 6.7500%  | 0.0000% | $8541000.00        | $8848283.83        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2029-12-01      | 4.5000%  | 0.0000% | $11763000.00       | $11464043.36       | Corporate Debt Securities |
| ALUMINA PTY LTD                                | 2032-09-15      | 6.3750%  | 0.0000% | $1000000.00        | $1003597.08        | Corporate Debt Securities |
| UNITED AIRLINES INC                            | 2029-04-15      | 4.6250%  | 0.0000% | $2232000.00        | $2129821.83        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2032-03-15      | 6.7500%  | 0.0000% | $3661000.00        | $3685995.48        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2029-01-15      | 9.0000%  | 0.0000% | $12755000.00       | $13784456.05       | Corporate Debt Securities |
| FIBERCOP SPA                                   | 2034-09-30      | 6.0000%  | 0.0000% | $2081000.00        | $1964859.39        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP                          | 2030-02-01      | 4.7500%  | 0.0000% | $1310000.00        | $1298775.12        | Corporate Debt Securities |
| PG&E CORP                                      | 2030-07-01      | 5.2500%  | 0.0000% | $5136000.00        | $5085611.56        | Corporate Debt Securities |
| BANC OF CALIFORNIA                             | 2031-05-01      | 3.2500%  | 0.0000% | $18257000.00       | $15977030.34       | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| STANLEY BLACK & DECKER INC                 | 2048-11-15      | 4.8500%  | 0.0000% | $25000000.00       | $20297520.83       | Corporate Debt Securities |
| STARBUCKS CORP                             | 2045-06-15      | 4.3000%  | 0.0000% | $25000000.00       | $20214958.33       | Corporate Debt Securities |
| NOVA CHEMICALS CORP                        | 2027-06-01      | 5.2500%  | 0.0000% | $45633000.00       | $46743441.03       | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC       | 2026-04-15      | 5.7500%  | 0.0000% | $21755000.00       | $22045628.67       | Corporate Debt Securities |
| HAT HOLDINGS I LLC                         | 2026-06-15      | 3.3750%  | 0.0000% | $34900000.00       | $34529318.38       | Corporate Debt Securities |
| TENET HEALTHCARE CORP                      | 2027-02-01      | 6.2500%  | 0.0000% | $44600000.00       | $45546845.61       | Corporate Debt Securities |
| AIR CANADA                                 | 2026-08-15      | 3.8750%  | 0.0000% | $44800000.00       | $44736029.33       | Corporate Debt Securities |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA | 2032-08-01      | 8.5000%  | 0.0000% | $14571000.00       | $14776556.33       | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD                  | 2026-04-20      | 5.5000%  | 0.0000% | $88097000.00       | $29487566.78       | Corporate Debt Securities |
| CARNIVAL CORP                              | 2027-03-01      | 5.7500%  | 0.0000% | $32474000.00       | $33032724.20       | Corporate Debt Securities |
| DISCOVER FINANCIAL SERVICES                | 2034-11-02      | 7.9640%  | 0.0000% | $17616000.00       | $20232755.01       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2026-06-10      | 6.9500%  | 0.0000% | $28000000.00       | $29209024.43       | Corporate Debt Securities |
| ZOETIS INC                                 | 2047-09-12      | 3.9500%  | 0.0000% | $25392000.00       | $19790990.31       | Corporate Debt Securities |
| EMERA US FINANCE LP                        | 2026-06-15      | 3.5500%  | 0.0000% | $20000000.00       | $20047816.66       | Corporate Debt Securities |
| CONAGRA BRANDS INC                         | 2027-11-01      | 1.3750%  | 0.0000% | $21487000.00       | $19889390.82       | Corporate Debt Securities |
| CITADEL FINANCE LLC                        | 2030-02-10      | 5.9000%  | 0.0000% | $18800000.00       | $19026686.22       | Corporate Debt Securities |
| COX COMMUNICATIONS INC                     | 2027-08-15      | 3.5000%  | 0.0000% | $20000000.00       | $19661766.67       | Corporate Debt Securities |
| TYSON FOODS INC                            | 2047-06-02      | 4.5500%  | 0.0000% | $8566000.00        | $7123975.76        | Corporate Debt Securities |
| UBS GROUP AG                               | 2034-01-12      | 5.9590%  | 0.0000% | $16150000.00       | $17088522.25       | Corporate Debt Securities |

### Security 297: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.0000%  | 0.0000% | $390000.00         | $306296.85         | Agency Mortgage-Backed Securities                 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $395235.30         | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 6.0000%  | 0.0000% | $215301113.00      | $1212711.78        | Agency Mortgage-Backed Securities                 |
| FREDDIE MAC GOLD                       | 2035-12-01      | 5.5000%  | 0.0000% | $350000.00         | $10643.13          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-01      | 7.5000%  | 0.0000% | $981032.00         | $7954.08           | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-12-01      | 4.0000%  | 0.0000% | $356257.00         | $57922.82          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.0000%  | 0.0000% | $2500000.00        | $670383.41         | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $68346.00          | $48759.86          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $32580.00          | $23765.89          | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 4.9600%  | 0.0000% | $2451931.00        | $2474061.04        | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $739000.00         | $689248.67         | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $265000.00         | $195852.12         | Agency Mortgage-Backed Securities                 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $240668.00         | $227680.83         | Agency Mortgage-Backed Securities                 |
| VENTURE CLO LIMITED VENTR_28-RR        | 2030-07-20      | 5.5211%  | 0.0000% | $600000.00         | $117523.98         | Asset-Backed Securities                           |
| BBVA BANCOMER SA INSTITUCION DE        | 2038-06-29      | 8.4500%  | 0.0000% | $2720000.00        | $2916365.11        | Corporate Debt Securities                         |
| BBVA BANCOMER SA INSTITUCION DE        | 2039-01-08      | 8.1250%  | 0.0000% | $1354000.00        | $1434615.28        | Corporate Debt Securities                         |
| GRUPO NUTRESA SA                       | 2030-05-12      | 8.0000%  | 0.0000% | $529000.00         | $549366.50         | Corporate Debt Securities                         |
| GRUPO NUTRESA SA                       | 2035-05-12      | 9.0000%  | 0.0000% | $1700000.00        | $1792650.00        | Corporate Debt Securities                         |
| AES PANAMA GENERATION HOLDINGS SRL     | 2030-05-31      | 4.3750%  | 0.0000% | $1430000.00        | $1201647.60        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                 | 2055-02-15      | 7.0000%  | 0.0000% | $750000.00         | $785532.50         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                 | 2055-05-15      | 6.7000%  | 0.0000% | $1412000.00        | $1416916.11        | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES       | 2031-02-15      | 4.3750%  | 0.0000% | $2231000.00        | $1976421.52        | Corporate Debt Securities                         |
| ALLSTATE CORP                          | 2067-05-15      | 6.5000%  | 0.0000% | $1056000.00        | $1055882.08        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                    | 2032-06-01      | 4.1980%  | 0.0000% | $6054000.00        | $5575633.44        | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.   | 2054-12-15      | 6.9500%  | 0.0000% | $30000.00          | $31581.73          | Corporate Debt Securities                         |
| B3 SA BRASIL BOLSA BALCAO              | 2031-09-20      | 4.1250%  | 0.0000% | $2200000.00        | $2015861.83        | Corporate Debt Securities                         |
| CMS ENERGY CORP                        | 2055-06-01      | 6.5000%  | 0.0000% | $5265000.00        | $5292509.62        | Corporate Debt Securities                         |
| STARLI_20-1                            | 2050-02-25      | 2.2750%  | 0.0000% | $2239700.00        | $46940.25          | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE COMMERCIAL MORTGA       | 2049-08-15      | 3.4595%  | 0.0000% | $174000.00         | $161999.89         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_24-1  | 2069-01-25      | 5.9150%  | 0.0000% | $2000000.00        | $1341484.97        | Private Label Collateralized Mortgage Obligations |

### Security 298: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.5000%  | 0.0000% | $342377982.00      | $320434111.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.0000%  | 0.0000% | $226770688.00      | $206610251.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.5000%  | 0.0000% | $209498624.00      | $196895972.09      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.0000%  | 0.0000% | $64996352.00       | $59653666.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | 0.0000% | $37753536.00       | $19491201.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $28098.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $25999.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | 0.0000% | $21901472.00       | $15972042.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1228778.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $960130.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | 0.0000% | $1750000.00        | $1028622.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.5000%  | 0.0000% | $3000000.00        | $1975054.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $7991128.00        | $8383959.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | 0.0000% | $2712848.00        | $2808541.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.0000%  | 0.0000% | $13294814.00       | $1923571.61        | Agency Mortgage-Backed Securities |

### Security 299: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUNCOR ENERGY INC                             | 2034-12-01      | 5.9500%  | 0.0000% | $8357000.00        | $8688645.22        | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                           | 2030-01-15      | 5.0000%  | 0.0000% | $450000.00         | $448240.50         | Corporate Debt Securities |
| STATE STREET CORP                             | 2028-05-15      | 5.1479%  | 0.0000% | $7000.00           | $6851.40           | Corporate Debt Securities |
| STATE STREET CORP                             | 2026-11-04      | 5.7510%  | 0.0000% | $370000.00         | $373438.60         | Corporate Debt Securities |
| STORE CAPITAL LLC                             | 2031-12-01      | 2.7000%  | 0.0000% | $4051000.00        | $3434133.98        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                     | 2040-04-01      | 5.2000%  | 0.0000% | $137000.00         | $131739.50         | Corporate Debt Securities |
| SANTOS FINANCE LTD.                           | 2033-09-19      | 6.8750%  | 0.0000% | $2591000.00        | $2756847.39        | Corporate Debt Securities |
| SEMPRA                                        | 2054-10-01      | 6.4000%  | 0.0000% | $16000.00          | $15182.54          | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD              | 2031-02-09      | 3.3480%  | 0.0000% | $366000.00         | $320013.20         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                         | 2031-04-06      | 3.0000%  | 0.0000% | $433000.00         | $374298.19         | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV           | 2031-05-11      | 2.8750%  | 0.0000% | $572000.00         | $472052.93         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD              | 2033-07-26      | 3.8750%  | 0.0000% | $4257000.00        | $3572377.43        | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC            | 2051-08-05      | 2.8500%  | 0.0000% | $300000.00         | $176245.25         | Corporate Debt Securities |
| AEROPUERTO INTERNACIONAL DE TOCU              | 2041-08-11      | 4.0000%  | 0.0000% | $281000.00         | $208002.13         | Corporate Debt Securities |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA   | 2061-09-13      | 3.6930%  | 0.0000% | $8500000.00        | $5430640.79        | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH) | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $482036.48         | Corporate Debt Securities |
| SPIRE MISSOURI INC                            | 2051-06-01      | 3.3000%  | 0.0000% | $36000.00          | $24115.62          | Corporate Debt Securities |
| STANDARD CHARTERED PLC                        | 2035-05-14      | 5.9050%  | 0.0000% | $300000.00         | $305533.33         | Corporate Debt Securities |
| STANFORD HEALTH CARE                          | 2030-08-15      | 3.3100%  | 0.0000% | $5065000.00        | $4804477.50        | Corporate Debt Securities |
| STARBUCKS CORP                                | 2031-02-15      | 4.9000%  | 0.0000% | $710000.00         | $724456.78         | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION) | 2033-03-08      | 5.5000%  | 0.0000% | $82000.00          | $84954.28          | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC     | 2034-10-01      | 5.5840%  | 0.0000% | $523000.00         | $507561.85         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC     | 2054-10-01      | 6.1760%  | 0.0000% | $18578000.00       | $17118731.13       | Corporate Debt Securities |
| BARCLAYS PLC                                  | 2035-09-23      | 3.5640%  | 0.0000% | $4405000.00        | $4038076.72        | Corporate Debt Securities |
| NORTHERN STATES POWER CO (WISCONSIN)          | 2038-09-01      | 6.3750%  | 0.0000% | $620000.00         | $661155.86         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                         | 2034-06-01      | 4.9000%  | 0.0000% | $4908000.00        | $4936730.89        | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO         | 2047-09-30      | 3.8500%  | 0.0000% | $2386000.00        | $1791138.39        | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                | 2045-08-01      | 4.5500%  | 0.0000% | $848000.00         | $711039.76         | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)                | 2030-05-15      | 2.3000%  | 0.0000% | $6581000.00        | $5877940.80        | Corporate Debt Securities |
| SHINHAN BANK                                  | 2026-03-24      | 3.8750%  | 0.0000% | $200000.00         | $199786.83         | Corporate Debt Securities |
| 7-ELEVEN INC                                  | 2028-02-10      | 1.3000%  | 0.0000% | $17000.00          | $15576.29          | Corporate Debt Securities |
| JM SMUCKER CO                                 | 2030-03-15      | 2.3750%  | 0.0000% | $2873000.00        | $2597760.62        | Corporate Debt Securities |
| SNAM SPA                                      | 2055-05-28      | 6.5000%  | 0.0000% | $4350000.00        | $4375626.33        | Corporate Debt Securities |
| SOCIETE GENERALE SA                           | 2045-11-24      | 5.6250%  | 0.0000% | $3891000.00        | $3391424.78        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY       | 2048-05-01      | 4.0500%  | 0.0000% | $45000.00          | $35013.26          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY       | 2049-08-01      | 3.2000%  | 0.0000% | $759000.00         | $513704.69         | Corporate Debt Securities |
| PUGET SOUND ENRG INC                          | 2051-09-15      | 2.8930%  | 0.0000% | $81000.00          | $48957.78          | Corporate Debt Securities |
| BERK HATH FIN                                 | 2043-05-15      | 4.3000%  | 0.0000% | $85000.00          | $73780.99          | Corporate Debt Securities |
| METLIFE INC                                   | 2069-08-01      | 10.7500% | 0.0000% | $96000.00          | $128910.21         | Corporate Debt Securities |
| RELIANCE INDUSTRIES LTD                       | 2052-01-12      | 3.6250%  | 0.0000% | $250000.00         | $171263.96         | Corporate Debt Securities |
| INVERSIONES LA CONSTRUCCION SA                | 2032-02-07      | 4.7500%  | 0.0000% | $230000.00         | $215029.24         | Corporate Debt Securities |
| FONDO MIVIVIENDA SA                           | 2027-04-12      | 4.6250%  | 0.0000% | $337000.00         | $338744.54         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                         | 2032-04-14      | 5.3150%  | 0.0000% | $500000.00         | $496485.69         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                         | 2052-04-14      | 6.2000%  | 0.0000% | $200000.00         | $190504.44         | Corporate Debt Securities |
| ANTOFAGASTA PLC                               | 2032-05-13      | 5.6250%  | 0.0000% | $5100000.00        | $5155162.88        | Corporate Debt Securities |
| BUFFALO ENERGY MEXICO HOLDINGS SA DE CV       | 2039-02-15      | 7.8750%  | 0.0000% | $5074000.00        | $5216978.98        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                       | 2054-03-05      | 6.9500%  | 0.0000% | $930000.00         | $868433.74         | Corporate Debt Securities |
| Plusptrl Camisea                              | 2036-07-03      | 6.2400%  | 0.0000% | $117000.00         | $121510.35         | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD                        | 2034-09-16      | 5.1250%  | 0.0000% | $1245000.00        | $1211365.98        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                       | 2035-01-17      | 5.7000%  | 0.0000% | $2529000.00        | $2399156.92        | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                         | 2037-01-23      | 8.2500%  | 0.0000% | $23624000.00       | $24394240.83       | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV              | 2037-01-22      | 6.6580%  | 0.0000% | $1167000.00        | $1202211.76        | Corporate Debt Securities |
| PIONEER NAT RES CO                            | 2031-01-15      | 2.1500%  | 0.0000% | $156000.00         | $137556.51         | Corporate Debt Securities |
| WELLS FARGO BANK NA                           | 2027-12-15      | 6.5650%  | 0.0000% | $1425000.00        | $1529052.91        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                      | 2046-12-14      | 3.3690%  | 0.0000% | $332000.00         | $236408.84         | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                  | 2028-03-01      | 3.8000%  | 0.0000% | $34000.00          | $33834.57          | Corporate Debt Securities |
| MPLX LP                                       | 2038-04-15      | 4.5000%  | 0.0000% | $414000.00         | $358741.35         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                             | 2036-05-02      | 6.5000%  | 0.0000% | $100000.00         | $104872.56         | Corporate Debt Securities |
| OLD REPUB INTL CORP                           | 2034-03-28      | 5.7500%  | 0.0000% | $11000.00          | $11243.57          | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                        | 2041-05-15      | 5.2500%  | 0.0000% | $2956000.00        | $2705412.49        | Corporate Debt Securities |
| OGLETHORPE POWER CORP                         | 2039-11-01      | 5.9500%  | 0.0000% | $5000.00           | $5029.22           | Corporate Debt Securities |
| HARBOUR ENERGY PLC                            | 2035-04-01      | 6.3270%  | 0.0000% | $2870000.00        | $2796439.75        | Corporate Debt Securities |
| DP WORLD LTD                                  | 2037-07-02      | 6.8500%  | 0.0000% | $300000.00         | $331698.33         | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                          | 2044-07-01      | 4.3000%  | 0.0000% | $20000.00          | $16807.34          | Corporate Debt Securities |
| T-MOBILE USA INC                              | 2040-04-15      | 4.3750%  | 0.0000% | $4169000.00        | $3628525.63        | Corporate Debt Securities |
| TTX CO                                        | 2049-02-01      | 4.6000%  | 0.0000% | $265000.00         | $226504.92         | Corporate Debt Securities |
| AES CORP                                      | 2031-01-15      | 2.4500%  | 0.0000% | $1283000.00        | $1105724.68        | Corporate Debt Securities |
| AIA GROUP LTD                                 | 2040-09-16      | 3.2000%  | 0.0000% | $200000.00         | $152245.56         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC                  | 2043-04-15      | 4.3000%  | 0.0000% | $540000.00         | $447198.30         | Corporate Debt Securities |
| AFLAC INC                                     | 2049-01-15      | 4.7500%  | 0.0000% | $197000.00         | $168620.67         | Corporate Debt Securities |
| AEP TEXAS INC                                 | 2047-10-01      | 3.8000%  | 0.0000% | $26000.00          | $18502.84          | Corporate Debt Securities |
| AEP TEXAS INC                                 | 2033-06-01      | 5.4000%  | 0.0000% | $5000.00           | $5114.85           | Corporate Debt Securities |
| AES ANDES SA                                  | 2032-03-14      | 6.2500%  | 0.0000% | $3500000.00        | $3560985.56        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                | 2046-03-14      | 5.9290%  | 0.0000% | $9673000.00        | $9401447.72        | Corporate Debt Securities |
| NEXA RESOURCES SA                             | 2037-04-08      | 6.6000%  | 0.0000% | $1976000.00        | $1977508.35        | Corporate Debt Securities |
| UBS GROUP AG                                  | 2036-05-09      | 5.5800%  | 0.0000% | $200000.00         | $200459.00         | Corporate Debt Securities |
| TEACHERS INS & ANN ASSOC OF AMER              | 2039-12-16      | 6.8500%  | 0.0000% | $294000.00         | $334685.35         | Corporate Debt Securities |
| TELEFONICA EMISIONES SAU                      | 2048-03-06      | 4.8950%  | 0.0000% | $180000.00         | $149445.30         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                         | 2038-05-15      | 6.1250%  | 0.0000% | $5000.00           | $5306.91           | Corporate Debt Securities |
| AIR LEASE CORPORATION                         | 2031-07-15      | 5.2000%  | 0.0000% | $265000.00         | $272753.90         | Corporate Debt Securities |
| AIRCASTLE LTD                                 | 2028-07-18      | 6.5000%  | 0.0000% | $69000.00          | $73105.73          | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                    | 2030-09-30      | 6.1500%  | 0.0000% | $325000.00         | $345995.00         | Corporate Debt Securities |
| AEROPUERTO INTERNACIONAL DE TOCU              | 2061-08-11      | 5.1250%  | 0.0000% | $471000.00         | $325563.38         | Corporate Debt Securities |
| ALLIANZ SE                                    | 2079-12-31      | 3.2000%  | 0.0000% | $200000.00         | $172189.33         | Corporate Debt Securities |
| ALLIANT ENERGY FINANCE LLC                    | 2032-03-01      | 3.6000%  | 0.0000% | $125000.00         | $112927.50         | Corporate Debt Securities |
| CATHOLIC HEALTH SERVICES OF LONG ISLAND       | 2050-07-01      | 3.3680%  | 0.0000% | $140000.00         | $92170.37          | Corporate Debt Securities |
| CARLYLE FINANCE LLC                           | 2048-09-15      | 5.6500%  | 0.0000% | $35000.00          | $32677.43          | Corporate Debt Securities |
| CHILDRENS HOSPITAL (WASHINGTON)               | 2050-07-15      | 2.9280%  | 0.0000% | $2858000.00        | $1781419.98        | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                   | 2036-03-15      | 5.7000%  | 0.0000% | $2887000.00        | $3006882.68        | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                   | 2064-03-01      | 5.3500%  | 0.0000% | $103000.00         | $95258.15          | Corporate Debt Securities |
| CENOVUS ENERGY INC                            | 2037-09-15      | 6.8000%  | 0.0000% | $2000000.00        | $2144053.33        | Corporate Debt Securities |
| AON NORTH AMERICA INC                         | 2031-03-01      | 5.3000%  | 0.0000% | $16000.00          | $16584.20          | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                | 2031-03-03      | 3.3750%  | 0.0000% | $5328000.00        | $4899076.02        | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                | 2033-12-07      | 6.0000%  | 0.0000% | $1440000.00        | $1518945.60        | Corporate Debt Securities |
| CVS HEALTH CORP                               | 2038-03-25      | 4.7800%  | 0.0000% | $733000.00         | $656123.37         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY              | 2037-05-15      | 5.9500%  | 0.0000% | $97000.00          | $100669.43         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY              | 2048-05-01      | 4.7000%  | 0.0000% | $1890000.00        | $1604489.25        | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING FUND            | 2029-05-17      | 6.1500%  | 0.0000% | $25000000.00       | $25472770.83       | Corporate Debt Securities |
| CSL FINANCE PLC                               | 2052-04-27      | 4.7500%  | 0.0000% | $26000.00          | $21746.25          | Corporate Debt Securities |
| MORGAN STANLEY                                | 2039-02-07      | 5.9420%  | 0.0000% | $7680000.00        | $7883376.22        | Corporate Debt Securities |
| HSBC USA INC                                  | 2097-07-15      | 7.2000%  | 0.0000% | $30000.00          | $34831.20          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                       | 2054-03-05      | 6.9500%  | 0.0000% | $3382000.00        | $3158110.66        | Corporate Debt Securities |
| RTX CORP                                      | 2043-12-15      | 4.8000%  | 0.0000% | $796000.00         | $719297.44         | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                        | 2034-01-15      | 6.4000%  | 0.0000% | $4616000.00        | $4938658.40        | Corporate Debt Securities |
| THAIOIL TREASURY CENTER CO LTD                | 2049-10-17      | 3.5000%  | 0.0000% | $200000.00         | $123852.11         | Corporate Debt Securities |
| DOVER CORP                                    | 2038-03-15      | 6.6000%  | 0.0000% | $420000.00         | $460815.60         | Corporate Debt Securities |
| DOW CHEMICAL CO                               | 2055-03-15      | 5.9500%  | 0.0000% | $5659000.00        | $5321197.00        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                        | 2032-03-15      | 2.3500%  | 0.0000% | $431000.00         | $360443.50         | Corporate Debt Securities |
| FMR LLC                                       | 2033-02-01      | 4.9500%  | 0.0000% | $745000.00         | $744338.81         | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                     | 2032-01-30      | 5.2980%  | 0.0000% | $9516000.00        | $9806428.32        | Corporate Debt Securities |
| EXELON CORPORATION                            | 2055-03-15      | 5.8750%  | 0.0000% | $8925000.00        | $8755034.53        | Corporate Debt Securities |
| FEDEX CORP                                    | 2065-02-01      | 4.5000%  | 0.0000% | $400000.00         | $264454.00         | Corporate Debt Securities |
| ROCHE HOLDINGS INC                            | 2051-12-13      | 2.6070%  | 0.0000% | $413000.00         | $248003.85         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                     | 2032-05-01      | 8.7500%  | 0.0000% | $14000.00          | $16530.62          | Corporate Debt Securities |
| RYDER SYSTEM INC                              | 2027-03-15      | 5.3000%  | 0.0000% | $100000.00         | $102317.17         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC              | 2031-05-09      | 5.2970%  | 0.0000% | $9790000.00        | $9829746.59        | Corporate Debt Securities |
| DISCOVER FINANCIAL SERVICES                   | 2032-11-29      | 6.7000%  | 0.0000% | $14027000.00       | $15053721.85       | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                        | 2032-04-01      | 5.3000%  | 0.0000% | $6208000.00        | $6281168.18        | Corporate Debt Securities |
| BERRY GLOBAL INC                              | 2026-01-15      | 1.5700%  | 0.0000% | $2750000.00        | $2705085.63        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                      | 2051-12-04      | 2.8750%  | 0.0000% | $52000.00          | $32615.21          | Corporate Debt Securities |
| FOMENTO ECONOMICO MEXICANO SAB DE CV          | 2043-05-10      | 4.3750%  | 0.0000% | $266000.00         | $223913.63         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                         | 2037-01-25      | 6.2000%  | 0.0000% | $17908000.00       | $18604462.02       | Corporate Debt Securities |
| ORANGE SA                                     | 2042-01-13      | 5.3750%  | 0.0000% | $1790000.00        | $1730741.80        | Corporate Debt Securities |
| OHIO POWER CO                                 | 2035-10-01      | 5.8500%  | 0.0000% | $13107000.00       | $13470424.34       | Corporate Debt Securities |
| HCA-THE HEALTHCARE CO                         | 2025-09-15      | 7.5800%  | 0.0000% | $20000.00          | $20468.43          | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC        | 2031-10-01      | 5.0970%  | 0.0000% | $102000.00         | $100622.33         | Corporate Debt Securities |
| COLUMBIA PIPELINES OPERATING COMPANY LLC      | 2055-02-15      | 5.9620%  | 0.0000% | $10000000.00       | $9455113.33        | Corporate Debt Securities |
| COCA-COLA REFRESHMENTS USA LLC                | 2038-01-15      | 6.7500%  | 0.0000% | $970000.00         | $1130003.93        | Corporate Debt Securities |
| VOTORANTIM CIMENTOS INTERNATIONAL SA          | 2041-04-05      | 7.2500%  | 0.0000% | $218000.00         | $236398.41         | Corporate Debt Securities |
| ALFA SAB DE CV                                | 2044-03-25      | 6.8750%  | 0.0000% | $589000.00         | $621355.65         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD   | 2045-04-28      | 4.1000%  | 0.0000% | $230000.00         | $197849.32         | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV              | 2026-10-06      | 3.8750%  | 0.0000% | $307000.00         | $304612.31         | Corporate Debt Securities |
| TRANSPORTADORA DE GAS INTERNACIO              | 2028-11-01      | 5.5500%  | 0.0000% | $1349000.00        | $1368237.86        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE       | 2049-02-05      | 4.3750%  | 0.0000% | $492000.00         | $365898.28         | Corporate Debt Securities |
| CELULOSA ARAUCO                               | 2050-01-29      | 5.1500%  | 0.0000% | $1310000.00        | $1084352.14        | Corporate Debt Securities |
| CEMEX SAB DE CV                               | 2031-07-11      | 3.8750%  | 0.0000% | $2754000.00        | $2557837.55        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                     | 2038-08-15      | 7.2500%  | 0.0000% | $232000.00         | $259400.55         | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                     | 2028-05-15      | 4.2500%  | 0.0000% | $147000.00         | $145794.72         | Corporate Debt Securities |
| LPL HOLDINGS INC                              | 2035-03-15      | 5.6500%  | 0.0000% | $639000.00         | $640580.11         | Corporate Debt Securities |
| COMERICA INCORPORATED                         | 2030-01-30      | 5.9820%  | 0.0000% | $3554000.00        | $3680700.10        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD              | 2031-02-09      | 3.3480%  | 0.0000% | $395000.00         | $345369.44         | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV              | 2037-01-22      | 6.6580%  | 0.0000% | $4542000.00        | $4679045.26        | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                    | 2031-11-01      | 6.5000%  | 0.0000% | $84000.00          | $92000.67          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                          | 2040-02-09      | 6.5000%  | 0.0000% | $5000.00           | $5329.61           | Corporate Debt Securities |
| NATIONAL GRID USA                             | 2035-04-01      | 5.8030%  | 0.0000% | $4360000.00        | $4401596.46        | Corporate Debt Securities |
| KEYSPAN GAS EAST CORP                         | 2041-04-01      | 5.8190%  | 0.0000% | $340000.00         | $323529.28         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                | 2050-02-01      | 5.2500%  | 0.0000% | $7600000.00        | $6290019.67        | Corporate Debt Securities |
| WESTPAC BANKING CORP                          | 2041-11-18      | 3.1330%  | 0.0000% | $841000.00         | $590486.56         | Corporate Debt Securities |
| WHITEHEAD INSTITUTE FOR BIOMEDICAL RESEARCH   | 2050-12-01      | 3.2770%  | 0.0000% | $371000.00         | $251747.23         | Corporate Debt Securities |
| XCEL ENERGY INC                               | 2032-06-01      | 4.6000%  | 0.0000% | $40000.00          | $39264.49          | Corporate Debt Securities |
| XCEL ENERGY INC                               | 2036-07-01      | 6.5000%  | 0.0000% | $796000.00         | $854826.61         | Corporate Debt Securities |
| YARA INTERNATIONAL ASA                        | 2032-11-14      | 7.3780%  | 0.0000% | $2260000.00        | $2474584.99        | Corporate Debt Securities |
| BLACKSTONE SECURED LENDING FUND               | 2027-02-15      | 2.1250%  | 0.0000% | $23669000.00       | $22632485.18       | Corporate Debt Securities |
| BNP PARIBAS SA                                | 2033-01-13      | 5.7860%  | 0.0000% | $11694000.00       | $12226766.30       | Corporate Debt Securities |
| BNP PARIBAS SA                                | 2027-11-16      | 3.5000%  | 0.0000% | $1606000.00        | $1561499.52        | Corporate Debt Securities |
| BNP PARIBAS SA                                | 2033-01-20      | 3.1320%  | 0.0000% | $5000000.00        | $4414700.00        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC   | 2057-11-15      | 4.0000%  | 0.0000% | $118000.00         | $83189.61          | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC   | 2048-12-01      | 4.6500%  | 0.0000% | $1152000.00        | $986493.12         | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC                      | 2033-09-15      | 6.0500%  | 0.0000% | $82000.00          | $85836.30          | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                   | 2040-05-15      | 5.3500%  | 0.0000% | $345000.00         | $335053.36         | Corporate Debt Securities |
| CITIGROUP INC                                 | 2038-03-05      | 6.8750%  | 0.0000% | $2967000.00        | $3274478.04        | Corporate Debt Securities |
| CITIGROUP INC                                 | 2028-01-10      | 3.8870%  | 0.0000% | $7462000.00        | $7472343.16        | Corporate Debt Securities |
| CITIGROUP INC                                 | 2028-05-07      | 4.3300%  | 0.0000% | $1977000.00        | $1988709.45        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                         | 2031-11-23      | 3.1250%  | 0.0000% | $148000.00         | $128269.77         | Corporate Debt Securities |
| JACKSON FINANCIAL INC                         | 2032-06-08      | 5.6700%  | 0.0000% | $122000.00         | $125113.44         | Corporate Debt Securities |
| ASCOT GROUP LTD                               | 2035-06-15      | 6.3490%  | 0.0000% | $3500000.00        | $3548506.69        | Corporate Debt Securities |
| ATHENE HOLDING LTD                            | 2028-01-12      | 4.1250%  | 0.0000% | $130000.00         | $129687.03         | Corporate Debt Securities |
| VENTAS REALTY LP                              | 2031-09-01      | 2.5000%  | 0.0000% | $532000.00         | $465058.74         | Corporate Debt Securities |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD   | 2035-11-25      | 2.5700%  | 0.0000% | $12200000.00       | $10564430.72       | Corporate Debt Securities |
| EQUITABLE HOLDINGS INC                        | 2048-04-20      | 5.0000%  | 0.0000% | $1895000.00        | $1632249.83        | Corporate Debt Securities |
| BPCE SA                                       | 2031-05-28      | 5.3890%  | 0.0000% | $1255000.00        | $1262755.13        | Corporate Debt Securities |
| BAT CAPITAL CORP                              | 2032-10-19      | 7.7500%  | 0.0000% | $5000.00           | $5746.28           | Corporate Debt Securities |
| BAT INTL FIN PLC                              | 2026-03-25      | 1.6680%  | 0.0000% | $3649000.00        | $3573508.27        | Corporate Debt Securities |
| BAT INTL FIN PLC                              | 2029-02-02      | 5.9310%  | 0.0000% | $145000.00         | $154127.82         | Corporate Debt Securities |
| BPCE SA                                       | 2035-05-30      | 5.9360%  | 0.0000% | $553000.00         | $559497.75         | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA            | 2035-03-13      | 6.0330%  | 0.0000% | $200000.00         | $206840.78         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                      | 2032-01-15      | 3.6250%  | 0.0000% | $745000.00         | $679301.24         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                     | 2040-11-15      | 4.8750%  | 0.0000% | $223000.00         | $204885.99         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                  | 2051-08-25      | 2.9000%  | 0.0000% | $587000.00         | $360953.80         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                       | 2052-09-16      | 5.7830%  | 0.0000% | $980000.00         | $942081.13         | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCER CENTER        | 2042-07-01      | 5.0000%  | 0.0000% | $1910000.00        | $1812254.69        | Corporate Debt Securities |
| INTEL CORP                                    | 2047-05-11      | 4.1000%  | 0.0000% | $100000.00         | $72208.39          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC                 | 2040-09-15      | 2.6500%  | 0.0000% | $16955000.00       | $11196434.88       | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                 | 2043-10-15      | 4.7000%  | 0.0000% | $105000.00         | $88282.43          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                        | 2050-05-15      | 2.9000%  | 0.0000% | $2313000.00        | $1390479.22        | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT        | 2050-06-30      | 4.0000%  | 0.0000% | $450000.00         | $313198.50         | Corporate Debt Securities |
| SUNCOR ENERGY INC                             | 2038-05-15      | 6.8000%  | 0.0000% | $307000.00         | $321703.25         | Corporate Debt Securities |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA    | 2119-02-15      | 3.6100%  | 0.0000% | $200000.00         | $124013.83         | Corporate Debt Securities |
| ANTARES HOLDINGS LP                           | 2028-08-11      | 7.9500%  | 0.0000% | $4565000.00        | $4894322.90        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO            | 2049-09-15      | 4.0500%  | 0.0000% | $10000.00          | $7510.18           | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO            | 2053-04-01      | 5.2500%  | 0.0000% | $10677000.00       | $9549660.06        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE       | 2053-01-15      | 5.1500%  | 0.0000% | $165000.00         | $150424.31         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                    | 2035-02-15      | 4.7800%  | 0.0000% | $235000.00         | $229595.39         | Corporate Debt Securities |
| PROGRESS ENERGY INC                           | 2031-03-01      | 7.7500%  | 0.0000% | $16000.00          | $18522.40          | Corporate Debt Securities |
| PROGRESSIVE CORP                              | 2052-03-15      | 3.7000%  | 0.0000% | $375000.00         | $273295.62         | Corporate Debt Securities |
| VITALITY RE III LTD                           | 2026-01-06      | 6.2209%  | 0.0000% | $3880000.00        | $3886984.00        | Corporate Debt Securities |
| VITALITY RE XIV LTD                           | 2027-01-05      | 7.7319%  | 0.0000% | $7417000.00        | $7697382.38        | Corporate Debt Securities |
| WEA FINANCE LLC                               | 2027-01-15      | 2.8750%  | 0.0000% | $4000000.00        | $3913085.00        | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                         | 2054-03-15      | 5.7000%  | 0.0000% | $3011000.00        | $2907978.64        | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC                       | 2054-06-01      | 5.8500%  | 0.0000% | $28000.00          | $28127.61          | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC             | 2054-10-15      | 4.9500%  | 0.0000% | $5229000.00        | $4428688.48        | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                      | 2060-05-15      | 3.9500%  | 0.0000% | $1095000.00        | $706828.89         | Corporate Debt Securities |
| LIBERTY UTILITIES FINANCE GP1                 | 2030-09-15      | 2.0500%  | 0.0000% | $1295000.00        | $1124527.28        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                        | 2063-04-15      | 5.2000%  | 0.0000% | $758000.00         | $650075.96         | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC                   | 2032-06-13      | 6.1440%  | 0.0000% | $2643000.00        | $2714179.51        | Corporate Debt Securities |
| AMERICAN TOWER CORP                           | 2033-11-15      | 5.9000%  | 0.0000% | $8000.00           | $8336.23           | Corporate Debt Securities |
| AMERICAN TRANSMISSION SYSTEMS INC             | 2044-09-01      | 5.0000%  | 0.0000% | $64000.00          | $57661.51          | Corporate Debt Securities |
| AMFAM HOLDINGS INC                            | 2031-03-11      | 2.8050%  | 0.0000% | $150000.00         | $126623.31         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2026-03-03      | 4.4500%  | 0.0000% | $5000.00           | $5044.87           | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2029-07-23      | 4.2710%  | 0.0000% | $21622000.00       | $21683344.62       | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2027-04-23      | 3.5590%  | 0.0000% | $147000.00         | $146026.55         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2040-04-23      | 4.0780%  | 0.0000% | $8188000.00        | $6967261.54        | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2031-02-13      | 2.4960%  | 0.0000% | $11000.00          | $10001.30          | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2031-04-29      | 2.5920%  | 0.0000% | $428000.00         | $386630.38         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2051-10-24      | 2.8310%  | 0.0000% | $156000.00         | $94611.04          | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2042-04-22      | 3.3110%  | 0.0000% | $375000.00         | $280438.10         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2032-10-20      | 2.5720%  | 0.0000% | $591000.00         | $513057.61         | Corporate Debt Securities |
| BANK OF AMERICA CORP                          | 2029-05-09      | 4.6230%  | 0.0000% | $32613000.00       | $32672901.93       | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE              | 2033-06-13      | 4.2890%  | 0.0000% | $56000.00          | $54615.47          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE              | 2034-02-01      | 4.7060%  | 0.0000% | $58000.00          | $57321.16          | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                           | 2085-04-27      | 7.3500%  | 0.0000% | $8973000.00        | $9062258.92        | Corporate Debt Securities |
| PERTAMINA PERSERO PT                          | 2050-01-21      | 4.1750%  | 0.0000% | $200000.00         | $145970.08         | Corporate Debt Securities |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO        | 2061-12-01      | 3.2000%  | 0.0000% | $225000.00         | $135043.00         | Corporate Debt Securities |
| MCDONALDS CORP                                | 2038-03-01      | 6.3000%  | 0.0000% | $681000.00         | $741462.59         | Corporate Debt Securities |
| MCDONALDS CORP                                | 2027-03-01      | 3.5000%  | 0.0000% | $5477000.00        | $5448753.90        | Corporate Debt Securities |
| MARS INC                                      | 2045-05-01      | 5.6500%  | 0.0000% | $27000.00          | $26772.44          | Corporate Debt Securities |
| Enstar Group                                  | 2031-09-01      | 3.1000%  | 0.0000% | $21835000.00       | $19220998.72       | Corporate Debt Securities |
| CGI INC                                       | 2031-09-14      | 2.3000%  | 0.0000% | $66000.00          | $56714.17          | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                | 2033-08-01      | 5.5500%  | 0.0000% | $2560000.00        | $2623605.33        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC              | 2037-07-15      | 6.5300%  | 0.0000% | $186000.00         | $207307.70         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                      | 2032-03-08      | 5.8000%  | 0.0000% | $21642000.00       | $21761848.59       | Corporate Debt Securities |
| NATWEST GROUP PLC                             | 2029-05-23      | 4.2600%  | 0.0000% | $6000000.00        | $6007365.64        | Corporate Debt Securities |
| NATIONAL BK OF CANADA                         | 2029-10-10      | 4.5000%  | 0.0000% | $3667000.00        | $3653138.74        | Corporate Debt Securities |
| CNO FINANCIAL GROUP INC                       | 2034-06-15      | 6.4500%  | 0.0000% | $758000.00         | $802655.68         | Corporate Debt Securities |
| NEVADA PWR CO                                 | 2041-05-15      | 5.4500%  | 0.0000% | $1130000.00        | $1079636.84        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2041-02-01      | 6.2500%  | 0.0000% | $441000.00         | $467878.83         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2032-07-21      | 2.3830%  | 0.0000% | $67000.00          | $58119.09          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2027-10-21      | 4.3300%  | 0.0000% | $9000.00           | $9054.95           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2028-02-24      | 2.6400%  | 0.0000% | $2107000.00        | $2048783.59        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                   | 2027-06-15      | 4.3870%  | 0.0000% | $95000.00          | $96622.32          | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                         | 2035-08-15      | 4.9500%  | 0.0000% | $1139000.00        | $1124719.79        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC          | 2031-06-10      | 2.7000%  | 0.0000% | $733000.00         | $637123.60         | Corporate Debt Securities |
| GEORGIA POWER COMPANY                         | 2040-06-01      | 5.4000%  | 0.0000% | $22000.00          | $22501.38          | Corporate Debt Securities |
| GEORGIA POWER COMPANY                         | 2050-01-30      | 3.7000%  | 0.0000% | $4322000.00        | $3173875.11        | Corporate Debt Securities |
| GLOBE LIFE INC                                | 2030-08-15      | 2.1500%  | 0.0000% | $3310000.00        | $2893207.56        | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMERICA INC             | 2030-03-17      | 5.1000%  | 0.0000% | $2455000.00        | $2492663.79        | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                       | 2051-06-15      | 2.9000%  | 0.0000% | $275000.00         | $170802.96         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                       | 2030-05-07      | 2.8750%  | 0.0000% | $2287000.00        | $2091065.41        | Corporate Debt Securities |
| TUCSON ELECTRIC POWER CO                      | 2044-03-15      | 5.0000%  | 0.0000% | $500000.00         | $436848.33         | Corporate Debt Securities |
| TRUIST BANK                                   | 2030-03-11      | 2.2500%  | 0.0000% | $380000.00         | $337306.05         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                         | 2026-07-28      | 4.2600%  | 0.0000% | $749000.00         | $758869.32         | Corporate Debt Securities |
| UBS GROUP AG                                  | 2036-05-09      | 5.5800%  | 0.0000% | $11909000.00       | $11936331.16       | Corporate Debt Securities |
| UDR INC                                       | 2034-09-01      | 5.1250%  | 0.0000% | $152000.00         | $149777.78         | Corporate Debt Securities |
| BOSTON GAS COMPANY                            | 2032-03-16      | 3.7570%  | 0.0000% | $3336000.00        | $3028062.92        | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC                       | 2039-04-01      | 6.4500%  | 0.0000% | $45000.00          | $48847.09          | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC           | 2051-11-15      | 2.7000%  | 0.0000% | $381000.00         | $217240.48         | Corporate Debt Securities |
| ORACLE CORPORATION                            | 2040-04-01      | 3.6000%  | 0.0000% | $355000.00         | $278891.55         | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV           | 2035-05-13      | 7.5000%  | 0.0000% | $3825000.00        | $3867234.38        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                    | 2027-11-15      | 5.8750%  | 0.0000% | $81000.00          | $83130.94          | Corporate Debt Securities |
| EMPRESA NACIONAL DEL PETROLEO EN              | 2034-07-30      | 5.9500%  | 0.0000% | $1777000.00        | $1817201.66        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                 | 2039-10-07      | 6.0000%  | 0.0000% | $4994000.00        | $5073071.67        | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL INC                     | 2051-12-22      | 3.8500%  | 0.0000% | $874000.00         | $566935.15         | Corporate Debt Securities |
| UPMC                                          | 2043-05-15      | 5.3770%  | 0.0000% | $29000.00          | $26673.05          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY              | 2043-06-15      | 4.6000%  | 0.0000% | $29000.00          | $23287.39          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY              | 2025-06-15      | 3.5000%  | 0.0000% | $57000.00          | $57855.67          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY              | 2031-02-01      | 2.5000%  | 0.0000% | $312000.00         | $270118.33         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY              | 2040-07-01      | 4.5000%  | 0.0000% | $646728.00         | $540622.57         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY              | 2052-03-01      | 5.2500%  | 0.0000% | $336000.00         | $279534.92         | Corporate Debt Securities |
| PACIFICORP                                    | 2053-12-01      | 5.3500%  | 0.0000% | $43000.00          | $38865.61          | Corporate Debt Securities |
| PEACHTREE CORNERS FUNDING TRUST II            | 2035-05-15      | 6.0120%  | 0.0000% | $17450000.00       | $17615478.35       | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GARTNER INC                                      | 2028-07-01      | 4.5000%  | 0.0000% | $170000.00         | $170905.25         | Corporate Debt Securities |
| NSTAR ELECTRIC CO                                | 2035-03-01      | 5.2000%  | 0.0000% | $18785000.00       | $18809942.31       | Corporate Debt Securities |
| SUZANO INTERNATIONAL FINANCE BV                  | 2027-01-17      | 5.5000%  | 0.0000% | $3000000.00        | $3078988.33        | Corporate Debt Securities |
| Southern Copper                                  | 2035-07-27      | 7.5000%  | 0.0000% | $3400000.00        | $3891079.00        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2031-03-03      | 5.1300%  | 0.0000% | $18700000.00       | $18948102.25       | Corporate Debt Securities |
| HEICO CORP                                       | 2033-08-01      | 5.3500%  | 0.0000% | $24619000.00       | $25321988.70       | Corporate Debt Securities |
| T-MOBILE USA INC                                 | 2053-01-15      | 5.6500%  | 0.0000% | $40780000.00       | $39407651.05       | Corporate Debt Securities |
| CAIXABANK SA                                     | 2027-09-13      | 6.6840%  | 0.0000% | $600000.00         | $621795.80         | Corporate Debt Securities |
| CAIXABANK SA                                     | 2034-09-13      | 6.8400%  | 0.0000% | $200000.00         | $219154.00         | Corporate Debt Securities |
| MILEAGE PLUS HOLDINGS LLC                        | 2027-06-20      | 6.5000%  | 0.0000% | $1100.00           | $502.27            | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                           | 2026-04-21      | 4.7540%  | 0.0000% | $3173000.00        | $3196385.54        | Corporate Debt Securities |
| MORGAN STANLEY                                   | 2028-10-18      | 6.2960%  | 0.0000% | $15500000.00       | $16176657.66       | Corporate Debt Securities |
| RADIAN GRP INC                                   | 2027-03-15      | 4.8750%  | 0.0000% | $3911000.00        | $3940787.15        | Corporate Debt Securities |
| LPL HOLDINGS INC                                 | 2035-06-15      | 5.7500%  | 0.0000% | $1500000.00        | $1499526.25        | Corporate Debt Securities |
| ALLSTATE CORP                                    | 2033-03-30      | 5.2500%  | 0.0000% | $2000000.00        | $2038240.00        | Corporate Debt Securities |
| WEBSTER FINL CORP                                | 2029-03-25      | 4.1000%  | 0.0000% | $2025000.00        | $1975960.13        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) | 2025-09-12      | 5.4990%  | 0.0000% | $10392000.00       | $10542315.08       | Corporate Debt Securities |
| BMW US CAPITAL LLC                               | 2026-08-13      | 4.6500%  | 0.0000% | $4621000.00        | $4690180.22        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA               | 2035-03-13      | 6.0330%  | 0.0000% | $20000000.00       | $20684078.34       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                              | 2033-07-25      | 4.9120%  | 0.0000% | $4606000.00        | $4630345.27        | Corporate Debt Securities |
| ANTARES HOLDINGS LP                              | 2029-10-23      | 6.3500%  | 0.0000% | $400000.00         | $403106.56         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                       | 2041-09-03      | 2.8500%  | 0.0000% | $928000.00         | $647454.00         | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2032-04-22      | 2.6870%  | 0.0000% | $27000000.00       | $23889769.51       | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2029-04-25      | 5.2020%  | 0.0000% | $11400000.00       | $11635039.50       | Corporate Debt Securities |
| CNH INDUSTRIAL NV                                | 2027-11-15      | 3.8500%  | 0.0000% | $30000.00          | $29693.53          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC             | 2027-07-15      | 5.3737%  | 0.0000% | $2000000.00        | $1997472.73        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                 | 2029-01-15      | 6.1000%  | 0.0000% | $2025000.00        | $2136486.38        | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUTTER HEALTH                           | 2050-08-15      | 3.3610%  | 0.0000% | $6183000.00        | $4205694.64        | Corporate Debt Securities |
| US BANCORP                              | 2034-06-12      | 5.8360%  | 0.0000% | $4753000.00        | $5030027.02        | Corporate Debt Securities |
| BARCLAYS PLC                            | 2027-11-24      | 2.2790%  | 0.0000% | $897000.00         | $865586.91         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-11-01      | 4.1500%  | 0.0000% | $23529000.00       | $18834095.24       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2079-12-31      | 6.5000%  | 0.0000% | $33900000.00       | $34389421.83       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                   | 2035-11-01      | 6.0500%  | 0.0000% | $2550000.00        | $2607221.29        | Corporate Debt Securities |
| WASHINGTON GAS LIGHT COMPANY            | 2046-09-15      | 3.7960%  | 0.0000% | $3500000.00        | $2609174.17        | Corporate Debt Securities |
| ALLY FINANCIAL INC                      | 2027-11-15      | 7.1000%  | 0.0000% | $1714000.00        | $1801651.10        | Corporate Debt Securities |
| WESTPAC BANKING CORP (AUCKLAND BRANCH)  | 2079-12-31      | 5.0000%  | 0.0000% | $10500000.00       | $10419290.00       | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC               | 2026-11-15      | 2.4000%  | 0.0000% | $3500000.00        | $3409000.00        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION            | 2026-06-15      | 2.9000%  | 0.0000% | $2025000.00        | $2021236.88        | Corporate Debt Securities |
| JABIL INC                               | 2027-05-15      | 4.2500%  | 0.0000% | $2025000.00        | $2009085.19        | Corporate Debt Securities |
| AMERICAN TOWER CORP                     | 2034-02-15      | 5.4500%  | 0.0000% | $20744000.00       | $21263135.88       | Corporate Debt Securities |
| MARS INC                                | 2030-03-01      | 4.8000%  | 0.0000% | $20000000.00       | $20317800.00       | Corporate Debt Securities |
| ENSTAR FINANCE LLC                      | 2042-01-15      | 5.5000%  | 0.0000% | $2959000.00        | $2943420.87        | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                | 2027-01-15      | 7.0000%  | 0.0000% | $2037000.00        | $2152518.27        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                   | 2027-09-15      | 7.5000%  | 0.0000% | $1634000.00        | $1675544.45        | Corporate Debt Securities |

### Security 302: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYD777YE6
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $4999400.00        | $4765174.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $11000100.00       | $10608168.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $14504600.00       | $14026039.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $200.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $75100.00          | $75174.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $20000.00          | $19992.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $13162100.00       | $13026534.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $63619300.00       | $64538604.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $834900.00         | $833773.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4046500.00        | $4153923.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $13749900.00       | $14127907.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1009.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $94769100.00       | $96313972.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $11586000.00       | $11733746.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $14726900.00       | $15954698.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $143000.00         | $145001.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $3262500.00        | $3366780.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $24999500.00       | $24050468.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $75000000.00       | $73393766.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $19922000.00       | $26024671.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $327000.00         | $381039.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1806400.00        | $1692687.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1000.00           | $929.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $26217700.00       | $26696464.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $12574800.00       | $12269000.76       | U.S. Treasuries (including strips) |

### Security 303: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUNOCO LP                                  | 2030-04-30      | 4.5000%  | 0.0000% | $500000.00         | $473875.00         | Corporate Debt Securities |
| GEN DIGITAL INC                            | 2027-09-30      | 6.7500%  | 0.0000% | $3000000.00        | $3085320.00        | Corporate Debt Securities |
| NOVA CHEMICALS CORP                        | 2028-11-15      | 8.5000%  | 0.0000% | $749000.00         | $791896.48         | Corporate Debt Securities |
| STRATHCONA RESOURCES LTD                   | 2026-08-01      | 6.8750%  | 0.0000% | $5900000.00        | $6057032.60        | Corporate Debt Securities |
| PIONEER NAT RES CO                         | 2031-01-15      | 2.1500%  | 0.0000% | $1000.00           | $881.77            | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION           | 2031-05-01      | 7.5000%  | 0.0000% | $6193000.00        | $6689193.48        | Corporate Debt Securities |
| DT MIDSTREAM INC                           | 2031-06-15      | 4.3750%  | 0.0000% | $7526000.00        | $7165068.72        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP               | 2029-06-01      | 6.5000%  | 0.0000% | $499000.00         | $525820.97         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP               | 2028-06-15      | 5.1250%  | 0.0000% | $515000.00         | $519943.79         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2032-02-01      | 6.6250%  | 0.0000% | $3616000.00        | $3779513.01        | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD            | 2032-10-15      | 7.1250%  | 0.0000% | $4500000.00        | $4456468.13        | Corporate Debt Securities |
| CVS HEALTH CORP                            | 2054-12-10      | 6.7500%  | 0.0000% | $2500000.00        | $2509787.50        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2030-10-18      | 4.6500%  | 0.0000% | $10440000.00       | $10439217.00       | Corporate Debt Securities |
| DAVITA INC                                 | 2031-02-15      | 3.7500%  | 0.0000% | $2200000.00        | $1973262.50        | Corporate Debt Securities |
| MURPHY OIL CORP                            | 2042-12-01      | 5.8750%  | 0.0000% | $7747000.00        | $6195522.30        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2031-03-05      | 6.0500%  | 0.0000% | $3079000.00        | $3061956.88        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC              | 2031-11-05      | 6.0540%  | 0.0000% | $2000000.00        | $1953388.33        | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                 | 2031-06-01      | 8.6250%  | 0.0000% | $446000.00         | $473016.64         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                 | 2033-03-01      | 8.0000%  | 0.0000% | $2000000.00        | $2020677.78        | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                   | 2033-03-15      | 6.2500%  | 0.0000% | $2221000.00        | $2226843.08        | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                     | 2053-11-14      | 8.7500%  | 0.0000% | $999000.00         | $978769.14         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                    | 2029-02-15      | 7.2500%  | 0.0000% | $512000.00         | $533660.59         | Corporate Debt Securities |
| KINETIK HOLDINGS LP                        | 2030-06-15      | 5.8750%  | 0.0000% | $7038000.00        | $7188944.57        | Corporate Debt Securities |
| XEROX HOLDINGS CORP                        | 2025-08-15      | 5.0000%  | 0.0000% | $2650000.00        | $2675422.33        | Corporate Debt Securities |
| CITIGROUP INC                              | 2031-05-07      | 4.9520%  | 0.0000% | $2000000.00        | $2004427.56        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC          | 2033-11-01      | 3.8750%  | 0.0000% | $2571000.00        | $2205587.70        | Corporate Debt Securities |
| INTERNATIONAL GAME TECHNOLOGY PL           | 2026-04-15      | 4.1250%  | 0.0000% | $8584000.00        | $8564310.45        | Corporate Debt Securities |
| PERU (REPUBLIC OF)                         | 2030-06-20      | 2.8440%  | 0.0000% | $1000.00           | $919.00            | Corporate Debt Securities |
| LAS VEGAS SANDS                            | 2034-08-15      | 6.2000%  | 0.0000% | $4000000.00        | $4037373.33        | Corporate Debt Securities |
| MATADOR RESOURCES CO                       | 2033-04-15      | 6.2500%  | 0.0000% | $340000.00         | $328944.05         | Corporate Debt Securities |
| UNITED AIRLINES INC                        | 2029-04-15      | 4.6250%  | 0.0000% | $1499000.00        | $1430377.65        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2026-04-07      | 6.0000%  | 0.0000% | $2000000.00        | $2036666.67        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2025-06-06      | 2.8750%  | 0.0000% | $1350000.00        | $1365654.37        | Corporate Debt Securities |
| PANAMA REPUBLIC OF (GOVERNMENT)            | 2026-01-29      | 7.1250%  | 0.0000% | $1363000.00        | $1414286.85        | Corporate Debt Securities |

### Security 304: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-07
- **C.13 - Final Legal Maturity Date:** 2025-09-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUMITOMO MITSUI FIN GRP INC                       | 2030-04-15      | 5.2400%  | 0.0000% | $1996000.00        | $2047516.76        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                               | 2025-06-13      | 4.8750%  | 0.0000% | $3000000.00        | $3066193.75        | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                    | 2049-11-07      | 3.1250%  | 0.0000% | $279000.00         | $180899.84         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2043-08-12      | 4.5500%  | 0.0000% | $1000.00           | $869.14            | Corporate Debt Securities |
| US BANCORP                                        | 2034-02-01      | 4.8390%  | 0.0000% | $357000.00         | $351400.66         | Corporate Debt Securities |
| EQUIFAX INC                                       | 2030-05-15      | 3.1000%  | 0.0000% | $7000.00           | $6450.02           | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                        | 2026-09-09      | 5.8070%  | 0.0000% | $24000.00          | $24361.34          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                        | 2031-03-20      | 5.7410%  | 0.0000% | $40000.00          | $40903.72          | Corporate Debt Securities |
| SEMPRA                                            | 2039-10-15      | 6.0000%  | 0.0000% | $1538000.00        | $1536323.58        | Corporate Debt Securities |
| SCHLUMBERGER HOLDINGS CORP                        | 2028-05-15      | 4.5000%  | 0.0000% | $356000.00         | $356379.14         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2079-12-31      | 5.3750%  | 0.0000% | $1403000.00        | $1421545.13        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                               | 2027-04-01      | 3.3000%  | 0.0000% | $116000.00         | $114525.45         | Corporate Debt Securities |
| ULTRATECH CE                                      | 2031-02-16      | 2.8000%  | 0.0000% | $5272000.00        | $4700034.86        | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 21 LTD                 | 2026-04-15      | 1.5000%  | 0.0000% | $220000.00         | $214252.50         | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)     | 2036-09-23      | 3.4660%  | 0.0000% | $16926000.00       | $14970549.56       | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP                        | 2026-10-15      | 3.3750%  | 0.0000% | $807000.00         | $795668.71         | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2048-11-15      | 4.5000%  | 0.0000% | $57000.00          | $45880.73          | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION)     | 2027-06-15      | 3.3750%  | 0.0000% | $247000.00         | $246219.17         | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION)     | 2027-12-01      | 3.3750%  | 0.0000% | $9000.00           | $8938.63           | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION)     | 2032-01-15      | 2.2500%  | 0.0000% | $60000.00          | $51529.65          | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP (PRE-REINCORPORATION)     | 2054-01-15      | 6.6500%  | 0.0000% | $59000.00          | $64982.45          | Corporate Debt Securities |
| BARCLAYS PLC                                      | 2026-08-09      | 5.3040%  | 0.0000% | $5715000.00        | $5812292.16        | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)         | 2055-05-15      | 5.6500%  | 0.0000% | $3000000.00        | $2923030.83        | Corporate Debt Securities |
| NORTHROP GRUMMAN SYSTEMS CORPORATION              | 2031-02-15      | 7.7500%  | 0.0000% | $1057000.00        | $1228164.41        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                             | 2027-02-01      | 3.2000%  | 0.0000% | $2000.00           | $1981.70           | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                             | 2047-10-15      | 4.0300%  | 0.0000% | $20000.00          | $15559.95          | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO             | 2059-09-30      | 3.6250%  | 0.0000% | $104000.00         | $69648.97          | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2026-08-17      | 6.1250%  | 0.0000% | $6662000.00        | $6923778.66        | Corporate Debt Securities |
| SOUTH32 TREASURY LTD                              | 2032-04-14      | 4.3500%  | 0.0000% | $1000000.00        | $924568.33         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                   | 2050-02-15      | 3.9500%  | 0.0000% | $2698000.00        | $1992745.05        | Corporate Debt Securities |
| BERK HATH FIN                                     | 2040-01-15      | 5.7500%  | 0.0000% | $81000.00          | $87404.06          | Corporate Debt Securities |
| BERK HATH FIN                                     | 2051-01-15      | 2.5000%  | 0.0000% | $2490000.00        | $1466597.55        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2026-09-15      | 6.2200%  | 0.0000% | $2131000.00        | $2195331.34        | Corporate Debt Securities |
| METLIFE INC                                       | 2043-11-13      | 4.8750%  | 0.0000% | $50000.00          | $45127.10          | Corporate Debt Securities |
| METLIFE INC                                       | 2030-03-23      | 4.5500%  | 0.0000% | $384000.00         | $389686.29         | Corporate Debt Securities |
| RELIANCE INDUSTRIES LTD                           | 2062-01-12      | 3.7500%  | 0.0000% | $4484000.00        | $2983810.54        | Corporate Debt Securities |
| LENOVO GROUP LTD                                  | 2032-07-27      | 6.5360%  | 0.0000% | $24160000.00       | $26261227.41       | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 24 LTD                 | 2029-04-26      | 5.3750%  | 0.0000% | $200000.00         | $205541.28         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2029-07-02      | 5.1100%  | 0.0000% | $4034000.00        | $4179336.06        | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                         | 2035-05-26      | 5.2500%  | 0.0000% | $250000.00         | $250468.33         | Corporate Debt Securities |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD          | 2034-02-28      | 5.9000%  | 0.0000% | $2221000.00        | $2265443.44        | Corporate Debt Securities |
| NVIDIA CORP                                       | 2060-04-01      | 3.7000%  | 0.0000% | $60000.00          | $43375.43          | Corporate Debt Securities |
| NUVEEN LLC                                        | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4939.71           | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                            | 2032-06-15      | 4.7000%  | 0.0000% | $60000.00          | $59937.70          | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                            | 2034-08-19      | 5.0000%  | 0.0000% | $310000.00         | $306279.31         | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                      | 2030-05-20      | 2.8230%  | 0.0000% | $4000.00           | $3656.38           | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                      | 2029-06-07      | 5.0810%  | 0.0000% | $343000.00         | $355936.94         | Corporate Debt Securities |
| PHILLIPS 66 CO                                    | 2035-03-15      | 4.9500%  | 0.0000% | $30000.00          | $28864.28          | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                            | 2046-07-01      | 4.4000%  | 0.0000% | $97000.00          | $80036.75          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                          | 2027-08-07      | 5.9850%  | 0.0000% | $1502000.00        | $1550539.01        | Corporate Debt Securities |
| MPLX LP                                           | 2049-02-15      | 5.5000%  | 0.0000% | $239000.00         | $214369.06         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2044-03-14      | 5.2500%  | 0.0000% | $342000.00         | $320280.72         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2026-09-12      | 4.2920%  | 0.0000% | $555000.00         | $559051.13         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2026-06-04      | 2.0990%  | 0.0000% | $877000.00         | $885648.78         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2026-11-03      | 7.3360%  | 0.0000% | $3160000.00        | $3208859.92        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2046-04-15      | 3.7000%  | 0.0000% | $16000.00          | $11657.68          | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2050-10-15      | 3.0000%  | 0.0000% | $1247000.00        | $762465.68         | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2031-04-01      | 2.6250%  | 0.0000% | $648000.00         | $579442.95         | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2028-09-15      | 1.7000%  | 0.0000% | $7000.00           | $6445.61           | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2027-04-01      | 3.3500%  | 0.0000% | $56000.00          | $55301.14          | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2026-04-01      | 4.8000%  | 0.0000% | $5000.00           | $5049.68           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                      | 2036-04-01      | 6.1250%  | 0.0000% | $176000.00         | $186837.76         | Corporate Debt Securities |
| HALLIBURTON COMPANY                               | 2035-11-15      | 4.8500%  | 0.0000% | $460000.00         | $433127.18         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2025-09-15      | 3.3500%  | 0.0000% | $101000.00         | $101324.13         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2051-09-15      | 2.7500%  | 0.0000% | $24000.00          | $14394.70          | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2029-04-15      | 3.3750%  | 0.0000% | $250000.00         | $239147.19         | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2031-11-15      | 2.2500%  | 0.0000% | $9000.00           | $7707.13           | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2029-03-15      | 2.4000%  | 0.0000% | $367000.00         | $340458.56         | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2029-01-15      | 4.8500%  | 0.0000% | $66000.00          | $67826.72          | Corporate Debt Securities |
| TARGET CORPORATION                                | 2046-04-15      | 3.6250%  | 0.0000% | $3184000.00        | $2340498.70        | Corporate Debt Securities |
| AT&T INC                                          | 2027-02-15      | 3.8000%  | 0.0000% | $132000.00         | $132044.00         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC                      | 2048-03-15      | 4.4000%  | 0.0000% | $849000.00         | $703393.67         | Corporate Debt Securities |
| HASBRO INC                                        | 2040-03-15      | 6.3500%  | 0.0000% | $133000.00         | $134759.48         | Corporate Debt Securities |
| AEP TEXAS INC                                     | 2029-05-15      | 5.4500%  | 0.0000% | $4000.00           | $4098.64           | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                      | 2050-04-01      | 3.6500%  | 0.0000% | $65000.00          | $46700.03          | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                      | 2034-04-01      | 5.1500%  | 0.0000% | $1423000.00        | $1422473.89        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2048-05-15      | 4.1500%  | 0.0000% | $17000.00          | $13632.29          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2026-09-15      | 1.1250%  | 0.0000% | $87000.00          | $83867.46          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2035-05-23      | 5.1000%  | 0.0000% | $50000.00          | $50222.08          | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)     | 2040-03-25      | 6.0560%  | 0.0000% | $5525000.00        | $5526847.80        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                            | 2030-04-02      | 4.3200%  | 0.0000% | $775000.00         | $779366.01         | Corporate Debt Securities |
| TEACHERS INS & ANN ASSOC OF AMER                  | 2039-12-16      | 6.8500%  | 0.0000% | $1456000.00        | $1657489.37        | Corporate Debt Securities |
| TENCENT HOLDINGS LTD                              | 2061-04-22      | 3.9400%  | 0.0000% | $2309000.00        | $1673399.00        | Corporate Debt Securities |
| AFRICAN DEV BK                                    | 2030-05-13      | 4.1250%  | 0.0000% | $890000.00         | $882467.86         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                             | 2030-09-15      | 1.4500%  | 0.0000% | $7000.00           | $6016.72           | Corporate Debt Securities |
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $107000.00         | $113628.44         | Corporate Debt Securities |
| AGREE LP                                          | 2034-06-15      | 5.6250%  | 0.0000% | $4006000.00        | $4139124.39        | Corporate Debt Securities |
| AIR LEASE CORPORATION                             | 2027-01-15      | 2.2000%  | 0.0000% | $10000.00          | $9711.20           | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                            | 2026-05-03      | 3.3500%  | 0.0000% | $32000.00          | $31762.96          | Corporate Debt Securities |
| TSMC ARIZONA CORP                                 | 2026-10-25      | 1.7500%  | 0.0000% | $200000.00         | $192696.28         | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE COMPANY LLC                | 2030-03-01      | 2.9000%  | 0.0000% | $31000.00          | $28516.26          | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                        | 2029-12-15      | 2.7500%  | 0.0000% | $722000.00         | $666842.21         | Corporate Debt Securities |
| ALLEGHANY CORP                                    | 2051-08-15      | 3.2500%  | 0.0000% | $467000.00         | $308691.28         | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2026-10-16      | 4.4500%  | 0.0000% | $5000.00           | $5038.79           | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2027-11-15      | 4.6000%  | 0.0000% | $2000.00           | $2018.11           | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2030-03-15      | 4.8000%  | 0.0000% | $5000.00           | $5103.95           | Corporate Debt Securities |
| CHAPMAN UNIVERSITY                                | 2051-04-01      | 2.9960%  | 0.0000% | $300000.00         | $180828.03         | Corporate Debt Securities |
| CAPITAL POWER US HOLDING INC                      | 2035-06-01      | 6.1890%  | 0.0000% | $9000000.00        | $9059704.50        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2030-04-15      | 4.6870%  | 0.0000% | $354000.00         | $362013.95         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                          | 2035-04-15      | 5.5000%  | 0.0000% | $250000.00         | $241668.75         | Corporate Debt Securities |
| WALMART INC                                       | 2030-04-15      | 4.0000%  | 0.0000% | $167000.00         | $166799.60         | Corporate Debt Securities |
| HUMANA INC                                        | 2053-03-15      | 5.5000%  | 0.0000% | $21000.00          | $18458.12          | Corporate Debt Securities |
| HUMANA INC                                        | 2055-05-01      | 6.0000%  | 0.0000% | $2200000.00        | $2074526.67        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC                         | 2030-02-04      | 2.5500%  | 0.0000% | $23000.00          | $20926.47          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-01-08      | 5.4000%  | 0.0000% | $4861000.00        | $4996816.34        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2028-09-15      | 2.1000%  | 0.0000% | $5382000.00        | $4933885.71        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2028-06-26      | 5.6800%  | 0.0000% | $17421000.00       | $18145674.89       | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-09-26      | 4.7500%  | 0.0000% | $7000000.00        | $6855831.11        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2030-03-27      | 4.3300%  | 0.0000% | $16501000.00       | $16577208.57       | Corporate Debt Securities |
| AON CORP                                          | 2029-05-02      | 3.7500%  | 0.0000% | $16000.00          | $15580.75          | Corporate Debt Securities |
| AON CORP                                          | 2027-05-28      | 2.8500%  | 0.0000% | $2000.00           | $1940.92           | Corporate Debt Securities |
| APPLE INC                                         | 2028-08-05      | 1.4000%  | 0.0000% | $1184000.00        | $1094314.63        | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC                      | 2027-03-15      | 5.0000%  | 0.0000% | $591000.00         | $599461.15         | Corporate Debt Securities |
| CSX CORP                                          | 2050-05-01      | 3.9500%  | 0.0000% | $4000.00           | $3045.37           | Corporate Debt Securities |
| SMBC AVIATION CAPITAL FINANCE DA                  | 2030-04-01      | 5.1000%  | 0.0000% | $4900000.00        | $4937035.83        | Corporate Debt Securities |
| CAIXABANK SA                                      | 2027-09-13      | 6.6840%  | 0.0000% | $2600000.00        | $2694448.47        | Corporate Debt Securities |
| S&P GLOBAL INC                                    | 2049-12-01      | 3.2500%  | 0.0000% | $101000.00         | $71604.93          | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2033-06-01      | 5.3000%  | 0.0000% | $8000.00           | $8092.98           | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2063-06-01      | 6.0000%  | 0.0000% | $10000.00          | $9464.63           | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2028-04-28      | 5.0010%  | 0.0000% | $37000.00          | $37749.08          | Corporate Debt Securities |
| MOODYS CORP                                       | 2028-01-15      | 3.2500%  | 0.0000% | $34000.00          | $33518.14          | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                            | 2027-10-15      | 4.4470%  | 0.0000% | $9030000.00        | $9067011.71        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2050-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1386.28           | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2032-11-02      | 2.6180%  | 0.0000% | $9000.00           | $7696.05           | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2031-10-30      | 7.6240%  | 0.0000% | $171000.00         | $191457.30         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2030-02-01      | 5.7000%  | 0.0000% | $459000.00         | $479394.14         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                        | 2032-03-17      | 3.0000%  | 0.0000% | $882000.00         | $789472.32         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2028-03-02      | 3.9610%  | 0.0000% | $39000.00          | $38924.05          | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2051-03-24      | 5.5970%  | 0.0000% | $1128000.00        | $1101166.20        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2026-08-09      | 6.2500%  | 0.0000% | $2803000.00        | $2913188.26        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2045-01-27      | 4.3000%  | 0.0000% | $70000.00          | $59153.62          | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2036-09-16      | 2.4840%  | 0.0000% | $3106000.00        | $2604648.12        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2029-02-01      | 5.1230%  | 0.0000% | $254000.00         | $261224.87         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2029-11-01      | 6.4070%  | 0.0000% | $402000.00         | $425449.14         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2035-07-19      | 5.3200%  | 0.0000% | $66000.00          | $66723.95          | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2036-01-18      | 5.5870%  | 0.0000% | $300000.00         | $308568.02         | Corporate Debt Securities |
| REGIONS FINANCIAL CORPORATION                     | 2035-09-06      | 5.5020%  | 0.0000% | $10502000.00       | $10423739.10       | Corporate Debt Securities |
| REINSURANCE GROUP OF AMERICA INC                  | 2029-05-15      | 3.9000%  | 0.0000% | $15000.00          | $14631.08          | Corporate Debt Securities |
| RELX CAPITAL INC                                  | 2035-03-27      | 5.2500%  | 0.0000% | $1000.00           | $1011.99           | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2063-05-18      | 5.0500%  | 0.0000% | $82000.00          | $72618.65          | Corporate Debt Securities |
| THAIOIL TREASURY CENTER CO LTD                    | 2050-06-18      | 3.7500%  | 0.0000% | $4900000.00        | $3201978.50        | Corporate Debt Securities |
| 3M CO                                             | 2048-09-14      | 4.0000%  | 0.0000% | $50000.00          | $38914.22          | Corporate Debt Securities |
| DOMINION ENERGY SOUTH CAROLINA INC                | 2053-10-15      | 6.2500%  | 0.0000% | $13000.00          | $13702.42          | Corporate Debt Securities |
| DOMINION ENERGY INC                               | 2055-05-15      | 6.6250%  | 0.0000% | $2000.00           | $2001.96           | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2034-10-01      | 4.2500%  | 0.0000% | $3000.00           | $2702.33           | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2055-03-15      | 5.9500%  | 0.0000% | $154000.00         | $144807.27         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                            | 2029-06-15      | 4.0000%  | 0.0000% | $6233000.00        | $6158411.77        | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2039-08-16      | 2.9950%  | 0.0000% | $200000.00         | $154504.44         | Corporate Debt Securities |
| FS KKR CAPITAL CORP                               | 2026-01-15      | 3.4000%  | 0.0000% | $10360000.00       | $10358135.20       | Corporate Debt Securities |
| META PLATFORMS INC                                | 2062-08-15      | 4.6500%  | 0.0000% | $3004000.00        | $2518080.47        | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                         | 2027-01-12      | 1.9500%  | 0.0000% | $8000.00           | $7743.96           | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2033-02-01      | 5.0000%  | 0.0000% | $237000.00         | $241073.50         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2029-02-01      | 4.9500%  | 0.0000% | $148000.00         | $152980.57         | Corporate Debt Securities |
| CAPITAL ONE NA                                    | 2028-08-09      | 5.9740%  | 0.0000% | $5465000.00        | $5673379.54        | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2060-05-13      | 3.8000%  | 0.0000% | $125000.00         | $88663.06          | Corporate Debt Securities |
| TWDC ENTERPRISES 18 CORP                          | 2044-06-01      | 4.1250%  | 0.0000% | $2000.00           | $1668.54           | Corporate Debt Securities |
| TWDC ENTERPRISES 18 CORP                          | 2026-07-30      | 1.8500%  | 0.0000% | $27000.00          | $26428.05          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2029-01-16      | 4.5000%  | 0.0000% | $58000.00          | $59360.10          | Corporate Debt Securities |
| NBN CO LTD                                        | 2032-01-08      | 2.5000%  | 0.0000% | $271000.00         | $235426.13         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                          | 2030-05-15      | 4.6250%  | 0.0000% | $2000.00           | $2017.17           | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                             | 2037-01-25      | 6.2000%  | 0.0000% | $500000.00         | $519445.56         | Corporate Debt Securities |
| FIFTH THIRD BANK NA                               | 2028-01-28      | 4.9670%  | 0.0000% | $1791000.00        | $1826538.12        | Corporate Debt Securities |
| FIRST CITIZENS BANCSHARES INC                     | 2040-03-12      | 6.2520%  | 0.0000% | $95000.00          | $93027.83          | Corporate Debt Securities |
| FIRST INDSTR LP                                   | 2031-01-15      | 5.2500%  | 0.0000% | $2354000.00        | $2359092.49        | Corporate Debt Securities |
| FISERV INC                                        | 2028-08-21      | 5.3750%  | 0.0000% | $12000.00          | $12445.34          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPERATING COMPANY LLC          | 2035-02-15      | 5.4390%  | 0.0000% | $150000.00         | $148489.65         | Corporate Debt Securities |
| COCA-COLA CO                                      | 2031-03-15      | 1.3750%  | 0.0000% | $230000.00         | $195898.95         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                       | 2030-08-21      | 2.3320%  | 0.0000% | $10236000.00       | $9013238.15        | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA            | 2049-07-12      | 3.4610%  | 0.0000% | $2000.00           | $1396.29           | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                         | 2037-10-15      | 6.2000%  | 0.0000% | $345000.00         | $354332.25         | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC                           | 2055-05-15      | 5.9000%  | 0.0000% | $351000.00         | $348721.42         | Corporate Debt Securities |
| LPL HOLDINGS INC                                  | 2030-06-15      | 5.1500%  | 0.0000% | $69000.00          | $69646.13          | Corporate Debt Securities |
| LSEGA FINANCING PLC                               | 2031-04-06      | 2.5000%  | 0.0000% | $2073000.00        | $1827453.15        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-05-17      | 4.5500%  | 0.0000% | $3000.00           | $2992.33           | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2026-05-15      | 5.2000%  | 0.0000% | $37390000.00       | $37766392.68       | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2038-10-15      | 4.6000%  | 0.0000% | $17000.00          | $15465.24          | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2050-02-01      | 3.4500%  | 0.0000% | $1247000.00        | $851120.11         | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2051-11-01      | 2.8870%  | 0.0000% | $16000.00          | $9518.33           | Corporate Debt Securities |
| COMERICA INCORPORATED                             | 2029-02-01      | 4.0000%  | 0.0000% | $16000.00          | $15688.68          | Corporate Debt Securities |
| ERP OPERATING LP                                  | 2030-02-15      | 2.5000%  | 0.0000% | $276000.00         | $253271.86         | Corporate Debt Securities |
| EASTMAN CHEMICAL COMPANY                          | 2033-03-08      | 5.7500%  | 0.0000% | $120000.00         | $124413.27         | Corporate Debt Securities |
| KOREA GAS CORP                                    | 2031-07-13      | 2.0000%  | 0.0000% | $5180000.00        | $4506346.75        | Corporate Debt Securities |
| KROGER CO                                         | 2047-02-01      | 4.4500%  | 0.0000% | $68000.00          | $55880.34          | Corporate Debt Securities |
| KROGER CO                                         | 2064-09-15      | 5.6500%  | 0.0000% | $78000.00          | $72621.18          | Corporate Debt Securities |
| LCOR ALEXANDRIA LLC                               | 2031-12-15      | 6.8000%  | 0.0000% | $7750000.00        | $8001159.42        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2035-05-15      | 5.1500%  | 0.0000% | $493000.00         | $484834.14         | Corporate Debt Securities |
| KEYCORP                                           | 2027-04-06      | 2.2500%  | 0.0000% | $8000.00           | $7677.96           | Corporate Debt Securities |
| WEIBO CORP                                        | 2030-07-08      | 3.3750%  | 0.0000% | $9730000.00        | $9123164.23        | Corporate Debt Securities |
| KIMCO REALTY OP LLC                               | 2026-08-15      | 3.2500%  | 0.0000% | $118000.00         | $117168.00         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2050-02-01      | 5.2500%  | 0.0000% | $45000.00          | $37243.54          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2029-01-15      | 6.3500%  | 0.0000% | $10074000.00       | $10688539.19       | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2028-01-25      | 3.4000%  | 0.0000% | $9000.00           | $8925.44           | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2035-11-15      | 2.6680%  | 0.0000% | $6521000.00        | $5683649.26        | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2033-11-17      | 6.8200%  | 0.0000% | $128000.00         | $139327.08         | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2035-11-20      | 5.6180%  | 0.0000% | $144000.00         | $143041.04         | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                           | 2028-02-15      | 4.9020%  | 0.0000% | $200000.00         | $204485.50         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2029-03-04      | 4.7860%  | 0.0000% | $94000.00          | $95086.00          | Corporate Debt Securities |
| ARES MANAGEMENT CORP                              | 2028-11-10      | 6.3750%  | 0.0000% | $4000.00           | $4223.89           | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC                | 2032-01-30      | 2.0000%  | 0.0000% | $73000.00          | $60610.20          | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                               | 2028-07-15      | 2.5000%  | 0.0000% | $64000.00          | $60054.08          | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2032-04-19      | 2.8710%  | 0.0000% | $200000.00         | $176705.95         | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2033-01-13      | 5.7860%  | 0.0000% | $2901000.00        | $3033166.50        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC       | 2038-04-01      | 6.7500%  | 0.0000% | $30000.00          | $33706.28          | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC       | 2054-05-15      | 5.7000%  | 0.0000% | $17000.00          | $16500.29          | Corporate Debt Securities |
| INGREDION INC                                     | 2037-04-15      | 6.6250%  | 0.0000% | $183000.00         | $199197.56         | Corporate Debt Securities |
| CORNING INC                                       | 2068-11-15      | 5.8500%  | 0.0000% | $48000.00          | $44446.92          | Corporate Debt Securities |
| COSTCO WHSLE CORP                                 | 2030-04-20      | 1.6000%  | 0.0000% | $361000.00         | $319079.88         | Corporate Debt Securities |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                 | 2026-05-25      | 3.7500%  | 0.0000% | $2915000.00        | $2902788.58        | Corporate Debt Securities |
| BOC AVIATION LTD                                  | 2029-09-11      | 3.0000%  | 0.0000% | $765000.00         | $722086.05         | Corporate Debt Securities |
| CONAGRA BRANDS INC                                | 2038-11-01      | 5.3000%  | 0.0000% | $70000.00          | $65866.46          | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC                            | 2047-08-01      | 3.9500%  | 0.0000% | $58000.00          | $45007.24          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2028-02-24      | 4.5500%  | 0.0000% | $97000.00          | $99197.37          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2035-02-24      | 5.1000%  | 0.0000% | $279000.00         | $284206.14         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2033-02-22      | 5.8750%  | 0.0000% | $139000.00         | $144506.21         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2026-10-21      | 3.2000%  | 0.0000% | $547000.00         | $538793.18         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2027-06-09      | 1.4620%  | 0.0000% | $6000.00           | $5842.71           | Corporate Debt Securities |
| COX COMMUNICATIONS INC                            | 2028-08-01      | 6.8000%  | 0.0000% | $5000.00           | $5339.39           | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                 | 2030-01-15      | 4.7000%  | 0.0000% | $133000.00         | $136465.61         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC             | 2026-08-10      | 0.0000%  | 0.0000% | $150000.00         | $140951.10         | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                        | 2027-03-15      | 3.2000%  | 0.0000% | $2000.00           | $1977.49           | Corporate Debt Securities |
| CROWN CASTLE INC                                  | 2028-09-01      | 4.8000%  | 0.0000% | $7411000.00        | $7485826.40        | Corporate Debt Securities |
| VERALTO CORP                                      | 2028-09-18      | 5.3500%  | 0.0000% | $30000.00          | $31114.50          | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2027-06-12      | 3.1250%  | 0.0000% | $2000.00           | $1989.21           | Corporate Debt Securities |
| ATHENE HOLDING LTD                                | 2031-01-15      | 3.5000%  | 0.0000% | $2900000.00        | $2723839.50        | Corporate Debt Securities |
| AUTOZONE INC                                      | 2026-04-21      | 3.1250%  | 0.0000% | $2000.00           | $1983.21           | Corporate Debt Securities |
| AUTOZONE INC                                      | 2031-01-15      | 1.6500%  | 0.0000% | $293000.00         | $249611.83         | Corporate Debt Securities |
| AUTOZONE INC                                      | 2029-07-15      | 5.1000%  | 0.0000% | $48000.00          | $49825.68          | Corporate Debt Securities |
| AVALONBAY COMMUNITIES INC                         | 2025-11-15      | 3.5000%  | 0.0000% | $2000.00           | $1992.90           | Corporate Debt Securities |
| AVANGRID INC                                      | 2029-06-01      | 3.8000%  | 0.0000% | $7000.00           | $6879.77           | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC                        | 2029-07-15      | 3.9000%  | 0.0000% | $13000.00          | $12655.70          | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2034-12-05      | 5.8940%  | 0.0000% | $244000.00         | $261204.78         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                          | 2033-04-01      | 5.7500%  | 0.0000% | $9205000.00        | $9399811.04        | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                         | 2040-09-15      | 5.1250%  | 0.0000% | $110000.00         | $104435.88         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                         | 2026-12-15      | 2.0610%  | 0.0000% | $108000.00         | $105100.88         | Corporate Debt Securities |
| ATLANTIC CITY ELECTRIC CO                         | 2028-10-15      | 4.0000%  | 0.0000% | $7500000.00        | $7454475.00        | Corporate Debt Securities |
| BACARDI LTD                                       | 2033-06-15      | 5.4000%  | 0.0000% | $266000.00         | $265614.30         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                               | 2026-01-09      | 5.7090%  | 0.0000% | $3100000.00        | $3185281.78        | Corporate Debt Securities |
| NIKE INC                                          | 2040-03-27      | 3.2500%  | 0.0000% | $19000.00          | $14750.41          | Corporate Debt Securities |
| NISOURCE INC.                                     | 2034-04-01      | 5.3500%  | 0.0000% | $35000.00          | $35351.68          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2038-05-15      | 6.4000%  | 0.0000% | $5000.00           | $5442.38           | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2043-08-16      | 5.6250%  | 0.0000% | $205000.00         | $204879.05         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2027-10-01      | 4.2500%  | 0.0000% | $18000.00          | $18099.28          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2026-06-15      | 3.2000%  | 0.0000% | $456000.00         | $457471.36         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2026-10-01      | 2.9500%  | 0.0000% | $55000.00          | $54245.11          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2048-02-22      | 4.2600%  | 0.0000% | $213000.00         | $176708.35         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2029-01-23      | 3.5090%  | 0.0000% | $43000.00          | $42336.90          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2029-07-23      | 4.2030%  | 0.0000% | $90000.00          | $90259.85          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2041-04-22      | 3.1090%  | 0.0000% | $1249000.00        | $933742.06         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2026-11-19      | 1.0450%  | 0.0000% | $172000.00         | $169058.68         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2033-07-25      | 4.9120%  | 0.0000% | $193000.00         | $194020.11         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2030-02-01      | 5.5000%  | 0.0000% | $343000.00         | $356133.66         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FUNDING                      | 2029-06-06      | 5.0000%  | 0.0000% | $2896000.00        | $3009455.63        | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2032-04-15      | 7.5000%  | 0.0000% | $5000.00           | $5666.93           | Corporate Debt Securities |
| INTEL CORP                                        | 2060-02-15      | 3.1000%  | 0.0000% | $370000.00         | $203064.02         | Corporate Debt Securities |
| INTEL CORP                                        | 2051-08-12      | 3.0500%  | 0.0000% | $458000.00         | $266835.38         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP                    | 2030-04-01      | 4.2500%  | 0.0000% | $49670000.00       | $50139643.66       | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC                     | 2060-09-15      | 3.0000%  | 0.0000% | $120000.00         | $65389.08          | Corporate Debt Securities |
| INTERNATIONAL FINANCE CORP                        | 2029-08-28      | 4.6361%  | 0.0000% | $12700000.00       | $12696532.40       | Corporate Debt Securities |
| INTESA SANPAOLO SPA                               | 2033-11-21      | 8.2480%  | 0.0000% | $268000.00         | $305357.06         | Corporate Debt Securities |
| INTUIT INC                                        | 2025-07-15      | 0.9500%  | 0.0000% | $29000.00          | $28970.78          | Corporate Debt Securities |
| RTX CORP                                          | 2048-11-16      | 4.6250%  | 0.0000% | $106000.00         | $89118.29          | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | 2034-02-16      | 4.7000%  | 0.0000% | $17000.00          | $16913.94          | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT            | 2029-01-25      | 5.3750%  | 0.0000% | $380000.00         | $391944.61         | Corporate Debt Securities |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT            | 2050-06-30      | 4.0000%  | 0.0000% | $332000.00         | $231070.89         | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2033-05-19      | 4.7500%  | 0.0000% | $85000.00          | $83585.72          | Corporate Debt Securities |
| PFIZER INC                                        | 2050-05-28      | 2.7000%  | 0.0000% | $3000.00           | $1802.31           | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2042-03-20      | 4.5000%  | 0.0000% | $48000.00          | $41628.48          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2027-11-17      | 5.1250%  | 0.0000% | $623000.00         | $635086.63         | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                      | 2027-12-15      | 6.7500%  | 0.0000% | $6000.00           | $6460.31           | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                      | 2036-02-01      | 4.7000%  | 0.0000% | $65000.00          | $63377.35          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV FINANCE INC                  | 2044-02-01      | 4.6250%  | 0.0000% | $329000.00         | $295675.00         | Corporate Debt Securities |
| PROGRESSIVE CORP                                  | 2027-01-15      | 2.4500%  | 0.0000% | $51000.00          | $49967.12          | Corporate Debt Securities |
| PROLOGIS LP                                       | 2026-10-01      | 3.2500%  | 0.0000% | $299000.00         | $295979.02         | Corporate Debt Securities |
| PROLOGIS LP                                       | 2027-04-15      | 2.1250%  | 0.0000% | $45000.00          | $43339.33          | Corporate Debt Securities |
| PROLOGIS LP                                       | 2030-10-15      | 1.2500%  | 0.0000% | $124000.00         | $104760.47         | Corporate Debt Securities |
| PROLOGIS LP                                       | 2054-03-15      | 5.2500%  | 0.0000% | $3000.00           | $2774.06           | Corporate Debt Securities |
| PROLOGIS LP                                       | 2035-05-15      | 5.2500%  | 0.0000% | $6115000.00        | $6084817.38        | Corporate Debt Securities |
| PROLOGIS TARGETED US LOGISTICS FUND LP            | 2035-01-15      | 5.2500%  | 0.0000% | $131000.00         | $131904.88         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2040-03-10      | 3.0000%  | 0.0000% | $190000.00         | $140840.67         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2034-10-24      | 4.5500%  | 0.0000% | $176000.00         | $174481.12         | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)                 | 2030-04-15      | 2.6000%  | 0.0000% | $402000.00         | $367874.22         | Corporate Debt Securities |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT  | 2025-11-25      | 0.5000%  | 0.0000% | $13000.00          | $12754.81          | Corporate Debt Securities |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT  | 2029-02-16      | 4.5873%  | 0.0000% | $1050000.00        | $1050716.68        | Corporate Debt Securities |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT  | 2029-01-25      | 4.1250%  | 0.0000% | $60000.00          | $61026.78          | Corporate Debt Securities |
| EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT  | 2034-03-13      | 4.2500%  | 0.0000% | $575000.00         | $571205.16         | Corporate Debt Securities |
| EVERSOURCE ENERGY                                 | 2033-05-15      | 5.1250%  | 0.0000% | $48000.00          | $47170.34          | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                           | 2051-05-20      | 3.5000%  | 0.0000% | $544000.00         | $366738.81         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2050-12-15      | 2.4500%  | 0.0000% | $50000.00          | $27757.46          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2034-01-15      | 5.0000%  | 0.0000% | $23000.00          | $22925.02          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                     | 2033-10-15      | 6.9500%  | 0.0000% | $285000.00         | $309708.79         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                             | 2054-03-15      | 5.7000%  | 0.0000% | $1000.00           | $965.79            | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                             | 2034-09-15      | 5.1500%  | 0.0000% | $4000.00           | $3993.12           | Corporate Debt Securities |
| Entergy Tx                                        | 2039-03-30      | 4.5000%  | 0.0000% | $3700000.00        | $3312758.00        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2027-01-11      | 4.6000%  | 0.0000% | $12000.00          | $12267.85          | Corporate Debt Securities |
| LENNAR CORP                                       | 2030-07-30      | 5.2000%  | 0.0000% | $500000.00         | $504349.44         | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                          | 2060-05-15      | 3.9500%  | 0.0000% | $10000.00          | $6455.06           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2053-02-15      | 5.8750%  | 0.0000% | $87000.00          | $85278.74          | Corporate Debt Securities |
| LAZARD GROUP LLC                                  | 2028-09-19      | 4.5000%  | 0.0000% | $104000.00         | $103643.80         | Corporate Debt Securities |
| LAM RSRCH CORP                                    | 2026-03-15      | 3.7500%  | 0.0000% | $30000.00          | $30056.78          | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2034-07-28      | 5.6250%  | 0.0000% | $6000.00           | $6176.60           | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                          | 2028-02-15      | 4.2500%  | 0.0000% | $17000.00          | $16982.59          | Corporate Debt Securities |
| AMERICAN INTERNATIONAL GROUP INC                  | 2050-06-30      | 4.3750%  | 0.0000% | $450000.00         | $370880.63         | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                       | 2027-09-01      | 2.9500%  | 0.0000% | $3000.00           | $2929.27           | Corporate Debt Securities |
| AMGEN INC                                         | 2029-08-18      | 4.0500%  | 0.0000% | $81000.00          | $80187.98          | Corporate Debt Securities |
| AMPHENOL CORP                                     | 2030-02-15      | 2.8000%  | 0.0000% | $14000.00          | $13111.09          | Corporate Debt Securities |
| ANALOG DEVICES INC                                | 2051-10-01      | 2.9500%  | 0.0000% | $275000.00         | $174189.05         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2026-03-03      | 4.4500%  | 0.0000% | $107000.00         | $107960.24         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2026-10-24      | 1.1970%  | 0.0000% | $8000.00           | $7893.26           | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2028-07-22      | 4.9480%  | 0.0000% | $130000.00         | $133011.18         | Corporate Debt Securities |
| BANK OF MONTREAL                                  | 2027-06-04      | 5.3700%  | 0.0000% | $14000.00          | $14619.27          | Corporate Debt Securities |
| BANK OF MONTREAL                                  | 2027-09-10      | 5.2241%  | 0.0000% | $7500000.00        | $7604950.61        | Corporate Debt Securities |
| BANK OF MONTREAL                                  | 2026-12-11      | 5.2660%  | 0.0000% | $47000.00          | $48698.62          | Corporate Debt Securities |
| BANK OF MONTREAL                                  | 2026-06-05      | 5.6753%  | 0.0000% | $19000.00          | $19432.38          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2028-04-28      | 3.8500%  | 0.0000% | $39000.00          | $38885.82          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2031-01-28      | 1.6500%  | 0.0000% | $2000.00           | $1722.96           | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2029-10-25      | 6.3170%  | 0.0000% | $9000.00           | $9565.66           | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2029-08-23      | 3.3000%  | 0.0000% | $70000.00          | $67262.42          | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                               | 2034-02-01      | 5.6500%  | 0.0000% | $103000.00         | $108194.95         | Corporate Debt Securities |
| BANK OF AMERICA NA                                | 2025-08-18      | 5.6500%  | 0.0000% | $1224000.00        | $1245246.60        | Corporate Debt Securities |
| MA INSTITUTE OF TECH                              | 2050-07-01      | 2.9890%  | 0.0000% | $2550000.00        | $1687414.40        | Corporate Debt Securities |
| MASTERCARD INC                                    | 2029-06-01      | 2.9500%  | 0.0000% | $31000.00          | $29986.24          | Corporate Debt Securities |
| MASTERCARD INC                                    | 2051-03-15      | 2.9500%  | 0.0000% | $28000.00          | $17957.68          | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED                  | 2047-08-15      | 4.2000%  | 0.0000% | $10000.00          | $7886.20           | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2037-10-15      | 6.3000%  | 0.0000% | $3000.00           | $3248.51           | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2040-07-15      | 4.8750%  | 0.0000% | $51000.00          | $47840.61          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2045-12-09      | 4.8750%  | 0.0000% | $89000.00          | $80509.96          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2025-07-01      | 3.3000%  | 0.0000% | $418000.00         | $423111.44         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1996.79           | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2034-05-17      | 5.2000%  | 0.0000% | $13000.00          | $13176.38          | Corporate Debt Securities |
| MARKEL GROUP INC                                  | 2043-03-30      | 5.0000%  | 0.0000% | $5759000.00        | $5089477.85        | Corporate Debt Securities |
| MARKEL GROUP INC                                  | 2054-05-16      | 6.0000%  | 0.0000% | $4622000.00        | $4506788.95        | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC                    | 2039-03-15      | 4.7500%  | 0.0000% | $7000.00           | $6580.04           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2028-12-01      | 6.1000%  | 0.0000% | $13000.00          | $13946.93          | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2029-07-01      | 5.2500%  | 0.0000% | $7000.00           | $7261.09           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2054-09-01      | 6.0500%  | 0.0000% | $74000.00          | $69699.63          | Corporate Debt Securities |
| Enstar Group                                      | 2031-09-01      | 3.1000%  | 0.0000% | $91000.00          | $80105.83          | Corporate Debt Securities |
| CIGNA GROUP                                       | 2051-03-15      | 3.4000%  | 0.0000% | $30000.00          | $19669.00          | Corporate Debt Securities |
| CBRE SERVICES INC                                 | 2029-04-01      | 5.5000%  | 0.0000% | $207000.00         | $214496.28         | Corporate Debt Securities |
| CBRE SERVICES INC                                 | 2030-06-15      | 4.8000%  | 0.0000% | $1170000.00        | $1163401.20        | Corporate Debt Securities |
| CBRE SERVICES INC                                 | 2035-06-15      | 5.5000%  | 0.0000% | $1830000.00        | $1804471.50        | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                           | 2034-02-15      | 6.5000%  | 0.0000% | $17000.00          | $18662.06          | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                           | 2032-02-15      | 5.0000%  | 0.0000% | $3171000.00        | $3243556.00        | Corporate Debt Securities |
| BROADCOM INC                                      | 2032-04-15      | 5.2000%  | 0.0000% | $1684000.00        | $1718774.60        | Corporate Debt Securities |
| BROWN-FORMAN CORPORATION                          | 2043-01-15      | 3.7500%  | 0.0000% | $60000.00          | $47286.75          | Corporate Debt Securities |
| BROWN-FORMAN CORPORATION                          | 2045-07-15      | 4.5000%  | 0.0000% | $91000.00          | $78481.59          | Corporate Debt Securities |
| BUNGE LIMITED FINANCE CORP                        | 2031-05-14      | 2.7500%  | 0.0000% | $40000.00          | $35800.09          | Corporate Debt Securities |
| MERCK & CO INC                                    | 2028-12-10      | 1.9000%  | 0.0000% | $84000.00          | $78340.27          | Corporate Debt Securities |
| NATIONAL BK OF CANADA                             | 2028-12-18      | 5.6000%  | 0.0000% | $17935000.00       | $18945278.55       | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2028-02-07      | 3.4000%  | 0.0000% | $6168000.00        | $6090235.23        | Corporate Debt Securities |
| CNA FINANCIAL CORP                                | 2034-02-15      | 5.1250%  | 0.0000% | $100000.00         | $99783.79          | Corporate Debt Securities |
| CONOPCO INC                                       | 2026-12-15      | 7.2500%  | 0.0000% | $1000.00           | $1073.86           | Corporate Debt Securities |
| NEVADA PWR CO                                     | 2029-05-01      | 3.7000%  | 0.0000% | $34000.00          | $33154.78          | Corporate Debt Securities |
| NEVADA PWR CO                                     | 2055-05-15      | 6.2500%  | 0.0000% | $64000.00          | $63413.39          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2035-07-23      | 5.3300%  | 0.0000% | $436000.00         | $439977.65         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2031-01-28      | 5.2070%  | 0.0000% | $1480000.00        | $1524660.40        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2030-03-15      | 3.8000%  | 0.0000% | $692000.00         | $672012.73         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2033-02-24      | 3.1020%  | 0.0000% | $295000.00         | $262403.09         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2027-01-17      | 4.3500%  | 0.0000% | $94000.00          | $94526.48          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2029-04-06      | 4.3000%  | 0.0000% | $49000.00          | $47810.28          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2034-09-06      | 5.4500%  | 0.0000% | $8326000.00        | $8059290.47        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2030-07-15      | 5.4500%  | 0.0000% | $4500000.00        | $4501305.00        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2033-05-17      | 4.9500%  | 0.0000% | $4000.00           | $3972.63           | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2027-02-23      | 5.0040%  | 0.0000% | $97000.00          | $99515.50          | Corporate Debt Securities |
| GEORGIA POWER COMPANY                             | 2031-03-15      | 4.8500%  | 0.0000% | $24000.00          | $24532.10          | Corporate Debt Securities |
| GILEAD SCIENCES INC                               | 2064-11-15      | 5.6000%  | 0.0000% | $6502000.00        | $6212617.65        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2030-09-01      | 2.5000%  | 0.0000% | $53000.00          | $47253.24          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2029-04-04      | 5.3710%  | 0.0000% | $97000.00          | $99456.51          | Corporate Debt Securities |
| TRIMBLE INC                                       | 2028-06-15      | 4.9000%  | 0.0000% | $145000.00         | $149416.46         | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2046-09-16      | 3.8750%  | 0.0000% | $285000.00         | $206045.10         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-08-22      | 3.1500%  | 0.0000% | $236000.00         | $233247.06         | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMERICA INC                 | 2028-03-17      | 4.8000%  | 0.0000% | $4000.00           | $4045.25           | Corporate Debt Securities |
| TUCSON ELECTRIC POWER CO                          | 2055-04-15      | 5.9000%  | 0.0000% | $1461000.00        | $1449202.43        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                             | 2027-03-02      | 1.2670%  | 0.0000% | $4000.00           | $3903.03           | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                             | 2028-06-06      | 4.1230%  | 0.0000% | $35000.00          | $35398.92          | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                             | 2027-06-08      | 6.0470%  | 0.0000% | $1732000.00        | $1804486.32        | Corporate Debt Securities |
| BOEING CO                                         | 2034-05-01      | 3.6000%  | 0.0000% | $51000.00          | $44157.84          | Corporate Debt Securities |
| BOEING CO                                         | 2050-02-01      | 3.7500%  | 0.0000% | $15000.00          | $10492.74          | Corporate Debt Securities |
| BOEING CO                                         | 2060-05-01      | 5.9300%  | 0.0000% | $12000.00          | $11138.84          | Corporate Debt Securities |
| BOEING CO                                         | 2034-05-01      | 6.5280%  | 0.0000% | $6000.00           | $6431.93           | Corporate Debt Securities |
| BOSTON PROP                                       | 2026-10-01      | 2.7500%  | 0.0000% | $70000.00          | $68414.99          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2050-02-24      | 3.0000%  | 0.0000% | $97000.00          | $61457.26          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2061-02-08      | 3.3790%  | 0.0000% | $50000.00          | $31585.12          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2029-04-10      | 4.6990%  | 0.0000% | $41000.00          | $41629.61          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2029-10-17      | 4.9700%  | 0.0000% | $1035000.00        | $1059505.06        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2029-11-25      | 4.8680%  | 0.0000% | $24000.00          | $24312.87          | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                             | 2031-08-12      | 1.7500%  | 0.0000% | $100000.00         | $86101.00          | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                         | 2050-02-05      | 3.2500%  | 0.0000% | $131000.00         | $88971.52          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2040-11-13      | 2.3500%  | 0.0000% | $32000.00          | $21304.95          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2031-02-01      | 5.7500%  | 0.0000% | $3233000.00        | $3475465.12        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                           | 2029-02-22      | 4.9000%  | 0.0000% | $66000.00          | $68030.75          | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC                    | 2030-12-15      | 9.6250%  | 0.0000% | $132000.00         | $166657.20         | Corporate Debt Securities |
| BRIXMOR OPERATING PARTNERSHIP LP                  | 2034-02-15      | 5.5000%  | 0.0000% | $25000.00          | $25275.04          | Corporate Debt Securities |
| BROADCOM CORP                                     | 2027-01-15      | 3.8750%  | 0.0000% | $2190000.00        | $2202398.14        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                         | 2041-12-15      | 4.2500%  | 0.0000% | $26000.00          | $22133.26          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                         | 2034-01-15      | 4.8500%  | 0.0000% | $40000.00          | $39888.70          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                          | 2045-08-15      | 4.2000%  | 0.0000% | $25000.00          | $20463.00          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                          | 2031-08-15      | 2.0000%  | 0.0000% | $59000.00          | $50742.56          | Corporate Debt Securities |
| ONEOK PARTNERS LP                                 | 2037-10-15      | 6.8500%  | 0.0000% | $200000.00         | $212692.50         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2055-08-03      | 6.0000%  | 0.0000% | $246000.00         | $243813.06         | Corporate Debt Securities |
| PEPSICO INC                                       | 2060-03-19      | 3.8750%  | 0.0000% | $4000.00           | $2959.65           | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2051-08-01      | 3.4000%  | 0.0000% | $57000.00          | $36984.96          | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2028-11-15      | 6.0000%  | 0.0000% | $39000.00          | $40815.06          | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2053-11-15      | 6.7000%  | 0.0000% | $2000.00           | $2103.58           | Corporate Debt Securities |
| OWENS CORNING                                     | 2054-06-15      | 5.9500%  | 0.0000% | $8000.00           | $8090.57           | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                             | 2026-01-15      | 4.2500%  | 0.0000% | $9000000.00        | $9090607.50        | Corporate Debt Securities |
| PACIFIC LIFECORP                                  | 2052-09-15      | 5.4000%  | 0.0000% | $269000.00         | $250608.47         | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FUNDING II                    | 2030-02-10      | 4.8500%  | 0.0000% | $4000000.00        | $4085197.78        | Corporate Debt Securities |
| PACIFICORP                                        | 2053-12-01      | 5.3500%  | 0.0000% | $13000.00          | $11750.07          | Corporate Debt Securities |
| PACIFICORP                                        | 2034-02-15      | 5.4500%  | 0.0000% | $300000.00         | $303880.75         | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                       | 2029-09-15      | 4.5000%  | 0.0000% | $42000.00          | $42532.77          | Corporate Debt Securities |
| PAYPAL HOLDINGS INC                               | 2030-06-01      | 2.3000%  | 0.0000% | $27000.00          | $24576.10          | Corporate Debt Securities |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUNCOKE ENERGY INC                             | 2029-06-30      | 4.8750%  | 0.0000% | $2250000.00        | $2123915.63        | Corporate Debt Securities |
| SKYWORKS SOLUTIONS INC.                        | 2031-06-01      | 3.0000%  | 0.0000% | $3260000.00        | $2876189.33        | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC    | 2032-02-01      | 7.5000%  | 0.0000% | $2280000.00        | $2331528.00        | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2029-04-01      | 4.7500%  | 0.0000% | $1692000.00        | $1630656.07        | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC      | 2034-07-01      | 6.3750%  | 0.0000% | $2441000.00        | $2448555.91        | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GROUP INC               | 2029-03-01      | 9.7500%  | 0.0000% | $2765000.00        | $2931519.82        | Corporate Debt Securities |
| TRI POINTE HOMES INC (DELAWARE)                | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2843915.67        | Corporate Debt Securities |
| GLOBAL AUTO HOLDINGS PLC                       | 2029-08-15      | 11.5000% | 0.0000% | $2585000.00        | $2561811.11        | Corporate Debt Securities |
| TEGNA INC                                      | 2028-03-15      | 4.6250%  | 0.0000% | $3000000.00        | $2935426.25        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                           | 2030-06-15      | 9.0000%  | 0.0000% | $2910000.00        | $2770087.20        | Corporate Debt Securities |
| CNX MIDSTREAM PARTNERS LP                      | 2030-04-15      | 4.7500%  | 0.0000% | $3000000.00        | $2787112.50        | Corporate Debt Securities |
| RFNA LP                                        | 2030-02-15      | 7.8750%  | 0.0000% | $2380000.00        | $2447005.93        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP                          | 2028-11-15      | 8.2500%  | 0.0000% | $2400000.00        | $2441178.00        | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                      | 2032-04-30      | 6.7500%  | 0.0000% | $2338000.00        | $2409759.07        | Corporate Debt Securities |
| FMG RESOURCES (AUGUST 2006) PTY LTD            | 2032-04-15      | 6.1250%  | 0.0000% | $2829000.00        | $2836910.59        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                   | 2043-04-01      | 4.8750%  | 0.0000% | $4000000.00        | $2725478.33        | Corporate Debt Securities |
| GEO GROUP INC                                  | 2031-04-15      | 10.2500% | 0.0000% | $2155000.00        | $2388952.19        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2027-11-04      | 7.3500%  | 0.0000% | $2406000.00        | $2489989.45        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2025-08-04      | 4.1340%  | 0.0000% | $2400000.00        | $2424817.60        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2025-06-09      | 4.6870%  | 0.0000% | $2515000.00        | $2570212.42        | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                    | 2031-05-01      | 7.0000%  | 0.0000% | $2668000.00        | $2749717.88        | Corporate Debt Securities |
| FERRELLGAS LP                                  | 2029-04-01      | 5.8750%  | 0.0000% | $3218000.00        | $2945494.84        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC                | 2031-08-01      | 8.2500%  | 0.0000% | $2246000.00        | $2438978.19        | Corporate Debt Securities |
| WESTERN DIGITAL CORP                           | 2032-02-01      | 3.1000%  | 0.0000% | $2953000.00        | $2563107.21        | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC                        | 2031-10-01      | 8.2500%  | 0.0000% | $2808000.00        | $2960392.50        | Corporate Debt Securities |
| RXO INC                                        | 2027-11-15      | 7.5000%  | 0.0000% | $2640000.00        | $2705326.80        | Corporate Debt Securities |
| GLP CAPITAL LP                                 | 2032-01-15      | 3.2500%  | 0.0000% | $3250000.00        | $2851476.88        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                         | 2029-02-01      | 9.5000%  | 0.0000% | $1893000.00        | $2088230.35        | Corporate Debt Securities |
| NEWELL BRANDS INC                              | 2026-04-01      | 5.7000%  | 0.0000% | $2555000.00        | $2597723.86        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2028-08-15      | 8.0000%  | 0.0000% | $2521000.00        | $2575033.43        | Corporate Debt Securities |
| INTELLIGENT PACKAGING FINCO INC LTD            | 2028-09-15      | 6.0000%  | 0.0000% | $2500000.00        | $2525250.00        | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                     | 2031-01-31      | 4.2500%  | 0.0000% | $3250000.00        | $2991096.88        | Corporate Debt Securities |
| BUCKEYE PARTNERS                               | 2026-12-01      | 3.9500%  | 0.0000% | $3000000.00        | $2998920.83        | Corporate Debt Securities |
| BOMBARDIER INC                                 | 2028-02-15      | 6.0000%  | 0.0000% | $2650000.00        | $2694732.00        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2031-05-15      | 7.5000%  | 0.0000% | $2710000.00        | $2789552.05        | Corporate Debt Securities |
| OUTFRONT MEDIA CAPITAL LLC                     | 2027-08-15      | 5.0000%  | 0.0000% | $1008000.00        | $1008094.08        | Corporate Debt Securities |
| CLARIOS US FINANCE COMPANY INC                 | 2027-05-15      | 8.5000%  | 0.0000% | $1572000.00        | $1581890.50        | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                      | 2031-06-01      | 7.1250%  | 0.0000% | $2768000.00        | $2946442.58        | Corporate Debt Securities |

### Security 306: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-05
- **C.13 - Final Legal Maturity Date:** 2025-07-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SEMT_13-2                                                 | 2043-02-25      | 0.6260%  | 0.0000% | $278623000.00      | $283371.59         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN38                                              | 2064-12-15      | 0.8085%  | 0.0000% | $11421000.00       | $474006.61         | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN26                                              | 2063-03-15      | 1.1907%  | 0.0000% | $8720000.00        | $357546.18         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN37                                              | 2064-11-15      | 0.0000%  | 0.0000% | $1210840.00        | $29608.48          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                         | 2054-11-15      | 0.7523%  | 0.0000% | $12285000.00       | $155762.90         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN19                                         | 2061-08-15      | 1.1002%  | 0.0000% | $14780000.00       | $473812.72         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN28                                         | 2063-03-15      | 1.7588%  | 0.0000% | $44190000.00       | $3189506.09        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN31                                              | 2054-02-15      | 1.2814%  | 0.0000% | $15015552.00       | $826860.06         | Private Label Collateralized Mortgage Obligations |
| BANK_23-BN46                                              | 2056-08-15      | 0.6169%  | 0.0000% | $3714396.00        | $135220.50         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                                           | 2063-06-15      | 0.9704%  | 0.0000% | $17260000.00       | $710383.94         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN32                                              | 2054-04-15      | 0.7630%  | 0.0000% | $2470000.00        | $78831.36          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR10                                            | 2057-10-15      | 1.1899%  | 0.0000% | $17870300.00       | $820786.76         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                         | 2050-11-15      | 0.7060%  | 0.0000% | $3000000.00        | $35234.83          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V8                      | 2057-07-15      | 0.7897%  | 0.0000% | $53028000.00       | $1527183.72        | Private Label Collateralized Mortgage Obligations |
| BMARK_23-B39                                              | 2056-07-15      | 0.5732%  | 0.0000% | $11773664.00       | $439438.97         | Private Label Collateralized Mortgage Obligations |
| BMARK_19-B13                                              | 2057-08-15      | 0.9761%  | 0.0000% | $1750000.00        | $61626.76          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B1                      | 2051-01-15      | 0.5273%  | 0.0000% | $2949000.00        | $21543.77          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                     | 2054-02-15      | 1.2557%  | 0.0000% | $27491000.00       | $1394556.99        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                      | 2052-01-15      | 0.6192%  | 0.0000% | $3000000.00        | $47606.55          | Private Label Collateralized Mortgage Obligations |
| BMARK_20-B19                                              | 2053-09-15      | 1.7445%  | 0.0000% | $5026000.00        | $237523.11         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B18                     | 2053-07-15      | 1.7969%  | 0.0000% | $300000.00         | $14110.90          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                     | 2054-01-15      | 1.5019%  | 0.0000% | $573000.00         | $38270.35          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B24                                              | 2054-03-15      | 1.1350%  | 0.0000% | $1697000.00        | $73664.60          | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B26                                              | 2054-06-15      | 0.8814%  | 0.0000% | $7077241.00        | $252830.73         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B30                                              | 2054-11-15      | 0.7993%  | 0.0000% | $2122000.00        | $85682.21          | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B32                                              | 2055-01-15      | 0.4564%  | 0.0000% | $168390000.00      | $2653061.29        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V10                     | 2057-09-15      | 1.3055%  | 0.0000% | $17915500.00       | $895335.72         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V13                     | 2057-02-15      | 0.0000%  | 0.0000% | $27800000.00       | $995279.81         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                             | 2059-10-25      | 0.3177%  | 0.0000% | $102004000.00      | $730480.09         | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO LTD BSP_18-14A                | 2052-08-15      | 1.5158%  | 0.0000% | $2827000.00        | $123068.43         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31 | 2057-12-15      | 0.0000%  | 0.0000% | $26208000.00       | $1129145.62        | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C32                                              | 2062-02-15      | 1.1293%  | 0.0000% | $8900000.00        | $766504.44         | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                  | 2056-12-15      | 0.9069%  | 0.0000% | $13423098.00       | $801543.58         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9       | 2053-08-15      | 1.7050%  | 0.0000% | $301000.00         | $12273.13          | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C1                                               | 2049-05-10      | 1.2500%  | 0.0000% | $24277000.00       | $174453.16         | Private Label Collateralized Mortgage Obligations |
| DBJPM_16-C3                                               | 2049-09-10      | 0.7500%  | 0.0000% | $11566000.00       | $258663.96         | Private Label Collateralized Mortgage Obligations |
| TPG_24-WLSC                                               | 2041-11-15      | 6.4612%  | 0.0000% | $5000000.00        | $4997055.89        | Private Label Collateralized Mortgage Obligations |
| CHASE_24-8                                                | 2055-08-25      | 0.5000%  | 0.0000% | $47764000.00       | $396139.10         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST                           | 2057-06-15      | 0.5097%  | 0.0000% | $8093000.00        | $401.19            | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE27                                            | 2048-10-30      | 1.0000%  | 0.0000% | $24256000.00       | $49592.75          | Private Label Collateralized Mortgage Obligations |
| COMM_24-277P                                              | 2042-08-10      | 0.6610%  | 0.0000% | $8850000.00        | $248901.72         | Private Label Collateralized Mortgage Obligations |
| MSBAM 2015-C20                                            | 2048-02-15      | 1.6551%  | 0.0000% | $15735000.00       | $131523.83         | Private Label Collateralized Mortgage Obligations |
| MSC_2015-MS1                                              | 2048-05-15      | 0.2657%  | 0.0000% | $120065881.00      | $8172.35           | Private Label Collateralized Mortgage Obligations |
| MSBAM_16-C31                                              | 2049-11-15      | 1.2540%  | 0.0000% | $5943856.00        | $93129.46          | Private Label Collateralized Mortgage Obligations |
| MSBAM_17-C34                                              | 2052-11-15      | 0.7646%  | 0.0000% | $9343000.00        | $113253.78         | Private Label Collateralized Mortgage Obligations |
| MSC_16-UBS11                                              | 2049-08-15      | 1.5000%  | 0.0000% | $12786000.00       | $128105.40         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_15-C26                    | 2048-10-15      | 0.8608%  | 0.0000% | $130000.00         | $44.41             | Private Label Collateralized Mortgage Obligations |
| MSC_15-UBS8                                               | 2048-12-15      | 1.3959%  | 0.0000% | $25718468.00       | $217385.58         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                          | 2050-06-17      | 1.2931%  | 0.0000% | $16520000.00       | $227902.98         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                  | 2054-05-15      | 1.2778%  | 0.0000% | $4140000.00        | $208591.00         | Private Label Collateralized Mortgage Obligations |
| RIDET_25-SHRE                                             | 2047-02-14      | 0.0000%  | 0.0000% | $119280000.00      | $119.28            | Private Label Collateralized Mortgage Obligations |
| SBAL_20-RR1                                               | 2053-02-13      | 1.2875%  | 0.0000% | $48097679.00       | $1732325.26        | Private Label Collateralized Mortgage Obligations |
| SCG COMMERCIAL MORTGAGE TRUST SCG_25-DLFN                 | 2035-03-15      | 5.5287%  | 0.0000% | $4960000.00        | $4901390.80        | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                              | 2058-03-15      | 1.1560%  | 0.0000% | $78000000.00       | $3766634.61        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4         | 2058-05-15      | 1.3461%  | 0.0000% | $82677084.00       | $4094117.69        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2059-12-15      | 0.8148%  | 0.0000% | $28673288.00       | $199993.18         | Private Label Collateralized Mortgage Obligations |
| `WFCM_16-C36                                              | 2059-11-15      | 0.0000%  | 0.0000% | $10080779.00       | $144386.46         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2050-09-15      | 1.0726%  | 0.0000% | $13695000.00       | $209189.45         | Private Label Collateralized Mortgage Obligations |
| WFC_21-C59                                                | 2054-04-15      | 1.4950%  | 0.0000% | $17039998.00       | $1051672.39        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATI                          | 2044-08-10      | 0.0000%  | 0.0000% | $25909000.00       | $929.34            | Private Label Collateralized Mortgage Obligations |
| GSMS_13-GC13                                              | 2046-07-10      | 0.0000%  | 0.0000% | $34835000.00       | $10.04             | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-31CB          | 2036-11-25      | 0.1846%  | 0.0000% | $246657000.00      | $86362.91          | Private Label Collateralized Mortgage Obligations |
| GSMS_18-GS10                                              | 2051-07-10      | 0.3061%  | 0.0000% | $4399000.00        | $43120.91          | Private Label Collateralized Mortgage Obligations |
| GSMS_15-GC34                                              | 2048-10-10      | 1.6562%  | 0.0000% | $30886651.00       | $651868.46         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                          | 2048-11-10      | 1.1302%  | 0.0000% | $14498252.00       | $86734.79          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C7                             | 2057-11-11      | 0.9309%  | 0.0000% | $11950000.00       | $449625.45         | Private Label Collateralized Mortgage Obligations |
| CGCMT_18-C6                                               | 2051-11-10      | 0.7615%  | 0.0000% | $2553000.00        | $54761.46          | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC35                                             | 2048-11-10      | 1.2201%  | 0.0000% | $20357705.00       | $175969.46         | Private Label Collateralized Mortgage Obligations |
| CCMT_16-GC36                                              | 2049-02-10      | 0.0000%  | 0.0000% | $52265939.00       | $527683.72         | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-INV1                                             | 2055-01-25      | 0.3908%  | 0.0000% | $80000000.00       | $733362.08         | Private Label Collateralized Mortgage Obligations |
| GMAC MORTGAGE CORPORATION LOAN TRUST GMACM_06-J1          | 2036-04-25      | 0.4737%  | 0.0000% | $44944000.00       | $17201.70          | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                              | 2054-09-15      | 1.3518%  | 0.0000% | $1391000.00        | $79048.35          | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                             | 2025-06-02      | 0.1200%  | 0.0000% | $141031000.00      | $589950.54         | Private Label Collateralized Mortgage Obligations |
| JPMBB_15-C45                                              | 2048-11-15      | 0.5000%  | 0.0000% | $4901898.00        | $4131.22           | Private Label Collateralized Mortgage Obligations |
| JPMDB_16-C2                                               | 2026-05-15      | 1.2500%  | 0.0000% | $12471000.00       | $134960.47         | Private Label Collateralized Mortgage Obligations |
| JPMCC_16-JP2                                              | 2049-08-15      | 0.7500%  | 0.0000% | $13414000.00       | $89634.59          | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_25-DIME                                       | 2035-02-15      | 5.4787%  | 0.0000% | $2653984.00        | $2651748.80        | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C23                                              | 2047-09-15      | 0.3561%  | 0.0000% | $32521000.00       | $876.48            | Private Label Collateralized Mortgage Obligations |
| JPMBB_14-C24                                              | 2047-11-15      | 0.5000%  | 0.0000% | $19697937.00       | $198806.91         | Private Label Collateralized Mortgage Obligations |
| JPMCC_15-FL7                                              | 2028-05-15      | 10.7500% | 0.0000% | $6265000.00        | $2222461.61        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURI                          | 2048-08-15      | 0.7577%  | 0.0000% | $39500000.00       | $8631.60           | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                             | 2059-10-25      | 0.5000%  | 0.0000% | $48000000.00       | $731928.31         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_24-R1                    | 2069-09-25      | 5.2180%  | 0.0000% | $500000.00         | $451249.89         | Private Label Collateralized Mortgage Obligations |
| PRIME_07-1                                                | 2037-03-25      | 0.2996%  | 0.0000% | $82317000.00       | $14925.75          | Private Label Collateralized Mortgage Obligations |
| PRIME MORTGAGE TRUST PRIME_07-2                           | 2037-04-25      | 0.2914%  | 0.0000% | $40230000.00       | $13941.86          | Private Label Collateralized Mortgage Obligations |
| CGCMT_22-GC48                                             | 2054-05-15      | 0.3046%  | 0.0000% | $85373000.00       | $1532136.07        | Private Label Collateralized Mortgage Obligations |
| CGCMT_16-P3                                               | 2049-04-15      | 0.0000%  | 0.0000% | $33553954.00       | $661794.24         | Private Label Collateralized Mortgage Obligations |
| BANK_18-BN14                                              | 2060-09-15      | 0.5005%  | 0.0000% | $1000000.00        | $11035.65          | Private Label Collateralized Mortgage Obligations |
| BACM_15-UBS7                                              | 2048-09-15      | 0.6948%  | 0.0000% | $32868332.00       | $12002.46          | Private Label Collateralized Mortgage Obligations |
| BACM_16-UB10                                              | 2049-06-15      | 1.9131%  | 0.0000% | $41693000.00       | $2418248.33        | Private Label Collateralized Mortgage Obligations |
| BANK_22-BN39                                              | 2055-02-15      | 0.4166%  | 0.0000% | $52540000.00       | $1237043.37        | Private Label Collateralized Mortgage Obligations |
| BANK_20-BN27                                              | 2063-04-15      | 1.1543%  | 0.0000% | $34182000.00       | $1552839.92        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN18                                         | 2062-05-17      | 0.8811%  | 0.0000% | $15278000.00       | $432424.78         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BNK17                                             | 2052-04-15      | 0.9974%  | 0.0000% | $1960000.00        | $60558.17          | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN16                                              | 2052-02-16      | 0.9320%  | 0.0000% | $1648564.00        | $40433.32          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN20                                         | 2062-09-15      | 0.8068%  | 0.0000% | $22715000.00       | $606284.74         | Private Label Collateralized Mortgage Obligations |
| BANK_19-BN21                                              | 2052-10-17      | 0.8267%  | 0.0000% | $2726000.00        | $72912.69          | Private Label Collateralized Mortgage Obligations |
| BANK_21-BNK35                                             | 2064-06-15      | 1.0301%  | 0.0000% | $14316000.00       | $644440.17         | Private Label Collateralized Mortgage Obligations |
| CF_19-CF3                                                 | 2053-01-17      | 0.6773%  | 0.0000% | $35417000.00       | $816950.70         | Private Label Collateralized Mortgage Obligations |
| CD_16-CD2                                                 | 2049-11-04      | 0.0000%  | 0.0000% | $12334689.00       | $185229.33         | Private Label Collateralized Mortgage Obligations |
| CAFL_25-RTL1                                              | 2025-06-02      | 0.0000%  | 0.0000% | $6000000.00        | $6010360.67        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ3                                              | 2055-07-26      | 0.5000%  | 0.0000% | $69000000.00       | $1070027.82        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_12-CR4                           | 2045-10-15      | 1.1437%  | 0.0000% | $420124.00         | $1033.50           | Private Label Collateralized Mortgage Obligations |
| CSAIL_18-CX12                                             | 2051-08-15      | 0.5416%  | 0.0000% | $32904000.00       | $403995.95         | Private Label Collateralized Mortgage Obligations |
| COMM_14-CR15                                              | 2047-02-10      | 0.1490%  | 0.0000% | $27210000.00       | $530242.14         | Private Label Collateralized Mortgage Obligations |
| COMM_14_CCRE20                                            | 2047-11-10      | 1.4507%  | 0.0000% | $16586000.00       | $609463.81         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC21                          | 2048-07-10      | 0.4887%  | 0.0000% | $480000.00         | $29.12             | Private Label Collateralized Mortgage Obligations |
| COMM_15-CCRE25                                            | 2025-08-10      | 0.7500%  | 0.0000% | $16251095.00       | $27044.54          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                               | 2026-02-10      | 0.7500%  | 0.0000% | $24126000.00       | $74867.00          | Private Label Collateralized Mortgage Obligations |
| COMM_16-DC2                                               | 2026-02-10      | 1.9323%  | 0.0000% | $12748000.00       | $123152.66         | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                              | 2052-02-10      | 1.0064%  | 0.0000% | $12850000.00       | $354859.03         | Private Label Collateralized Mortgage Obligations |
| GSMS_20-GC45                                              | 2053-02-13      | 0.6144%  | 0.0000% | $1000000.00        | $21747.33          | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ6                                              | 2051-11-27      | 0.1562%  | 0.0000% | $107939000.00      | $800826.32         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UB                          | 2050-08-17      | 1.0564%  | 0.0000% | $3120000.00        | $35518.42          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C4                                               | 2050-10-17      | 1.0840%  | 0.0000% | $2174000.00        | $34394.06          | Private Label Collateralized Mortgage Obligations |
| UBSCM_17-C5                                               | 2050-11-15      | 1.1333%  | 0.0000% | $2700000.00        | $33034.13          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C17                | 2052-10-15      | 1.4360%  | 0.0000% | $13660000.00       | $634698.85         | Private Label Collateralized Mortgage Obligations |
| AOTA_15-1211                                              | 2035-08-10      | 0.0000%  | 0.0000% | $24750809.00       | $5312.07           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-08-15      | 1.7038%  | 0.0000% | $1706000.00        | $23192.11          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-10-06      | 0.0000%  | 0.0000% | $6794000.00        | $370320.75         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2057-09-15      | 0.8412%  | 0.0000% | $3000000.00        | $1018.72           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2049-11-15      | 2.0000%  | 0.0000% | $6676000.00        | $157601.08         | Private Label Collateralized Mortgage Obligations |

### Security 307: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGL_39                                     | 2038-04-20      | 5.3429%  | 0.0000% | $206695711.00      | $206241661.08      | Asset-Backed Securities                           |
| SUN COMMUNITIES OPERATING LP               | 2032-04-15      | 4.2000%  | 0.0000% | $100000.00         | $93882.00          | Corporate Debt Securities                         |
| SYSCO CORP                                 | 2031-12-14      | 2.4500%  | 0.0000% | $100000.00         | $87281.72          | Corporate Debt Securities                         |
| SYSCO CORP                                 | 2030-09-23      | 5.1000%  | 0.0000% | $35000.00          | $35910.99          | Corporate Debt Securities                         |
| STATE STREET CORP                          | 2079-12-31      | 6.4500%  | 0.0000% | $68000.00          | $69184.90          | Corporate Debt Securities                         |
| SAUDI ARABIA KINGDOM OF (GOVERNMENT)       | 2033-07-18      | 4.8750%  | 0.0000% | $608000.00         | $612775.84         | Corporate Debt Securities                         |
| EQUIFAX INC                                | 2028-06-01      | 5.1000%  | 0.0000% | $3000.00           | $3108.80           | Corporate Debt Securities                         |
| EQUINIX INC                                | 2028-05-15      | 2.0000%  | 0.0000% | $424000.00         | $395733.33         | Corporate Debt Securities                         |
| SEMPRA                                     | 2039-10-15      | 6.0000%  | 0.0000% | $3853000.00        | $3848800.23        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC                 | 2028-03-17      | 2.2500%  | 0.0000% | $270000.00         | $253603.58         | Corporate Debt Securities                         |
| SOUTHWESTERN ELECTRIC POWER COMPANY        | 2033-04-01      | 5.3000%  | 0.0000% | $40000.00          | $39919.04          | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS COMPANY (THE)             | 2029-08-15      | 2.9500%  | 0.0000% | $20000.00          | $18852.28          | Corporate Debt Securities                         |
| JM SMUCKER CO                              | 2030-03-15      | 2.3750%  | 0.0000% | $415000.00         | $375242.14         | Corporate Debt Securities                         |
| SMURFIT KAPPA TREASURY UNLIMITED CO        | 2054-04-03      | 5.7770%  | 0.0000% | $400000.00         | $381994.77         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2029-04-01      | 6.6500%  | 0.0000% | $72000.00          | $75595.58          | Corporate Debt Securities                         |
| PROSUS NV                                  | 2027-01-19      | 3.2570%  | 0.0000% | $300000.00         | $295161.56         | Corporate Debt Securities                         |
| PROSUS NV                                  | 2027-01-19      | 3.2570%  | 0.0000% | $379000.00         | $372887.44         | Corporate Debt Securities                         |
| BERMUDA                                    | 2032-07-15      | 5.0000%  | 0.0000% | $558000.00         | $549948.06         | Corporate Debt Securities                         |
| BECTON DICKINSON AND COMPANY               | 2047-06-06      | 4.6690%  | 0.0000% | $1000.00           | $853.22            | Corporate Debt Securities                         |
| BECTON DICKINSON AND COMPANY               | 2047-06-06      | 4.6690%  | 0.0000% | $99000.00          | $84468.47          | Corporate Debt Securities                         |
| BECTON DICKINSON AND COMPANY               | 2050-05-20      | 3.7940%  | 0.0000% | $4322000.00        | $3096989.13        | Corporate Debt Securities                         |
| BECTON DICKINSON AND COMPANY               | 2029-02-08      | 4.8740%  | 0.0000% | $11000.00          | $11228.29          | Corporate Debt Securities                         |
| BAXTER INTERNATIONAL INC.                  | 2031-04-01      | 1.7300%  | 0.0000% | $3000.00           | $2525.03           | Corporate Debt Securities                         |
| BAYER US FINANCE II LLC                    | 2048-06-25      | 4.8750%  | 0.0000% | $500000.00         | $401869.79         | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                  | 2042-02-02      | 3.7000%  | 0.0000% | $418000.00         | $330323.57         | Corporate Debt Securities                         |
| PLAINS ALL AMERICAN PIPELINE LP            | 2029-12-15      | 3.5500%  | 0.0000% | $41000.00          | $39408.82          | Corporate Debt Securities                         |
| SOUTHWEST AIRLINES CO                      | 2026-11-15      | 3.0000%  | 0.0000% | $310000.00         | $302243.80         | Corporate Debt Securities                         |
| MPLX LP                                    | 2038-04-15      | 4.5000%  | 0.0000% | $98000.00          | $84919.45          | Corporate Debt Securities                         |
| MPLX LP                                    | 2048-04-15      | 4.7000%  | 0.0000% | $1784000.00        | $1412919.08        | Corporate Debt Securities                         |
| MPLX LP                                    | 2053-03-01      | 5.6500%  | 0.0000% | $217000.00         | $195325.62         | Corporate Debt Securities                         |
| MPLX LP                                    | 2055-04-01      | 5.9500%  | 0.0000% | $223000.00         | $209080.84         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                          | 2035-11-18      | 5.8740%  | 0.0000% | $910000.00         | $903191.38         | Corporate Debt Securities                         |
| HP INC                                     | 2031-06-17      | 2.6500%  | 0.0000% | $285000.00         | $250286.60         | Corporate Debt Securities                         |
| HP INC                                     | 2029-04-15      | 4.0000%  | 0.0000% | $10000.00          | $9738.80           | Corporate Debt Securities                         |
| HP INC                                     | 2033-01-15      | 5.5000%  | 0.0000% | $912000.00         | $926988.72         | Corporate Debt Securities                         |
| HP INC                                     | 2030-04-25      | 5.4000%  | 0.0000% | $1200000.00        | $1221624.00        | Corporate Debt Securities                         |
| OLD REPUB INTL CORP                        | 2034-03-28      | 5.7500%  | 0.0000% | $21000.00          | $21465.00          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                      | 2033-09-15      | 5.8750%  | 0.0000% | $1870000.00        | $1938422.52        | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP                 | 2032-02-15      | 3.2500%  | 0.0000% | $61000.00          | $53268.81          | Corporate Debt Securities                         |
| DTE ENERGY COMPANY                         | 2029-06-15      | 3.4000%  | 0.0000% | $95000.00          | $91593.62          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO              | 2045-10-15      | 6.3500%  | 0.0000% | $200000.00         | $201465.50         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC.               | 2034-12-15      | 5.3000%  | 0.0000% | $2000.00           | $2006.05           | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2028-02-01      | 4.7500%  | 0.0000% | $53000.00          | $53846.48          | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2030-04-15      | 3.8750%  | 0.0000% | $58000.00          | $56140.74          | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2029-02-15      | 2.6250%  | 0.0000% | $200000.00         | $187363.25         | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2026-02-15      | 1.5000%  | 0.0000% | $141000.00         | $138380.93         | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2028-02-15      | 2.0500%  | 0.0000% | $310000.00         | $293129.54         | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2028-03-15      | 4.9500%  | 0.0000% | $72000.00          | $73754.82          | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2054-06-15      | 6.0000%  | 0.0000% | $98000.00          | $100054.08         | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2029-10-01      | 4.2000%  | 0.0000% | $3000.00           | $2973.13           | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2035-01-15      | 4.7000%  | 0.0000% | $58000.00          | $56384.99          | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2032-05-15      | 5.1250%  | 0.0000% | $1470000.00        | $1483796.56        | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2035-05-15      | 5.3000%  | 0.0000% | $600000.00         | $598853.00         | Corporate Debt Securities                         |
| T-MOBILE USA INC                           | 2055-11-15      | 5.8750%  | 0.0000% | $4011000.00        | $3928685.92        | Corporate Debt Securities                         |
| TAPESTRY INC                               | 2030-03-11      | 5.1000%  | 0.0000% | $2000.00           | $2044.50           | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                       | 2052-04-15      | 4.9500%  | 0.0000% | $720000.00         | $578863.80         | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                       | 2053-02-15      | 6.5000%  | 0.0000% | $1503000.00        | $1511504.47        | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                       | 2029-03-01      | 6.1500%  | 0.0000% | $5000.00           | $5292.12           | Corporate Debt Securities                         |
| AT&T INC                                   | 2042-12-15      | 4.3000%  | 0.0000% | $22000.00          | $18617.90          | Corporate Debt Securities                         |
| AT&T INC                                   | 2042-12-15      | 4.3000%  | 0.0000% | $745000.00         | $630469.91         | Corporate Debt Securities                         |
| AT&T INC                                   | 2045-06-15      | 4.3500%  | 0.0000% | $1000.00           | $827.67            | Corporate Debt Securities                         |
| AT&T INC                                   | 2037-03-01      | 5.2500%  | 0.0000% | $3000.00           | $2970.51           | Corporate Debt Securities                         |
| AT&T INC                                   | 2041-06-01      | 3.5000%  | 0.0000% | $23000.00          | $17985.14          | Corporate Debt Securities                         |
| AT&T INC                                   | 2028-02-01      | 1.6500%  | 0.0000% | $95000.00          | $88879.55          | Corporate Debt Securities                         |
| AT&T INC                                   | 2032-02-01      | 2.2500%  | 0.0000% | $54000.00          | $46129.91          | Corporate Debt Securities                         |
| AT&T INC                                   | 2053-09-15      | 3.5000%  | 0.0000% | $440000.00         | $294915.13         | Corporate Debt Securities                         |
| AT&T INC                                   | 2059-09-15      | 3.6500%  | 0.0000% | $160000.00         | $106119.07         | Corporate Debt Securities                         |
| AT&T INC                                   | 2059-09-15      | 3.6500%  | 0.0000% | $235000.00         | $155862.38         | Corporate Debt Securities                         |
| AT&T INC                                   | 2034-02-15      | 5.4000%  | 0.0000% | $229000.00         | $235347.88         | Corporate Debt Securities                         |
| AKER BP ASA                                | 2031-01-15      | 4.0000%  | 0.0000% | $458000.00         | $430332.22         | Corporate Debt Securities                         |
| AIR LEASE CORPORATION                      | 2027-04-01      | 3.6250%  | 0.0000% | $1016000.00        | $1000537.47        | Corporate Debt Securities                         |
| ALLEGION US HOLDING CO INC                 | 2034-05-29      | 5.6000%  | 0.0000% | $190000.00         | $191008.06         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC                         | 2037-06-15      | 5.2500%  | 0.0000% | $2026000.00        | $1921078.53        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                        | 2044-11-15      | 4.5000%  | 0.0000% | $1068000.00        | $864914.46         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                        | 2034-02-15      | 5.4500%  | 0.0000% | $10000.00          | $10223.66          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                        | 2029-11-15      | 5.0000%  | 0.0000% | $4000.00           | $4049.09           | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS LP                | 2033-06-30      | 5.9500%  | 0.0000% | $2300000.00        | $2405527.83        | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC       | 2029-11-15      | 3.7000%  | 0.0000% | $86000.00          | $82440.60          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                      | 2035-08-01      | 5.5000%  | 0.0000% | $200000.00         | $201972.11         | Corporate Debt Securities                         |
| HUMANA INC                                 | 2033-03-01      | 5.8750%  | 0.0000% | $4000.00           | $4111.50           | Corporate Debt Securities                         |
| HUMANA INC                                 | 2035-05-01      | 5.5500%  | 0.0000% | $2000.00           | $1987.35           | Corporate Debt Securities                         |
| AON CORP                                   | 2030-05-15      | 2.8000%  | 0.0000% | $28000.00          | $25649.87          | Corporate Debt Securities                         |
| AON NORTH AMERICA INC                      | 2054-03-01      | 5.7500%  | 0.0000% | $997000.00         | $968251.78         | Corporate Debt Securities                         |
| COTERRA ENERGY INC                         | 2035-02-15      | 5.4000%  | 0.0000% | $2000.00           | $1988.58           | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                       | 2029-06-08      | 6.3120%  | 0.0000% | $2000.00           | $2141.77           | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                       | 2035-07-26      | 5.8840%  | 0.0000% | $49000.00          | $50543.85          | Corporate Debt Securities                         |
| TEXTRON INC                                | 2035-05-15      | 5.5000%  | 0.0000% | $1535000.00        | $1549194.49        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                       | 2046-12-15      | 4.4200%  | 0.0000% | $385000.00         | $313462.51         | Corporate Debt Securities                         |
| DOLLAR TREE INC                            | 2031-12-01      | 2.6500%  | 0.0000% | $51000.00          | $44650.32          | Corporate Debt Securities                         |
| DOMINION ENERGY INC                        | 2025-10-01      | 3.9000%  | 0.0000% | $3000.00           | $3011.11           | Corporate Debt Securities                         |
| DOMINION ENERGY INC                        | 2030-06-15      | 5.0000%  | 0.0000% | $100000.00         | $101821.22         | Corporate Debt Securities                         |
| DOMINION ENERGY INC                        | 2028-05-15      | 4.6000%  | 0.0000% | $4000.00           | $4016.01           | Corporate Debt Securities                         |
| DOMINION ENERGY INC                        | 2028-05-15      | 4.6000%  | 0.0000% | $4000000.00        | $4016008.89        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                            | 2029-11-01      | 7.3750%  | 0.0000% | $432000.00         | $477572.10         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                            | 2030-11-15      | 2.1000%  | 0.0000% | $43000.00          | $37182.32          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                            | 2053-05-15      | 6.9000%  | 0.0000% | $3000.00           | $3136.67           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                          | 2029-02-01      | 5.9500%  | 0.0000% | $37000.00          | $39133.72          | Corporate Debt Securities                         |
| EXELON CORPORATION                         | 2025-06-15      | 3.9500%  | 0.0000% | $31000.00          | $31542.32          | Corporate Debt Securities                         |
| EXELON CORPORATION                         | 2046-04-15      | 4.4500%  | 0.0000% | $3000.00           | $2427.34           | Corporate Debt Securities                         |
| EXELON CORPORATION                         | 2046-04-15      | 4.4500%  | 0.0000% | $458000.00         | $370573.53         | Corporate Debt Securities                         |
| EXELON CORPORATION                         | 2053-03-15      | 5.6000%  | 0.0000% | $97000.00          | $91515.30          | Corporate Debt Securities                         |
| UNITED ARAB EMIRATES (GOVERNMENT           | 2041-10-19      | 2.8750%  | 0.0000% | $797000.00         | $582259.75         | Corporate Debt Securities                         |
| FEDEX CORP                                 | 2046-04-01      | 4.5500%  | 0.0000% | $95000.00          | $75224.51          | Corporate Debt Securities                         |
| FEDEX CORP                                 | 2050-05-15      | 5.2500%  | 0.0000% | $100000.00         | $86187.75          | Corporate Debt Securities                         |
| ROMANIA (REPUBLIC OF)                      | 2035-03-24      | 5.7500%  | 0.0000% | $8000.00           | $7245.53           | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC                     | 2025-09-15      | 1.0000%  | 0.0000% | $1285000.00        | $1273799.08        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                | 2028-03-15      | 3.7000%  | 0.0000% | $2046000.00        | $1984657.51        | Corporate Debt Securities                         |
| DEUTSCHE BANK AG (NEW YORK BRANC           | 2034-02-10      | 7.0790%  | 0.0000% | $1300000.00        | $1392014.36        | Corporate Debt Securities                         |
| DEUTSCHE BANK AG (NEW YORK BRANC           | 2034-02-10      | 7.0790%  | 0.0000% | $3952000.00        | $4231723.66        | Corporate Debt Securities                         |
| DEVON ENERGY CORPORATION                   | 2042-05-15      | 4.7500%  | 0.0000% | $132000.00         | $106760.17         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                     | 2029-12-01      | 3.5000%  | 0.0000% | $917000.00         | $881688.88         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC.                  | 2052-01-15      | 4.1000%  | 0.0000% | $135000.00         | $94867.88          | Corporate Debt Securities                         |
| Digital Rlty                               | 2028-01-15      | 5.5500%  | 0.0000% | $287000.00         | $299493.83         | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2041-12-15      | 3.3750%  | 0.0000% | $10000.00          | $7404.39           | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2033-02-01      | 5.7500%  | 0.0000% | $36000.00          | $37918.69          | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2034-04-15      | 5.4000%  | 0.0000% | $534000.00         | $537465.66         | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2029-10-01      | 5.3000%  | 0.0000% | $549000.00         | $564133.79         | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2036-07-15      | 8.1000%  | 0.0000% | $29000.00          | $35097.69          | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                     | 2035-04-01      | 5.5000%  | 0.0000% | $291000.00         | $289799.30         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC                     | 2033-10-10      | 6.3000%  | 0.0000% | $722000.00         | $769485.94         | Corporate Debt Securities                         |
| MOSAIC CO/THE                              | 2033-11-15      | 5.4500%  | 0.0000% | $200000.00         | $199814.17         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC                     | 2029-05-23      | 4.6000%  | 0.0000% | $4000.00           | $3990.46           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC                     | 2031-05-24      | 2.7500%  | 0.0000% | $358000.00         | $316807.92         | Corporate Debt Securities                         |
| NASDAQ INC                                 | 2052-03-07      | 3.9500%  | 0.0000% | $1333000.00        | $973032.61         | Corporate Debt Securities                         |
| NASDAQ INC                                 | 2034-02-15      | 5.5500%  | 0.0000% | $44000.00          | $45751.09          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC                      | 2037-01-25      | 6.2000%  | 0.0000% | $366000.00         | $380234.15         | Corporate Debt Securities                         |
| FOX CORP                                   | 2029-01-25      | 4.7090%  | 0.0000% | $13000.00          | $13234.79          | Corporate Debt Securities                         |
| FOX CORP                                   | 2030-04-08      | 3.5000%  | 0.0000% | $4000.00           | $3803.22           | Corporate Debt Securities                         |
| FIDELITY NATIONAL FINANCIAL INC            | 2031-03-15      | 2.4500%  | 0.0000% | $125000.00         | $107070.52         | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION LLC               | 2030-01-15      | 4.5500%  | 0.0000% | $10000.00          | $10060.23          | Corporate Debt Securities                         |
| FISERV INC                                 | 2049-07-01      | 4.4000%  | 0.0000% | $650000.00         | $521710.22         | Corporate Debt Securities                         |
| FISERV INC                                 | 2033-03-02      | 5.6000%  | 0.0000% | $166000.00         | $171218.86         | Corporate Debt Securities                         |
| FISERV INC                                 | 2033-08-21      | 5.6250%  | 0.0000% | $4358000.00        | $4502810.89        | Corporate Debt Securities                         |
| FISERV INC                                 | 2030-03-15      | 4.7500%  | 0.0000% | $168000.00         | $168926.66         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                   | 2039-01-26      | 6.9500%  | 0.0000% | $3000.00           | $3344.40           | Corporate Debt Securities                         |
| Newcastle Coal                             | 2027-09-29      | 4.4000%  | 0.0000% | $157000.00         | $150470.50         | Corporate Debt Securities                         |
| Newcastle Coal                             | 2027-09-29      | 4.4000%  | 0.0000% | $387000.00         | $370905.00         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV              | 2028-04-06      | 3.5000%  | 0.0000% | $400000.00         | $389556.00         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE DE CHILE    | 2030-01-14      | 3.1500%  | 0.0000% | $450000.00         | $417496.50         | Corporate Debt Securities                         |
| AKER BP ASA                                | 2031-01-15      | 4.0000%  | 0.0000% | $2937000.00        | $2759575.83        | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                  | 2039-01-15      | 7.6250%  | 0.0000% | $29000.00          | $33928.95          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                  | 2031-10-12      | 2.5000%  | 0.0000% | $50000.00          | $42761.17          | Corporate Debt Securities                         |
| ALLSTATE CORP                              | 2046-12-15      | 4.2000%  | 0.0000% | $212000.00         | $171703.04         | Corporate Debt Securities                         |
| ALLSTATE CORP                              | 2049-08-10      | 3.8500%  | 0.0000% | $23000.00          | $17195.12          | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO                          | 2033-05-15      | 5.2500%  | 0.0000% | $100000.00         | $99984.75          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICIDAD           | 2035-01-24      | 6.4500%  | 0.0000% | $200000.00         | $197069.00         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                   | 2028-05-23      | 5.7000%  | 0.0000% | $600000.00         | $616295.00         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                       | 2039-01-26      | 6.8750%  | 0.0000% | $125000.00         | $137801.32         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                       | 2035-07-15      | 5.0000%  | 0.0000% | $1059000.00        | $1046874.45        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                       | 2032-03-15      | 5.2000%  | 0.0000% | $1927000.00        | $1955022.86        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                       | 2035-03-15      | 5.4000%  | 0.0000% | $4000.00           | $4007.00           | Corporate Debt Securities                         |
| KROGER CO                                  | 2047-02-01      | 4.4500%  | 0.0000% | $285000.00         | $234204.37         | Corporate Debt Securities                         |
| KROGER CO                                  | 2054-09-15      | 5.5000%  | 0.0000% | $100000.00         | $93626.83          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                       | 2031-03-15      | 5.2000%  | 0.0000% | $4000.00           | $4114.17           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS LP           | 2037-02-01      | 6.5000%  | 0.0000% | $4094000.00        | $4337003.92        | Corporate Debt Securities                         |
| KINDER MORGAN INC                          | 2048-03-01      | 5.2000%  | 0.0000% | $25000.00          | $22004.14          | Corporate Debt Securities                         |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP   | 2034-03-11      | 5.6110%  | 0.0000% | $320000.00         | $329581.77         | Corporate Debt Securities                         |
| WEYERHAEUSER COMPANY                       | 2030-04-15      | 4.0000%  | 0.0000% | $7000.00           | $6805.47           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                     | 2029-11-15      | 4.8000%  | 0.0000% | $2000.00           | $2011.52           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                     | 2054-11-15      | 5.8000%  | 0.0000% | $1521000.00        | $1446633.24        | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                     | 2035-03-15      | 5.6000%  | 0.0000% | $2000.00           | $2057.49           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                     | 2045-09-15      | 5.1000%  | 0.0000% | $100000.00         | $88440.50          | Corporate Debt Securities                         |
| YARA INTERNATIONAL ASA                     | 2032-11-14      | 7.3780%  | 0.0000% | $588000.00         | $643830.08         | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION  | 2035-11-19      | 6.8160%  | 0.0000% | $500000.00         | $505711.33         | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2034-05-25      | 6.1740%  | 0.0000% | $20000.00          | $20464.95          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2039-09-19      | 5.4110%  | 0.0000% | $81000.00          | $77896.22          | Corporate Debt Securities                         |
| BIOGEN INC                                 | 2045-09-15      | 5.2000%  | 0.0000% | $30000.00          | $26596.00          | Corporate Debt Securities                         |
| BIOGEN INC                                 | 2045-09-15      | 5.2000%  | 0.0000% | $125000.00         | $110816.67         | Corporate Debt Securities                         |
| BIOGEN INC                                 | 2035-05-15      | 5.7500%  | 0.0000% | $155000.00         | $156192.73         | Corporate Debt Securities                         |
| BIOGEN INC                                 | 2035-05-15      | 5.7500%  | 0.0000% | $1900000.00        | $1914620.50        | Corporate Debt Securities                         |
| BIOGEN INC                                 | 2055-05-15      | 6.4500%  | 0.0000% | $2047000.00        | $2055689.52        | Corporate Debt Securities                         |
| BLACK HILLS CORP                           | 2029-10-15      | 3.0500%  | 0.0000% | $1837000.00        | $1710765.95        | Corporate Debt Securities                         |
| BLACK HILLS CORP                           | 2034-05-15      | 6.1500%  | 0.0000% | $62000.00          | $64018.88          | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                   | 2033-09-15      | 6.0500%  | 0.0000% | $213000.00         | $222965.03         | Corporate Debt Securities                         |
| COUSINS PROPERTIES LP                      | 2032-02-15      | 5.3750%  | 0.0000% | $98000.00          | $99587.29          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2032-06-15      | 6.6250%  | 0.0000% | $100000.00         | $110419.46         | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2043-09-13      | 6.6750%  | 0.0000% | $19000.00          | $20374.21          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2027-09-29      | 4.4500%  | 0.0000% | $12000.00          | $12028.44          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2046-05-18      | 4.7500%  | 0.0000% | $52000.00          | $43245.45          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2028-07-25      | 4.1250%  | 0.0000% | $89000.00          | $88913.04          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2035-02-13      | 5.8270%  | 0.0000% | $52000.00          | $52751.36          | Corporate Debt Securities                         |
| CITIGROUP INC                              | 2036-01-24      | 6.0200%  | 0.0000% | $2929000.00        | $3002107.84        | Corporate Debt Securities                         |
| KITE REALTY GROUP LP                       | 2031-12-15      | 4.9500%  | 0.0000% | $2000000.00        | $2015955.00        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC                     | 2042-12-15      | 4.7000%  | 0.0000% | $30000.00          | $24211.85          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC                     | 2033-06-15      | 5.7000%  | 0.0000% | $998000.00         | $1017515.89        | Corporate Debt Securities                         |
| JANUS HENDERSON US (HOLDINGS) INC          | 2034-09-10      | 5.4500%  | 0.0000% | $310000.00         | $302402.24         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC              | 2034-04-14      | 6.2000%  | 0.0000% | $87000.00          | $89161.27          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                        | 2079-12-31      | 6.5000%  | 0.0000% | $310000.00         | $317784.96         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                    | 2035-02-15      | 5.1500%  | 0.0000% | $57000.00          | $57277.13          | Corporate Debt Securities                         |
| AUTOZONE INC                               | 2034-07-15      | 5.4000%  | 0.0000% | $1098000.00        | $1128458.52        | Corporate Debt Securities                         |
| BANCO SANTANDER SA                         | 2033-08-08      | 6.9210%  | 0.0000% | $200000.00         | $217028.40         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                         | 2034-03-14      | 6.3500%  | 0.0000% | $200000.00         | $208905.11         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                         | 2034-03-14      | 6.3500%  | 0.0000% | $1800000.00        | $1880146.00        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL HOLDINGS INC        | 2079-05-01      | 5.6500%  | 0.0000% | $80000.00          | $78435.31          | Corporate Debt Securities                         |
| VALERO ENERGY CORP                         | 2037-06-15      | 6.6250%  | 0.0000% | $8000.00           | $8616.68           | Corporate Debt Securities                         |
| INGERSOLL RAND INC                         | 2029-06-15      | 5.1760%  | 0.0000% | $3000.00           | $3125.65           | Corporate Debt Securities                         |
| INGERSOLL RAND INC                         | 2031-06-15      | 5.3140%  | 0.0000% | $80000.00          | $83700.47          | Corporate Debt Securities                         |
| INGERSOLL RAND INC                         | 2054-06-15      | 5.7000%  | 0.0000% | $60000.00          | $59351.70          | Corporate Debt Securities                         |
| INGREDION INC                              | 2050-06-01      | 3.9000%  | 0.0000% | $890000.00         | $655771.28         | Corporate Debt Securities                         |
| INTEL CORP                                 | 2042-12-15      | 4.2500%  | 0.0000% | $2358000.00        | $1861025.96        | Corporate Debt Securities                         |
| INTEL CORP                                 | 2046-05-19      | 4.1000%  | 0.0000% | $336000.00         | $242465.25         | Corporate Debt Securities                         |
| INTEL CORP                                 | 2030-03-25      | 3.9000%  | 0.0000% | $420000.00         | $404317.90         | Corporate Debt Securities                         |
| INTEL CORP                                 | 2061-08-12      | 3.2000%  | 0.0000% | $985000.00         | $548704.10         | Corporate Debt Securities                         |
| INTEL CORP                                 | 2062-08-05      | 5.0500%  | 0.0000% | $4995000.00        | $3990764.96        | Corporate Debt Securities                         |
| INTEL CORP                                 | 2053-02-10      | 5.7000%  | 0.0000% | $7000.00           | $6424.30           | Corporate Debt Securities                         |
| INTEL CORP                                 | 2063-02-10      | 5.9000%  | 0.0000% | $3000.00           | $2763.56           | Corporate Debt Securities                         |
| INTL PAPER CO                              | 2039-11-15      | 7.3000%  | 0.0000% | $272000.00         | $304164.45         | Corporate Debt Securities                         |
| INTL PAPER CO                              | 2039-11-15      | 7.3000%  | 0.0000% | $3994000.00        | $4466297.16        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                       | 2079-12-31      | 6.1250%  | 0.0000% | $11647000.00       | $11799512.61       | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                       | 2079-12-31      | 6.6250%  | 0.0000% | $10451000.00       | $10665191.79       | Corporate Debt Securities                         |
| PROGRESS ENERGY INC                        | 2039-12-01      | 6.0000%  | 0.0000% | $248000.00         | $260331.39         | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                   | 2052-03-01      | 5.1250%  | 0.0000% | $3000.00           | $2919.62           | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                   | 2052-09-01      | 6.0000%  | 0.0000% | $158000.00         | $160204.63         | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                   | 2052-09-01      | 6.0000%  | 0.0000% | $199000.00         | $201776.71         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                          | 2050-01-15      | 3.4500%  | 0.0000% | $100000.00         | $68697.75          | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                    | 2051-05-20      | 3.5000%  | 0.0000% | $1900000.00        | $1280889.22        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2038-05-30      | 5.0000%  | 0.0000% | $100000.00         | $94252.00          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2048-05-30      | 5.2500%  | 0.0000% | $1000.00           | $898.20            | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2049-06-19      | 4.8750%  | 0.0000% | $40000.00          | $34365.68          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2049-06-19      | 4.8750%  | 0.0000% | $731000.00         | $628032.86         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2064-06-28      | 5.8750%  | 0.0000% | $1000.00           | $958.31            | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                         | 2064-06-28      | 5.8750%  | 0.0000% | $452000.00         | $433154.11         | Corporate Debt Securities                         |
| VULCAN MATERIALS COMPANY                   | 2047-06-15      | 4.5000%  | 0.0000% | $4000.00           | $3378.70           | Corporate Debt Securities                         |
| ENTERGY CORP                               | 2054-12-01      | 7.1250%  | 0.0000% | $997000.00         | $1056228.86        | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC | 2034-06-15      | 5.5000%  | 0.0000% | $378000.00         | $392423.85         | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC | 2034-06-15      | 5.5000%  | 0.0000% | $910000.00         | $944724.08         | Corporate Debt Securities                         |
| LEAR CORP                                  | 2027-09-15      | 3.8000%  | 0.0000% | $30000.00          | $29569.40          | Corporate Debt Securities                         |
| LEAR CORP                                  | 2049-05-15      | 5.2500%  | 0.0000% | $818000.00         | $677997.26         | Corporate Debt Securities                         |
| LEIDOS INC                                 | 2030-05-15      | 4.3750%  | 0.0000% | $1238000.00        | $1206050.83        | Corporate Debt Securities                         |
| BANCO SANTANDER SA                         | 2025-11-19      | 5.1790%  | 0.0000% | $600000.00         | $601687.48         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                         | 2030-12-03      | 2.7490%  | 0.0000% | $2400000.00        | $2141246.20        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU                  | 2029-01-11      | 5.8500%  | 0.0000% | $17000.00          | $17845.37          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE III LLC          | 2040-10-01      | 3.3750%  | 0.0000% | $3000.00           | $2160.63           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE III LLC          | 2051-04-01      | 3.6250%  | 0.0000% | $4040000.00        | $2634891.93        | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.       | 2029-01-15      | 5.2000%  | 0.0000% | $4000.00           | $4150.60           | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                   | 2079-12-31      | 3.5500%  | 0.0000% | $4155000.00        | $4054135.06        | Corporate Debt Securities                         |
| AMERICAN INTERNATIONAL GROUP INC           | 2033-03-27      | 5.1250%  | 0.0000% | $62000.00          | $62368.20          | Corporate Debt Securities                         |
| AMGEN INC                                  | 2048-06-15      | 4.5630%  | 0.0000% | $3000.00           | $2536.84           | Corporate Debt Securities                         |
| AMGEN INC                                  | 2053-09-01      | 2.7700%  | 0.0000% | $3000.00           | $1740.05           | Corporate Debt Securities                         |
| AMGEN INC                                  | 2028-08-15      | 1.6500%  | 0.0000% | $2000.00           | $1842.59           | Corporate Debt Securities                         |
| AMGEN INC                                  | 2052-01-15      | 3.0000%  | 0.0000% | $240000.00         | $152217.60         | Corporate Debt Securities                         |
| AMGEN INC                                  | 2029-02-22      | 3.0000%  | 0.0000% | $639000.00         | $610370.67         | Corporate Debt Securities                         |
| AMGEN INC                                  | 2062-02-22      | 4.4000%  | 0.0000% | $555000.00         | $426122.22         | Corporate Debt Securities                         |
| AMGEN INC                                  | 2029-08-18      | 4.0500%  | 0.0000% | $161000.00         | $159385.98         | Corporate Debt Securities                         |
| BANK OF MONTREAL                           | 2032-12-15      | 3.8030%  | 0.0000% | $2000.00           | $1968.14           | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE           | 2079-12-31      | 4.7000%  | 0.0000% | $44000.00          | $44188.27          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE           | 2079-12-31      | 3.7500%  | 0.0000% | $1150000.00        | $1115846.92        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                        | 2030-09-01      | 8.7500%  | 0.0000% | $1000.00           | $1193.89           | Corporate Debt Securities                         |
| MCCORMICK & COMPANY INCORPORATED           | 2034-10-15      | 4.7000%  | 0.0000% | $10000.00          | $9532.45           | Corporate Debt Securities                         |
| MARATHON PETROLEUM CORP                    | 2048-04-01      | 4.5000%  | 0.0000% | $1468000.00        | $1091142.38        | Corporate Debt Securities                         |
| MARATHON PETROLEUM CORP                    | 2035-03-01      | 5.7000%  | 0.0000% | $1023000.00        | $1027446.64        | Corporate Debt Securities                         |
| MARKEL GROUP INC                           | 2050-09-17      | 4.1500%  | 0.0000% | $1098000.00        | $821825.86         | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                 | 2035-03-15      | 5.3500%  | 0.0000% | $440000.00         | $437894.97         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATERIALS INC              | 2051-07-15      | 3.2000%  | 0.0000% | $2000.00           | $1295.78           | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2041-06-01      | 6.0500%  | 0.0000% | $100000.00         | $99907.19          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2029-11-15      | 8.2500%  | 0.0000% | $4000000.00        | $4467230.00        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2047-04-15      | 5.3000%  | 0.0000% | $28000.00          | $23967.30          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2054-05-15      | 5.9500%  | 0.0000% | $40000.00          | $36644.37          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2035-04-01      | 5.7000%  | 0.0000% | $57000.00          | $57567.53          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2055-04-01      | 6.2000%  | 0.0000% | $3000.00           | $2875.92           | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2048-06-15      | 6.0000%  | 0.0000% | $300000.00         | $286071.00         | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                         | 2050-05-15      | 5.0000%  | 0.0000% | $14000.00          | $11316.67          | Corporate Debt Securities                         |
| Enstar Group                               | 2031-09-01      | 3.1000%  | 0.0000% | $54000.00          | $47535.33          | Corporate Debt Securities                         |
| CF INDUSTRIES INC                          | 2043-06-01      | 4.9500%  | 0.0000% | $90000.00          | $79225.43          | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                    | 2031-11-09      | 2.4000%  | 0.0000% | $345000.00         | $298535.40         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                    | 2053-03-02      | 5.7500%  | 0.0000% | $900000.00         | $872492.00         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                    | 2054-02-15      | 6.7500%  | 0.0000% | $3000.00           | $3286.10           | Corporate Debt Securities                         |
| BROADCOM INC                               | 2034-04-15      | 3.4690%  | 0.0000% | $230000.00         | $202764.84         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2032-04-15      | 4.1500%  | 0.0000% | $458000.00         | $437686.56         | Corporate Debt Securities                         |
| ARES CAPITAL CORPORATION                   | 2029-07-15      | 5.9500%  | 0.0000% | $2000.00           | $2076.07           | Corporate Debt Securities                         |
| NASDAQ INC                                 | 2053-08-15      | 5.9500%  | 0.0000% | $20000.00          | $20158.08          | Corporate Debt Securities                         |
| NATIONAL GRID PLC                          | 2034-01-11      | 5.4180%  | 0.0000% | $2000.00           | $2051.42           | Corporate Debt Securities                         |
| BROADCOM INC                               | 2041-02-15      | 3.5000%  | 0.0000% | $343000.00         | $268657.61         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2041-02-15      | 3.5000%  | 0.0000% | $754000.00         | $590576.78         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2033-04-15      | 3.4190%  | 0.0000% | $4947000.00        | $4429413.94        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                | 2036-05-01      | 6.4500%  | 0.0000% | $290000.00         | $306488.19         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                | 2045-05-22      | 5.1500%  | 0.0000% | $5200000.00        | $4578051.11        | Corporate Debt Securities                         |
| GENERAL MOTORS CO                          | 2035-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3719.78           | Corporate Debt Securities                         |
| GENERAL MOTORS CO                          | 2036-04-01      | 6.6000%  | 0.0000% | $422000.00         | $439760.57         | Corporate Debt Securities                         |
| GENERAL MOTORS CO                          | 2048-04-01      | 5.4000%  | 0.0000% | $3000.00           | $2546.85           | Corporate Debt Securities                         |
| GENERAL MOTORS CO                          | 2049-04-01      | 5.9500%  | 0.0000% | $887000.00         | $809379.86         | Corporate Debt Securities                         |
| GENERAL MOTORS CO                          | 2035-04-15      | 6.2500%  | 0.0000% | $98000.00          | $99565.36          | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2033-01-09      | 6.4000%  | 0.0000% | $1638000.00        | $1731917.46        | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2026-04-06      | 5.4000%  | 0.0000% | $4000.00           | $4042.88           | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2029-07-15      | 5.5500%  | 0.0000% | $32000.00          | $32973.20          | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2030-07-15      | 5.4500%  | 0.0000% | $334000.00         | $334096.86         | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2030-07-15      | 5.4500%  | 0.0000% | $2879000.00        | $2879834.91        | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC       | 2035-07-15      | 6.1500%  | 0.0000% | $400000.00         | $400792.00         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC (FIN) CO                   | 2033-06-15      | 7.9500%  | 0.0000% | $98000.00          | $112615.47         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2042-08-09      | 4.2500%  | 0.0000% | $1184000.00        | $952828.93         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2044-01-31      | 5.3750%  | 0.0000% | $563000.00         | $528125.90         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2026-02-14      | 4.4000%  | 0.0000% | $2443000.00        | $2470204.16        | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2039-02-14      | 5.8000%  | 0.0000% | $3000.00           | $3022.19           | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2039-02-14      | 5.8000%  | 0.0000% | $162000.00         | $163198.44         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2049-02-14      | 5.9500%  | 0.0000% | $765000.00         | $757380.17         | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2032-02-04      | 2.4500%  | 0.0000% | $23000.00          | $19657.74          | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2051-02-04      | 3.7000%  | 0.0000% | $3000.00           | $2065.48           | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2035-02-06      | 5.6250%  | 0.0000% | $3000.00           | $3064.21           | Corporate Debt Securities                         |
| ALTRIA GROUP INC                           | 2035-02-06      | 5.6250%  | 0.0000% | $100000.00         | $102140.25         | Corporate Debt Securities                         |
| AMDOCS LTD                                 | 2030-06-15      | 2.5380%  | 0.0000% | $61000.00          | $55174.04          | Corporate Debt Securities                         |
| BOEING CO                                  | 2064-05-01      | 7.0080%  | 0.0000% | $3678000.00        | $3939231.17        | Corporate Debt Securities                         |
| BOSTON PROP                                | 2035-01-15      | 5.7500%  | 0.0000% | $1616000.00        | $1630499.56        | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC             | 2030-12-15      | 9.6250%  | 0.0000% | $31000.00          | $39139.19          | Corporate Debt Securities                         |
| BRIXMOR OPERATING PARTNERSHIP LP           | 2032-04-01      | 5.2000%  | 0.0000% | $170000.00         | $170916.68         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2032-11-15      | 4.3000%  | 0.0000% | $270000.00         | $258671.25         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2032-11-15      | 4.3000%  | 0.0000% | $310000.00         | $296992.92         | Corporate Debt Securities                         |
| BROADCOM INC                               | 2051-02-15      | 3.7500%  | 0.0000% | $341000.00         | $250023.76         | Corporate Debt Securities                         |
| DUKE ENERGY CORP                           | 2046-09-01      | 3.7500%  | 0.0000% | $90000.00          | $65393.17          | Corporate Debt Securities                         |
| ONEOK INC                                  | 2051-01-15      | 7.1500%  | 0.0000% | $392000.00         | $423627.54         | Corporate Debt Securities                         |
| ONEOK INC                                  | 2026-11-01      | 5.5500%  | 0.0000% | $3000.00           | $3046.98           | Corporate Debt Securities                         |
| ONEOK INC                                  | 2033-09-01      | 6.0500%  | 0.0000% | $2000.00           | $2080.29           | Corporate Debt Securities                         |
| ONEOK INC                                  | 2054-11-01      | 5.7000%  | 0.0000% | $398000.00         | $358407.62         | Corporate Debt Securities                         |
| ONEOK PARTNERS LP                          | 2036-10-01      | 6.6500%  | 0.0000% | $1000.00           | $1061.53           | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2045-05-15      | 4.1250%  | 0.0000% | $3872000.00        | $2991967.00        | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2046-07-15      | 4.0000%  | 0.0000% | $3000.00           | $2290.95           | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2047-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2230.58           | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2040-04-01      | 3.6000%  | 0.0000% | $40000.00          | $31424.40          | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2040-04-01      | 3.6000%  | 0.0000% | $395000.00         | $310315.95         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2060-04-01      | 3.8500%  | 0.0000% | $24000.00          | $16095.11          | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2060-04-01      | 3.8500%  | 0.0000% | $41000.00          | $27495.82          | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2026-03-25      | 1.6500%  | 0.0000% | $742000.00         | $726447.06         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2025-11-10      | 5.8000%  | 0.0000% | $93000.00          | $93770.25          | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2052-11-09      | 6.9000%  | 0.0000% | $20000.00          | $21633.30          | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2033-02-06      | 4.9000%  | 0.0000% | $231000.00         | $231017.71         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2053-02-06      | 5.5500%  | 0.0000% | $500000.00         | $465627.50         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2054-09-27      | 5.3750%  | 0.0000% | $1125000.00        | $1009154.53        | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2028-08-03      | 4.8000%  | 0.0000% | $430000.00         | $440668.30         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2028-08-03      | 4.8000%  | 0.0000% | $914000.00         | $936676.34         | Corporate Debt Securities                         |
| ORACLE CORPORATION                         | 2035-08-03      | 5.5000%  | 0.0000% | $229000.00         | $233929.22         | Corporate Debt Securities                         |
| ENBRIDGE INC                               | 2026-12-01      | 4.2500%  | 0.0000% | $2000.00           | $2031.54           | Corporate Debt Securities                         |
| ENBRIDGE INC                               | 2033-03-08      | 5.7000%  | 0.0000% | $19000.00          | $19654.61          | Corporate Debt Securities                         |
| ENBRIDGE INC                               | 2030-11-15      | 6.2000%  | 0.0000% | $37000.00          | $39243.43          | Corporate Debt Securities                         |
| ENBRIDGE INC                               | 2030-11-15      | 6.2000%  | 0.0000% | $102000.00         | $108184.60         | Corporate Debt Securities                         |
| ENBRIDGE ENERGY PARTNERS LP                | 2045-10-15      | 7.3750%  | 0.0000% | $1000000.00        | $1118098.75        | Corporate Debt Securities                         |
| OWENS CORNING                              | 2029-08-15      | 3.9500%  | 0.0000% | $100000.00         | $97903.08          | Corporate Debt Securities                         |
| OWENS CORNING                              | 2034-06-15      | 5.7000%  | 0.0000% | $3000.00           | $3140.87           | Corporate Debt Securities                         |
| US BANCORP                                 | 2079-12-31      | 5.3000%  | 0.0000% | $4000.00           | $3991.14           | Corporate Debt Securities                         |
| USB REALTY CORP                            | 2079-12-31      | 5.6647%  | 0.0000% | $300000.00         | $241434.27         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2041-12-15      | 4.5000%  | 0.0000% | $2000000.00        | $1581730.00        | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2030-07-01      | 4.5500%  | 0.0000% | $110000.00         | $108429.41         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2040-07-01      | 4.5000%  | 0.0000% | $1004.00           | $839.28            | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2040-07-01      | 4.5000%  | 0.0000% | $60153.00          | $50284.00          | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2031-06-01      | 3.2500%  | 0.0000% | $550000.00         | $496028.35         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2053-01-15      | 6.7500%  | 0.0000% | $721000.00         | $734931.52         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2029-01-15      | 6.1000%  | 0.0000% | $3000.00           | $3165.17           | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2029-05-15      | 5.5500%  | 0.0000% | $30000.00          | $30442.88          | Corporate Debt Securities                         |
| SRPT_14-STAR                               | 2027-11-15      | 6.6175%  | 0.0000% | $169747.00         | $76694.15          | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM4                                | 2055-02-25      | 1.6978%  | 0.0000% | $235322.00         | $0.23              | Private Label Collateralized Mortgage Obligations |
| CWALT_06-OC11                              | 2037-01-25      | 4.9192%  | 0.0000% | $1036324.00        | $345817.18         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                             | 2042-02-15      | 7.6689%  | 0.0000% | $320000.00         | $317022.52         | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CHOP  | 2032-07-15      | 10.0440% | 0.0000% | $100000.00         | $96736.58          | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                             | 2042-02-15      | 5.7502%  | 0.0000% | $796000.00         | $790949.25         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                             | 2042-02-15      | 5.7502%  | 0.0000% | $880000.00         | $874416.26         | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-5BP            | 2033-06-15      | 5.9432%  | 0.0000% | $8940000.00        | $7777524.39        | Private Label Collateralized Mortgage Obligations |
| CAS_22-R04                                 | 2042-03-25      | 13.8220% | 0.0000% | $84077.00          | $94013.37          | Private Label Collateralized Mortgage Obligations |
| VERUS_24-INV2                              | 2069-08-26      | 7.9802%  | 0.0000% | $143634.00         | $142756.04         | Private Label Collateralized Mortgage Obligations |

### Security 308: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.620000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $398000000.00
- **C.18.a - Value (excl. sponsor support):** $398000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-04
- **C.13 - Final Legal Maturity Date:** 2025-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TCN_24-SFR1                                                      | 2041-04-09      | 5.8000%  | 0.0000% | $2666000.00        | $2679378.58        | Asset-Backed Securities                           |
| LCM_40-A                                                         | 2038-01-15      | 8.0061%  | 0.0000% | $450000.00         | $457419.43         | Asset-Backed Securities                           |
| CBAM CLO MANAGEMENT CBAM_17-3A                                   | 2034-07-17      | 8.0414%  | 0.0000% | $250000.00         | $252938.75         | Asset-Backed Securities                           |
| CBAM_20-13A                                                      | 2034-01-20      | 2.5610%  | 0.0000% | $7000000.00        | $6131191.89        | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_14-2RA                                     | 2037-10-24      | 5.6352%  | 0.0000% | $9250000.00        | $9332927.92        | Asset-Backed Securities                           |
| PREFTS_19-                                                       | 2035-12-22      | 4.9145%  | 0.0000% | $312000.00         | $53551.51          | Asset-Backed Securities                           |
| PRETSL_23                                                        | 2036-12-22      | 5.7109%  | 0.0000% | $125000.00         | $83322.16          | Asset-Backed Securities                           |
| ANCHORAGE CAPITAL CLO LTD ANCHC_                                 | 2034-10-27      | 8.1442%  | 0.0000% | $3400000.00        | $3427537.67        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2024-6 LTD BCC_24-6A                     | 2038-01-21      | 6.1631%  | 0.0000% | $19825000.00       | $20008856.53       | Asset-Backed Securities                           |
| BALLY_18-R                                                       | 2038-04-15      | 0.0000%  | 0.0000% | $4000000.00        | $4012251.89        | Asset-Backed Securities                           |
| BALLY_25-R                                                       | 2038-01-25      | 0.0000%  | 0.0000% | $2500000.00        | $2512525.14        | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_24-5A                                      | 2038-01-22      | 0.0000%  | 0.0000% | $2249999.00        | $2321576.05        | Asset-Backed Securities                           |
| KESTREL AIRCRAFT FUNDING LIMITED KSTRL_18-1A                     | 2038-12-15      | 4.2500%  | 0.0000% | $5266000.00        | $1710630.93        | Asset-Backed Securities                           |
| BHG SECURITIZATION TRUST BHG_22-C                                | 2035-10-17      | 6.5600%  | 0.0000% | $11000000.00       | $11243241.78       | Asset-Backed Securities                           |
| REGT4_24-R                                                       | 2038-01-20      | 8.2695%  | 0.0000% | $1250000.00        | $1254873.24        | Asset-Backed Securities                           |
| CARVAL CLO X-C LTD CARVL_24-2A                                   | 2037-07-20      | 6.0695%  | 0.0000% | $2000000.00        | $2021770.52        | Asset-Backed Securities                           |
| AASET 2020-1 TRUST AASET_20-1A                                   | 2040-01-16      | 4.3400%  | 0.0000% | $7515000.00        | $1840187.79        | Asset-Backed Securities                           |
| HARDEES FUNDING LLC HNGRY_24-1                                   | 2054-03-20      | 7.2530%  | 0.0000% | $17600000.00       | $18107718.74       | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_25-71A                             | 2038-04-23      | 0.0000%  | 0.0000% | $30000000.00       | $30297820.86       | Asset-Backed Securities                           |
| MDPK_34-RR                                                       | 2037-10-16      | 7.6105%  | 0.0000% | $3000000.00        | $3008705.32        | Asset-Backed Securities                           |
| BENEFIT STREET PARTNERS CLO XV LTD BSP_18_15AR                   | 2037-07-15      | 5.6461%  | 0.0000% | $37500000.00       | $37919535.94       | Asset-Backed Securities                           |
| SOFI CONSUMER LOAN PROGRAM TRUST SCLP_25-1                       | 2034-02-27      | 5.7200%  | 0.0000% | $2565000.00        | $2561407.58        | Asset-Backed Securities                           |
| SONIC CAPITAL LLC SONIC_20-1A                                    | 2050-01-20      | 3.8450%  | 0.0000% | $8000000.00        | $7432830.36        | Asset-Backed Securities                           |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A               | 2032-06-15      | 6.1100%  | 0.0000% | $2200000.00        | $1960485.65        | Asset-Backed Securities                           |
| BANK_19-BN24                                                     | 2062-11-17      | 2.5000%  | 0.0000% | $500000.00         | $357043.94         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN33                                                | 2064-05-15      | 2.8930%  | 0.0000% | $1875000.00        | $1584304.64        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 2.9086%  | 0.0000% | $5606000.00        | $4549992.40        | Private Label Collateralized Mortgage Obligations |
| OBX_20-INV1                                                      | 2049-12-27      | 4.3272%  | 0.0000% | $9927000.00        | $7855115.93        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0553%  | 0.0000% | $4643000.00        | $3512202.31        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                                      | 2051-09-25      | 3.0553%  | 0.0000% | $4803000.00        | $3583383.07        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                                      | 2052-02-26      | 3.1709%  | 0.0000% | $4301000.00        | $3337300.63        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                      | 2051-10-25      | 0.5500%  | 0.0000% | $39998999.00       | $1033947.16        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                                      | 2055-05-25      | 0.0000%  | 0.0000% | $18031000.00       | $18120110.20       | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV5                                                    | 2056-05-25      | 6.8961%  | 0.0000% | $6759000.00        | $6192461.83        | Private Label Collateralized Mortgage Obligations |
| MHCT_21-MHC2                                                     | 2038-05-15      | 0.0927%  | 0.0000% | $25038848.00       | $16433.00          | Private Label Collateralized Mortgage Obligations |
| MSDB TRUST MSDB_17-712F                                          | 2039-07-11      | 3.4528%  | 0.0000% | $3601000.00        | $3344720.93        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES GSTNE_21-FL3              | 2039-07-15      | 5.4632%  | 0.0000% | $640000.00         | $388889.82         | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 0.0000%  | 0.0000% | $117091000.00      | $2435598.28        | Private Label Collateralized Mortgage Obligations |
| TPG REAL ESTATE FINANCE TRTX_22-FL5                              | 2039-02-15      | 5.9787%  | 0.0000% | $26864000.00       | $23888699.52       | Private Label Collateralized Mortgage Obligations |
| ABMT_13-1                                                        | 2043-07-25      | 0.0605%  | 0.0000% | $400719846.00      | $45972.13          | Private Label Collateralized Mortgage Obligations |
| CHASE_24-2                                                       | 2055-02-25      | 6.0000%  | 0.0000% | $150000.00         | $150854.45         | Private Label Collateralized Mortgage Obligations |
| HAWT_21-INV2                                                     | 2051-10-25      | 0.0000%  | 0.0000% | $388400.00         | $297378.32         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-02-15      | 6.9486%  | 0.0000% | $10750000.00       | $10660281.98       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.6910%  | 0.0000% | $252000.00         | $243765.72         | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                                     | 2054-01-26      | 0.0000%  | 0.0000% | $29203000.00       | $1393842.08        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-12-15      | 4.0300%  | 0.0000% | $114000.00         | $101798.40         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE READY CAPITAL MORTGAGE FINANCING RCMF_21-FL7     | 2036-11-25      | 5.6392%  | 0.0000% | $300000.00         | $113249.55         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                     | 2054-06-25      | 0.4420%  | 0.0000% | $16817900.00       | $136504.25         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                                     | 2054-06-25      | 6.9421%  | 0.0000% | $5722000.00        | $5630399.68        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                     | 2043-11-25      | 7.5790%  | 0.0000% | $695000.00         | $711544.82         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                                     | 2043-11-25      | 8.6010%  | 0.0000% | $566000.00         | $581676.54         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                                     | 2044-10-25      | 5.7700%  | 0.0000% | $1228000.00        | $1233906.75        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                                     | 2044-11-25      | 6.1077%  | 0.0000% | $889000.00         | $888406.26         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $9331000.00        | $8314565.51        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 0.5000%  | 0.0000% | $186614000.00      | $2446665.05        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                                     | 2054-09-25      | 7.0652%  | 0.0000% | $712400.00         | $698583.69         | Private Label Collateralized Mortgage Obligations |
| GCAT_20-NQM2                                                     | 2065-04-27      | 4.8500%  | 0.0000% | $7601000.00        | $5225991.11        | Private Label Collateralized Mortgage Obligations |
| GCAT_20-NQM1                                                     | 2060-01-26      | 5.9674%  | 0.0000% | $9958000.00        | $9749938.36        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                                     | 2052-04-25      | 0.0000%  | 0.0000% | $6382000.00        | $4449898.02        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-09-15      | 4.0250%  | 0.0000% | $1770000.00        | $1661250.07        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-R1                                                       | 2025-06-02      | 0.0000%  | 0.0000% | $10761000.00       | $9102648.12        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                        | 2051-07-10      | 4.4009%  | 0.0000% | $116000.00         | $103767.11         | Private Label Collateralized Mortgage Obligations |
| CMLTI_21-J3                                                      | 2051-09-25      | 0.8606%  | 0.0000% | $99173080.00       | $1201885.43        | Private Label Collateralized Mortgage Obligations |
| BAMLL_24-BHP                                                     | 2039-08-15      | 8.8287%  | 0.0000% | $17553000.00       | $17686942.56       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC | 2039-03-15      | 5.7323%  | 0.0000% | $5000000.00        | $5011942.25        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-AC | 2039-03-15      | 6.1323%  | 0.0000% | $2500000.00        | $2506387.79        | Private Label Collateralized Mortgage Obligations |
| BMO_23-C7                                                        | 2056-12-15      | 0.0000%  | 0.0000% | $2035000.00        | $282986.80         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | 2036-09-15      | 5.5432%  | 0.0000% | $205000.00         | $204192.21         | Private Label Collateralized Mortgage Obligations |
| BLP_25-IND                                                       | 2042-03-15      | 5.5287%  | 0.0000% | $5000000.00        | $4936518.15        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-15                                                      | 2052-06-25      | 4.0010%  | 0.0000% | $60000000.00       | $1544410.29        | Private Label Collateralized Mortgage Obligations |
| JPMMT_22-7                                                       | 2052-12-25      | 3.7050%  | 0.0000% | $2868000.00        | $2221527.16        | Private Label Collateralized Mortgage Obligations |
| WBRK_25-WBRK                                                     | 2035-03-05      | 6.2770%  | 0.0000% | $7000000.00        | $6820645.32        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TRUST AOMT_24-6                               | 2067-11-25      | 4.6500%  | 0.0000% | $2750000.00        | $2519186.57        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                    | 2051-08-25      | 0.5000%  | 0.0000% | $55333312.00       | $1294554.76        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2025-06-02      | 0.0000%  | 0.0000% | $223000.00         | $222922.65         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                     | 2025-06-02      | 0.0000%  | 0.0000% | $328000.00         | $315747.23         | Private Label Collateralized Mortgage Obligations |
| CCMS_17-CD6                                                      | 2050-11-15      | 4.2701%  | 0.0000% | $3156600.00        | $2961890.79        | Private Label Collateralized Mortgage Obligations |
| CAMB_19-LIFE                                                     | 2037-12-15      | 1.3610%  | 0.0000% | $59755000.00       | $151120.40         | Private Label Collateralized Mortgage Obligations |
| CIM_19-INV2                                                      | 2049-05-25      | 4.7409%  | 0.0000% | $1821000.00        | $1375557.96        | Private Label Collateralized Mortgage Obligations |
| BXC_20-VIV                                                       | 2044-03-11      | 3.5488%  | 0.0000% | $9320000.00        | $8407308.38        | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-MM1                                                     | 2052-04-25      | 0.2308%  | 0.0000% | $161000000.00      | $1851476.04        | Private Label Collateralized Mortgage Obligations |
| GSMBS_24-PJ9                                                     | 2055-02-25      | 6.4771%  | 0.0000% | $2796000.00        | $2529271.66        | Private Label Collateralized Mortgage Obligations |
| NRZT_19-NQM4                                                     | 2059-09-25      | 2.9859%  | 0.0000% | $6939000.00        | $6084922.15        | Private Label Collateralized Mortgage Obligations |
| GCAT_23-INV1                                                     | 2053-08-25      | 6.3995%  | 0.0000% | $223000.00         | $186402.44         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                                     | 2052-08-26      | 0.3992%  | 0.0000% | $238023000.00      | $2656635.05        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORP II G                                 | 2050-05-10      | 3.2430%  | 0.0000% | $2500000.00        | $1783328.54        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-1                                                       | 2058-03-25      | 3.5000%  | 0.0000% | $10900000.00       | $9284319.65        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-1                                                       | 2058-03-25      | 3.5000%  | 0.0000% | $6310000.00        | $4953075.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-2                       | 2044-10-25      | 3.5000%  | 0.0000% | $18517000.00       | $3344933.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                                       | 2044-10-25      | 4.0231%  | 0.0000% | $11712000.00       | $5405132.20        | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                    | 2057-10-25      | 0.0000%  | 0.0000% | $1780000.00        | $1076708.48        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P                       | 2034-09-15      | 6.1134%  | 0.0000% | $12600000.00       | $12262290.88       | Private Label Collateralized Mortgage Obligations |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_21-8F                                 | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4855132.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                | 2052-05-20      | 3.6652%  | 0.0000% | $37500000.00       | $27196453.44       | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                               | 2053-08-20      | 5.2583%  | 0.0000% | $36000000.00       | $30209001.62       | Agency Collateralized Mortgage Obligation |
| GNMA_23-141C                               | 2050-05-20      | 1.6111%  | 0.0000% | $113975590.00      | $10861382.39       | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                | 2051-05-20      | 1.8717%  | 0.0000% | $104318398.00      | $12080211.16       | Agency Collateralized Mortgage Obligation |
| GNMA_24-167A                               | 2054-10-20      | 1.1717%  | 0.0000% | $300000000.00      | $13226647.74       | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                 | 2055-01-20      | 1.5967%  | 0.0000% | $402865.00         | $30340.10          | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                              | 2054-10-25      | 0.0000%  | 0.0000% | $63227997.00       | $29896915.79       | Agency Collateralized Mortgage Obligation |
| FNMA_25-35A                                | 2055-05-25      | 0.9280%  | 0.0000% | $100000.00         | $4069.50           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 4.5000%  | 0.0000% | $151536.00         | $128024.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 3.0000%  | 0.0000% | $9000.00           | $6909.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | 0.0000% | $51446469.00       | $45599574.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 4.5000%  | 0.0000% | $395066.00         | $363436.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-04-15      | 5.5200%  | 0.0000% | $9915936.00        | $10151633.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-10-15      | 5.1800%  | 0.0000% | $4055028.00        | $4011708.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | 0.0000% | $30385799.00       | $21085991.31       | Agency Mortgage-Backed Securities         |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.580000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $381405000.00
- **C.18.a - Value (excl. sponsor support):** $381405000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NORTHERN OIL & GAS INC         SR GLBL COCO 29  | 2029-04-15      | 3.6250%  | 0.0000% | $16628000.00       | $16899556.03       | Corporate Debt Securities |
| PINNACLE WEST CAP CORP         SR GLBL COCO 27  | 2027-06-15      | 4.7500%  | 0.0000% | $30588000.00       | $34083316.24       | Corporate Debt Securities |
| LUCID GROUP INC                SR GLBL COCO 26  | 2026-12-15      | 1.2500%  | 0.0000% | $14169000.00       | $12479051.56       | Corporate Debt Securities |
| LUMINAR TECHNOLOGIES INC       SR SEC GLBL CV30 | 2030-01-15      | 11.5000% | 0.0000% | $17500000.00       | $8485312.50        | Corporate Debt Securities |
| ON SEMICONDUCTOR CORP          SR GLBL COCO 29  | 2029-03-01      | 0.5000%  | 0.0000% | $64377000.00       | $56216321.12       | Corporate Debt Securities |
| RAPID7 INC                     SR GLBL COCO 27  | 2027-03-15      | 0.2500%  | 0.0000% | $40474000.00       | $37155975.19       | Corporate Debt Securities |
| COLLEGIUM PHARMACEUTICAL INC   SR GLBL COCO 29  | 2029-02-15      | 2.8750%  | 0.0000% | $23695000.00       | $25220612.45       | Corporate Debt Securities |
| APPLIED DIGITAL CORP           SR GLBL COCO 30  | 2030-06-01      | 2.7500%  | 0.0000% | $16970000.00       | $15784409.81       | Corporate Debt Securities |
| UPSTART HLDGS INC              SR GLBL COCO 29  | 2029-10-01      | 2.0000%  | 0.0000% | $93614000.00       | $120990270.13      | Corporate Debt Securities |
| INDIE SEMICONDUCTOR INC        SR GLBL COCO 29  | 2029-12-15      | 3.5000%  | 0.0000% | $28405000.00       | $24639538.52       | Corporate Debt Securities |
| IONIS PHARMACEUTICALS INC      SR GLBL COCO 26  | 2026-04-01      | 0.0000%  | 0.0000% | $18475000.00       | $18197875.00       | Corporate Debt Securities |
| ENPHASE ENERGY INC             SR GLBL COCO 28  | 2028-03-01      | 0.0000%  | 0.0000% | $46459000.00       | $38142839.00       | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL EXC BD29 | 2029-09-30      | 4.6250%  | 0.0000% | $17925000.00       | $18878759.37       | Corporate Debt Securities |

### Security 311: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDKK5AE2
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDKK5D58
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDKMEM73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKMHL10
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS1202
- **C.18 - Value (incl. sponsor support):** $1860000000.00
- **C.18.a - Value (excl. sponsor support):** $1860000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYDKS1228
- **C.18 - Value (incl. sponsor support):** $169000000.00
- **C.18.a - Value (excl. sponsor support):** $169000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS1244
- **C.18 - Value (incl. sponsor support):** $268000000.00
- **C.18.a - Value (excl. sponsor support):** $268000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 318: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS1269
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS12A0
- **C.18 - Value (incl. sponsor support):** $1667000000.00
- **C.18.a - Value (excl. sponsor support):** $1667000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS12C6
- **C.18 - Value (incl. sponsor support):** $896000000.00
- **C.18.a - Value (excl. sponsor support):** $896000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS12D4
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKS12E2
- **C.18 - Value (incl. sponsor support):** $1514000000.00
- **C.18.a - Value (excl. sponsor support):** $1514000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 4.370000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDKS4289
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDKSEX67
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2019-152 SA     | 2049-12-20      | 1.5611%  | 0.0000% | $33948102.00       | $1086230.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-036 GS     | 2050-03-20      | 1.6611%  | 0.0000% | $36250000.00       | $2719590.87        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-009 MI     | 2052-01-20      | 3.5000%  | 0.0000% | $78592730.00       | $5826356.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-023 SB     | 2054-02-20      | 2.2217%  | 0.0000% | $20395099.00       | $512902.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SA     | 2055-05-20      | 0.0000%  | 0.0000% | $18000000.00       | $1451232.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL018SG R25F018 | 2055-03-25      | 1.5280%  | 0.0000% | $37982080.00       | $2525827.79        | Agency Collateralized Mortgage Obligation |
| FERA 5420SM 06/25/54 | 2054-06-25      | 0.7780%  | 0.0000% | $74000000.00       | $2529182.83        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $4138808.00        | $3796613.00        | Agency Mortgage-Backed Securities         |
| GNII SF DA7708 C     | 2054-03-20      | 5.0000%  | 0.0000% | $14418349.00       | $13804767.55       | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $100251638.00      | $68223048.47       | Agency Mortgage-Backed Securities         |

### Security 325: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDKSEX75
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $113697400.00      | $113594921.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $98704300.00       | $90405095.19       | U.S. Treasuries (including strips) |

### Security 326: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDKSEXA8
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $275801600.00      | $172089017.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $30141900.00       | $25848109.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $220028000.00      | $209719509.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $468650300.00      | $451952378.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $39100500.00       | $38822881.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $605300.00         | $604119.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $11881000.00       | $10627022.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $32399800.00       | $32094048.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $62271100.00       | $60018523.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $600.00            | $571.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $72716300.00       | $73865263.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $5328000.00        | $5436819.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $115500.00         | $117385.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $871700700.00      | $861092724.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-06-12      | 0.0000%  | 0.0000% | $616800.00         | $616074.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $18859300.00       | $18873894.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $9737500.00        | $9511330.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $641400.00         | $621251.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $375.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $700.00            | $695.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $125700.00         | $116698.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $5649900.00        | $5261949.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $227848000.00      | $227955054.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $139586500.00      | $140754109.24      | U.S. Treasuries (including strips) |

### Security 327: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDKSEXL4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $194641300.00      | $127024396.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $133027900.00      | $127975671.70      | U.S. Treasuries (including strips) |

### Security 328: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDKSEXN0
- **C.18 - Value (incl. sponsor support):** $236000000.00
- **C.18.a - Value (excl. sponsor support):** $236000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $12520626.00       | $12581514.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $10041210.00       | $9915378.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $76813476.00       | $74087975.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $78530376.00       | $72407107.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $74921464.00       | $71728022.34       | U.S. Treasuries (including strips) |

### Security 329: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDKSEXP5
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_11-13            | 2041-01-20      | 1.5069%  | 0.0000% | $29855598.00       | $242118.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135G          | 2051-08-20      | 0.0000%  | 0.0000% | $22485120.00       | $87696.84          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-89 | 2042-08-25      | 1.1136%  | 0.0000% | $79393407.00       | $330325.12         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A            | 2055-02-25      | 0.7780%  | 0.0000% | $15152958.00       | $371074.27         | Agency Collateralized Mortgage Obligation |
| FNMA_24-103E          | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $17535.31          | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B           | 2055-06-25      | 0.0000%  | 0.0000% | $249957.00         | $1250.03           | Agency Collateralized Mortgage Obligation |

### Security 330: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEXT7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3715900.00        | $3712879.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $1400.00           | $1420.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $161952100.00      | $163855723.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $65800.00          | $72793.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $193239300.00      | $189357093.09      | U.S. Treasuries (including strips) |

### Security 331: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEXU4
- **C.18 - Value (incl. sponsor support):** $480000000.00
- **C.18.a - Value (excl. sponsor support):** $480000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $236800.00         | $240845.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $3100.00           | $3112.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $8069100.00        | $8147170.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $427521300.00      | $415445198.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $165000.00         | $159720.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $67934800.00       | $65603797.98       | U.S. Treasuries (including strips) |

### Security 332: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDKSEXW0
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $9999700.00        | $6275172.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $43412400.00       | $25068180.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $11439200.00       | $5339172.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $9854800.00        | $4756688.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $400.00            | $205.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $18097100.00       | $9989250.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $62307400.00       | $38572272.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $68998200.00       | $37400009.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $34665200.00       | $23303896.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $45967800.00       | $31601109.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $66450500.00       | $47374341.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $24555500.00       | $21969251.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $18109100.00       | $14629587.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $38122600.00       | $30432416.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $7711600.00        | $6753059.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $44751000.00       | $40460271.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $87800.00          | $83561.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $8680000.00        | $7854618.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $5448500.00        | $4948441.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $454500.00         | $438736.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $4995700.00        | $4932736.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $3100200.00        | $2413461.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $2071200.00        | $1550054.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $74.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $21690100.00       | $14806818.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $2761700.00        | $1861998.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $10947800.00       | $8031281.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $2796000.00        | $2162447.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $2983000.00        | $3059279.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $6954900.00        | $7245395.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $23200.00          | $24720.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $2387300.00        | $2542429.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $179800.00         | $191048.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $111000.00         | $115076.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $143000.00         | $141360.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $9394100.00        | $9008991.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $5396300.00        | $4328624.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $31374600.00       | $23643016.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $300.00            | $255.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $36601000.00       | $31327730.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $9846500.00        | $8341052.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $176804900.00      | $164635358.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $254735100.00      | $236452649.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $582606100.00      | $492933792.73      | U.S. Treasuries (including strips) |

### Security 333: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDKSEY17
- **C.18 - Value (incl. sponsor support):** $3700000000.00
- **C.18.a - Value (excl. sponsor support):** $3700000000.00
- **C.19 - Percentage of Net Assets:** 4.7500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $114667000.00      | $69260478.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $22278500.00       | $16013589.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $780200.00         | $633605.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $48999000.00       | $40778738.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $290900.00         | $260829.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $114060500.00      | $112015297.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $15634700.00       | $16052567.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $212658000.00      | $212243430.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $259415900.00      | $252648153.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $73006600.00       | $72743118.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1911900.00        | $1903816.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $212970000.00      | $180819487.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $9185300.00        | $9507506.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $242500000.00      | $240211570.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $1762000.00        | $1693652.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $48300.00          | $38835.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $131255600.00      | $99162933.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $1551900.00        | $1538649.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $338653200.00      | $342963003.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $6581300.00        | $6656868.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $305968800.00      | $302943877.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $79898400.00       | $82650674.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $8732900.00        | $8869728.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $35000000.00       | $35481435.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $135228500.00      | $139080399.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $771430700.00      | $765000053.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $10554000.00       | $10254678.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $43936600.00       | $37365870.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $254371000.00      | $236226821.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $253398100.00      | $214750875.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $20100.00          | $18467.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $5350900.00        | $4921186.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100009700.00      | $84456737.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $94931400.00       | $88225236.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $94317300.00       | $86607761.64       | U.S. Treasuries (including strips) |

### Security 334: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKSEY90
- **C.18 - Value (incl. sponsor support):** $29000000.00
- **C.18.a - Value (excl. sponsor support):** $29000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $8482458.00        | $8563378.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $21492766.00       | $21016626.78       | U.S. Treasuries (including strips) |

### Security 335: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDKSEYF6
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $7505008.00        | $7616707.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $2567104.00        | $2669278.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $2324372.00        | $2378389.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | 0.0000% | $205812.00         | $12280.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.5000%  | 0.0000% | $50000000.00       | $37756223.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-08-15      | 4.0000%  | 0.0000% | $5000943.00        | $3005327.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 2.8000%  | 0.0000% | $5539879.00        | $4620111.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | 0.0000% | $1034258.00        | $1072490.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 4.0000%  | 0.0000% | $237200.00         | $213169.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $1323410.00        | $1314195.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $94370.00          | $94056.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | 0.0000% | $1513360.00        | $1468044.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | 0.0000% | $1336288.00        | $1340648.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | 0.0000% | $1535998.00        | $1537612.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $1244784.00        | $1234567.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | 0.0000% | $1142240.00        | $1179452.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $1049340.00        | $1072382.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $138133.00         | $142593.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | 0.0000% | $2534268.00        | $2646016.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | 0.0000% | $3019868.00        | $3117342.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $78638.00          | $82494.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $212152.00         | $216387.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $1032936.00        | $1068234.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | 0.0000% | $4254968.00        | $4340140.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | 0.0000% | $1569464.00        | $1643251.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | 0.0000% | $3518064.00        | $3658078.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $6333920.00        | $6473008.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $1864884.00        | $1872452.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $7538256.00        | $7541071.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $1453542.00        | $1490809.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | 0.0000% | $1124676.00        | $1163178.53        | Agency Mortgage-Backed Securities |

### Security 336: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDKSEYP4
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | 0.0000% | $7617855.00        | $7527188.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $85810.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $1664698.00        | $1715722.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $1423086.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $1906942.00        | $1980733.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1110682.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 6.5000%  | 0.0000% | $1407688.00        | $1456777.05        | Agency Mortgage-Backed Securities |

### Security 337: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATONAL INC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDKSEYY5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.5000%  | 0.0000% | $1183370.00        | $49369.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | 0.0000% | $952500.00         | $16419.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | 0.0000% | $968800.00         | $13303.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | 0.0000% | $58371400.00       | $38894496.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | 0.0000% | $6953964.00        | $4416476.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $100000.00         | $61882.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $1068000.00        | $703941.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.0000%  | 0.0000% | $905700.00         | $607234.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | 0.0000% | $173500.00         | $113524.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $64956.64          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $721913.00         | $456110.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | 0.0000% | $154700.00         | $101455.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-12-20      | 4.0000%  | 0.0000% | $511000.00         | $345357.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-12-20      | 2.5000%  | 0.0000% | $92984.00          | $61019.63          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.0000%  | 0.0000% | $7588600.00        | $4803183.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | 0.0000% | $89813200.00       | $58075113.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 2.5000%  | 0.0000% | $504100.00         | $340195.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 3.0000%  | 0.0000% | $408800.00         | $273574.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 2.5000%  | 0.0000% | $35000.00          | $22486.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 2.5000%  | 0.0000% | $6319700.00        | $4288688.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.5000%  | 0.0000% | $20000000.00       | $10836134.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 3.0000%  | 0.0000% | $533500.00         | $387810.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | 0.0000% | $14967534.00       | $10816641.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 3.0000%  | 0.0000% | $519500.00         | $388676.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.5000%  | 0.0000% | $24875500.00       | $15553547.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-04-15      | 4.0000%  | 0.0000% | $460900.00         | $42933.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | 0.0000% | $1084400.00        | $386322.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 5.0000%  | 0.0000% | $102200.00         | $66007.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-12-15      | 2.5000%  | 0.0000% | $364500.00         | $234414.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 4.0000%  | 0.0000% | $25100.00          | $16354.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 6.0000%  | 0.0000% | $251600.00         | $167006.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | 0.0000% | $38100.00          | $25039.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 4.0000%  | 0.0000% | $1515000.00        | $88336.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 3.5000%  | 0.0000% | $969244.00         | $71575.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 3.5000%  | 0.0000% | $482582.00         | $34056.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 5.0000%  | 0.0000% | $500000.00         | $46770.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | 0.0000% | $1250000.00        | $97538.70          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | 0.0000% | $514800.00         | $18973.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | 0.0000% | $19800.00          | $13072.14          | Agency Mortgage-Backed Securities |

### Security 338: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDKSEZA6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | 0.0000% | $124340240.00      | $76500000.44       | Agency Mortgage-Backed Securities |

### Security 339: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDKTUL22
- **C.18 - Value (incl. sponsor support):** $826000000.00
- **C.18.a - Value (excl. sponsor support):** $826000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 340: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDKUKYM4
- **C.18 - Value (incl. sponsor support):** $262000000.00
- **C.18.a - Value (excl. sponsor support):** $262000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUMITOMO MITSUI FIN GRP INC                           | 2027-01-11      | 3.4460%  | 0.0000% | $3000.00           | $2993.57           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                           | 2028-07-19      | 3.9440%  | 0.0000% | $329000.00         | $328441.28         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                           | 2025-07-08      | 1.4740%  | 0.0000% | $200000.00         | $200536.82         | Corporate Debt Securities |
| STATE STREET CORP                                     | 2026-08-03      | 5.2720%  | 0.0000% | $567000.00         | $582084.47         | Corporate Debt Securities |
| STATE STREET CORP                                     | 2036-02-28      | 5.1460%  | 0.0000% | $1380000.00        | $1387425.63        | Corporate Debt Securities |
| STATE STREET CORP                                     | 2030-04-24      | 4.8340%  | 0.0000% | $3398000.00        | $3437396.41        | Corporate Debt Securities |
| EQUINOR ASA                                           | 2043-05-15      | 3.9500%  | 0.0000% | $1000.00           | $802.62            | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                        | 2040-03-25      | 5.5000%  | 0.0000% | $349000.00         | $349415.50         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                        | 2026-09-12      | 2.5000%  | 0.0000% | $167000.00         | $164501.12         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                        | 2026-09-12      | 2.5000%  | 0.0000% | $448000.00         | $441296.43         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                             | 2029-03-15      | 3.4000%  | 0.0000% | $18000.00          | $17519.46          | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                             | 2065-05-14      | 6.0500%  | 0.0000% | $1005000.00        | $997632.23         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                             | 2065-05-14      | 6.0500%  | 0.0000% | $1833000.00        | $1819562.07        | Corporate Debt Securities |
| EQUINOR ASA                                           | 2026-01-22      | 1.7500%  | 0.0000% | $15000.00          | $14843.13          | Corporate Debt Securities |
| SCHLUMBERGER HOLDINGS CORP                            | 2033-05-15      | 4.8500%  | 0.0000% | $1000.00           | $966.72            | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                   | 2031-03-11      | 1.6500%  | 0.0000% | $3000.00           | $2542.50           | Corporate Debt Securities |
| CARGILL INC                                           | 2026-02-02      | 0.7500%  | 0.0000% | $40000.00          | $39132.73          | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)             | 2035-05-15      | 5.0500%  | 0.0000% | $6000.00           | $5981.74           | Corporate Debt Securities |
| NORTHERN TRUST CORPORATION                            | 2032-11-02      | 6.1250%  | 0.0000% | $2560000.00        | $2735216.36        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2035-07-15      | 5.3500%  | 0.0000% | $96000.00          | $93862.32          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2038-02-01      | 5.9500%  | 0.0000% | $1000.00           | $997.28            | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $706.34            | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2047-04-01      | 4.0000%  | 0.0000% | $5000.00           | $3531.68           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2030-06-01      | 2.2500%  | 0.0000% | $200000.00         | $176323.50         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2030-06-01      | 2.2500%  | 0.0000% | $898000.00         | $791692.52         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2052-02-01      | 3.4500%  | 0.0000% | $1000.00           | $624.11            | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2052-06-01      | 5.4500%  | 0.0000% | $3000.00           | $2602.08           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2052-06-01      | 5.4500%  | 0.0000% | $72000.00          | $62449.82          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2032-11-01      | 5.9500%  | 0.0000% | $3000.00           | $3060.64           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2031-06-01      | 5.4500%  | 0.0000% | $1000.00           | $1032.62           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2031-06-01      | 5.4500%  | 0.0000% | $1000.00           | $1032.62           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                    | 2035-03-01      | 5.4500%  | 0.0000% | $2000.00           | $1979.21           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                       | 2030-02-01      | 2.5500%  | 0.0000% | $100000.00         | $91697.92          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                       | 2052-11-15      | 6.3500%  | 0.0000% | $3000.00           | $3105.77           | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                       | 2053-06-01      | 5.7500%  | 0.0000% | $3000.00           | $2938.95           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2027-02-09      | 4.5000%  | 0.0000% | $1738000.00        | $1771187.11        | Corporate Debt Securities |
| QUALCOMM INC                                          | 2035-05-20      | 4.6500%  | 0.0000% | $45000.00          | $44122.13          | Corporate Debt Securities |
| THE METHODIST HOSPITAL (TX)                           | 2050-12-01      | 2.7050%  | 0.0000% | $465000.00         | $281120.34         | Corporate Debt Securities |
| MARS INC                                              | 2035-03-01      | 5.2000%  | 0.0000% | $80000.00          | $80578.13          | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                           | 2035-03-01      | 3.6000%  | 0.0000% | $369000.00         | $331516.98         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                   | 2030-01-15      | 5.0330%  | 0.0000% | $2000.00           | $2045.65           | Corporate Debt Securities |
| MACQUARIE BANK LTD                                    | 2026-06-15      | 5.2080%  | 0.0000% | $217000.00         | $223904.94         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC               | 2031-01-18      | 8.5000%  | 0.0000% | $31000.00          | $37313.67          | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2029-08-14      | 4.2000%  | 0.0000% | $1000000.00        | $1009356.67        | Corporate Debt Securities |
| MICROSOFT CORP                                        | 2035-02-12      | 3.5000%  | 0.0000% | $53000.00          | $49227.46          | Corporate Debt Securities |
| MICROSOFT CORP                                        | 2046-08-08      | 3.7000%  | 0.0000% | $3000.00           | $2414.64           | Corporate Debt Securities |
| MICROSOFT CORP                                        | 2057-02-06      | 4.5000%  | 0.0000% | $3000.00           | $2691.87           | Corporate Debt Securities |
| MICROSOFT CORP                                        | 2050-06-01      | 2.5250%  | 0.0000% | $297000.00         | $184212.72         | Corporate Debt Securities |
| MICROSOFT CORP                                        | 2060-06-01      | 2.6750%  | 0.0000% | $2000.00           | $1155.75           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                            | 2029-04-15      | 3.6500%  | 0.0000% | $4000.00           | $3915.69           | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                  | 2044-07-01      | 4.3000%  | 0.0000% | $8000.00           | $6722.94           | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                  | 2033-04-01      | 5.2000%  | 0.0000% | $45000.00          | $45919.90          | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                  | 2055-05-15      | 5.8500%  | 0.0000% | $3000.00           | $3000.15           | Corporate Debt Securities |
| HERSHEY COMPANY THE                                   | 2032-02-24      | 4.9500%  | 0.0000% | $3000.00           | $3077.64           | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2047-06-15      | 3.9000%  | 0.0000% | $47000.00          | $36966.20          | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2030-04-15      | 2.7000%  | 0.0000% | $26000.00          | $24100.05          | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2040-04-15      | 3.3000%  | 0.0000% | $55000.00          | $43116.43          | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2051-03-15      | 2.3750%  | 0.0000% | $3000.00           | $1660.61           | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2042-07-01      | 4.0000%  | 0.0000% | $580000.00         | $485788.02         | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2052-01-15      | 2.9500%  | 0.0000% | $100000.00         | $62908.25          | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2032-09-15      | 4.5000%  | 0.0000% | $85000.00          | $84183.58          | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2032-09-15      | 4.5000%  | 0.0000% | $115000.00         | $113895.43         | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2032-09-15      | 4.5000%  | 0.0000% | $895000.00         | $886403.53         | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2033-01-15      | 4.4000%  | 0.0000% | $14000.00          | $13843.62          | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2034-09-15      | 4.5000%  | 0.0000% | $551000.00         | $531034.52         | Corporate Debt Securities |
| TARGET CORPORATION                                    | 2035-04-15      | 5.0000%  | 0.0000% | $3000.00           | $2973.92           | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                 | 2031-09-15      | 1.9000%  | 0.0000% | $100000.00         | $86274.83          | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                 | 2032-08-16      | 3.6500%  | 0.0000% | $160000.00         | $150979.91         | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                                 | 2032-08-16      | 3.6500%  | 0.0000% | $823000.00         | $776602.92         | Corporate Debt Securities |
| CHILE ELECTRICITY LUX MPC II SARL                     | 2035-10-20      | 5.6720%  | 0.0000% | $830000.00         | $832158.55         | Corporate Debt Securities |
| CATERPILLAR INC                                       | 2042-08-15      | 3.8030%  | 0.0000% | $414000.00         | $337742.06         | Corporate Debt Securities |
| CATERPILLAR INC                                       | 2031-03-12      | 1.9000%  | 0.0000% | $424000.00         | $370697.55         | Corporate Debt Securities |
| CARGILL INC                                           | 2028-02-11      | 4.6250%  | 0.0000% | $2000.00           | $2046.37           | Corporate Debt Securities |
| CHEVRON USA INC.                                      | 2030-04-15      | 4.6870%  | 0.0000% | $47000.00          | $48064.00          | Corporate Debt Securities |
| THE CHILDRENS HOSP CORP                               | 2047-01-01      | 4.1150%  | 0.0000% | $4000.00           | $3265.65           | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2026-06-25      | 5.1500%  | 0.0000% | $2000.00           | $2062.17           | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2026-06-25      | 5.1500%  | 0.0000% | $10000.00          | $10310.84          | Corporate Debt Securities |
| HOME DEPOT INC                                        | 2031-06-25      | 4.8500%  | 0.0000% | $3000.00           | $3107.71           | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2036-03-15      | 5.7000%  | 0.0000% | $38000.00          | $39577.95          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2036-03-15      | 5.7000%  | 0.0000% | $61000.00          | $63533.03          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2031-09-01      | 1.7500%  | 0.0000% | $96000.00          | $80997.73          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2034-01-15      | 4.5000%  | 0.0000% | $87000.00          | $84930.71          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2035-03-01      | 5.0000%  | 0.0000% | $35000.00          | $35026.29          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2064-03-01      | 5.3500%  | 0.0000% | $2000.00           | $1849.67           | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2027-07-30      | 4.6500%  | 0.0000% | $3000.00           | $3060.33           | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                           | 2030-02-01      | 4.7000%  | 0.0000% | $3000.00           | $3065.60           | Corporate Debt Securities |
| APPLE INC                                             | 2046-08-04      | 3.8500%  | 0.0000% | $23000.00          | $18522.26          | Corporate Debt Securities |
| APPLE INC                                             | 2026-09-11      | 2.0500%  | 0.0000% | $185000.00         | $180944.54         | Corporate Debt Securities |
| SALESFORCE INC                                        | 2061-07-15      | 3.0500%  | 0.0000% | $5000.00           | $3010.44           | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                  | 2034-08-01      | 6.2500%  | 0.0000% | $90000.00          | $98786.67          | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                  | 2034-08-01      | 6.2500%  | 0.0000% | $129000.00         | $141594.23         | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                  | 2036-06-01      | 6.2000%  | 0.0000% | $1000.00           | $1098.88           | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                  | 2034-09-18      | 4.3750%  | 0.0000% | $3000.00           | $2858.91           | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                  | 2034-09-18      | 4.3750%  | 0.0000% | $98000.00          | $93391.06          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                           | 2028-03-14      | 4.5000%  | 0.0000% | $1245000.00        | $1261496.25        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                           | 2055-03-14      | 5.7500%  | 0.0000% | $3000.00           | $2953.38           | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                           | 2055-03-14      | 5.7500%  | 0.0000% | $3000.00           | $2953.38           | Corporate Debt Securities |
| MITSUBISHI CORP                                       | 2034-07-17      | 5.1250%  | 0.0000% | $370000.00         | $376628.19         | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2031-01-22      | 2.6990%  | 0.0000% | $48000.00          | $44215.03          | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2032-04-28      | 1.9280%  | 0.0000% | $186000.00         | $156932.62         | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2032-04-01      | 7.2500%  | 0.0000% | $226000.00         | $259586.30         | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2027-01-20      | 3.6250%  | 0.0000% | $1000.00           | $1000.44           | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2027-07-20      | 1.5120%  | 0.0000% | $22000.00          | $21335.16          | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2034-07-21      | 5.4240%  | 0.0000% | $1000.00           | $1026.25           | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2035-01-18      | 5.4660%  | 0.0000% | $1000.00           | $1024.83           | Corporate Debt Securities |
| MORGAN STANLEY                                        | 2030-07-19      | 5.0420%  | 0.0000% | $1107000.00        | $1137007.76        | Corporate Debt Securities |
| QUALCOMM INC                                          | 2032-05-20      | 4.2500%  | 0.0000% | $3000.00           | $2931.57           | Corporate Debt Securities |
| QUALCOMM INC                                          | 2033-05-20      | 5.4000%  | 0.0000% | $283000.00         | $294996.37         | Corporate Debt Securities |
| EXXON MOBIL CORP                                      | 2026-08-16      | 2.2750%  | 0.0000% | $934000.00         | $919132.80         | Corporate Debt Securities |
| META PLATFORMS INC                                    | 2052-08-15      | 4.4500%  | 0.0000% | $90000.00          | $75410.93          | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                             | 2029-04-05      | 4.9940%  | 0.0000% | $10356000.00       | $10576579.92       | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) LTD                           | 2040-11-02      | 5.2000%  | 0.0000% | $3000.00           | $2887.30           | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) LTD                           | 2040-11-02      | 5.2000%  | 0.0000% | $27000.00          | $25985.73          | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                           | 2055-03-14      | 5.7500%  | 0.0000% | $503000.00         | $495182.82         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                  | 2031-05-02      | 4.9700%  | 0.0000% | $44000.00          | $44438.48          | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                  | 2030-10-18      | 4.6500%  | 0.0000% | $4000.00           | $3999.70           | Corporate Debt Securities |
| WALT DISNEY CO                                        | 2043-10-01      | 5.4000%  | 0.0000% | $84000.00          | $82846.68          | Corporate Debt Securities |
| WALT DISNEY CO                                        | 2049-09-01      | 2.7500%  | 0.0000% | $3000.00           | $1861.32           | Corporate Debt Securities |
| WALT DISNEY CO                                        | 2030-03-22      | 3.8000%  | 0.0000% | $30000.00          | $29516.33          | Corporate Debt Securities |
| WALT DISNEY CO                                        | 2060-05-13      | 3.8000%  | 0.0000% | $3000.00           | $2127.91           | Corporate Debt Securities |
| DEERE & CO                                            | 2050-04-15      | 3.7500%  | 0.0000% | $20000.00          | $15231.95          | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                              | 2042-12-15      | 3.8000%  | 0.0000% | $5000.00           | $4062.48           | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                              | 2065-03-15      | 5.8000%  | 0.0000% | $3000.00           | $2998.74           | Corporate Debt Securities |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC | 2049-07-01      | 3.9140%  | 0.0000% | $1623000.00        | $1189560.99        | Corporate Debt Securities |
| WYETH LLC                                             | 2037-04-01      | 5.9500%  | 0.0000% | $1415000.00        | $1495232.47        | Corporate Debt Securities |
| COCA-COLA CO                                          | 2027-05-25      | 2.9000%  | 0.0000% | $3000.00           | $2938.03           | Corporate Debt Securities |
| COCA-COLA CO                                          | 2027-05-25      | 2.9000%  | 0.0000% | $3000.00           | $2938.03           | Corporate Debt Securities |
| COCA-COLA CO                                          | 2050-03-25      | 4.2000%  | 0.0000% | $69000.00          | $56234.54          | Corporate Debt Securities |
| COCA-COLA CO                                          | 2041-05-05      | 2.8750%  | 0.0000% | $738000.00         | $539512.34         | Corporate Debt Securities |
| COCA-COLA CO                                          | 2034-08-14      | 4.6500%  | 0.0000% | $46000.00          | $46250.32          | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                  | 2025-08-15      | 3.1000%  | 0.0000% | $2000.00           | $2012.40           | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                  | 2027-08-15      | 3.1000%  | 0.0000% | $378000.00         | $374088.33         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                    | 2027-04-06      | 3.3000%  | 0.0000% | $409000.00         | $401494.85         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC               | 2029-02-22      | 4.3000%  | 0.0000% | $300000.00         | $298609.67         | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL (19) (II) LTD              | 2049-09-06      | 3.3750%  | 0.0000% | $835000.00         | $569707.98         | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                | 2050-05-29      | 3.1270%  | 0.0000% | $20000.00          | $12826.14          | Corporate Debt Securities |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                | 2050-05-29      | 3.1270%  | 0.0000% | $327000.00         | $209707.34         | Corporate Debt Securities |
| TOTALENERGIES CAPITAL SA                              | 2054-04-05      | 5.4880%  | 0.0000% | $657000.00         | $618706.39         | Corporate Debt Securities |
| TOTALENERGIES CAPITAL SA                              | 2054-04-05      | 5.4880%  | 0.0000% | $1180000.00        | $1111223.04        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                              | 2055-03-15      | 5.5500%  | 0.0000% | $3000.00           | $2888.49           | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                               | 2053-11-15      | 6.2000%  | 0.0000% | $3000.00           | $3094.33           | Corporate Debt Securities |
| ALPHABET INC                                          | 2040-08-15      | 1.9000%  | 0.0000% | $1283000.00        | $843638.79         | Corporate Debt Securities |
| ALPHABET INC                                          | 2050-08-15      | 2.0500%  | 0.0000% | $3000.00           | $1648.59           | Corporate Debt Securities |
| TOYOTA MTR CORP                                       | 2026-03-25      | 1.3390%  | 0.0000% | $351000.00         | $342999.88         | Corporate Debt Securities |
| EMERSON ELECTRIC CO                                   | 2026-10-15      | 0.8750%  | 0.0000% | $3490000.00        | $3332404.69        | Corporate Debt Securities |
| KENVUE INC                                            | 2030-03-22      | 5.0000%  | 0.0000% | $3000.00           | $3096.91           | Corporate Debt Securities |
| KENVUE INC                                            | 2063-03-22      | 5.2000%  | 0.0000% | $3000.00           | $2751.40           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2026-04-22      | 3.0000%  | 0.0000% | $1252000.00        | $1239413.23        | Corporate Debt Securities |
| WESTPAC BANKING CORP                                  | 2026-08-19      | 2.7000%  | 0.0000% | $507000.00         | $501329.21         | Corporate Debt Securities |
| WILLIS-KNIGHTON MEDICAL CENTER                        | 2048-09-01      | 4.8130%  | 0.0000% | $100000.00         | $84527.88          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2051-04-04      | 5.0130%  | 0.0000% | $17076000.00       | $15106590.77       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2041-04-30      | 3.0680%  | 0.0000% | $100000.00         | $73192.67          | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2028-03-24      | 3.5260%  | 0.0000% | $10058000.00       | $9921053.62        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2034-04-24      | 5.3890%  | 0.0000% | $7000.00           | $7045.42           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                 | 2029-07-25      | 5.5740%  | 0.0000% | $91000.00          | $94989.82          | Corporate Debt Securities |
| CITIBANK NA                                           | 2029-08-06      | 4.8380%  | 0.0000% | $353000.00         | $362446.40         | Corporate Debt Securities |
| CITIBANK NA                                           | 2030-05-29      | 4.9140%  | 0.0000% | $712000.00         | $716981.51         | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                              | 2035-05-15      | 5.0500%  | 0.0000% | $100000.00         | $99671.78          | Corporate Debt Securities |
| COSTCO WHSLE CORP                                     | 2030-04-20      | 1.6000%  | 0.0000% | $63000.00          | $55684.30          | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                           | 2038-01-15      | 6.4500%  | 0.0000% | $3000.00           | $3311.09           | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                           | 2048-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2312.31           | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                           | 2053-02-01      | 5.3000%  | 0.0000% | $4000.00           | $3724.56           | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                           | 2032-03-15      | 3.0000%  | 0.0000% | $1000.00           | $883.32            | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                                | 2034-03-15      | 5.0000%  | 0.0000% | $25000.00          | $25224.92          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2026-02-28      | 2.9500%  | 0.0000% | $67000.00          | $66764.09          | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2026-09-20      | 2.5000%  | 0.0000% | $1237000.00        | $1217407.29        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2031-02-26      | 4.9500%  | 0.0000% | $349000.00         | $360023.17         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2064-02-26      | 5.3500%  | 0.0000% | $278000.00         | $264033.13         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2035-02-24      | 5.1000%  | 0.0000% | $2000.00           | $2037.32           | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2055-02-24      | 5.5000%  | 0.0000% | $3000.00           | $2961.44           | Corporate Debt Securities |
| CISCO SYSTEMS INC                                     | 2055-02-24      | 5.5000%  | 0.0000% | $290000.00         | $286272.53         | Corporate Debt Securities |
| CREDIT SUISSE (USA) LLC                               | 2032-07-15      | 7.1250%  | 0.0000% | $1000000.00        | $1142888.75        | Corporate Debt Securities |
| CONOCOPHILLIPS                                        | 2047-10-01      | 4.8750%  | 0.0000% | $1000.00           | $860.41            | Corporate Debt Securities |
| CONOCOPHILLIPS                                        | 2047-10-01      | 4.8750%  | 0.0000% | $5000.00           | $4302.05           | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                     | 2033-09-15      | 5.0500%  | 0.0000% | $26000.00          | $26253.52          | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                     | 2063-09-15      | 5.7000%  | 0.0000% | $3000.00           | $2804.48           | Corporate Debt Securities |
| CUMMINS INC                                           | 2050-09-01      | 2.6000%  | 0.0000% | $404000.00         | $235490.70         | Corporate Debt Securities |
| CUMMINS INC                                           | 2031-02-15      | 4.7000%  | 0.0000% | $1217000.00        | $1213752.64        | Corporate Debt Securities |
| JOHNS HOPKINS HEALTH SYSTEM CORP                      | 2046-05-15      | 3.8370%  | 0.0000% | $1000.00           | $761.57            | Corporate Debt Securities |
| JOHNSON & JOHNSON                                     | 2029-06-01      | 4.8000%  | 0.0000% | $4000000.00        | $4186066.67        | Corporate Debt Securities |
| KLA CORP                                              | 2032-07-15      | 4.6500%  | 0.0000% | $700000.00         | $706074.25         | Corporate Debt Securities |
| KLA CORP                                              | 2062-07-15      | 5.2500%  | 0.0000% | $30000.00          | $27732.83          | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                  | 2035-05-21      | 4.5000%  | 0.0000% | $1000.00           | $1006.74           | Corporate Debt Securities |
| NIKE INC                                              | 2050-03-27      | 3.3750%  | 0.0000% | $448000.00         | $310184.56         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2044-02-01      | 4.8500%  | 0.0000% | $671000.00         | $618307.67         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2025-07-15      | 3.9000%  | 0.0000% | $574000.00         | $581763.35         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2048-02-22      | 4.2600%  | 0.0000% | $983000.00         | $815513.18         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2027-01-29      | 3.9600%  | 0.0000% | $271000.00         | $273411.90         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2031-03-24      | 4.4930%  | 0.0000% | $3175000.00        | $3159370.01        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2030-04-22      | 5.5810%  | 0.0000% | $28000.00          | $29030.99          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2035-07-22      | 5.2940%  | 0.0000% | $2854000.00        | $2896562.02        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2035-10-22      | 4.9460%  | 0.0000% | $1002000.00        | $977020.92         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2029-01-24      | 4.9150%  | 0.0000% | $1017000.00        | $1042691.96        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2031-01-24      | 5.1400%  | 0.0000% | $41000.00          | $42298.88          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                   | 2031-01-24      | 5.1400%  | 0.0000% | $84000.00          | $86661.12          | Corporate Debt Securities |
| INDIANAPOLIS POWER & LIGHT CO                         | 2046-05-01      | 4.0500%  | 0.0000% | $3000.00           | $2326.03           | Corporate Debt Securities |
| WW GRAINGER INC                                       | 2045-06-15      | 4.6000%  | 0.0000% | $2195000.00        | $1943855.42        | Corporate Debt Securities |
| GREAT-WEST LIFECO FINANCE DELAWARE LP                 | 2047-06-03      | 4.1500%  | 0.0000% | $2000.00           | $1590.97           | Corporate Debt Securities |
| GREAT-WEST LIFECO FINANCE DELAWARE LP                 | 2047-06-03      | 4.1500%  | 0.0000% | $473000.00         | $376264.01         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2036-03-15      | 5.8000%  | 0.0000% | $2000.00           | $2066.53           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2036-03-15      | 5.8000%  | 0.0000% | $100000.00         | $103326.33         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2037-11-15      | 6.6250%  | 0.0000% | $100000.00         | $107510.04         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2048-06-15      | 4.2500%  | 0.0000% | $429000.00         | $339926.37         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2028-12-15      | 3.8750%  | 0.0000% | $376000.00         | $373612.56         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2039-08-15      | 3.5000%  | 0.0000% | $72000.00          | $57055.56          | Corporate Debt Securities |
| PEPSICO INC                                           | 2054-07-17      | 5.2500%  | 0.0000% | $18000.00          | $17422.66          | Corporate Debt Securities |
| PEPSICO INC                                           | 2027-02-07      | 4.4000%  | 0.0000% | $3652000.00        | $3716060.14        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                 | 2043-05-19      | 5.1100%  | 0.0000% | $111005000.00      | $103503436.29      | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                 | 2063-05-19      | 5.3400%  | 0.0000% | $66000.00          | $59459.51          | Corporate Debt Securities |
| PFIZER INC                                            | 2039-03-15      | 7.2000%  | 0.0000% | $3000.00           | $3534.24           | Corporate Debt Securities |
| PFIZER INC                                            | 2043-06-15      | 4.3000%  | 0.0000% | $40000.00          | $34391.93          | Corporate Debt Securities |
| PFIZER INC                                            | 2026-12-15      | 3.0000%  | 0.0000% | $3000.00           | $2992.32           | Corporate Debt Securities |
| PFIZER INC                                            | 2028-09-15      | 3.6000%  | 0.0000% | $74000.00          | $73244.46          | Corporate Debt Securities |
| PFIZER INC                                            | 2049-03-15      | 4.0000%  | 0.0000% | $246000.00         | $191319.94         | Corporate Debt Securities |
| PFIZER INC                                            | 2030-04-01      | 2.6250%  | 0.0000% | $887000.00         | $820946.96         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                       | 2041-11-15      | 4.3750%  | 0.0000% | $398000.00         | $339570.78         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                       | 2043-11-15      | 4.8750%  | 0.0000% | $200000.00         | $178912.25         | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                       | 2029-02-13      | 4.8750%  | 0.0000% | $18000.00          | $18464.75          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                       | 2029-02-13      | 4.8750%  | 0.0000% | $90000.00          | $92323.76          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                       | 2031-02-13      | 5.1250%  | 0.0000% | $138000.00         | $142321.14         | Corporate Debt Securities |
| UNIVERSITY OF SOUTHERN CALIFORNIA                     | 2051-10-01      | 2.9450%  | 0.0000% | $1000.00           | $627.88            | Corporate Debt Securities |
| POTOMAC ELECTRIC POWER COMPANY                        | 2034-03-15      | 5.2000%  | 0.0000% | $3000.00           | $3019.87           | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                    | 2034-05-15      | 5.3500%  | 0.0000% | $4000.00           | $3990.56           | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                    | 2034-05-15      | 5.3500%  | 0.0000% | $3624000.00        | $3615444.34        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE               | 2049-07-01      | 3.6000%  | 0.0000% | $4102000.00        | $2947040.88        | Corporate Debt Securities |
| PROGRESSIVE CORP                                      | 2048-03-15      | 4.2000%  | 0.0000% | $1657000.00        | $1347074.72        | Corporate Debt Securities |
| PROGRESSIVE CORP                                      | 2050-03-26      | 3.9500%  | 0.0000% | $891000.00         | $677634.21         | Corporate Debt Securities |
| PROLOGIS LP                                           | 2029-11-15      | 2.8750%  | 0.0000% | $100000.00         | $93376.79          | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH                           | 2048-10-01      | 3.9300%  | 0.0000% | $335000.00         | $245628.98         | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)                     | 2047-03-15      | 4.1500%  | 0.0000% | $2051000.00        | $1561581.83        | Corporate Debt Securities |
| VISA INC                                              | 2040-04-15      | 2.7000%  | 0.0000% | $36000.00          | $26771.58          | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                                 | 2048-09-01      | 4.2000%  | 0.0000% | $2000.00           | $1567.13           | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC                               | 2055-04-15      | 5.8000%  | 0.0000% | $1000.00           | $978.66            | Corporate Debt Securities |
| ENTERGY MISSISSIPPI LLC                               | 2055-04-15      | 5.8000%  | 0.0000% | $4000.00           | $3914.62           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2037-03-15      | 5.5500%  | 0.0000% | $4000.00           | $4230.93           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2050-05-15      | 2.2500%  | 0.0000% | $3000.00           | $1664.09           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2026-02-27      | 5.0000%  | 0.0000% | $1027000.00        | $1040306.50        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2026-02-27      | 5.0000%  | 0.0000% | $1047000.00        | $1060565.63        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                 | 2026-02-27      | 5.0000%  | 0.0000% | $1390000.00        | $1408009.77        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2031-05-15      | 2.3000%  | 0.0000% | $3000.00           | $2600.15           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2029-05-15      | 4.0000%  | 0.0000% | $52000.00          | $50855.83          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2052-05-15      | 4.7500%  | 0.0000% | $109000.00         | $89670.94          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2053-04-15      | 5.0500%  | 0.0000% | $100000.00         | $86504.25          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2064-04-15      | 5.5000%  | 0.0000% | $2000.00           | $1806.81           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2044-07-15      | 5.5000%  | 0.0000% | $21000.00          | $20191.61          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                | 2054-07-15      | 5.6250%  | 0.0000% | $65000.00          | $61979.04          | Corporate Debt Securities |
| MASTERCARD INC                                        | 2026-11-21      | 2.9500%  | 0.0000% | $3271000.00        | $3215515.66        | Corporate Debt Securities |
| MASTERCARD INC                                        | 2027-03-26      | 3.3000%  | 0.0000% | $3879000.00        | $3849623.04        | Corporate Debt Securities |
| MASTERCARD INC                                        | 2033-03-09      | 4.8500%  | 0.0000% | $183000.00         | $186049.24         | Corporate Debt Securities |
| MASTERCARD INC                                        | 2033-03-09      | 4.8500%  | 0.0000% | $730000.00         | $742163.63         | Corporate Debt Securities |
| MASTERCARD INC                                        | 2032-01-15      | 4.3500%  | 0.0000% | $2000.00           | $2001.19           | Corporate Debt Securities |
| MASTERCARD INC                                        | 2032-01-15      | 4.3500%  | 0.0000% | $951000.00         | $951563.47         | Corporate Debt Securities |
| MARS INC                                              | 2027-03-01      | 4.4500%  | 0.0000% | $2042000.00        | $2062464.24        | Corporate Debt Securities |
| MARS INC                                              | 2030-03-01      | 4.8000%  | 0.0000% | $192000.00         | $195050.88         | Corporate Debt Securities |
| BROWN-FORMAN CORPORATION                              | 2033-04-15      | 4.7500%  | 0.0000% | $63000.00          | $62639.48          | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                      | 2040-05-01      | 5.7500%  | 0.0000% | $10000.00          | $10236.82          | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                      | 2043-09-01      | 5.1500%  | 0.0000% | $143000.00         | $136648.22         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC               | 2026-01-09      | 4.9000%  | 0.0000% | $300000.00         | $306414.50         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC               | 2026-01-09      | 4.9000%  | 0.0000% | $940000.00         | $960098.77         | Corporate Debt Securities |
| MERCK & CO INC                                        | 2043-05-18      | 4.1500%  | 0.0000% | $975000.00         | $811632.25         | Corporate Debt Securities |
| MERCK & CO INC                                        | 2061-12-10      | 2.9000%  | 0.0000% | $210000.00         | $121307.43         | Corporate Debt Securities |
| MERCK & CO INC                                        | 2044-05-17      | 4.9000%  | 0.0000% | $5000.00           | $4563.90           | Corporate Debt Securities |
| NESTLE HLDGS INC.                                     | 2025-09-24      | 3.5000%  | 0.0000% | $202000.00         | $202544.73         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP     | 2031-02-07      | 5.0000%  | 0.0000% | $2029000.00        | $2090021.05        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                           | 2027-01-12      | 4.3300%  | 0.0000% | $800000.00         | $807706.22         | Corporate Debt Securities |
| NEVADA PWR CO                                         | 2053-05-01      | 5.9000%  | 0.0000% | $2000.00           | $1952.69           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2044-07-08      | 4.8000%  | 0.0000% | $160000.00         | $142646.93         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2034-10-24      | 6.5610%  | 0.0000% | $3317000.00        | $3630592.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2045-10-21      | 4.7500%  | 0.0000% | $224000.00         | $195047.07         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2029-05-01      | 4.2230%  | 0.0000% | $3371000.00        | $3342892.13        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2030-02-07      | 2.6000%  | 0.0000% | $3000.00           | $2762.64           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2032-01-27      | 1.9920%  | 0.0000% | $3009000.00        | $2575541.51        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2028-02-24      | 2.6400%  | 0.0000% | $27000.00          | $26253.99          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                           | 2038-10-31      | 4.0170%  | 0.0000% | $502000.00         | $428290.09         | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                                | 2027-03-18      | 4.3300%  | 0.0000% | $947000.00         | $957416.23         | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                                | 2027-05-21      | 5.4140%  | 0.0000% | $1480000.00        | $1491460.38        | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                                | 2027-05-21      | 5.4140%  | 0.0000% | $3119000.00        | $3143151.98        | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                                | 2027-05-21      | 4.3300%  | 0.0000% | $478000.00         | $478853.50         | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                                 | 2030-04-01      | 3.6250%  | 0.0000% | $3000.00           | $2912.07           | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                                 | 2030-04-01      | 3.6250%  | 0.0000% | $74000.00          | $71831.13          | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                                 | 2026-06-01      | 1.1500%  | 0.0000% | $1595000.00        | $1554388.20        | Corporate Debt Securities |
| GEORGIA-PACIFIC LLC                                   | 2031-05-15      | 8.8750%  | 0.0000% | $38000.00          | $46008.42          | Corporate Debt Securities |
| GLAXOSK CAP INC                                       | 2035-04-15      | 4.8750%  | 0.0000% | $53000.00          | $52372.33          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                        | 2050-11-10      | 2.7720%  | 0.0000% | $2000.00           | $1186.42           | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                        | 2061-02-08      | 3.3790%  | 0.0000% | $208000.00         | $131394.11         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                        | 2041-06-17      | 3.0600%  | 0.0000% | $4000.00           | $2924.02           | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                        | 2034-11-17      | 5.2270%  | 0.0000% | $15000.00          | $14952.41          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2027-11-15      | 3.4500%  | 0.0000% | $65000.00          | $64058.64          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2040-11-13      | 2.3500%  | 0.0000% | $380000.00         | $252996.29         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2042-03-15      | 3.5500%  | 0.0000% | $122000.00         | $94755.67          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2031-02-01      | 5.7500%  | 0.0000% | $34000.00          | $36549.90          | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2063-11-15      | 6.4000%  | 0.0000% | $1065000.00        | $1123592.75        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2026-02-20      | 4.9500%  | 0.0000% | $3000.00           | $3050.58           | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2027-02-22      | 4.9000%  | 0.0000% | $4548000.00        | $4658966.15        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                               | 2044-02-22      | 5.5000%  | 0.0000% | $3000.00           | $2944.90           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                             | 2041-12-15      | 4.2500%  | 0.0000% | $3000.00           | $2553.84           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                             | 2046-03-15      | 3.8750%  | 0.0000% | $3000.00           | $2291.47           | Corporate Debt Securities |
| DUKE ENERGY OHIO INC                                  | 2033-04-01      | 5.2500%  | 0.0000% | $72000.00          | $73353.18          | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                   | 2025-10-01      | 0.5500%  | 0.0000% | $640000.00         | $632103.29         | Corporate Debt Securities |
| PEPSICO INC                                           | 2042-03-05      | 4.0000%  | 0.0000% | $372000.00         | $309081.57         | Corporate Debt Securities |
| PEPSICO INC                                           | 2025-07-17      | 3.5000%  | 0.0000% | $3427000.00        | $3467406.24        | Corporate Debt Securities |
| PEPSICO INC                                           | 2026-02-24      | 2.8500%  | 0.0000% | $94000.00          | $93707.66          | Corporate Debt Securities |
| PACIFICORP                                            | 2037-10-15      | 6.2500%  | 0.0000% | $90000.00          | $93513.83          | Corporate Debt Securities |
| PACIFICORP                                            | 2030-09-15      | 2.7000%  | 0.0000% | $196000.00         | $176514.66         | Corporate Debt Securities |
| PACIFICORP                                            | 2053-12-01      | 5.3500%  | 0.0000% | $3000.00           | $2711.55           | Corporate Debt Securities |
| PACIFICORP                                            | 2053-12-01      | 5.3500%  | 0.0000% | $2583000.00        | $2334648.14        | Corporate Debt Securities |
| PACIFICORP                                            | 2054-05-15      | 5.5000%  | 0.0000% | $3000.00           | $2698.87           | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2025-06-05

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer